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solver:enforce_gams_cplex_to_calculate_marginals_dual_values_for_qcp_models

Enforce GAMS/CPLEX to calculate marginals (dual values) for QCP models

By default GAMS/CPLEX calculates marginals for a model with a quadratic objective and linear constraints. Furthermore, GAMS/CPLEXD calculates marginals for a model with a quadratic objective and quadratic constraints. Sometimes some presolve reductions prevents the calculation of marginals. To turn off those presolve reductions and enable the calculation of marginals you can use the following option: “calcqcpduals 2”, for example, in the following way:

model m /all/;
m.optfile=1;
$echo calcqcpduals 2 > cplexd.opt
option qcp=cplexd;

solver/enforce_gams_cplex_to_calculate_marginals_dual_values_for_qcp_models.txt · Last modified: 2017/03/09 17:01 by admin