Trait SolutionWithDual

Source

pub trait SolutionWithDual<'a> {
    type Dual: DualValues;

    // Required method
    fn compute_dual(&'a mut self) -> Self::Dual;
}

Expand description

The dual value measures the increase in the objective function’s value per unit increase in a constraint’s value. The dual value for a constraint is nonzero only when the constraint is equal to its bound. Also known as the shadow price.

It is useful for understanding “how limiting” a constraint is.

This trait handles the retrieval of dual values from a solver.

§Example

use good_lp::*;

variables!{
   vars:
    0 <= a <= 1;
    0 <= b <= 4;
};
let mut pb = vars.maximise(a + b).using(default_solver);
let c1 = pb.add_constraint(constraint!(a + 2*b <= 5));
let non_binding = pb.add_constraint(constraint!(a + b <= 30));
let mut solution = pb.solve().unwrap();
let dual = solution.compute_dual();
// The dual value of c1 is 0.5, because the constraint is binding, and the objective function
// increases by 0.5 for each unit increase in the constraint.
// I.e. a+b is currently maximised at 3 for a=1, b=2.
// If we increase the constraint by 1, setting a+2*b<=6, we would have a=1, b=2.5, and a+b=3.5.
// The increase in the objective function is 3.5-3=0.5, for a 1 unit increase in the constraint.
assert_float_eq!(dual.dual(c1), 0.5, abs <= 1e-8);

// The dual value of non_binding is 0, because the constraint is not binding.
// The objective function does not change if we increase the constraint.
assert_float_eq!(dual.dual(non_binding), 0., abs <= 1e-8);

Required Associated Types§

Source

type Dual: DualValues

Type of the object containing the dual values.

Required Methods§

Source

fn compute_dual(&'a mut self) -> Self::Dual

Get the dual values for a problem. If a solver requires running additional computations or allocating additional memory to get the dual values, this is performed when running this method.