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When I'm doing project analysis for clients with Excel I use the Data/What-if Analysis/Data tables capability for sensitivity analysis in non-optimisation analysis. Typically this involves setting up a Data Table that varies one or two variables in a calculation
of interest after which Excel will run multiple iterations of the calculation and present the values.
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Some Excel based front-ends to optimisation tools support sensitivity analysis but I found the scale of optimisation problems I'm tackling caused various problems with the Excel front-ends.<br>
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I've built a number of project analysis optimisation solutions using Pulp as the interface to CBC. I can do sensitivity analysis for coefficients of decision variables in the objective function by including the relevant code in a loop while varying the value
of interest and recording the outputs.</div>
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Ted Ralphs presented an overview of the COIN-OR projects in 2018:<br>
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<a href="https://coral.ie.lehigh.edu/~ted/files/coin-or/slides/COINIntro.pdf" id="LPNoLP555350">https://coral.ie.lehigh.edu/~ted/files/coin-or/slides/COINIntro.pdf</a></div>
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Professor Ralphs mentions sensitivity analysis supported by one experimental MILP tool within the suite: Symphony.</div>
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Another of Professor Ralphs' presentations:</div>
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<a href="https://coral.ie.lehigh.edu/~ted/files/talks/PythonModeling.pdf" id="LPNoLP959192">https://coral.ie.lehigh.edu/~ted/files/talks/PythonModeling.pdf</a></div>
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mentions (p47-49) sensitivity analysis using Pulp with solvers that support Marginal Price of Constraints. This is useful but differs to the functionality offered by Excel Data Tables.
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Is there any out of the box support from CBC for sensitivity analysis akin to Excel Data Tables?</div>
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Thanks</div>
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David<br>
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PS. As an aside, as a practitioner trying to get to get to grips with what the COIN-OR projects offer I found Professor Ralphs' presentations very useful.<br>
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