I want to make sure I understand correctly the difference between the dual/shadow_price returned by JuMP. Let’s consider the following primal problem: using JuMP, Gurobi begin model = Model(Gurobi.Optimizer) @variable(model, x[1:3] >= 0) @objective(model, Max, 5x[1] + 12x[2] + 4x[3]) …

If I am trying to extract dual variable values for a maximization problem, dual would actually return the negative of the dual values obtained by the actual dual problem. Not quite. The answer is it depends what you mean by “dual.” There are two common conventions, which in the maximization cas…

Dual vs shadow price: Which one to use?

Specific Domains Optimization (Mathematical)

math_opt May 23, 2023, 7:54am 9

Ah, this explains the behavior. Thanks again!

1 Like

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Dual vs shadow price: Which one to use?

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