How to find the set of active constraitns?

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Niam

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Dec 22, 2015, 2:47:28 AM12/22/15
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I am solving a linear program. When I solve the problem,how can I find the list of constraints that are active (Limiting) ?Moreover, is there any function to do sensitivity (purturbation) analysis? I want to see how much would my cost function change if I change the limits on active constraitns?

Johan Löfberg

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Dec 22, 2015, 3:57:53 AM12/22/15
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Niam

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Dec 22, 2015, 9:04:34 AM12/22/15
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Thanks, now, I have an Elementwise inequality constraint

+++++++++++++++++++++++++++++++++++++++++
|   ID|                       Constraint|
+++++++++++++++++++++++++++++++++++++++++
|   #1|   Element-wise inequality 1190x1|
|   #2|          Equality constraint 1x1|
|   #3|          Equality constraint 1x1|
|   #4|          Equality constraint 1x1|
|   #5|          Equality constraint 1x1|
|   #6|          Equality constraint 1x1|
|   #7|          Equality constraint 1x1|
+++++++++++++++++++++++++++++++++++++++++

and I want to check amongst 1190 of them which of them are active. When I use check I get the following
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|   ID|               Constraint|   Primal residual|   Dual residual|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
|   #1|   Elementwise inequality|        5.7555e-11|      9.8132e-16|
|   #2|      Equality constraint|       -1.9733e-11|      -4.608e-14|
|   #3|      Equality constraint|       -8.8818e-15|     -3.4719e-18|
|   #4|      Equality constraint|       -2.1399e-11|     -9.3115e-12|
|   #5|      Equality constraint|       -3.1157e-12|     -6.1793e-11|
|   #6|      Equality constraint|       -3.0465e-12|     -2.5391e-07|
|   #7|      Equality constraint|       -4.4942e-13|     -3.2145e-07|
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
so I cannot check the elementwise constraitns individualy. Is there any way to do that?


Johan Löfberg

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Dec 22, 2015, 9:32:04 AM12/22/15
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Well, you now which variable created those constraints, so why not just look at those values

Or go back to the variable from the constraint and then look at that, value(sdpvar(myconstraint(1))
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