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ISolverMathProgramInstance::CalculateSubgradient Method

Calculate sensitivity information using the basis matrix.

virtual _LONG_T CalculateSubgradient(
    double delta_rhs[], 
    _LONG_T delta_rhs_len, 
    double subgr[], 
    _LONG_T subgr_len
) = 0;
Parameters 
Description 
double delta_rhs[] 
Double-valued array that holds the right-hand side vector x 
_LONG_T delta_rhs_len 
Length of delta_rhs 
double subgr[] 
Double-valued array that holds the solution vector y 
_LONG_T subgr_len 
Length of subgr 

In case of an error the CalculateSubgradient method should return AOSI_FAILURE, otherwise AOSI_SUCCESS.

The CalculateSubgradient method can be called by AIMMS to solve the system By = x for a given vector x, where B is the basis matrix of a linear program. This method will only be called after the linear program has been solved to optimality.

The CalculateSubgradient method will only be called by AIMMS if the capability flag SolverCapability2::CAPAB2_CALC_SUBGR is set in the GetInitialInfo method.

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