In LP, we define a non-negative dual variable for each inequality constraint, and an unrestricted dual variable for each equality constraints. In this sense, how can I get these variables without formulating the dual model (i.e., only through the results of the primal model)? Is it possible with GAMS?
Hi,
Its implementation is really simple in GAMS programming. See the example below.
Min f(x)
s.t.
eq1.. g(x)>=0 : Landa1 (=dual variable of equation 1)
eq2.. h(x)=0 : Landa2 (=dual variable of equation 2)
----------------------
To determine the values of dual variables Landa1 and Landa2, you should write:
display eq1.m , eq2.m ;
Good luck,
Morteza Shabanzadeh
http://mortezash.blogfa.com/
Of course you can do it. In the code you can use .m command (equation.m) in order to store this result. In the other hand, in the listing file of GAMS, the marginal column of the equation block corresponds to the dual variable.
Small correction. The above description gets the REDUCED-COSTS associated with a variable. You can get the dual-variable value associated with a constraint calle "Constraint" by setting a parameter dual_val: "dual_val=Constraint.m;"
Hi,
Its implementation is really simple in GAMS programming. See the example below.
Min f(x)
s.t.
eq1.. g(x)>=0 : Landa1 (=dual variable of equation 1)
eq2.. h(x)=0 : Landa2 (=dual variable of equation 2)
----------------------
To determine the values of dual variables Landa1 and Landa2, you should write:
display eq1.m , eq2.m ;
Good luck,
Morteza Shabanzadeh
http://mortezash.blogfa.com/
Just to illustrate an example in Hydrothermal Dispatch. The dual variable related to the volume in the basin represents the shadow cost related to the fuel of the thermal generators that is displaced by the hydrogeneration.
The constraint related is the named hydraulic balance constraint.
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