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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: Tue, 06 Nov 2012 14:19:55 +0400

> >If a row is non-active, changing its bounds does not affect the basic
> solution.
> This is only true for small change but not true for large change.  

No, this is true for any change, assuming that a new lower bound remains
not greater than and a new upper bound remains not less than the current
optimal value of a variable. If a constraint is non-active, this is the
same as that constraint would be omitted at all. 

Please note that the post-optimal analysis is an analysis of the
neighborhood of the optimal point where the basis is not changed. Most
probably you need a parametric analysis, which is not implemented in
glpk.

> For example: if you change the rhs of the r row below 200. You will
> get new solution. You can also check this with Excel.
> Is there any way to get correct range of non-active row?





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