开发者

Sensitivity analysis in LP solvers from MATLAB

As far as I understand, CPLEX, LP_solve and GLPK, among other LP solvers, offer sensitivity analysis.

I have the above three solvers installed on my machine, along with these two MATLAB wrappers:

  1. CPLEX for MATLAB API (for CPLEX)
  2. YALMIP (a general MATLAB wrapper for several solvers)

I looked in the documentation of these two wrappers but could not find a way of running sensitivity analysis from them. Do they support it? If not, are there any LP solvers that offer MATLAB support for their sensitivity analysis?

What do I mean by sensitivity analysis?

I mean sensitivity analysis with respect to the cost function and constraints. Conceptually speaking, sensitivity analysis tries to address the foll开发者_运维技巧owing question:

How would the solution change if some aspect of the problem is changed?

For example:

What is the range of values the coefficient for the variable j can take without affecting the optimality of the solution?

More specifically, here is a list of the Java, C++ and C APIs that CPLEX provides for sensitivity analysis.

Here is information about the sensitivity analysis provided by LP_solve. You can find the help text for the previous link within LP_solve's main reference guide by searching for "sensitivity" here.

0

上一篇:

下一篇:

精彩评论

暂无评论...
验证码 换一张
取 消

最新问答

问答排行榜