Why is GAMS generating a different dual for the same constraint in two different environments?

Problems with modeling
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abbasihsan
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Why is GAMS generating a different dual for the same constraint in two different environments?

Post by abbasihsan » 9 months ago

I will be glad if this forum can help me solve this issue.
I have two benders based LP models, static and dynamic (based on SDDP) for a power plant with storage. Given the capacities of the plant, both the models give the same objective function. However if I add the generation expansion problem to it as benders master, the duals generated by the dynamic model for energy storage (in particular) are wrong.
Although if I calculate the dual manually by increasing the storage capacity by 1 unit the objective function changes by the correct dual (which I know from my static model) and not by the number generated by GAMS.
I can provide further details if needed.

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