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[Help-glpk] Re: sensitivity analysis
From: |
Andrew Makhorin |
Subject: |
[Help-glpk] Re: sensitivity analysis |
Date: |
Sat, 16 Jan 2010 17:55:23 +0300 |
> I'm looking forward to it. In the example you have given, the
> params are linearly dependent on t -- what if the dependence is
> non-linear?
Non-linear dependence leads to a non-linear program, so in this case
the simplex method cannot be applied.
> When the params (not just rhs, coefs, but also any entry in the
> contraint matrix) depends nonlinearly on scaler t, I wonder if there
> are some efficient algorithms. This problem seems extremely hard,
Harder, but not extremely, because you have only one parameter, so
some one-dimensional methods can be used, even a brute force technique.
> as
> the set of t that shares the same optimal basis might be many disjoint
> intervals. We might just be satisfied with identifying one particular
> interval of t that contains some initial t_0.
Could you provide an example of the dependence?
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- [Help-glpk] sensitivity analysis, Andrew Makhorin, 2010/01/15
- Message not available
- [Help-glpk] Re: sensitivity analysis, Andrew Makhorin, 2010/01/15
- [Help-glpk] Re: sensitivity analysis, Yingjie Lan, 2010/01/15
- [Help-glpk] Re: sensitivity analysis,
Andrew Makhorin <=
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- Re: [Help-glpk] glpk 4.42 release information, Andrew Makhorin, 2010/01/14