Reporting shadow prices from SimplexSolver

Question

66 views Asked by jnm2 At 22 November 2014 at 21:01

I'm using the SimplexSolver class directly to solve a linear program, with AddRow, AddVariable and SetCoefficient. This works quite well.

We need to come up with shadow prices now, and I don't see any way to access either the shadow prices or the simplex matrix.

If I set SimpleSolverParams.GetSensitivityReport to true, casting the return of SimplexSolver.GetReport to ILinearSolverSensitivityReport may be the key here. Checking it out.

There are 1 answers

**jnm2** · Accepted Answer · 2014-11-22 21:29:03

jnm2 On 22 November 2014 at 21:29 BEST ANSWER

Hopefully this saves someone else a merry chase through dotPeek. :-)