Rationality judgment of optimization model results?
回答済みI'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.
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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.
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Thank you very much.Your answer is very helpful
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