How to generate sensitivity analysis report in detail

Answered

vaibhav kumar

• May 14, 2020 11:12

Hi,

I have used gurobi to solve my problem. Now I want to generate sensitivity report for the objective function. I found excel solver generates a very well detailed and organised report. On the similar lines how do I generate the reports using Gurobi (python).

 

Regards,

Vaibhav

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• Official comment

  

  Juan Orozco

  Gurobi Staff

  • July 15, 2020 18:49

  Please find below the object attributes you need to query:

  • var.x: Value in the current solution.
  • var.RC: Reduced cost.
  • var.obj: Linear objective coefficient.
  • var.SAObjUp: Objective coefficient sensitivity information. Note that this is not given as an increase to the current coefficient in the objective.
  • var.SAObjLow: Objective coefficient sensitivity information. Note that this is not given as a decrease to the current coefficient in the objective.
  • constr.slack: Slack in the current solution.
  • constr.pi: Dual value (also known as the shadow price).
  • constr.RHS: Right-hand side value.
  • constr.SARHSUp: Right-hand side (RHS) sensitivity information. Note that this is not given as an increase to the current RHS.
  • constr.SARHSLow: Right-hand side (RHS) sensitivity information. Note that this is not given as a decrease to the current RHS.

  For more information, kindly refer to the section called Attributes of our reference manual.
• 

  Daniel Mitchell

  • August 13, 2020 19:09

  

  

  How do you get SAObjUp and SAObjLow in R?  The only sensitivity analysis values I can find are pi and rc.

   

   

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• 

  Eli Towle

  Gurobi Staff

  • August 14, 2020 18:12

  Unfortunately, the SAObjUp and SAObjLow sensitivity attributes are not currently available through the R interface. However, we have logged this as a feature request.

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• 

  Robert Hildebrand

  • October 30, 2021 22:04

  

  

  

  A sensitivity analysis package in the GUROBI TOOLs github hub would be a fantastic thing to add!  This would make teaching introductory courses with gurobi much easier.

  Perhaps also a function to dualize an LP.  That'd be nice.

   

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• 

  Matthias Miltenberger

  Gurobi Staff

  • November 16, 2021 10:49

  Hi Robert!

  Gurobi 9.5 can actually compute the dual LP by simply specifying the DUA format or DLP format when calling Model.write().

  A sensitivity analysis package could indeed be interesting. Did you already find our example sensitivity.py?

  Cheers,
  Matthias

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• 

  Robert Hildebrand

  • November 19, 2021 14:34

  

  

  

  Thanks!  I didn't know about this functionality.  That's very helpful. 

   

   

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