LP: postive reduced costs corresponding to positive variables?
问题 I have the next LP problem Maximize 1000 x1 + 500 x2 - 500 x5 - 250 x6 Subject To c1: x1 + x2 - x3 - x4 = 0 c2: - x3 + x5 = 0 c3: - x4 + x6 = 0 With these Bounds 0 <= x1 <= 10 0 <= x2 <= 15 0 <= x5 <= 15 0 <= x6 <= 5 By solving this problem with Cplex dual algorithm I get an optimal solution of 6250. But checking the reduced costs of the variables I get the next results Variable value reduced cost 1 10.0 500.0 1 0.0 -0.0 2 5.0 -0.0 3 5.0 -0.0 4 5.0 -0.0 5 5.0 250.0 Is it possible to have a