Non-unique shadowprices

  • 5 July 2021
  • 1 reply

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I can only get one shadow price for a constraint. I know that the constraints has a range of shadow prices. How can I get the range of shadow prices of this constraint? Thank you.


Best answer by Marcel Hunting 6 July 2021, 09:26

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Hi @fwang1986. To obtain the range of shadow prices for a constraint you have to specify the ShadowPriceRange property for that constraint, as explained in the Language Reference. The smallest and largest value of this range are accessible through the constraint suffices .SmallestShadowPrice and .LargestShadowPrice.


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