The interior solver outputs incorrect dual values for a feasable solution:
var x; var y; maximize obj: x + y; s.t. c1: 0.1 * y + x <= 1.; s.t. c2: 0.1 * y + x >= 1.; s.t. d1: y + 0.1 * x <= 5.; s.t. d2: y + 0.1 * x >= 5.; solve; printf "c1: value = %d, dual = %f\n", c1.val, c1.dual; printf "c2: value = %d, dual = %f\n", c2.val, c2.dual; printf "d1: value = %d, dual = %f\n", d1.val, d1.dual; printf "d2: value = %d, dual = %f\n", d2.val, d2.dual; end; ./glpsol --interior -m test.mod outputs c1: value = 1, dual = -0.432591 c2: value = 1, dual = 1.341682 d1: value = 5, dual = -0.447088 d2: value = 5, dual = 1.356179 Best regards Xypron -- View this message in context: http://old.nabble.com/Wrong-dual-value-using-interior-method-tp30057475p30057475.html Sent from the Gnu - GLPK - Bugs mailing list archive at Nabble.com. _______________________________________________ Bug-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-glpk
