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Can't get Pi (shadow prices) of a continuos model.

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2 comments

  • Gwyneth Butera
    Gurobi Staff Gurobi Staff
    • Pi values are only available for convex, continuous problems.  
    • If you are solving a QCP, there are a couple of extra steps to get your duals.  To get the duals of linear constraints, set the QCPDual parameter is set to 1.  To get the duals for quadratic constraints, you will want to use QCPi attribute rather than the Pi attribute.

    If this doesn't help, can you tell us a bit more about your model and how you are trying to access Pi values?

    Gwyneth

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  • Ilija Dukovski
    First Comment
    Gurobi-versary
    First Question

    Thanks for your help. That's probably the problem. Most likely my solution is not unique, and I don't get Pis in that case. I will try secondary optimization to make the problem convex.

    Thanks,

     

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