solutions of LP associated with optimality range
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Hi,
I am using Gurobi's sensitivity analysis attributes for LPs and am able to obtain the optimality ranges for the objective function coefficients. However, I am wondering whether it is possible to obtain the optimal solutions associated with coefficient changes beyond the ranges. These solutions should correspond to the cornerpoint solutions arising from pivots to the final simplex tableau, but I am not sure how to extract this information from Gurobi, or whether there is a more straightforward built-in feature for this.
Thank you.
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Hi Patricia,
There are no API functions for this, but thanks to warm starting it should be very quick to change an objective coefficient to a value just outside the range, re-optimize, extract the solution, then restore the objective coefficient (and repeat). It should only take a very small number of simplex iterations to move from one solution to the next.
- Riley
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