4 votes

Sensitivity analysis for specific sets of constraints on DoCplex

You can filter the results you get from sensitivity.rhs : See small example out of the zoo example again: ...
Alex Fleischer's user avatar
3 votes

Sensitivity analysis for decision vectors in convex programming

Suppose that $F: R^{n} \rightarrow R^{n}$, $F(x)=b$, and $F$ is differentiable at $x$ with non-singular Jacobian $J(x)$. Then to first order, we can use the Jacobian to find a change $\Delta x$ due ...
Brian Borchers's user avatar
3 votes

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

Parametric/sensitivity analysis of a right hand side coefficient in an optimization problem with integer variables can be done, but it is messy. See: Schrage, L, and L. Wolsey (1985), "...
LINDO Systems's user avatar
3 votes

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

Here is a straightforward conversion of Python PuLP code from https://machinelearninggeek.com/sensitivity-analysis-in-python/ into Google OR Tools: ...
asmaier's user avatar
  • 131
1 vote

LP Sensitivity Analysis with multiple simultaneous changes

For either changes to the objective or changes to the right hand side values, the sensitivity results hold for multiple changes as long as the sum of the fraction of the allowed change used by each ...
prubin's user avatar
  • 37.4k
1 vote

How to obtain reduced cost in the graphical sensitivity analysis?

As I understand suppose $z= 6x+2y-1$ then max of z would be at $x,y=(6,0)$ for x bounded by $[0,6]$ and $y=[0,3]$. Imagine z is the negative sloping line or contour in x-y plane. Slope of contour z is ...
Sutanu's user avatar
  • 3,300

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