Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Dual Variables in the Upper Bound

    Posted 05/16/13 11:11 AM

    Originally posted by: JFCote


    Hello,

     

    I searched in vain a way to get the value of the dual variable associated with the upper bound on a variable. 

    By exemple, I have the continuous variable

    0 <= x_3 <= 1  

    I created it this way using C++ Concert : IloNumVar(env,0, 1, ILOFLOAT);

    How can I get it?

     

    Thank you

     

    Jean-François

     


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  • 2.  Re: Dual Variables in the Upper Bound

    Posted 05/16/13 11:30 AM

    Originally posted by: T_O


    I don't know how to do this in Concert, but in general, you have to obtain the reduced cost value of this variable.

    Best regards,
    Thomas


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    #DecisionOptimization


  • 3.  Re: Dual Variables in the Upper Bound

    Posted 05/16/13 01:04 PM

    The function to use in C++-Concert is IloCplex::getReducedCost(). See also the reference documentation of class IloCplex.


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