有可能从 Pyomo 的最优解中获得拉格朗日乘数吗？

Question

I'd like to know how it's possible to obtain the lagrange multipliers from an optimal solution in a Concrete model solved with glpk?

Thanks!

Answer 1

This works for me in gurobi , try it out and tell me if it works with glpk .

You need to prompt getting the Lagrange multipliers / dual variable in pyomo by putting the following line somewhere before solving your model:

model.dual = Suffix(direction=Suffix.IMPORT)

And then after solving the model, you can get the dual variable for all your constraints by:

model.dual.pprint()