Why is GAMS generating a different dual for the same constraint in two different environments?
Posted: Mon Aug 21, 2017 8:30 am
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.
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.