solver:enforce_gams_cplex_to_calculate_marginals_dual_values_for_qcp_models

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solver:enforce_gams_cplex_to_calculate_marginals_dual_values_for_qcp_models [2015/10/13 15:17] admin |
solver:enforce_gams_cplex_to_calculate_marginals_dual_values_for_qcp_models [2017/03/09 18:01] (current) admin |
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====== 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: "secret 1136 i 2", for example, in the following way: | + | 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: |

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