Reduced cost method (#342)

src/MathProg/MOIinterface.jl

@@ -242,6 +242,41 @@ function fill_dual_result!(form::Formulation, optimizer::MoiOptimizer,
     return
 end
 
+function _getreducedcost(form::Formulation, optimizer, var::Variable)
+    varname = getname(form, var)
+    opt = typeof(optimizer)
+    @warn """
+        Cannot retrieve reduced cost of variable $varname from formulation solved with optimizer of type $opt. 
+        Method returns nothing.
+    """
+    return nothing
+end
+
+function _getreducedcost(form::Formulation, optimizer::MoiOptimizer, var::Variable)
+    sign = getobjsense(form) == MinSense ? 1.0 : -1.0
+    inner = getinner(optimizer)
+    if MOI.get(inner, MOI.ResultCount()) < 1
+        @warn """
+            No dual solution stored in the optimizer of formulation. Cannot retrieve reduced costs.
+            Method returns nothing.
+        """
+        return nothing
+    end
+    if !iscuractive(form, var) || !iscurexplicit(form, var)
+        varname = getname(form, var)
+        @warn """
+            Cannot retrieve reduced cost of variable $varname because the variable must be active and explicit.
+            Method returns nothing.
+        """
+        return nothing
+    end
+    bounds_interval_idx = getbounds(getmoirecord(var))
+    dualval = MOI.get(inner, MOI.ConstraintDual(1), bounds_interval_idx)
+    return sign * dualval
+end
+getreducedcost(form::Formulation, var::Variable) = _getreducedcost(form, getoptimizer(form), var)
+getreducedcost(form::Formulation, varid::VarId) = _getreducedcost(form, getoptimizer(form), getvar(form, varid))
+
 function _show_function(io::IO, moi_model::MOI.ModelLike,
                         func::MOI.ScalarAffineFunction)
     for term in func.terms

src/MathProg/MathProg.jl

@@ -97,7 +97,7 @@ export Variable, Constraint, VarId, ConstrId, VarMembership, ConstrMembership,
     getpereneub, getcurub, setcurub!, getperenerhs, getcurrhs, setcurrhs!, getperenesense,
     getcursense, setcursense!, getperenekind, getcurkind, setcurkind!, getpereneincval, 
     getcurincval, setcurincval!, ispereneactive, iscuractive, activate!, deactivate!,
-    ispereneexplicit, iscurexplicit, setiscurexplicit!, getname, reset!
+    ispereneexplicit, iscurexplicit, setiscurexplicit!, getname, reset!, getreducedcost
 
 # Types & methods related to solutions & bounds
 # Note : we should export only get methods for MoiResult (the solution is built in MathProg)