Decision Optimization

Decision Optimization

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

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  • 1.  Sensitivity analysis report

    Posted Fri May 07, 2010 11:24 AM

    Originally posted by: bernardokp


    Hello everyone,

    I am a professor in Santiago, Chile, and I started using OPL in my classes.
    I have a question about the output of an optimization problem.

    How can I see the allowable ranges for the right-hand side and for the coefficients of the objective function value after the problem is solved? In Excel Solver this was called "maximum allowable increase" and "maximum allowable decrease". I clicked in a button that shows me the value of the dual variables but
    I could not find the allowable range.

    Thanks in advance,
    Bernardo
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Sensitivity analysis report

    Posted Fri May 07, 2010 12:39 PM

    Originally posted by: SystemAdmin


    Hello Bernardo,

    You will probably find better answers about the OPL interface to CPLEX on the OPL developerWorks forum, located at

    http://www.ibm.com/developerworks/forums/forum.jspa?forumID=2053

    If you have further questions about the other interfaces to CPLEX (C, C++, etc.) then this forum is a good place to look for help.
    Philip Starhill
    CPLEX Research Engineer
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Sensitivity analysis report

    Posted Sat May 08, 2010 09:57 AM

    Originally posted by: SystemAdmin


    Philip is right, if you are using the OPL interface you'd better ask on the OPL forum. However, just a few things that might be interesting:
    • The information you are looking for is definitely available (don't know about OPL) from CPLEX if you use a more low-level interface like Java, C#, C++ or C.
    • CPLEX also has an Excel connector. That is, you can setup your problem in Excel and solve it by CPLEX, similar to the builtin solver. The Excel cplex connector also offers sensitivity analysis reports.

    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Sensitivity analysis report



  • 5.  Re: Sensitivity analysis report

    Posted Sun May 09, 2010 11:38 AM

    Originally posted by: bernardokp


    Dear Frank,

    thanks for your reply. Unfortunately on the problem browser on the IDE does not automatically show the sensibility information I am interested on. I wonder if I need to add something to the code in order to see the maxim allowable increase/decrease.

    Cheers,
    Bernardo
    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Sensitivity analysis report

    Posted Thu July 04, 2013 01:25 PM

    Originally posted by: ADGF_Luis_Moncayo-Martinez


    Dear Bernardo,

     

    I have the same problem, how did you solve it?


    #CPLEXOptimizers
    #DecisionOptimization


  • 7.  Re: Sensitivity analysis report

    Posted Thu July 04, 2013 03:43 PM

    Originally posted by: bernardokp


    Hello Luis,

    yes, many people wrote me about this, it is such an important thing and I cannot do it in OPL. 

    A friend proposed a solution that I have not tried. He said to use a script (attached file) and to add the following lines after the .mod: 

    execute {
    IloOplImportJava("SA.jar");
    write(IloOplCallJava("SA", "sa", "", thisOplModel));
    }

    Let me know if it works. 

     

    Best,

    Bernardo

     


    #CPLEXOptimizers
    #DecisionOptimization


  • 8.  Re: Sensitivity analysis report

    Posted Tue July 30, 2013 07:42 PM

    Originally posted by: IdoR


    Hi everyone

    I'm relatively new with OPL.

    Executing the SA.jar file works OK for small problems, the allowable ranges are displayed in the Scripting log window. However, this cannot be used for large models because OPL runs out of memory. 

    Have you found a way of specifying which are the constraints' / objective function coefficients' allowable range displayed? Alternatively, is there a command that can be used to display this information? I'd like to print the allowable ranges in an external file. 

    Thanks,

     

    Hernan

     


    #CPLEXOptimizers
    #DecisionOptimization