Help on sensitivity analysis

[Help needed]

Hello, may I enquire how may I go about doing sensitivity analysis on
AIMMS? I understand that there are various concepts such as reduced
cost, shadow price and so on but I am not too sure with regards to
what significance they really represent. Is there any document or
guide that someone can recommend?

[Guido Diepen]

Hi,

From your message it is not completely clear to me whether you are
interested in getting more information about the various concepts
(such as reduced cost and shadow price) or how exactly you can use
them from within AIMMS.

A brief introduction on the various concepts is given in Chapter 4 of
the Optimization Modeling book which can be found in the help menu of
AIMMS. Furthermore, a separate PDF of this specific chapter can be
found at http://www.aimms.com/aimms/download/manuals/AIMMS3OM_SensitivityAnalysis.pdf

The availability of the different concepts are controlled by means of
properties on the variables and constraints. If for example you are
interested in the reduced cost of a variable, you have to set the
property ReducedCost within the attribute window of the variable.
After you have solved the model, you can obtain the values for the
reduced cost via the .ReducedCost suffix (i.e. myVar.ReducedCost or
myIndexedVar.ReducedCost(i) where myIndexedVar has the index domain
i). In the same way you can set other Sensitivity Analysis properties
for both variables and constraints. In the AIMMS function reference
you can find more information about suffices available for constraints
and variables.

Regards,

Guido Diepen
AIMMS Specialist