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

[Andrew Makhorin]

-------- Forwarded Message --------
From: Minh Hoang <address@hidden>
To: address@hidden
Cc: address@hidden
Subject: Re: [Help-glpk] sensitivity analysis table in glpk [NC]
Date: Fri, 2 Nov 2012 15:19:19 -0000

Classification: NPL Management Ltd - Commercial

Hi Andrew,

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).

The sen.txt file would be

------------------------------------------------------------------------------------------------------------

GLPK 4.47 - SENSITIVITY ANALYSIS REPORT                                         
                                Page   1

 

Problem:    sample

Objective:  733.3333333 (MAXimum)

 

   No. Row name     St      Activity         Slack   Lower bound       Activity 
     Obj coef  Obj value at Limiting

                                          Marginal   Upper bound          range 
        range   break point variable

------ ------------ -- ------------- ------------- -------------  ------------- 
------------- ------------- ------------

     1 p            NU     100.00000        .               -Inf       60.00000 
     -3.33333     600.00000 x2

                                           3.33333     100.00000      150.00000 
         +Inf     900.00000 r

 

     2 q            NU     600.00000        .               -Inf      400.00000 
      -.66667     600.00000 x1

                                            .66667     600.00000     1000.00000 
         +Inf    1000.00000 x2

 

     3 r            BS     200.00000     100.00000          -Inf      120.00000 
     -1.66667     400.00000 p

                                                               .          
300.00000      520.00000        .66667     866.66667 x3   

 

GLPK 4.47 - SENSITIVITY ANALYSIS REPORT                                         
                                Page   2

 

Problem:    sample

Objective:  733.3333333 (MAXimum)

 

   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 x1           BS      33.33333      10.00000        .                -Inf 
      6.00000     600.00000 q

                                            .               +Inf       60.00000 
     15.00000     900.00000 p

 

     2 x2           BS      66.66667       6.00000        .                -Inf 
      4.00000     600.00000 p

                                            .               +Inf      100.00000 
     10.00000    1000.00000 q

 

     3 x3           NL        .            4.00000        .                -Inf 
         -Inf          +Inf

                                          -2.66667          +Inf       25.00000 
      6.66667     666.66667 r

 

End of report

--------------------------------------------------------------------------------------------------------

However  the correct range of the row r would be 200-> +inf not (120-> 520).

Do I miss something here?

   Many thanks,

      Minh

 

 




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