Decision Optimization

Decision Optimization

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  • 1.  Interpretation of Sensitivity Range

    Posted 04/14/19 01:12 PM

    Originally posted by: open_ball


    Hi,

    I was wondering what the sensitivity ranges provided by cplex tell us. For instance, for a variable I have the ranges below. How should I interpret this?

     

    Value Reduced cost Sensitivity range
    21.58758 0 [-∞..21.587577546] [21.587577546..∞]
    26.75186 0 [-∞..26.751861982] [26.751861982..∞]
    34.82119 0 [-∞..34.82119065] [34.82119065..∞]
    0.106622 0 [-∞..0.106621679] [0.106621679..∞]
    0.13367 0 [-∞..0.133669894] [0.133669894..∞]
    0 0 [-∞..0] [0..∞]
    0 0 [-∞..0] [0..∞]
    0 0 [-∞..0] [0..∞]
    11.78786 0 [-∞..11.78786381] [11.78786381..∞]
    0.106622 0 [-∞..0.106621679] [0.106621679..∞]
    0.13367 0 [-∞..0.133669894] [0.133669894..∞]
    0 0 [-∞..0] [0..∞]
    18.55687 0 [-∞..18.556871747] [18.556871747..∞]
    20.27715 0 [-∞..20.277147098] [20.277147098..∞]
    26.55895 0 [-∞..26.558951518] [26.558951518..∞]
    2.875577 0 [-∞..2.875576896] [2.875576896..∞]
    -4.11884 0 [-∞..-4.118835998] [-4.118835998..∞]
    6.845848 0 [-∞..6.845848105] [6.845848105..∞]
    3.702423 0 [-∞..3.702422868] [3.702422868..∞]
    5.422698 0 [-∞..5.422698219] [5.422698219..∞]
    20.05848 0 [-∞..20.058478641] [20.058478641..∞]
    320.4503 0 [-∞..320.450324127] [320.450324127..∞]
    322.1706 0 [-∞..322.170599478] [322.170599478..∞]
    335.5037 0 [-∞..335.50371904] [335.50371904..∞]
    0 0 [-∞..0] [0..∞]
    0 0 [-∞..0] [0..∞]
    0 0 [-∞..0] [0..∞]

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  • 2.  Re: Interpretation of Sensitivity Range

    Posted 04/15/19 03:48 AM

    I am not sure how you printed this solution but I assume that the sensitivity ranges were obtained by calling one of CPLEX's functions to perform bound sensitivity analysis?

    You can get more details about the returned values by looking at the reference documentation, for example for CPXboundsa().


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