ShadowPrice property on constraints

  • 20 May 2019
  • 3 replies
  • 402 views
M
Hi there,

I'm trying to implement some sort of production optimization model using the concept of column generation.
In the declaration section of AIMMS I declared the master and pricing problem, however I am not able to use the 'ShadowPrice' property of one of my constraints, i.e., the suffix turns red if I want to use it in my pricing model.
Nothing I am trying does look like to work out and I can't find any other questions like this.

Ïs there anyone who could help me out? I would appreciate this very much! Thanks in advance!
Attached is a .zip with my model.


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3 replies

mohansx
Userlevel 5
Badge +5
@mennovaneersel , I cannot vouch for the results or if the procedure is working as you intended it to but it seems to be working. The shadowprice parameter is being updated in each iteration of the while loop. See screenshots attached.

3 Attachments
Mohan
M
@mohansx thanks for the fast reply!

Hmm, that's strange.. At my computer, the program is running, but it does not solve the problem, because in each iteration, it finds the same generated column, because all shadow prices are 0 in each iteration.
Is this the same with you?
mohansx
Userlevel 5
Badge +5
Hello @mennovaneersel ,

I looked at your project and there is no error. I was also able to run a solve procedure SolveLightboardProductionUsingConventional_MPs

Perhaps you needed to compile the program to get rid of the error or did not Check and Commit the declaration of the constraint after you added the shadow price property.
Mohan

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