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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