How to conduct comprehensive sensitivity analysis?

Answered

Tanmoy Das

• January 29, 2023 02:55
• Edited

In my current optimization model, I have 3 binding and 6 non-binding constraint. So, I want to perform a detail sensitivity analysis to see if there is any loophole in the model formulation. Is there any step-by-step method in Gurobi/optimization in general to conduct sensitivity analysis? I went through some of the followings:

• https://www.gurobi.com/documentation/9.5/examples/sensitivity_py.html
• https://www.gurobi.com/documentation/9.0/refman/attributes.html

Related to

• General Constraints
• Python
• Sensitivity

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• 

  Jaromił Najman

  Gurobi Staff

  • January 30, 2023 08:21

  Resources needed for sensitivity analysis have been discussed in the post How to generate sensitivity analysis report in detail.

  Is there any step-by-step method in Gurobi/optimization in general to conduct sensitivity analysis?

  I am not aware of any specific method to conduct sensitivity analysis. One usually retrieves the required information such as shadow price, reduced costs, slacks, etc. and decides how to proceed with the modeling depending on the given values.

  If you have a MIP, then sensitivity analysis cannot be performed in the same way as for LPs, see How do I retrieve the (dual) Pi value for a MIP problem?

  Best regards, 
  Jaromił

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