sensitivity analysis

[Jorge von Atzingen dos Reis]

Hi

How do I see the sensitivity analysis ( shadow price and constraint slack ) using the GUROBI and C ++

I found it but did not understand how to use:

"objval: The objective value of the computed solution.

runtime: The elapsed wall-clock time (in seconds) for the optimization.

x: The computed solution. This array contains one entry for each column of A.

slack: The constraint slack for the computed solution. This array contains one entry for each row of A.

qcslack: The quadratic constraint slack in the current solution. This array contains one entry for second-order cone constraint and one entry for each quadratic constraint. The slacks for the second-order cone constraints appear before the slacks for the quadratic constraints.

pi: Dual values for the computed solution (also known as shadow prices). This array contains one entry for each row of A." (Gurobi Optimizer Reference Manual, page 432)

My source code is:

//------------------------------------------------------------------------------ 

#include "gurobi_c++.h"

using namespace std;

//------------------------------------------------------------------------------ 

int main()

{

try

{

GRBEnv env = GRBEnv();

GRBModel model = GRBModel(env);

//Criando as variaveis

GRBVar x1 = model.addVar(0, GRB_INFINITY, 0, GRB_CONTINUOUS, "Soja");//GRB_CONTINUOUS, GRB_BINARY, GRB_INTEGER

GRBVar x2 = model.addVar(0, GRB_INFINITY, 0, GRB_CONTINUOUS, "Milho");//GRB_CONTINUOUS, GRB_BINARY, GRB_INTEGER

GRBVar x3 = model.addVar(0, 15000, 0, GRB_CONTINUOUS, "Serragem");//GRB_CONTINUOUS, GRB_BINARY, GRB_INTEGER

//Adicionando novas variaveis

model.update();

//Funcao Objetivo: min= 0.50*x1+0.30*x2+0.02*x3

model.setObjective(0.50*x1+0.30*x2+0.02*x3, GRB_MINIMIZE);

//primeira restricao: 15*x1+12*x2+2*x3>=10000

model.addConstr(15*x1+12*x2+2*x3>=10000, "Calcio");

//segunda restricao: 40*x1+10*x2+1*x3>=20000

model.addConstr(40*x1+10*x2+1*x3>=20000, "Proteina");

//terceira restricao: 290*x1+340*x2+80*x3>=200000000

model.addConstr(290*x1+340*x2+80*x3>=200000000, "Carboidratos");

//Resolvendo o modelo

  model.optimize();

cout << x1.get(GRB_StringAttr_VarName) << " = "<< x1.get(GRB_DoubleAttr_X) << endl;

cout << x2.get(GRB_StringAttr_VarName) << " = "<< x2.get(GRB_DoubleAttr_X) << endl;

cout << x3.get(GRB_StringAttr_VarName) << " = "<< x3.get(GRB_DoubleAttr_X) << endl;

cout << "Função Objetivo = " << model.get(GRB_DoubleAttr_ObjVal) << endl;

} catch(GRBException e)

{

cout << "Erro = " << e.getErrorCode() << endl;

cout << e.getMessage() << endl;

} catch(...)

{

cout << "Erro durante a otimizacao" << endl;

}

return 0;

}

//------------------------------------------------------------------------------ 

Thanks

Jorge Reis

[Renan Garcia]

Here's a snippet of code you can add after printing your objective function that will print the dual and slack for each constraint:

   GRBConstr *c = model.getConstrs();

   for(int i = 0; i < model.get(GRB_IntAttr_NumConstrs); i++) {

      cout << c[i].get(GRB_StringAttr_ConstrName)

           << " pi = "<< c[i].get(GRB_DoubleAttr_Pi)

           << ", slack = "<< c[i].get(GRB_DoubleAttr_Slack) << endl;

   }

   delete c;

--

---
You received this message because you are subscribed to the Google Groups "Gurobi Optimization" group.
To unsubscribe from this group and stop receiving emails from it, send an email to gurobi+un...@googlegroups.com.
For more options, visit https://groups.google.com/d/optout.

[GuPy]

Hi Renan,

Can you plz help me in getting slack and dual info for python. Can you plz share a similar kind of snippet of python code. 

Thanks, 

[Renan Garcia]

The following line will print the name, dual value and slack for each constraint to the screen:

  model.printAttr(['ConstrName', 'Pi', 'Slack'])

If you want to query for attributes programmatically, please see https://www.gurobi.com/documentation/6.5/refman/attribute_examples.html#sec:AttributeExamples for guidance.

[Raza Rafique]

Thanks a lot.

Regards,

Raza Rafique

You received this message because you are subscribed to a topic in the Google Groups "Gurobi Optimization" group.
To unsubscribe from this topic, visit https://groups.google.com/d/topic/gurobi/M_NuDM3QI-A/unsubscribe.
To unsubscribe from this group and all its topics, send an email to gurobi+un...@googlegroups.com.