After a successful MIP solution, I want to look at the structural
variable reduced costs for some of the continuous variables (using
lpx_get_col_dual). I find that they are all zero. If I resolve the
problem using lpx_simplex (and fix all the binary variables at their
solved values) I am able to get the correct reduced costs.
Is is possible to get the reduced costs of the continuous variables
without resolving as an LP problem? Am I on shaky theoretical grounds
even asking for reduced costs on a relaxed solution? Would it make any
difference if I turned the variable bounds into constraints?
BTW, I am experimenting with a Benders Decomposition in which the Sub
Problem has some binary variables.
Thanks,
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