Julia package for standardized extraction and decision-support reporting of shadow prices (duals) and constraint tightness from network and equilibrium models.
DualSignals.jl standardizes extraction and decision-support reporting of dual variables (shadow prices / Lagrange multipliers) and constraint tightness from solved optimization and equilibrium models. It is designed to work across networked infrastructures and general equilibrium applications by using a simple, portable data model: components ⇄ constraints ⇄ duals.
- Export model results into the DualSignals data model (constraints, duals, activity/slack, units, component mapping).
- Run generic analyses (bindingness, bottleneck rankings, marginal values of relaxations).
- Produce decision-support outputs (tables and concise narratives) suitable for non-expert audiences.
Documentation is available here: https://equicirco.github.io/DualSignals.jl
DualSignals.jl is available as a package from the Julia General Registry:
using Pkg
Pkg.add("DualSignals")If you use DualSignals.jl, please cite it as:
@software{Boero_DualSignals_jl,
author = {Boero, Riccardo},
title = {DualSignals.jl - Julia package for standardized extraction and decision-support reporting of shadow prices (duals) and constraint tightness from network and equilibrium models},
doi = {10.5281/zenodo.18071806},
url = {https://equicirco.github.io/DualSignals.jl/},
year = {2025}
}MIT License. See LICENSE.
Riccardo Boero (ribo@nilu.no)