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Questions tagged [sensitivity-analysis]

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10
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1answer
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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
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2answers
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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 $x_i$ ...