Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  ask about sensitivity analysis problem

    Posted 06/18/10 10:40 AM

    Originally posted by: lushengshao


    today, i used cplex to solve my model, and wanted to conduct sensitivity analysis about the coefficient of variables in the objective and the RHS.when i wrote my program according to the java reference, the following error information was shown. here is the errors.

    Concert exception caught 'ilog.cplex.CpxException: CPLEX Error 1217: No solution exists.
    ' caught
    ilog.cplex.CpxException: CPLEX Error 1217: No solution exists.

    at ilog.cplex.CplexI.CALL(CplexI.java:3754)
    at ilog.cplex.CplexI._boundsa(CplexI.java:4983)
    at ilog.cplex.CplexI.getBoundSA(CplexI.java:2999)
    at ilog.cplex.IloCplex.getBoundSA(IloCplex.java:8138)
    at ilog.cplex.IloCplex.getBoundSA(IloCplex.java:8086)
    at trial.Test_Continuous1.main(Test_Continuous1.java:122)

    and part of my program which is java code related to the sensitivity analysis is also listed here.

    double[] llbound = new double[T];
    double[] lubound = new double[T];
    double[] ulbound = new double[T];
    double[] uubound = new double[T];
    for (int i = 0; i < I; i++){
    for(int j = 0; j < J; j++){
    cplex.getBoundSA(llbound,lubound,ulbound,uubound,var_SPcaigou[i][j]);
    for(int t = 0; t < T; t++){
    System.out.println("SA:SPcaigoubound value=" + llbound[t]);
    }
    }
    }


    please give me some help. thanks a lot.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: ask about sensitivity analysis problem

    Posted 06/18/10 11:25 AM

    Originally posted by: SystemAdmin


    Did you invoke cplex.solve() prior to this point? If so, did you check that a feasible solution was found?

    /Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: ask about sensitivity analysis problem

    Posted 06/18/10 09:41 PM

    Originally posted by: lushengshao


    yes, i have invoked cplex.solve() method, and got not only feasible but opitmal solution. by the way, the type of my mathematics program question is MIP, i want to know whether the cplex does not support this kind of question type. and what i should do? thanks a million.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: ask about sensitivity analysis problem

    Posted 06/19/10 12:12 PM

    Originally posted by: SystemAdmin


    Sensitivity analysis applies to LPs, not directly to MILPs. After solving the MILP, invoke cplex.solveFixed() and then invoke cplex.getBoundSA (for just the continuous variables).

    /Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
    #CPLEXOptimizers
    #DecisionOptimization