SLPvalidate


Purpose
Validate an SLP solution
Synopsis
procedure SLPvalidate
Example
The following code fragment optimizes an SLP problem and then validates the solution:
SLPmaximize
SLPvalidate
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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