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XPRSbasiscondition

BASISCONDITION

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Purpose

Calculates the condition number of the current basis after solving the LP relaxation.

Synopsis

int XPRS_CC XPRSbasiscondition(XPRSprob prob, double *condnum, double *scondnum);

BASISCONDITION

Arguments

prob	The current problem.
condnum	The returned condition number of the current basis.
scondnum	The returned condition number of the current basis for the scaled problem.

Example 1 (Library)

Get the condition number after optimizing a problem.

XPRSminim(prob," ");
XPRSbasiscondition(prob,&condnum,&scondnum);
printf("Condition no's are %g %g\n",condnum,scondnum);

Example 2 (Console)

Print the condition number after optimizing a problem.

READPROB
MINIM
BASISCONDITION

Further information

1. The condition number of an invertible matrix is the norm of the matrix multiplied with the norm of its inverse. This number is an indication of how accurate the solution can be calculated and how sensitive it is to small changes in the data. The larger the condition number is, the less accurate the solution is likely to become.

2. The condition number is shown both for the scaled problem and in parenthesis for the original problem.

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