Questions tagged [sensitivity-analysis]
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5
questions
1
vote
2answers
92 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
85 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 ...
6
votes
1answer
137 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
71 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
131 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 $x_i$ ...
