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Generate cost or bound ranging information for individual variables and constraints

Open jajhall opened this issue 3 years ago • 1 comments

Probably prohibitively expensive for "bound" ranging on basic variables.

jajhall avatar May 18 '22 10:05 jajhall

To speed up things I would, however, not require all ranging information, but only require to compute the cost ranging lower value for those basic integral columns that sit at their lower bound and compute the cost ranging upper vector for those integral columns that sit at their upper bound. A function which I can call that only computes the necessary values would be nice. Essentially these are degenerate reduced cost values for basic variables and I think it would be ok to put their negated values into the col_dual vector of the solution but I can also supply another vector.

Small error in the mail, not the negated values but the difference with the current cost value gives the degenerate reduced cost, so either cost - cost_down or cost - cost_up depending on which primal bound value is attained. Fixed columns can also be skipped of course.

jajhall avatar May 18 '22 11:05 jajhall