Pi function

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Mishelle Cordero

2020年07月27日 23:19

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Can I use the Pi function from Gurobi on an Integer model to find the shadow prices?

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:09 編集済み

  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?.
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  Tobias Achterberg

  • Gurobi Staff

  2020年07月28日 13:01

  No. Dual solutions (including shadow prices) are only defined for continuous models. They don't make any sense for integer models.

  If you are interested in sensitivity analysis for integer models, you may want to take a look at our MIP scenario analysis feature that we added with Gurobi 9.0. See https://www.gurobi.com/documentation/9.0/refman/multiple_scenarios.html

   

  Best regards,

  Tobias

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