#!/usr/bin/env python # Test for output of dual variables # Import PuLP modeler functions from pulp import * # A new LP problem prob = LpProblem("test7", LpMinimize) x = LpVariable("x", 0, 4) y = LpVariable("y", -1, 1) z = LpVariable("z", 0) prob += x + 4*y + 9*z, "obj" prob += x + y <= 5, "c1" prob += x + z >= 10,"c2" prob += -y+ z == 7,"c3" prob.writeLP("test7.lp") prob.solve() print "Status:", LpStatus[prob.status] for v in prob.variables(): print v.name, "=", v.varValue, "\tReduced Cost =", v.dj print "objective=", value(prob.objective) print "\nSensitivity Analysis\nConstraint\t\tShadow Price\tSlack" for name, c in prob.constraints.items(): print name, ":", c, "\t", c.pi, "\t\t", c.slack