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XPRScalcreducedcosts

Purpose
Calculates the reduced cost values for a given (row) dual solution.
Topic areas
Linear Algebra, Solution
Synopsis
int XPRS_CC XPRScalcreducedcosts(XPRSprob prob, const double duals[], const double solution[], double djs[]);
Arguments
prob 
The current problem.
duals 
Double array of length ROWS that holds the dual solution to calculate the reduced costs for.
solution 
Optional double array of length COLS that holds the primal solution. This is necessary for quadratic problems.
djs 
Double array of length COLS in which the calculated reduced costs are returned.
Further information
1. This function applies to linear and convex quadratic (including second order conic) problems only.
2. The calculations are always carried out in the original problem, even if the problem is currently presolved.
3. If using the function during a solve (e.g. from a callback), use ORIGINALCOLS and ORIGINALROWS to retrieve the non-presolved dimensions of the problem.
Related topics
XPRScalcslacks, XPRScalcsolinfo, XPRScalcobjective.

Parent Topic Console and Library Functions

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