Try our new documentation site.


sensitivity.py


#!/usr/bin/python

# Copyright 2019, Gurobi Optimization, LLC

# 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.

import sys
from gurobipy import *

if len(sys.argv) < 2:
    print('Usage: sensitivity.py filename')
    quit()

# Read and solve model

model = read(sys.argv[1])

if model.IsMIP == 0:
    print('Model is not a MIP')
    exit(0)

model.optimize()

if model.status != GRB.Status.OPTIMAL:
    print('Optimization ended with status %d' % model.status)
    exit(0)

# Store the optimal solution

origObjVal = model.ObjVal
for v in model.getVars():
    v._origX = v.X

# Disable solver output for subsequent solves

model.Params.outputFlag = 0

# Iterate through unfixed, binary variables in model

for v in model.getVars():
    if (v.LB == 0 and v.UB == 1 \
        and (v.VType == GRB.BINARY or v.VType == GRB.INTEGER)):

        # Set variable to 1-X, where X is its value in optimal solution

        if v._origX < 0.5:
            v.LB = v.Start = 1
        else:
            v.UB = v.Start = 0

        # Update MIP start for the other variables

        for vv in model.getVars():
            if not vv.sameAs(v):
                vv.Start = vv._origX

        # Solve for new value and capture sensitivity information

        model.optimize()

        if model.status == GRB.Status.OPTIMAL:
            print('Objective sensitivity for variable %s is %g' % \
                  (v.VarName, model.ObjVal - origObjVal))
        else:
            print('Objective sensitivity for variable %s is infinite' % \
                  v.VarName)

        # Restore the original variable bounds

        v.LB = 0
        v.UB = 1

Try Gurobi for Free

Choose the evaluation license that fits you best, and start working with our Expert Team for technical guidance and support.

Evaluation License
Get a free, full-featured license of the Gurobi Optimizer to experience the performance, support, benchmarking and tuning services we provide as part of our product offering.
Academic License
Gurobi supports the teaching and use of optimization within academic institutions. We offer free, full-featured copies of Gurobi for use in class, and for research.
Cloud Trial

Request free trial hours, so you can see how quickly and easily a model can be solved on the cloud.

Search