Documentation


DualVio

Type: double
Modifiable: No

Reporting dual constraint violations for the simplex solver is actually more complex than it may appear, due to the treatment of reduced costs for bounded variables. The simplex solver introduces explicit non-negative reduced-cost variables inside the algorithm. Thus, <span>$</span>a^Ty \ge c<span>$</span> becomes <span>$</span>a^Ty - z = c<span>$</span> (where <span>$</span>y<span>$</span> is the dual vector and <span>$</span>z<span>$</span> is the reduced cost). In this formulation, errors can show up in two places: (i) as bound violations on the computed reduced-cost variable values, and (ii) as differences between <span>$</span>a^Ty - z<span>$</span> and <span>$</span>c<span>$</span>. We report the former as DualVio and the latter as DualResidual.

DualVio reports the maximum (unscaled) reduced-cost bound violation.

Only available for continuous models.

For examples of how to query or modify attributes, refer to our Attribute Examples.