.ShadowPrice

Definition

When the property ShadowPrice of a contraint is set or when the option Always_store_marginals is set to on, the .ShadowPrice suffix contains the shadow price of the constraint as computed by the solver. The shadow price of a constraint is the marginal change in the objective value with respect to a change in the right-hand side of the constraint.

Datatype

The value of the .ShadowPrice suffix is numeric.

Dimension

The .ShadowPrice suffix has the same dimension and domain as that of the constraint at hand.

Note

  • When a variable X has a definition the suffix can also be applied to X but this is not encouraged by the syntax highlighting. The preferred notation is X_definition.ShadowPrice.

  • The GAMS equivalent suffix name is .m.

  • The default of the option Always_store_basics is off.

  • See also Constraint Declaration and Attributes of the Language Reference.