ILOG CPLEX 11.0 Getting Started > Tutorials > Interactive Optimizer Tutorial > Performing Sensitivity Analysis |
Performing Sensitivity Analysis |
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Sensitivity analysis of the objective function and righthand side provides meaningful insight about ways in which the optimal solution of a problem changes in response to small changes in these parts of the problem data.
Sensitivity analysis can be performed on the following:
To view the sensitivity analysis of the objective function, enter the command:
You can also use a wildcard to query solution information, like this:
For our example, ILOG CPLEX displays the following ranges for sensitivity analysis of the objective function:
OBJ Sensitivity Ranges Variable Name Reduced Cost Down Current Up x1 3.5000 -2.5000 1.0000 +infinity x2 zero -5.0000 2.0000 3.0000 x3 zero 2.0000 3.0000 +infinity |
ILOG CPLEX displays each variable, its reduced cost and the range over which its objective function coefficient can vary without forcing a change in the optimal basis. The current value of each objective coefficient is also displayed for reference. Objective function sensitivity analysis is useful to analyze how sensitive the optimal solution is to the cost or profit associated with each variable.
Similarly, to view sensitivity analysis of the righthand side, type the command:
For our example, ILOG CPLEX displays the following ranges for sensitivity analysis of the righthand side (RHS):
RHS Sensitivity Ranges Constraint Name Dual Price Down Current Up c1 2.7500 -36.6667 20.0000 +infinity c2 0.2500 -140.0000 30.0000 100.0000 |
ILOG CPLEX displays each constraint, its dual price, and a range over which its righthand side coefficient can vary without changing the optimal basis. The current value of each RHS coefficient is also displayed for reference. Righthand side sensitivity information is useful for analyzing how sensitive the optimal solution and resource values are to the availability of those resources.
ILOG CPLEX can also display lower bound sensitivity ranges with the command
and upper bound sensitivity with the command
Display sensitivity analysis characteristics by entering a command with the syntax:
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