How to use Matlab instead of solver for sensitivity analysis

[Isabelle Joos]

Hi,

I generally make use of Solver in MS Excel to solve linear problems. With Solver it is possible to get a sensitivity report which includes 'reduced cost' and 'shadow price' with the allowable increase and decrease in seperate columns. I'm exploring Matlab to do the same thing. I use the linprog function and I can get the shadow prices (with the lambda commando) but I don't know how I can get the allowable increase and decrease for each constraint(like with Solver)?

Has anybody done that before?

Thanks alot,

Isabelle

[Bruno Luong]

"Isabelle Joos" <isabel...@ugent.be> wrote in message <gallnl$cqe$1...@fred.mathworks.com>...

> Hi,
>
> I generally make use of Solver in MS Excel to solve linear problems. With Solver it is possible to get a sensitivity report which includes 'reduced cost' and 'shadow price' with the allowable increase and decrease in seperate columns. I'm exploring Matlab to do the same thing. I use the linprog function and I can get the shadow prices (with the lambda commando) but I don't know how I can get the allowable increase and decrease for each constraint(like with Solver)?
>

I don't know Excel Solver nor Matlab linprog, but we have discussed about the shadow prices and their range of validity here:

http://www.mathworks.fr/matlabcentral/newsreader/view_thread/160654

Bruno