4
votes
Accepted
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:
...
- 3,980
3
votes
Accepted
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 ...
- 781
3
votes
Accepted
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), "...
- 509
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:
...
- 131
1
vote
Accepted
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 ...
- 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 ...
- 3,300
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