Hopefully just a quick question here: I’m new to optimisation solvers in general so this may something I’ve missed.
I’m converting a GAMS script into a JuMP solution (using Ipopt). After the optimisation step, my GAMS script sometimes uses the ‘level’ values of a time dependent variable
var.l(t), and at other times the ‘marginal’ value
Is this marginal value equivalent to the ‘reduced cost’ available via
getdual(var) in JuMP parlance?
Not all of my implementation is matching up, so I can’t quite test the answer for myself at the moment.