Find Reduced Cost for a Given Basic Solution

[Archiver]

Hey Guys!

I have this MIP minimization model after which I solved it I need to use the optimal solution (the base) in another MIP model with the same set of constraints but with a maximization objective function. Since the constraints are the same so the basic solution is preserved. Now I need to find the reduced costs of the new model given the basic solution that is trivially holds in the constraints. Can any body answer how I can fix the basic solution in GAMS to get the reduced costs in the second problem?

Best,

JÄ°!

--
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at https://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/d/optout.

[Archiver]

JI,

I think what you want to do is to fix all variable levels after you solved your minimization model. This can be done using
variablename.fx(setdependency) = variablename.l(setdependency);

Please find the according documentation here:
http://gams.com/help/index.jsp?topic=%2 ... f=%22fx%22

After solving your maximization problem (with fixed variables) the reduced costs (shadow prices) are stored as variable (equation) marginals. You can find them for example in the listing file or unload them to a gdx file.

I hope this helps.

Regards,
Fred



On Saturday, January 9, 2016 at 3:21:49 PM UTC+1, Ä°! wrote:

Hey Guys!

I have this MIP minimization model after which I solved it I need to use the optimal solution (the base) in another MIP model with the same set of constraints but with a maximization objective function. Since the constraints are the same so the basic solution is preserved. Now I need to find the reduced costs of the new model given the basic solution that is trivially holds in the constraints. Can any body answer how I can fix the basic solution in GAMS to get the reduced costs in the second problem?

Best,

JÄ°!

--
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at https://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/d/optout.

[Archiver]

Hi Fred!

Thanks a lot, it was really helpful.

Best,

JI!

On Monday, January 11, 2016 at 4:31:28 PM UTC+2, Frederik Fiand wrote:

JI,

I think what you want to do is to fix all variable levels after you solved your minimization model. This can be done using
variablename.fx(setdependency) = variablename.l(setdependency);

Please find the according documentation here:
http://gams.com/help/index.jsp?topic=%2 ... f=%22fx%22

After solving your maximization problem (with fixed variables) the reduced costs (shadow prices) are stored as variable (equation) marginals. You can find them for example in the listing file or unload them to a gdx file.

I hope this helps.

Regards,
Fred



On Saturday, January 9, 2016 at 3:21:49 PM UTC+1, Ä°! wrote:

Hey Guys!

I have this MIP minimization model after which I solved it I need to use the optimal solution (the base) in another MIP model with the same set of constraints but with a maximization objective function. Since the constraints are the same so the basic solution is preserved. Now I need to find the reduced costs of the new model given the basic solution that is trivially holds in the constraints. Can any body answer how I can fix the basic solution in GAMS to get the reduced costs in the second problem?

Best,

JÄ°!

--
To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.
To post to this group, send email to gamsworld@googlegroups.com.
Visit this group at https://groups.google.com/group/gamsworld.
For more options, visit https://groups.google.com/d/optout.