-------- Forwarded Message -------- From: Marco Correia <[email protected]> To: [email protected] Subject: help on interpreting sensitivity analysis Date: Tue, 12 Jul 2011 22:15:36 +0100
Hi, I have just started learning LP and glpk so apologies if I'm missing something important. I setup a problem (using the c interface), composed of the three following constraints, and no objective function: 4.0*x0 - x1 <= 3.0 3.0*x0 + x1 >= 8.0 2.0*x0 + x1 <= 7.5 where x0 and x1 are unbounded, and correspond to column 1 and 2. The pdf file in attachment shows the feasible region of this system (x0 is vertical axis). From the docs I understood that the column Activity Range allows me to obtain (among other things) the ranges that each variable may take in order for the problem to stay feasible and optimal. Please see the output of the print_ranges function attached. It shows a correct interval for x0, but the upper bound of x1 is not correct, it should be almost 7 as shown in the chart. I suppose I'm assuming something that I shouldn't. Could someone please point me in the right direction? Thanks! Marco
sensitivity.pdf
Description: Adobe PDF document
GLPK 4.45 - SENSITIVITY ANALYSIS REPORT
Page 1
Problem:
Objective: 0 (MINimum)
No. Row name St Activity Slack Lower bound Activity
Obj coef Obj value at Limiting
Marginal Upper bound range
range break point variable
------ ------------ -- ------------- ------------- ------------- -------------
------------- ------------- ------------
1 NU 3.00000 . -Inf -4.50000
-Inf .
. 3.00000 +Inf
. .
2 NU -8.00000 . -Inf -9.25000
-Inf .
. -8.00000 +Inf
. .
3 BS 6.42857 1.07143 -Inf +Inf
. .
. 7.50000 6.42857
+Inf +Inf
GLPK 4.45 - SENSITIVITY ANALYSIS REPORT
Page 2
Problem:
Objective: 0 (MINimum)
No. Column name St Activity Obj coef Lower bound Activity
Obj coef Obj value at Limiting
Marginal Upper bound range
range break point variable
------ ------------ -- ------------- ------------- ------------- -------------
------------- ------------- ------------
1 BS 1.57143 . -Inf 1.75000
. .
. +Inf .50000
. .
2 BS 3.28571 . -Inf 4.00000
. .
. +Inf 3.28571
+Inf +Inf
End of report
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