The MOSEK Python optimizer API manual Version 7.0 (Revision 141)

15.6. SENSITIVITY ANALYSIS WITH THE COMMAND LINE TOOL 195
141
142 print (’For variables:’)
143 for i in range(2):
144 print (’\t%10f %10f %10f %10f’ % (leftpricej[i],
145 rightpricej[i],
146 leftrangej[i],
147 rightrangej[i]))
148
149
150 leftprice = zeros(2,float)
151 rightprice = zeros(2,float)
152 leftrange = zeros(2,float)
153 rightrange = zeros(2,float)
154 subc = array([ 2, 5 ])
155
156 task.dualsensitivity( subc,
157 leftprice,
158 rightprice,
159 leftrange,
160 rightrange)
161
162 print (’Results from sensitivity analysis on objective coefficients:’)
163
164 for i in range(2):
165 print (’\t%10f %10f %10f %10f’ % (leftprice[i],
166 rightprice[i],
167 leftrange[i],
168 rightrange[i]))
169
170 return None
171
172 # call the main function
173 try:
174 main ()
175 except mosek.Exception as e:
176 print ("ERROR: %s" % str(e.errno))
177 if e.msg is not None:
178 print ("\t%s" % e.msg)
179 sys.exit(1)
180 except:
181 import traceback
182 traceback.print exc()
183 sys.exit(1)
15.6 Sensitivity analysis with the command line tool
A sensitivity analysis can be performed with the MOSEK command line tool using the command
mosek myproblem.mps -sen sensitivity.ssp
where sensitivity.ssp is a file in the format described in the next section. The ssp file describes
which parts of the problem the sensitivity analysis should be performed on.
By default results are written to a file named myproblem.sen.
If necessary, this filename can be