Assigning specific 'marginal value' and run the optimization script

GAMS
1

Hi,

Is there any way to assign some specific marginal value to some equality constraint in GAMS and run the optimization script which will have those assigned values fixed over the optimization horizon?

I know that the marginal values are product of the optimization solution, but I guess it might be possible to fix some of the output and look for possible optimal solution.

If anyone can refer me to any example , that will be really helpful.

Regards,
Jubeyer

2

The model class MCP (or MPEC) lets you model primal and dual variables explicitly. This has it’s own theory and you will need to study this in detail. You might start at https://www.gams.com/latest/docs/UG_ModelSolve.html#UG_ModelSolve_ModelClassificationOfModels_MPEC and keep on reading.

-Michael