bug-glpk
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [Bug-glpk] Wrong dual value using interior method


From: Andrew Makhorin
Subject: Re: [Bug-glpk] Wrong dual value using interior method
Date: Tue, 26 Oct 2010 20:32:47 +0400

Xypron,

Please note that in different lp packages dual values are defined in
different ways, and there may be some confusion about the signs
depending on optimization direction (minimization or maximization). In
glpk a dual value of a row/column is the Langrangian multiplier of
corresponding auxiliary/structural variable. For exact formal definition
please see Chapter "Advanced API Routines", Subsection "Background" in
the glpk reference manual.

Best regards,

Andrew Makhorin




reply via email to

[Prev in Thread] Current Thread [Next in Thread]