Questions tagged [sensitivity-analysis]
The sensitivity-analysis tag has no usage guidance.
7
questions
2
votes
0answers
61 views
Reading MPS file for linear programming and reconstructing the Optimization model
Are you aware of any tutorial that can help me learn on how to reconstruct the objective function and constraints from a MPS file once it's loaded in MATLAB. I can load the mps file given to me and ...
2
votes
1answer
90 views
How to obtain the sensitivity analysis of correlated data?
A company should supply 2 products namely A and B. The company can buy A and B in advance or in real-time, however at different prices. The demand is uncertain and prices are considered to be ...
1
vote
2answers
109 views
Waiting time in M/M/n queue
I was able to numerically "show" that an M/M/n queue is concave increasing in the number for $n$ servers, which makes intuitive sense. However is there a formal analytical proof for it? Where can I ...
3
votes
1answer
279 views
Linear programming sensitivity analysis using Matlab
I have a linear program in the MPS file format listing all the rows, columns, right-hand sides, etc. I can read that in Matlab and solve it using linprog. However, it seems there is no easy way to do ...
7
votes
1answer
430 views
Negative reduced cost for basic variable
I am observing something unusual : after solving a linear program, some basic variables have negative reduced costs (instead of $0$) :
...
10
votes
1answer
85 views
Variable Sensitivity Analysis
I am working with the following MIP :
\begin{alignat}2\min&\quad\sum_{j\in J} c_j x_j\\\text{s.t.}&\quad l_j \le f(x_j,t_j) \le u_j \quad &\forall j \in J \\&\quad x_j \in \mathbb{N} \...
9
votes
2answers
134 views
Partial derivative of LP solution $(x_1 , \ldots, x_n)$ w.r.t. $x_i$ or $a_i$
Suppose I have an optimal solution and I want to know how the solution would (likely) change if one of the coefficients in the objective function changes, or if I add a constraint that forces $x_i$ ...
