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Global sensitivity analysis of the MILP model




  • Yuriy Zinchenko
    Gurobi Staff Gurobi Staff

    Attacking this problem with brute force sounds awfully expensive.  

    Perhaps you can try to explore some hybrid approach where for continuous variables you can extract standard sensitive info instead of probing those using the scenarios, e.g., optimize your MIP, fix the binaries and consider SAObjUp and SAObjLow sensitivity attributes for the resulting LP.  Of course, you would need to make your own judgment what this means for you from a modelling perspective.

  • Federico Arroyo
    First Comment

    Hi Yuriy,

    How would you recommend to fix the binaries and continue further with the sensitivity analysis. Do I have to build a new model with the fixed binaries?


    Thank you for the help


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