Decision Optimization

Decision Optimization

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


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  • 1.  Some question about Sensitivity Analysis

    Posted 07/11/19 01:03 AM

    Originally posted by: David0424


    Hi everyone,

    I'm tring to do sensitivity analysis on cplex 12.8.0 .net api, and I have few questions.

    1. Can I access the optimal tableau by using .net api when optimal solution is found, if it could, what's  key words in api?

    2. Can I use api to re-optimize the problme base on current optimal tableau when I change coefficient of objective function or rhs of the problem?

    3. It seem the feature of sensitivity analysis in api could only access the range of variables, rhs, and bounds. Can I get which constraint or variable will be affected when I chang any cofficient in the problem?

    4. I've studied ILPMatrix,and it seems could only access the matrix of the problem that is unsolve. If I want to change the coefficient of the problem. How to utilize SetNZ() method if I don't know the index of columns and rows since I read lp file into memory? 

    Thanks for the help!

     


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  • 2.  Re: Some question about Sensitivity Analysis

    Posted 07/11/19 04:23 AM

    Originally posted by: T_O


    Hi,

    I am not an expert on the .net API, but I think I can answer some questions:

    1. As far as I know, this is only available in the C API (CPXXbinvarow).

    2. This should happen automatically. (Modify coefficient/rhs and optimize again.)

    3. I don't know.

    4. Just a guess: Isn't it possible to access/identify variables/constraints by their name?

    Best regards,
    Thomas


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  • 3.  Re: Some question about Sensitivity Analysis

    Posted 08/08/19 03:36 AM

    Originally posted by: David0424


    Hi Thomas,

    Thanks for reply.

    There is an advance callback in .Net API that could use C API in .Net; therefore, I've already got the binv's coefficients.

    I could only get the constraint's information by it's index in .Net API via ILPMatrix.


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  • 4.  Re: Some question about Sensitivity Analysis

    Posted 07/25/19 06:40 AM

    Originally posted by: BoJensen


    Hi David,

    Did you consider using the build in sensitivity reporting ?

    Please see the following links :

    A general intro to sensitivity reports

    .NET sensitivity for objective

    .NET sensitivity for rhs

    .NET sensitivity for bounds

    Let me know if this did not help you and I will address your original questions instead.

     


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  • 5.  Re: Some question about Sensitivity Analysis

    Posted 08/08/19 03:29 AM

    Originally posted by: David0424


    Hi Jensen,

    Thanks for reply.

    Since I have to do mutiple change on right hand side coefficients, I need to access the Binv matrix information.

    The sensitivty report in CPLEX interactive could only show the imformations under single coefficient changes.

     


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