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XPRSrhssa

Purpose
Returns upper and lower sensitivity ranges for specified right hand side (RHS) function coefficients. If the RHS 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 XPRSrhssa(XPRSprob prob, int nrows, const int rowind[], double lower[], double upper[]);
Arguments
prob 
The current problem.
nrows 
The number of RHS coefficients for which sensitivity ranges are required.
rowind 
Integer array of length nrows containing the indices of the rows whose RHS coefficients sensitivity ranges are required.
lower 
Double array of length nrows where the RHS lower range values are to be returned.
upper 
Double array of length nrows where the RHS upper range values are to be returned.
Example
Here we obtain the RHS ranges for the three columns: 2, 6 and 8: 
rowind[0] = 2; rowind[1] = 8; rowind[2] = 6;
XPRSrhssa(prob,3,rowind,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 ≤ rhs 2, 3.8 ≤ rhs 8 ≤ 5.2 and 5.7 ≤ rhs 6, rhs i being the RHS coefficient of row i.
Further information
1. This function currently does not apply to general nonlinear problems.
2. XPRSrhssa 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
XPRSobjsa, XPRSbndsa.

Parent Topic Console and Library Functions

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