Optimization 影子价格-XPRESS-纸浆
我正在尝试使用纸浆和XPRESS解算器获得LP问题的影子价格 对于CBC解算器,.pi命令可以正常工作:Optimization 影子价格-XPRESS-纸浆,optimization,solver,pulp,xpress-optimizer,Optimization,Solver,Pulp,Xpress Optimizer,我正在尝试使用纸浆和XPRESS解算器获得LP问题的影子价格 对于CBC解算器,.pi命令可以正常工作: import pulp my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize) a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous') my_lp_problem += a<= 2 my_lp_
import pulp
my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize)
a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous')
my_lp_problem += a<= 2
my_lp_problem += a >= -5
my_lp_problem += a
my_lp_problem.solve(pulp.PULP_CBC_CMD())
for name, c in list(my_lp_problem.constraints.items()):
print(c.pi)
但是,使用XPRESS:
import pulp
my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize)
a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous')
my_lp_problem += a<= 2
my_lp_problem += a >= -5
my_lp_problem += a
my_lp_problem.solve(pulp.XPRESS())
for name, c in list(my_lp_problem.constraints.items()):
print(c.pi)
有人知道如何解决这个问题吗
谢谢大家! 就我所见,目前纸浆中的XPRESS api不支持获得影子价格。在项目的网站上随意打开一个问题:
import pulp
my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize)
a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous')
my_lp_problem += a<= 2
my_lp_problem += a >= -5
my_lp_problem += a
my_lp_problem.solve(pulp.XPRESS())
for name, c in list(my_lp_problem.constraints.items()):
print(c.pi)
None
None