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XPRSobjsa

Purpose
Returns upper and lower sensitivity ranges for specified objective function coefficients. If the objective coefficients are varied within these ranges the current basis remains optimal and the reduced costs remain valid.
Topic areas
Sensitivity Analysis, LP
Synopsis
int XPRS_CC XPRSobjsa(XPRSprob prob, int ncols, const int colind[], double lower[], double upper[]);
Arguments
prob 
The current problem.
ncols 
Number of objective function coefficients whose sensitivity is sought.
colind 
Integer array of length ncols containing the indices of the columns whose objective function coefficients sensitivity ranges are required.
lower 
Double array of length ncols where the objective function lower range values are to be returned.
upper 
Double array of length ncols where the objective function upper range values are to be returned.
Example
Here we obtain the objective function ranges for the three columns: 2, 6 and 8: 
colind[0] = 2; colind[1] = 8; colind[2] = 6;
XPRSobjsa(prob,3,colind,lower,upper);
After which lower and upper contain: 
lower[0] = 5.0; upper[0] = 7.0;
lower[1] = 3.8; upper[1] = 5.2;
lower[2] = 5.7; upper[2] = 1e+20;
Meaning that the current basis remains optimal when 5.0 ≤ C2 ≤ 7.0, 3.8 ≤ C8 ≤ 5.2 and 5.7 ≤ C6, Ci being the objective coefficient of column i.
Further information
1. This function does not currently apply to general nonlinear problems.
2. XPRSobjsa can only be called when an optimal solution to the current LP has been found. It cannot be used when the problem is MIP presolved.
Related topics
XPRSrhssa, XPRSbndsa.

Parent Topic Console and Library Functions

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