Originally posted by: SystemAdmin

[Anthony said:]

Hi,

I have tried to display a sensitivity analysis result for the following problem :

range R = 1..2;
dvar float+ x[R];
maximize
3*x[1] + 2*x[2];
subject to {
contr1: 2*x[1] + x[2] <= 6;<br /> contr2: x[1] + x[2] <= 4;<br /> contr3: x[2] <= 3;<br />}
execute {
writeln("contr1: (dual,slack,LB,UB) = (",contr1.dual,", ",contr1.slack,", ",contr1.LB,", ",contr1.UB,")");
}

The displayed result was :
contr1: (dual,slack,LB,UB) = (1, 0, -Infinity, 6)

However, using directly CPLEX, the bounds of the stability interval are not the same :
                                                RHS Sensitivity Ranges
Constraint Name      Dual Price            Down        Current              Up
contr1                  1.0000          5.0000          6.0000          8.0000

I do not know why using OPL, I got incorrect bounds for the stability interval.
Has someone face this problem?


#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[Didier Vidal said:]

Anthony,

I'm not sure you are comparing the same thing. LB and UB are the lower bound of the constraint when put in the form of a range:
LB <= linear expression <= UB<br />
-Infinity and 6 seem to be correct display for the problem you presented.

Didier.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[alain.chabrier said:]

Indeed, the bounds shown by CPLEX interactive are sensitivity ranges.
You an get the sensitivity ranges from OPL IDE opening the data views for some decision variables.

Alain
#DecisionOptimization
#OPLusingCPLEXOptimizer