docplex中的敏感性分析

Question

如何在docplex (python)中进行敏感度分析？假设我们有这样的模型：

 Max z= 3*x+2*y;
  st:
      2*x+y<=8;
      x+2*y<=6;

我使用python中的docplex来求解模型：

from docplex.mp.model import Model
tm = Model(name="MyModel")
x = tm.continuous_var()
y = tm.continuous_var()
tm.add_constraint(2*x+y <= 8)
tm.add_constraint(x+2*y <= 6)
expr = 3*x+2*y
tm.maximize(expr)
result = tm.solve()

如何确定当前基础保持最优的约束的右侧常量的范围？

Answer 1

您可以使用cplex python对象：

from docplex.mp.model import Model
tm = Model(name="MyModel")
x = tm.continuous_var()
y = tm.continuous_var()
tm.add_constraint(2*x+y <= 8)
tm.add_constraint(x+2*y <= 6)
expr = 3*x+2*y
tm.maximize(expr)
result = tm.solve()

cpx = tm.get_engine().get_cplex()

print(cpx.solution.sensitivity.lower_bounds())
print(cpx.solution.sensitivity.upper_bounds())
print(cpx.solution.sensitivity.bounds())
print(cpx.solution.sensitivity.objective())
print(cpx.solution.sensitivity.rhs())