Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Question on intrepreting dual values

    Posted 11/12/13 07:05 PM

    Originally posted by: pradeepram80


    Hi,

    I obtain dual values for a resource constraint in my LP using the main() script. I notice that the bounds for this resource do not change. When I add a unit to this resource and resolve, my objective does go up but not by the amount i received as dual in the first solve. Can anyone help me understand what this means?

    Thanks,

    pr


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    #OPLusingCPLEXOptimizer


  • 2.  Re: Question on intrepreting dual values

    Posted 11/13/13 02:34 AM

    Hi,

    the dual value is the infinitesimal change in the objective function arising from an infinitesimal change in the constraint.

    Can you try with less than a unit ?

    Regards


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    #OPLusingCPLEXOptimizer