The unit and shadowprice of a constraint

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Today I got a question on support whether the unit of a constraint influences the shadowprice; for instance, what is the consequence of using [ton] instead of [kg] on the unit of constraint for the shadowprice.

A small example illustrates the effects:


Variable x {

    Range: free;

    Unit: kg;


Constraint limX {

    Unit: ton;

    Property: ShadowPrice;

    Definition: x <= 5[kg];


Variable o {

    Range: free;

    Unit: kg;

    Definition: x;




The base unit of Mass is kg. 

Running the model, the shadowprice returned for limX was 1; indicating that increasing the rhs by 1 unit (kg), will increase the objective by 1. 

Then I changed the unit of limX to ton, and solved the model again.

The shadowprice returned was 1000; indicating that increasing the rhs by1 unit (ton), increased the objective by 1000.


See also:


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