Decision Optimization

Decision Optimization

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Sensitivity analysis for a coefficient in objective function

  • 1.  Sensitivity analysis for a coefficient in objective function

    Posted Sun December 07, 2014 05:48 PM

    Originally posted by: viva0521


    Hi, there,

    I have a question regarding the sensitivity analysis. Suppose I have a simple linear model:

    Min A*f(x);

    s.t  B*x<=C

    where A is the coefficient of the objective function, B, C are constants. 

    What I am doing here is trying to find a minimal value of A such that the optimal solution for the above model remain the same, how can I achieve that in OPL?

    Thanks in advance! Any comment is highly appreciated!


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Sensitivity analysis for a coefficient in objective function



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