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Re: [Help-glpk] sensitivity analysis table in glpk [NC]


From: Andrew Makhorin
Subject: Re: [Help-glpk] sensitivity analysis table in glpk [NC]
Date: Fri, 02 Nov 2012 20:03:15 +0400

> The information in sensitivity analysis table in glpk seems to be
> incorrect.
> 
> For example: for the problem in sample.c file and in the manual
> section 1.3.1 (page 14).
> 

[...]

> However  the correct range of the row r would be 200-> +inf not (120->
> 520).
> 
> Do I miss something here?
> 

The row r is non-active in the optimal solution reported (i.e.
corresponding auxiliary variable is basic); in this case 'Activity
range' is related to the objective function, not to the row itself. 
For example, 120 means that that r would take on the value 120 when its
objective coefficient (which is normally zero) would go on its lower
limit -1.66667 reported in the field 'Obj coef range'. 

For detailed explanations of the report structure please see Section 3.4
"Post-optimal analysis routines" in the glpk reference manual,
pp.107-114.





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