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Re: [Help-glpk] Basis matrix / sensitivity factors / sensitivity matrix

From: Andrew Makhorin
Subject: Re: [Help-glpk] Basis matrix / sensitivity factors / sensitivity matrix
Date: Mon, 5 Feb 2007 16:59:57 +0300

> I am using GLPK to solve an LP model of an electricity network,
> and for one 
> analysis we need to extract the sensitivity matrix. I don't know
> very much 
> about linear programming, but I am told this is also known as the
> basis 
> matrix.
> Is it possible to retrieve this information from GLPK, and if so
> what API 
> routines do I need to use? It is not obvious to me from the API 
> documentation, but that may just be because I am not very
> familiar with the 
> terminology of linear programming.

Probably you mean not the basis matrix, but the simplex tableau,
i.e. the matrix which shows how basic variables depend on non-basic
ones: xB = (alfa[i,j]) * xN. If so, you can compute it by rows or
by columns using api routines lpx_eval_tab_row and lpx_eval_tab_col.
For more details see the glpk user's manual.

If you intend using that matrix to perform post-optimal sensitivity
analysis, look at the routines in file src/glplpx8b.c.

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