Decision Optimization

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  • 1.  Branching context and dual values

    IBM Champion
    Posted Thu December 31, 2020 06:15 PM
    I'm pretty sure I know the answer to this, but I'd like to check. As of CPLEX 20.1, is it not possible to get the dual values of the node LP in a generic callback (branching context)? I know we can get the primal variable values, as well as values of numeric expressions involving those variables, but I don't see a way to get the dual values of constraints (at least in the Java API).

    Thanks,
    Paul

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    Paul Rubin
    Professor Emeritus
    Michigan State University
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    #DecisionOptimization


  • 2.  RE: Branching context and dual values

    Community Leadership
    Posted Mon March 08, 2021 04:24 AM
    Hi Paul,

    I don't think you missed anything.  CPLEX 20.1 doesn't provide a way to get the dual values of the constraints in a generic callback.  This is not specific to the Java API: I checked the C API (all the functions CPXcallback... functions at https://www.ibm.com/support/knowledgecenter/SSSA5P_20.1.0/ilog.odms.cplex.help/refcallablelibrary/groups/hpAlphabetC.html), and none is there to provide dual values.

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    Xavier
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  • 3.  RE: Branching context and dual values

    IBM Champion
    Posted Mon March 08, 2021 02:12 PM
    Thanks Xavier. I belatedly realized that there does not seem to be a way to get duals in legacy callbacks, either.

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    Paul Rubin
    Professor Emeritus
    Michigan State University
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