# Questions tagged [sensitivity-analysis]

The tag has no usage guidance.

25 questions
Filter by
Sorted by
Tagged with
383 views

### Sensitivity analysis of QP

Given a quadratic program $$f^* \equiv x^\top Q x + b^\top x \\ x \geq 0 \\ A^\top x = d \\ x \in \mathbb{R}^n$$ I would like to analyze the sensitivity of the solution $x^*$ to perturbations in $Q$ ...
• 235
158 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} \...
• 12.9k
279 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 $x_i$ ...
• 542
1k 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 $0$) : ...
• 12.9k
5k views

### Interpretation of Reduced Costs

I am looking for an answer to a question I can't quite get behind. (continuation of Linear Programming: Integer and non-integer decision variables) I am given the following mathematical optimization ...
• 123
703 views

### Can sensitivity analysis and limits report be done on an BILP problem?

I am not that experienced with Operations Research yet. I have become familiar with what Sensitivity Analysis and Limits Reports are in general and through the use of Excel. I know that they can only ...
• 205
263 views

### "Sensitivity Analysis" vs. "Machine Learning"

I have the following question that compares how "Sensitivity Analysis" is perceived in the field of Optimization compared to that of Machine Learning. Sensitivity Analysis in Machine ...
• 1,821
641 views

### Can I print the linear programming sensitivity analysis report using google or-tools?

One can solve the linear programs using google or-tools with GLOP solver. I wonder if there is a way to print the sensitivity report (like shadow prices etc.).
977 views

### Why are the final value and reduced cost 0 in excel sensitivity report for multiple variables even though there exists a unique optimal solution?

In solving a linear program (in specific a network optimization problem of the shortest path type) with the Excel solver, I noticed two things after running a sensitivity report on the solution ...
• 43
184 views

### Sensitivity analysis for specific sets of constraints on DoCplex

I am working on DoCplex to run a large model with several variables and constraints. I used the following link from sensitivity analysis in python + Docplex to run the sensitivity analysis. In that ...
• 115
901 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 ...
• 793
78 views

### Determining constraint relevance in crew scheduling problem

I am working on a crew scheduling problem formulated as a MIP binary optimization where each employee is represented by a binary variable $X_{ids}$ s.t. $i \in I$ is $i$th employee, $d \in D$ is the ...
• 275
153 views

### Sensitivity Analysis for Traveling Salesman

I am trying to understand how the idea of Sensitivity Analysis would apply to the Traveling Salesman Problem. For instance, suppose my optimization algorithm returned the following path as the ...
• 1,821
130 views

### Sensitivity Analysis

In an Operations Research Problem: "A beverage company wants to produce a new juice with a mixed flavor, using only orange and pineapple flavors. Orange flavor contains 5% of vitamin A and 2% of ...
142 views

### LP Sensitivity Analysis with multiple simultaneous changes

TLDR: When doing sensitivity analysis (specifically the objective coefficients), there maximum allowable increase and decrease before the solution changes is only valid when a single coefficient ...
• 63
148 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 ...
• 294
81 views

### Does the value function of a quadratic program stay convex when adding constraints?

I am interested in the value function of a quadratic program of the form $$v(y)=\min_x \frac{1}{2} x^\top Q(y) x,$$ subject to a linear equality constraint $$E(y)x=d(y),$$ and a linear inequality ...
• 121
74 views

• 3,980
1 vote
39 views

### Pyomo sensitivity report access

I have been learning pyomo with glpk for a week now and I would like to know if pyomo team has developed a way to access "allowable increase" and "allowable decrease" values of the ...
• 43
1 vote