Shadow price - XPRESS - Pulp

Question

I am trying to obtain the shadow price of a LP problem using Pulp and the XPRESS solver.

With the CBC solver, the .pi command works fine :

import pulp
my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize)
a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous')
my_lp_problem += a<= 2
my_lp_problem += a >= -5
my_lp_problem += a
my_lp_problem.solve(pulp.PULP_CBC_CMD())
for name, c in list(my_lp_problem.constraints.items()):
    print(c.pi)

gives

0.0
1.0

However, using XPRESS :

import pulp
my_lp_problem = pulp.LpProblem("My LP Problem", pulp.LpMinimize)
a = pulp.LpVariable("L",lowBound=-10, upBound=10, cat='Continuous')
my_lp_problem += a<= 2
my_lp_problem += a >= -5
my_lp_problem += a
my_lp_problem.solve(pulp.XPRESS())
for name, c in list(my_lp_problem.constraints.items()):
    print(c.pi)

gives

None
None

Does any one know how to solve this issue?

Thank you!

Answer 1

Currently, the XPRESS api in PuLP does not suppport getting the shadow prices as far as I see. Feel free to open an issue in the project's site: https://github.com/coin-or/pulp/issues