Decision Optimization

Decision Optimization

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How to get allowable decrease/increase of a constrain?

  • 1.  How to get allowable decrease/increase of a constrain?

    Posted 07/16/08 02:45 AM

    Originally posted by: SystemAdmin


    [rocarvaj said:]

    Hello, everybody!

    I have the following question... I need to do a sensitivity analysis in a LP problem, in particular how does the objective value changes if I increase/decrease the right hand side of a constrain.
    The thing is that OPL only gives me the dual variable, slack, upper and lower bounds,  but how do I get the maximum allowable decrease/increase of the rhs, so that the current basis is still optimal?

    Thanks in advance for any help.

    Greetings from Chile!
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