Decision Optimization

Decision Optimization

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

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  • 1.  Sensitivity Analysis for a MIP?

    Posted Wed September 23, 2020 04:45 AM
    Hello,

    how can I do a sensitivity analysis for my MIP, i am not able to find information, except using cplex interactive, where i am not able to load my .mod and .dat file.

    I would appreciate, if you could help me out even if it does sound like a dumb question.

    Thank you.

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    Peter Müller
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    #DecisionOptimization


  • 2.  RE: Sensitivity Analysis for a MIP?

    Posted Wed September 23, 2020 06:40 AM
    Edited by System Admin Fri January 20, 2023 04:28 PM
    As you refer to .mod and .datfiles, you seem to be using OPL to model your problem.  But the CPLEX Interactive only understands CPLEX file formats, it doesn't understand OPL.  In order to load your model in the CPLEX Interactive, you have to instruct OPL to export it. In the 'Language/Run' section of the OPL settings, you can change 'Export format' and choose an appropriate file format for CPLEX. LP is easier to read, but .SAV is smaller and is an exact copy of the model as it exists in the CPLEX memory.

    This being said, CPLEX doesn't offer sensitivity analysis for MIP, as this only exists for (continuous) LPs.  Using OPL scripting or other programming languages, you could modify your model in various ways and see what happens when you solve it again.

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    Xavier
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    Original Message


  • 3.  RE: Sensitivity Analysis for a MIP?

    Posted Sat September 26, 2020 10:03 AM
    In https://www.linkedin.com/pulse/making-decision-optimization-simple-alex-fleischer/
    you could have a look at


    Relax integrity constraints and dual value

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    ALEX FLEISCHER
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    Original Message