Originally posted by: SystemAdmin

Howdy,

does anybody know whether the sensitivity analysis for the objective
is available in OPL via OPL-script?
Or can it only be accessed via the Java interface?
What I have in mind is what interactive CPLEX display with

<CPLEX> display sensitivity objective -

(See CPLEX-Docu under
CPLEX > Getting Started with CPLEX > Tutorials >
Interactive Optimizer tutorial > Performing sensitivity analysis )

Any hints are welcome.

Best regards
Norbert
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Originally posted by: SystemAdmin

Types of sensitivity information that are available from OPL Script and OPL APIs are documented under "Sensitivity Analysis" at:

IDE and OPL > Optimization Programming Language (OPL) > Language User’s Manual > The application areas > Applications of linear and integer programming > Linear programming

For objective, reduced cost info is available from scripts however, for getting the range over which obj coefficients can vary without a change in optimal basis you could use CPLEX API: IloCplex::getObjSA().

Note that IloCplex instance is available when you are solving OPL model through java. All you should need is create an IloNumVar[] and populate it with IloNumVars that can be accessed by iterating over IloNumVarMap fetched from OPL model.
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Originally posted by: SystemAdmin

Thanks for the info.

Regards
Norbert
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#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

One additional question concerning your remark:

Note that IloCplex instance is available when you are solving OPL model through java.

Should it be possible to do the solve() in OPL and pass the cplex-object in the
post-processing phase to java, in order to obtain the range?

Regards
Norbert
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

Sorry, it was not clear. What I meant was IloCplex instance that is created in java for solving OPL model loaded through OPL Java API.

The IloCplex instance used in scripts doesn't have getObjSA() and few other APIs that are available with IloCplex in OPL interfaces. The interface IloCplex is same as the API available from CPLEX.

So, doing a solve in script and then ability to pass it to java side is not going to make any difference. Besides I don't believe there is a way to do that.
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