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XPRSobjsa

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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.

Synopsis

int XPRS_CC XPRSobjsa(XPRSprob prob, int nels, const int mindex[], double lower[], double upper[]);

Arguments

prob	The current problem.
nels	Number of objective function coefficients whose sensitivity are sought.
mindex	Integer array of length nels containing the indices of the columns whose objective function coefficients sensitivity ranges are required.
lower	Double array of length nels where the objective function lower range values are to be returned.
upper	Double array of length nels 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:

mindex[0] = 2; mindex[1] = 8; mindex[2] = 6;
XPRSobjsa(prob,3,mindex,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, C_i being the objective coefficient of column i.

Further information

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.

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