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sensitivity_cs.cs
/* Copyright 2016, Gurobi Optimization, Inc. */ /* A simple sensitivity analysis example which reads a MIP model from a file and solves it. Then each binary variable is set to 1-X, where X is its value in the optimal solution, and the impact on the objective function value is reported. */ 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 { // Create environment GRBEnv env = new GRBEnv(); // Read and solve model GRBModel model = new GRBModel(env, args[0]); if (model.Get(GRB.IntAttr.IsMIP) == 0) { Console.WriteLine("Model is not a MIP"); return; } model.Optimize(); if (model.Get(GRB.IntAttr.Status) != GRB.Status.OPTIMAL) { Console.WriteLine("Optimization ended with status " + model.Get(GRB.IntAttr.Status)); return; } // Store the optimal solution double origObjVal = model.Get(GRB.DoubleAttr.ObjVal); GRBVar[] vars = model.GetVars(); double[] origX = model.Get(GRB.DoubleAttr.X, vars); // Disable solver output for subsequent solves model.GetEnv().Set(GRB.IntParam.OutputFlag, 0); // Iterate through unfixed, binary variables in model for (int i = 0; i < vars.Length; i++) { GRBVar v = vars[i]; char vType = v.Get(GRB.CharAttr.VType); if (v.Get(GRB.DoubleAttr.LB) == 0 && v.Get(GRB.DoubleAttr.UB) == 1 && (vType == GRB.BINARY || vType == GRB.INTEGER)) { // Set variable to 1-X, where X is its value in optimal solution if (origX[i] < 0.5) { v.Set(GRB.DoubleAttr.LB, 1.0); v.Set(GRB.DoubleAttr.Start, 1.0); } else { v.Set(GRB.DoubleAttr.UB, 0.0); v.Set(GRB.DoubleAttr.Start, 0.0); } // Update MIP start for the other variables for (int j = 0; j < vars.Length; j++) { if (j != i) { vars[j].Set(GRB.DoubleAttr.Start, origX[j]); } } // Solve for new value and capture sensitivity information model.Optimize(); if (model.Get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) { Console.WriteLine("Objective sensitivity for variable " + v.Get(GRB.StringAttr.VarName) + " is " + (model.Get(GRB.DoubleAttr.ObjVal) - origObjVal)); } else { Console.WriteLine("Objective sensitivity for variable " + v.Get(GRB.StringAttr.VarName) + " is infinite"); } // Restore the original variable bounds v.Set(GRB.DoubleAttr.LB, 0.0); v.Set(GRB.DoubleAttr.UB, 1.0); } } // Dispose of model and environment model.Dispose(); env.Dispose(); } catch (GRBException e) { Console.WriteLine("Error code: " + e.ErrorCode); Console.WriteLine(e.Message); Console.WriteLine(e.StackTrace); } } }