Rationality judgment of optimization model results?
AnsweredI'm solving a MILP problem, which is about the solution of unit commitment in power system.
The objective is to minimize the total operating cost of the generator set. I will use the 0-1 variable to indicate whether a unit should be started. The solution result tells the specific value of 0-1 variables. How can I know or judge that the solution result of these 0-1 variables is reasonable? Is there any mathematical method or process?
I want to deduce the rationality of the result through Lagrange multiplier, but MILP problem seems to be unable to obtain Lagrange multiplier. Thank you very much.
-
Official comment
-
Gurobi Staff
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 try Gurobot, our chatbot interface offering instant, expert-level support. -
-
-
How can I know or judge that the solution result of these 0-1 variables is reasonable? Is there any mathematical method or process?
The judgement of the solution quality and whether it is reasonable is up to the modeler/decision maker, i.e., it is up to you. There are no general mathematical methods for this process, because the criteria for a good/reasonable solution can vary drastically from one problem to another.
Usually, a modeler has enough knowledge about their problem to estimate the quality of a given MIP solution and most often performs a few tweaks here and there to fit the solution into actual practice.
I want to deduce the rationality of the result through Lagrange multiplier, but MILP problem seems to be unable to obtain Lagrange multiplier.
The Knowledge Base article How do I retrieve the (dual) Pi values for a MIP problem? should help here.
0 -
-
Thank you very much.Your answer is very helpful
0 -
Post is closed for comments.
Comments
3 comments