Can Gurobi return the value of constraints lambda?

Answered

TaeHyun Kim

December 04, 2022 03:15

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Hi

I'm using Gurobi with Matlab now.

I'm solving a MILP problem (Unit commitment), and I made some constraints for it.

As you know, the lamda of the constraints means the price of the location (LMP),

so I tried to get the value of lambda. Unfortunately, I realized I don't know how to do it.

 

With linprog,  a solver of Matlab, I can get the value of lambda easilly...

So I want to know the way of getting the value of Lambda.

Is there any codes or something else that can help me?

 

Thanks.

Related to

• MATLAB
• Sensitivity

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  Jaromił Najman

  • Gurobi Staff

  December 05, 2022 09:45 Edited

  Hi,

  I am no MATLAB user but I think what you are looking for is the Pi attribute of your constraints. You can access it via the result you get from the gurobi() function.

  Please note that the Pi attribute is only available for linear programs. We discuss this in the Knowledge Base article How do I retrieve the (dual) Pi value for a MIP problem?

  Best regards, 
  Jaromił

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