Locational Marginal Prices (LMPs)

LMPs are the marginal cost of serving one additional MW of load at each bus. In optimization terms, they are the dual values (shadow prices) of the nodal power balance constraints.

LMP Extraction from CVXPY

To extract LMPs, you must:

1. Store references to the balance constraints
2. Solve the problem
3. Read the dual values after solving

import cvxpy as cp

# Store balance constraints separately for dual extraction
balance_constraints = []