Re: python pulp-or: sensitivity analysis? Thanks!

[Stuart Mitchell]

Hi Xiaoling I hope you don't mind me cross posting this to the discussion group.

At the moment pulp does not produce sensitivity analysis. But GLPK (or I assume CPLEX or GUROBI) does

http://en.wikibooks.org/wiki/GLPK/Solution_information

So I would recommend using pulp to produce an .lp file then solve this problem with glpk and read the sensitivity report.

I have had a few people requesting dual information (not available in the default solver) so I will look at improving this in the near future.

Stu

On Wed, May 23, 2012 at 5:38 AM, xiaoling li <lixiao...@gmail.com> wrote:

Dear Stu,

I'm a new python/pulp user and read your posts on the pulp-or google discussion board and found them quite helpful.

I was wondering how to perform sensitivity analysis for a linear programming model using pulp package? I didn't find sensitivity analysis function in pulp-or. Do you have any suggestions? Should I do the sensitivity analysis on my own, running the model a lot of times by slightly changing input parameters? Or should I use a different package for sensitivity analysis, if there is any.

I'll be very appreciated if you can offer some comments on it. Looking forward for your reply. Thank you so much!

Best, Xiaoling

--

Stuart Mitchell

PhD Engineering Science

Extraordinary Freelance Programmer and Optimisation Guru

www.stuartmitchell.com