Decision Optimization

Decision Optimization

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


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  • 1.  Sensitivity Ranges

    Posted 09/20/11 06:49 AM

    Originally posted by: larsrn123


    Consider the following LP

    dvar float+ A;
    dvar float+ C;

    maximize 20*A+10*C;

    subject to {
    a: A+2*C <= 120;
    b: A+ C <= 90;
    c: A <= 70;
    d: C <= 50;
    }

    Solving the LP using solver in Excel provide us with a sensitivity report (see attatchment).

    Is there any way to get the same info in the IDE (using script it seems that you only have access to reduced cost and duals).

    Best

    Lars
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Sensitivity Ranges

    Posted 09/20/11 07:38 AM
    Hi,

    if you write

    dvar float+ A[1..1];
    dvar float+ C[1..1];
     
    maximize 20*A[1]+10*C[1];
     
    subject to {
    forall(i in 1..1) a:A[i]+2*C[i] <= 120;
    forall(i in 1..1) b: A[1]+ C[1] <= 90;
    forall(i in 1..1) c: A[1] <= 70;
    forall(i in 1..1) d: C[1] <= 50;
    }
    


    then in the problem browser you can get some information by clicking on A,C,a,b,c and d

    Alex
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Sensitivity Ranges

    Posted 09/20/11 07:49 AM

    Originally posted by: SystemAdmin


    The approach Alex suggested does not really help if you want to
    further process the results from sensitivity analysis.
    As far as I know you will have to switch to Java to do
    full sensitivity analysis.
    Please have a look at ,e.g., IloCplex.getObjSA() in the documentation.

    Regards
    Norbert
    #DecisionOptimization
    #OPLusingCPLEXOptimizer