# Questions tagged [sensitivity-analysis]

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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} \...
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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 $x_i$ ...
469 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 $0$) : ...
339 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 ...
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 ...
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 ...