Re: [Help-glpk] Accessing shadow prices in stand alone LP/Solver

[argreen]

Xypron,
  Is there a way to access the shadow prices (dual values) for the
non-integer variables in a MIP problem?

Adam Greenhall
University of Washington



xypron wrote:
> 
> Hello Wafa,
> 
> unfortunately the current release does not support accessing dual values
> in glpsol in the post processing phase.
> 
> I have suggested to patch GLPK to allow this.
> 
> You can download the patched source using subversion:
> svn co svn://glpk.dyndns.org/svn/glpk/glpk/branches/glpk-4.35-dot/
> 
> For variables you can access lower bound (lb), upper bound (ub), dual
> value (dual), value (val) of a variable x[3] like this:
> x[3].dual
> x[3].lb
> x[3].ub
> x[3].val
> 
> For constraints you can access lower bound (lb), upper bound (ub), dual
> value (dual) of a constraint C[3] like this:
> c[3].dual
> c[3].lb
> c[3].ub
> 
> Best regards
> 
> Xypron
> 
> 
> 
> Wafa.Rezig wrote:
>> 
>> 
>> Hello,
>> 
>> I am using "result" command
>> to access the decision variables in GLPK, but dont know how to access the
>> shadow prices (marginal price)?
>> Is there any documentation about all
>> commands.
>> Thanks 
>> 
>> Wafa Rezig
>> OR Analyst
>> AISystems, Belgium
>> Phone: +32-2-558-88-23
>> Mobile: +32-478-54-39-57
>> 
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>> 
>> Hello,
>> 
>> I am using "result" command
>> to access the decision variables in GLPK, but dont know how to access the
>> shadow prices (marginal price)?
>> Is there any documentation about all
>> commands.
>> Thanks 
>> 
>> Wafa Rezig 
>> OR Analyst 
>> AISystems, Belgium 
>> Phone: +32-2-558-88-23 
>> Mobile: +32-478-54-39-57 
>> 
>> Legal disclaimer 
>> 
>> This electronic message contains information that is confidential. The
>> information is intended to be for  the use of the addressee only.
>> If you are not the addressee we appreciate your notification in this
>> respect
>> and please note that any disclosure, copy, distribution or use of the
>> contents
>> of this message is prohibited and may be unlawful. We have taken every
>> reasonable precaution to ensure that any kind of attachment to this
>> e-mail
>> has been swept for viruses. However, we cannot accept liability for any
>> damage sustained as a result of software viruses and would advise that
>> you carry out  your own virus checks before opening any attachment.
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>> Help-glpk mailing list
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>> 
>> 
> 
> 

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