RE: [Help-glpk] Shadow Price or Dual values

[Brady Hunsaker]

On Fri, 2004-03-19 at 04:19, Кулезнев Евгений Валерьевич (Kuleznev)
wrote:
> Use the following in the command line:
>  
> --bounds bounds.txt,
>  
> where bounds.txt is output file
>  
> Eugene
> 
> -----Original Message-----
> From: Marshall, Hamish [mailto:address@hidden
> Sent: Thursday, March 18, 2004 7:39 PM
> To: address@hidden
> Subject: [Help-glpk] Shadow Price or Dual values
> 
> 
> Hi
>  
> I am using GLPK 4.1.1375.41500 (the complied version) in a model I am
> developed for my PhD. However I am having trouble finding out how to get
> GLPK to report the shadow price/dual values. 
>  
> Thanks
>  
> Hamish Marshall

The --bounds option (and corresponding lpx_print_sens_bnds function)
were added in version 4.2 (current version is 4.4).  However, I don't
think that's what you're asking for.

In the normal solution output the dual values are given in the column
labeled "Marginal".  You want to watch the sign to make sure that you
have it correct, since there is some disagreement among textbooks about
the sign of shadow prices (at any rate, I get confused about it
sometimes).

If you get a newer version, then you can use the --bounds output as
well.  This gives the ranges for which parameters can be changed while
the current basis remains optimal.

Brady