Skip to main content

How to conduct comprehensive sensitivity analysis?



1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    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, 


Please sign in to leave a comment.