Purpose
Validate an SLP solution
Synopsis
procedure SLPvalidate
Example
The following code fragment optimizes an SLP problem and then validates
the solution:
Further information
SLPvalidate is equivalent to the Xpress-SLP console command VALIDATE
or the library function XSLPvalidate. It calculates the values of the constraints
using the solution values of the variables, and reports any which are outside the validation feasibility
tolerances. Because SLP uses linear approximations, the approximation may be feasible but
the nonlinear problem may be slightly infeasible at the same set of solution values. The
validation, and the related validation indices (xslp_validationindex_a and
xslp_validationindex_r) give a measure of the practical feasibility of the solution.
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