Can Gurobi return the value of constraints lambda?

回答済み

TaeHyun Kim

2022年12月04日 03:15

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Hi

I'm using Gurobi with Matlab now.

I'm solving a MILP problem (Unit commitment), and I made some constraints for it.

As you know, the lamda of the constraints means the price of the location (LMP),

so I tried to get the value of lambda. Unfortunately, I realized I don't know how to do it.

 

With linprog,  a solver of Matlab, I can get the value of lambda easilly...

So I want to know the way of getting the value of Lambda.

Is there any codes or something else that can help me?

 

Thanks.

関連

• MATLAB
• Sensitivity

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  Jaromił Najman

  • Gurobi Staff

  2022年12月05日 09:45 編集済み

  Hi,

  I am no MATLAB user but I think what you are looking for is the Pi attribute of your constraints. You can access it via the result you get from the gurobi() function.

  Please note that the Pi attribute is only available for linear programs. We discuss this in the Knowledge Base article How do I retrieve the (dual) Pi value for a MIP problem?

  Best regards, 
  Jaromił

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