How to retrieve the dual variable value for a linear constraint in a SOCP problem

Answered

Fei Wang

• May 15, 2023 21:20

Hi,

I have a second order cone problem with some linear constraints, I am trying to get the values for the dual variables corresponding to the linear constraints, my parameters for the models are 

model = gp.Model()
model.Params.LogToConsole = 0
model.setParam('QCPDual', 1)

I am using the following code to print the dual varables

for c in CC:
    print(c.constrName)
    print(c.Pi)

However, I am always getting the same error :

 File "src\gurobipy\constr.pxi", line 67, in gurobipy.Constr.__getattr__
  File "src\gurobipy\constr.pxi", line 95, in gurobipy.Constr.getAttr
  File "src\gurobipy\attrutil.pxi", line 100, in gurobipy.__getattr
AttributeError: Unable to retrieve attribute 'Pi'

 

I am wondering how to retrieve the dual variables in this case? Thanks for any help！

Related to

• Attribute
• Sensitivity
• QCP
• SOCP

0

• 

  Simranjit Kaur

  Gurobi Staff

  • May 16, 2023 02:11

  Hi Fei Wang,

  The attributes Pi and QCPi can only be queried for convex, continuous models. Could you please confirm that your model is convex and continuous?

  Could you please verify that your model is feasible? In the case of infeasibility, attempting to access Pi values can result in the error message "AttributeError: Unable to retrieve attribute 'Pi'. Please check the status of the model at the end of optimization by querying the value of model.status. The status values are described in the Status Code section of our reference manual.

  Regards,

  Simran

   

  0
• 

  Fei Wang

  • May 16, 2023 02:56
  • Edited

  

  

  

  Hello Simranjit,

  Yes, my model is convex and continuous. In fact it is a second order cone optimization problem. I am solving this problem in a branch and bound algorithm, and I can always solve this problem in the branch and bound algorithm 

  I checked my model, it is feasible and the objective value is 2.8614659442815887e-08. 
  model.status shows 2

  I print my model, and here are some of the constraints:

  
  T6: yt[0] + yt[1] + yt[2] + yt[3] + yt[4] = 1
  T7: yt[5] + yt[6] + yt[7] + yt[8] + yt[9] = 1
  T8: yt[10] + yt[11] + yt[12] + yt[13] + yt[14] = 1
  T9: yt[15] + yt[16] + yt[17] + yt[18] + yt[19] = 1
  T10: yt[20] + yt[21] + yt[22] + yt[23] + yt[24] = 1
  T11: yt[25] + yt[26] + yt[27] + yt[28] + yt[29] = 1
  T12: yt[30] + yt[31] + yt[32] + yt[33] + yt[34] = 1

   

  The second order cone constraints look like this:
  

  General Constraints
   GC0: de[0] = NORM ( 2 ) ( w[0,0] , w[0,1] )
   GC1: de[1] = NORM ( 2 ) ( w[1,0] , w[1,1] )
   GC2: de[2] = NORM ( 2 ) ( w[2,0] , w[2,1] )
   GC3: de[3] = NORM ( 2 ) ( w[3,0] , w[3,1] )

  Then I run the following code 

  L = model.getConstrByName('T6')
  L.Pi

  and it produces the error 

  
  Traceback (most recent call last):
    File "C:\Program Files\JetBrains\PyCharm Community Edition 2022.3.1\plugins\python-ce\helpers\pydev\_pydevd_bundle\pydevd_exec2.py", line 3, in Exec
      exec(exp, global_vars, local_vars)
    File "<input>", line 1, in <module>
    File "src\gurobipy\constr.pxi", line 67, in gurobipy.Constr.__getattr__
    File "src\gurobipy\constr.pxi", line 95, in gurobipy.Constr.getAttr
    File "src\gurobipy\attrutil.pxi", line 100, in gurobipy.__getattr
  AttributeError: Unable to retrieve attribute 'Pi'

  1
• 

  Simranjit Kaur

  Gurobi Staff

  • May 16, 2023 05:40

  Hi Fei Wang,

  Thanks for the further information about your model.

  As mentioned in our documentation, adding a simple general constraint like the norm to an otherwise continuous model will transform it into a MIP. To retrieve the dual values for a MIP model, please refer to our KB article "How do I retrieve the (dual) Pi values for a MIP problem?".

  Best regards,

  Simran

  0
• 

  Fei Wang

  • May 16, 2023 20:14
  • Edited

  

  

  

  Thank you for the answer. But I don't really understand, in my model all variables are continuous, even I added some norm constraints, they are still continuous (no integer variables in my model). So why does my model become a mixed integer programming model? 

  I tried the fixed method, here is the code, but it still produces the same error

  fixed = model.fixed()
  CC = model.getConstrs()
  for c in CC:
      print(c.constrName)
      print(model.getRow(c))
      print(c.RHS)
      print(c.Pi)

  0

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