Referencing constraints and retrieving their dual (Pi) values with C++

Answered

Ali Balma

• July 30, 2021 10:31

Hello,

I am using Gurobi with C++.
Once I introduced the constraints, I would like to retrieve their dual (Pi) values.

For instance,

//Adding x variables
x = new GRBVar*[n];
for (k = 0; k < n; k++) {
    x[k] = new GRBVar*[n];
    for (j = 0; j < n; j++)
        x[k][j]= model.addVar(0.0, 1.0, c[j][k], GRB_CONTINUOUS);
}

//Adding the constraints
for (k = 1; k < n; k++) {
    GRBLinExpr u=0;
    for (j = 1; j < n; j++)
        u +=x[k][j];
    model.addConstr(u == 1);
}

I am wondering how to reference this constraint and retrieve its dual values after optimizing.

0

• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:28

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Elisabeth Rodríguez Heck

  Gurobi Staff

  • July 30, 2021 11:24

  Hi Ali,

  In order to retrieve the dual values of your constraints in the code above, you could first store these constraints in an array and use this array later to get the dual values. I am sharing a code snippet below printing the retrieved dual variables after optimization.

  GRBConstr* constrs = new GRBConstr[n];
  for (k = 1; k < n; k++) {
      GRBLinExpr u=0;
      for (j = 1; j < n; j++)
          u +=x[k][j];
      constrs[k] = model.addConstr(u == 1);
  }
  
  model.optimize();
  
  for (k = 1; k < n; k++) {
      cout << "Pi of constraint " << k << " is " << constrs[k].get(GRB_DoubleAttr_Pi) << endl;
  }

   

  Best regards,

  Elisabeth

  -1
• 

  Ali Balma

  • July 30, 2021 13:32

  

  

  

  It works!

  Thanks a lot Elisabeth

  Best regards

  Ali

  0
• 

  Patricio Burdiles

  • August 01, 2022 15:04
  • Edited

  

  

  

  Hello

  I am trying to extend the methodology presented here to python, but have not been succesfull.

  Here is a section of my code:

  I have also tried the following without success:

   

  fixed = model.fixed()
  fixed.Params.QCPDual = 1
  fixed.optimize()
  
  constrs = fixed.getConstrs()
  
  shadow_price = fixed.getAttr(GRB.Attr.QCPi)  #this works but there is no information about associated constraints to QCPi values.
  
  sh_pr = np.zeros((len(shadow_price),2))
  sh_p_i = 0
  for ci in range(0,len(constrs)+1):
      try:
          sh_pr[sh_p_i,0] = constrs[ci].getAttr(GRB.Attr.QCPi) #this does not work
          sh_pr[sh_p_i,1] = constrs[ci].index
          sh_p_i = sh_p_i + 1
      except Exception:
          pass

   

  I appreciate any comments.

  0
• 

  Eli Towle

  Gurobi Staff

  • August 02, 2022 00:32

  The discussion about applying this methodology in Python is continued in the post Dual value Pi and QCPi for specified constraint - python.

  0

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