I'm modeling a yearly constraint that enforces [total supply from sector X]  ≥ 50% of odemand]. I want insight into the marginal monthly contributions to this constraint, so I introduced monthly constraints with a variable equal to total monthly supply in sector X and rewrote the yearly constraint as a sum over these. The idea is that if I take the shadow price of this monthly constraint, it should tell me how much the objective value changes when changing the RHS of each equation, namely the supply in sector X. Or: ‘how much does it cost to add one more unit of supply from sector X’? However, the shadow prices for all months are identical, despite clear monthly variation in supply economics. Does anyone know why the model could not be reflecting these differences in marginal values?

The model set up in pseudocode:

Objective function: minimize Sum(all sectors, marginal costs * supply per sector)                      *also including storage and transport costs

Monthly constraint: sum(all hours in month, supply in sector = Free_variable(mo)        *where mo = month index

Yearly constraint: sum(Free_variable(mo)) >= 50% * sum(all demand)