Performing Sensitivity Analysis

Sensitivity analysis of the objective function and right-hand side provides meaningful insight about ways in which the optimal solution of a problem changes in response to small changes in these parts of the problem data.

Sensitivity analysis can be performed on the following:

To view the sensitivity analysis of the objective function, enter the command: 

  display sensitivity obj -

For our example, ILOG CPLEX displays the following ranges for sensitivity analysis of the objective function: 

 OBJ Sensitivity Ranges   



Variable Name  Reduced Cost      Down   Current          Up

x1                   3.5000   -2.5000    1.0000   +infinity

x2                     zero   -5.0000    2.0000      3.0000

x3                     zero    2.0000    3.0000   +infinity

ILOG CPLEX displays each variable, its reduced cost and the range over which its objective function coefficient can vary without forcing a change in the optimal basis. The current value of each objective coefficient is also displayed for reference. Objective function sensitivity analysis is useful to determine how sensitive the optimal solution is to the cost or profit associated with each variable.

Similarly, to view sensitivity analysis of the right-hand side, type the command:

  display sensitivity rhs -

For our example, ILOG CPLEX displays the following ranges for sensitivity analysis of the right-hand side (RHS): 

 RHS Sensitivity Ranges   



Constraint Name Dual Price       Down   Current          Up

c1                  2.7500   -36.6667   20.0000   +infinity

c2                  0.2500  -140.0000   30.0000    100.0000

ILOG CPLEX displays each constraint, its dual price, and a range over which its right-hand side coefficient can vary without changing the optimal basis. The current value of each RHS coefficient is also displayed for reference. Right-hand side sensitivity information is useful for determining how sensitive the optimal solution and resource values are to the availability of those resources.

ILOG CPLEX can also display lower bound sensitivity ranges with the command

  display sensitivity lb

and upper bound sensitivity with the command

  display sensitivity ub

Summary

Display sensitivity analysis characteristics by entering a command with the syntax:

  display sensitivity identifier
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