static double eval_lf_max(LPX *lp, int len, int ind[], double val[])
{ /* this routine computes the maximum of a specified linear form
sum a[j]*x[j]
j
using the formula:
max = sum a[j]*ub[j] + sum a[j]*lb[j],
j in J+ j in J-
where J+ = {j: a[j] > 0}, J- = {j: a[j] < 0}, lb[j] and ub[j]
are lower and upper bound of variable x[j], resp. */
int j, t;
double lb, ub, sum;
sum = 0.0;
for (t = 1; t <= len; t++)
{ j = ind[t];
if (val[t] > 0.0)
{ ub = get_col_ub(lp, j);
if (ub == +DBL_MAX)
{ sum = +DBL_MAX;
break;
}
sum += val[t] * ub;
}
else if (val[t] < 0.0)
{ lb = get_col_lb(lp, j);
if (lb == -DBL_MAX)
{ sum = +DBL_MAX;
break;
}
sum += val[t] * lb;
}
else
xassert(val != val);
}
return sum;
}
double MtxLP::getColUB(string name)const{
return get_col_ub(ncol(name));
}
