[Coin-lpsolver] Fw: Sensitivity analysis in CLP

Paulo J. S. Silva pjssilva at ime.usp.br
Wed Nov 29 18:36:17 EST 2006


Yossi,

I have a simple and preliminary code for doing sensitivity for changes
in the objective function. It deals only with problems with constraints
in the form (Ax = b, x>= 0). It implements two functions: the first
starts from an optimal vertex and moves to the next vertex in a certain
objective pertubation direction. The other computes all the optimal
vertex in a given pertubation range.

If you want it I can sendn it to you. Please e-mail me personally. I
may be a little slow to answer though, we are in the end of the term
here and I must grade my students.

Best,

Paulo

On Tue, 28 Nov 2006 15:11:06 +0200
Yossi Shiloach <SHILOACH at il.ibm.com> wrote:

> 
> 
> ----- Forwarded by Yossi Shiloach/Haifa/IBM on 28/11/2006 15:10 -----
>                                                                            
>              Yossi                                                         
>              Shiloach/Haifa/IB                                             
>              M
> To info at coin-or.org                    
>              28/11/2006
> 12:22                                           cc 
>                                                                    Subject 
>                                        Sensitivity analysis in
> CLP 
>                                                                            
>                                                                            
>                                                                            
>                                                                            
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> 
> 
> 
> Hello.
> I would like to know how to extract sensitivity information from CLP.
> Not just shadow costs but also ranges for bounds (both rhs and
> variable bounds) and cost ranges (objective function sensitivity
> analysis). Thanks - Yossi.
> 
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> Coin-lpsolver at list.coin-or.org
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