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.
• Official comment

  

  Simranjit Kaur

  Gurobi Staff

  • December 06, 2024 00:46

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  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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