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Sensitivity analysis for LP problems?
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TOPIC: Sensitivity analysis for LP problems?
#5746
Sensitivity analysis for LP problems? 1 Year, 8 Months ago Karma: 0
As far as I understand, some solvers such as CPLEX, LP_solve and GLPK offer the ability to do sensitivity analysis.

Does YALMIP offer an interface to this feature? If so how can I access it? (e.g. for CPLEX).
ribonucleico@gmail.com
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Last Edit: 2011/09/03 17:48 By ribonucleico@gmail.com.
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#5747
Re: Sensitivity analysis for LP problems? 1 Year, 8 Months ago Karma: 32
Do you mean duals? There is a command dual in YALMIP to access duals computed by any solver
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#5749
Re: Sensitivity analysis for LP problems? 1 Year, 8 Months ago Karma: 0
Thanks lofberg, I mean sensitivity analysis with respect to coefficients, constraints, RHS, etc.

For example, here is a list of the Java, C++ and C APIs that CPLEX provides for sensitivity analysis.

Here is a similar feature provided by LP_solve. You can find the help text referenced in the above link in the main reference guide (search for "sensitivity" here)
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#5750
Re: Sensitivity analysis for LP problems? 1 Year, 8 Months ago Karma: 32
OK. The only thing you can access via YALMIP are the duals.
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