Decision Optimization

Decision Optimization

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


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#DecisionOptimization
#DecisionOptimization
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  • 1.  sensitivity analysis

    Posted 02/26/13 09:48 PM

    Originally posted by: SystemAdmin


    Hi,everyone!
    Apart from using this way to analyze linear programming,is there any other way to do some extra analysis in ILOG OPL studio IDE?For example,sensitivity analysis(objective function coefficent or right-hand coefficent).Thank!

    execute {
    for(p in products)
    writeln("x.reducedCost = ", x[p].reducedCost);
    }
    execute {
    for(r in resources)
    { writeln("ct.slack = ", ct[r].slack);
    writeln("ct.dual = ", ct[r].dual);}
    }
    execute {
    for(r in resources)
    { writeln("ct.LB = ", ct[r].LB);
    writeln("ct.UB = ", ct[r].UB);
    }

    }
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: sensitivity analysis

    Posted 02/27/13 04:44 AM
    Hi,

    let me give you an example.

    dvar float+ Gas[1..1];
    dvar float+ Chloride[1..1];
     
     
    maximize
      40 * Gas[1] + 50 * Chloride[1];
    subject to {
      ctMaxTotal:     
        Gas[1] + Chloride[1] <= 50;
      ctMaxTotal2:    
        3 * Gas[1] + 4 * Chloride[1] <= 180;
      ctMaxChloride:  
        Chloride[1] <= 40;
    }
    


    will give you in the IDE the attached screenshot

    Regards
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: sensitivity analysis

    Posted 02/27/13 07:56 PM

    Originally posted by: SystemAdmin


    Thank you for your reply,but do you think the range it gives me make sense?It gives such infomation for a lot of linear programming.But the result make no sense.
    #DecisionOptimization
    #OPLusingCPLEXOptimizer