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problem.getRCost

Purpose
Return the reduced cost of one or more variables of the problem w.r.t. the solution found by problem.optimize. This function only works on continuous optimization problems.
Synopsis
r = problem.getRCost(*variables)
Arguments
variables 
(optional) variable objects whose reduced costs will be returned. If none is provided, a list of reduced costs of all variables in the problem will be returned.
r 
A list of reduced cost values if *variables contains more than one variable object, a single reduced cost value otherwise.
Example 
import xpress as xp
import numpy as np
x = xp.vars(10, name='y')  # creates 10 variables named 'y(0)', 'y(1)', etc.
A = np.random.random((5,10))
b = np.random.random(5)
constr = xp.Dot(A,x) >= b
p = xp.problem(x, constr, xp.Sum(x))
p.optimize()
print("Reduced costs of first two variables:", p.getRCost(x[:2]))
print("Reduced costs of last two variables:", p.getRCost('y(8)', 'y(9)'))
Related topics
problem.optimize, problem.getlpsol, problem.getSolution, problem.getDual, problem.getSlack.

Parent Topic Xpress problem methods

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