Lagrange Multipliers

[Christian Alexander Rueda Mayorga]

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!

[David Woodruff]

Take a look at this documentation:

https://pyomo.readthedocs.io/en/stable/working_models.html#accessing-duals

On Fri, Mar 26, 2021 at 10:06 PM Christian Alexander Rueda Mayorga <christian...@gmail.com> wrote:

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!

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[Sebasta Joséi]

This is simple. But not Is necessary that use pyomo AND glpk, you should use scipy minimize, if you use pyomo AND a Solver is like kill a bee with ak-47

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[Antonello Lobianco]

Politely, I disagree :-) It depends.

If a problem is a single equation to minimise, scipi minimise is perfect, but if you have a _model_, made of several multidimensional constraints, algebraic modelling languages like Pyomo (..but also Ampl, Gamps, Jump..) are so time (and error) saving, even if the mathematical optimisation problem is in itself trivial !

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[Christian Alexander Rueda Mayorga]

I checked and tried the recommended documentation  https://pyomo.readthedocs.io/en/stable/working_models.html#accessing-duals  however I had an error accessing the duals. Any ideas for this error ?:

# display all duals
print ("Duals")
for c in model.component_objects(pyo.Constraint, active=True):
    print ("   Constraint",c)
    for index in c:
        print ("      ", index, model.dual[c[index]])

Duals
   Constraint Carga

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
C:\Users\Daniel Rueda\.conda\envs\Tesis\lib\site-packages\pyomo\common\collections\component_map.py in __getitem__(self, obj)
     99         try:
--> 100             return self._dict[id(obj)][1]
    101         except KeyError:

KeyError: 1947256489064

During handling of the above exception, another exception occurred:

KeyError                                  Traceback (most recent call last)
<ipython-input-41-cf302eb9ef0a> in <module>
      4     print ("   Constraint",c)
      5     for index in c:
----> 6         print ("      ", index, model.dual[c[index]])
      7 

C:\Users\Daniel Rueda\.conda\envs\Tesis\lib\site-packages\pyomo\common\collections\component_map.py in __getitem__(self, obj)
    101         except KeyError:
    102             raise KeyError("Component with id '%s': %s"
--> 103                            % (id(obj), str(obj)))
    104 
    105     def __setitem__(self, obj, val):

KeyError: "Component with id '1947256489064': Carga[Bus_0001,1]"

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Christian Rueda Estudiante Ingeniería Eléctrica E.P.N.

+593 984 592 441Ambato, Ecuador

[Mike1712]

Hi, I come up with the same error while accessing dual values. Have you found a solution yet?