[Help-glpk] [Fwd: help on interpreting sensitivity analysis]

[Andrew Makhorin]

-------- Forwarded Message --------
From: Marco Correia <address@hidden>
To: address@hidden
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

sens.txt
Description: Text document