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sensitivity_cs.cs
/* Copyright 2013, Gurobi Optimization, Inc. */
/* Simple MIP sensitivity analysis example.
For each integer variable, fix it to its lower and upper bound
and check the impact on the objective. */
using System;
using Gurobi;
class sensitivity_cs
{
static void Main(string[] args)
{
if (args.Length < 1) {
Console.Out.WriteLine("Usage: sensitivity_cs filename");
return;
}
try {
// Read model
GRBEnv env = new GRBEnv();
GRBModel a = new GRBModel(env, args[0]);
a.Optimize();
a.GetEnv().Set(GRB.IntParam.OutputFlag, 0);
// Extract variables from model
GRBVar[] avars = a.GetVars();
for (int i = 0; i < avars.Length; ++i) {
GRBVar v = avars[i];
if (v.Get(GRB.CharAttr.VType) == GRB.BINARY) {
// Create clone and fix variable
GRBModel b = new GRBModel(a);
GRBVar bv = b.GetVars()[i];
if (v.Get(GRB.DoubleAttr.X) - v.Get(GRB.DoubleAttr.LB) < 0.5) {
bv.Set(GRB.DoubleAttr.LB, bv.Get(GRB.DoubleAttr.UB));
} else {
bv.Set(GRB.DoubleAttr.UB, bv.Get(GRB.DoubleAttr.LB));
}
b.Optimize();
if (b.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) {
double objchg =
b.Get(GRB.DoubleAttr.ObjVal) - a.Get(GRB.DoubleAttr.ObjVal);
if (objchg < 0) {
objchg = 0;
}
Console.WriteLine("Objective sensitivity for variable " +
v.Get(GRB.StringAttr.VarName) + " is " + objchg);
} else {
Console.WriteLine("Objective sensitivity for variable " +
v.Get(GRB.StringAttr.VarName) + " is infinite");
}
// Dispose of model
b.Dispose();
}
}
// Dispose of model and env
a.Dispose();
env.Dispose();
} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " +
e.Message);
}
}
}
