Retriving dual values from relaxed MIP

Answered

Benedicte Rimmereid

May 15, 2024 15:16

• 
• 
• 

Hi, 

I have defined a MIP model that solves a unit-commitment problem. I have first tried the fixed()-method to retrieve the dual values. Now, I want to do the same through relaxing the binary models. However, I need to make sure that they stay between  0,1, what is the best way to do this in Gurobi?

 

Best

Benedicte

Related to

• Relaxation

0

• 

  Ronald van der Velden

  • Gurobi Staff

  May 15, 2024 17:13 Edited

  Hi,

  You could simply change the variable type without impacting the bounds:

  import gurobipy as gp
  from gurobipy import GRB
  
  with gp.Model() as m:
      v = m.addVar(vtype=GRB.BINARY)
      m.update() 
      print(v.LB, v.UB) # Shows 0,1
      v.VType = GRB.CONTINUOUS
      print(v.LB, v.UB) # Still shows 0,1

  Kind regards,
  Ronald

  0
• 

  Riley Clement

  • Gurobi Staff

  May 18, 2024 15:54

  Also, if using Python, Model.relax()

  0

Please sign in to leave a comment.