Is it possible to obtain the basis matrix?

[Fernando Banez-Chicharro]

Hi everyone!

I am starting with Julia/JuMP. I was wondering, is it possible to obtain the basis matrix of a LP problem? Or better the inverse of the basis matrix? (I am not sure if this is given by the solver).

Thanks!

[Joey Huchette]

This will depend on the solver you’re using: in principle, anything accessible via their C API is available in julia/JuMP with a little code. To get the basis indices (active constraints and bounds), there’s a getbasis function in MathProgBase that you can use. Right now Clp, Gurobi, Mosek, and CPLEX have this wrapped. You can call it with something like MathProgBase.getbasis(getInternalModel(model)).

-Joey

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[Fernando Banez-Chicharro]

Thank you!

[Fernando Banez-Chicharro]

I was able to do what you said.

Do you know how can I obtain the coefficients of the variables in the constrains? I want to build the basis (and non-basis) matrix to do some sensitivity analysis. 

Or maybe it is easier to build these matrixes using the input parameters of the model. I guess I can translate the basis and non-basis variables from the "internal model" to the names I use. 

What do you think?

 

Thank you very much for your help!

[Miles Lubin]

http://mathprogbasejl.readthedocs.org/en/latest/lpqcqp.html#getconstrmatrix

MathProgBase.getconstrmatrix(getInternalModel(model))

The rows and columns correspond to the result of getbasis, so it will take a single line of code to get the basis matrix.

[Fernando Banez-Chicharro]

Great! 

I did not see that! (I was looking in Gurobi.jl)

Much better. Thanks!