Lecture14

# Lecture14 - Introduction to Mathematical Programming IE406...

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Unformatted text preview: Introduction to Mathematical Programming IE406 Lecture 14 Dr. Ted Ralphs IE406 Lecture 14 1 Reading for This Lecture • Bertsimas Chapter 5 IE406 Lecture 14 2 AMPL: Displaying Auxiliary Values with Suffixes • In AMPL , it’s possible to display many of the auxiliary values we’ve been looking at using suffixes . • For example, to display the reduced cost of a variable, type the variable name with the suffix .rc . • Using the product mix example ( prod.mod and prod1.dat ), ampl: display make; make [*] := gadgets 15000 widgets 20000 ; ampl: display make.rc; make.rc [*] := gadgets widgets ; IE406 Lecture 14 3 AMPL: Other Auxiliary Information • You can display the status of each variable ampl: display make.sstatus; make.sstatus [*] := gadgets bas widgets bas • You can also display such things as the slack in the constraints ampl: display hours_limit.slack; hours_limit.slack = 10000 • Or the status of a slack variable ampl: display hours_limit.status; hours_limit.status = bas • A list of all the possible suffixes is on the AMPL Web site . IE406 Lecture 14 4 AMPL: Sensitivity • AMPL does not have built-in sensitivity analysis commands. • AMPL/CPLEX does provide such capability. • To get sensitivity information, type the following ampl: option cplex_options ’sensitivity’; • Solve the model from product mix model: ampl: solve; CPLEX 7.0.0: sensitivity CPLEX 7.0.0: optimal solution; objective 105000 2 simplex iterations (0 in phase I) suffix up OUT; suffix down OUT; suffix current OUT; IE406 Lecture 14 5 AMPL: Accessing Sensitivity Information Access sensitivity information using the suffixes .up and .down . ampl: display hours_limit.up; hours_limit.up = 180000 ampl: let max_prd := 190000; ampl: solve; CPLEX 7.0.0: sensitivity CPLEX 7.0.0: optimal solution; objective 135000 1 simplex iterations (1 in phase I) ampl: display make; make [*] := gadgets 45000 widgets ; IE406 Lecture 14 6 AMPL: Accessing Sensitivity Information (cont.) ampl: display make.rc; make.rc [*] := gadgets widgets-1.5 ; ampl: display make.sstatus; make.sstatus [*] := gadgets bas widgets low ; IE406 Lecture 14...
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## This note was uploaded on 08/06/2008 for the course IE 406 taught by Professor Ralphs during the Fall '08 term at Lehigh University .

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Lecture14 - Introduction to Mathematical Programming IE406...

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