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The MOSEK command line tool Version 7.0 (Revision 141)

The MOSEK command line tool. Version 7.0 ... - Documentation

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3.10. SENSITIVITY ANALYSIS 17<br />

• .current Current value of objective coefficient/right hand side.<br />

For ranged constraints sensitivity information is returned only for the lower bound.<br />

<strong>The</strong> example below returns sensitivity information on the diet model.<br />

ampl: model diet.mod;<br />

ampl: data diet.dat;<br />

ampl: option solver mosek;<br />

ampl: option mosek options ’sensitivity=1’;<br />

ampl: solve;<br />

#display sensitivity information and current solution.<br />

ampl: display var.down, var.current, var.up, var;<br />

#display sensitivity information and optimal dual values.<br />

ampl: display con.down, con.current, con.up, con;<br />

<strong>The</strong> resulting output is:<br />

Return code - 0 [MSK RES OK]<br />

<strong>MOSEK</strong> finished.<br />

Problem status : PRIMAL AND DUAL FEASIBLE<br />

Solution status : OPTIMAL<br />

Primal objective : 14.8557377<br />

Dual objective : 14.8557377<br />

suffix up OUT;<br />

suffix down OUT;<br />

suffix current OUT;<br />

Objective = Total Cost<br />

: var.down var.current var.up var :=<br />

1 1.37385 1.84 1.86075 4.38525<br />

2 1.8677 2.19 Infinity 0<br />

3 1.82085 1.84 Infinity 0<br />

4 1.35466 1.44 Infinity 0<br />

5 1.57633 2.29 Infinity 0<br />

6 0.094 0.77 0.794851 6.14754<br />

7 1.22759 1.29 Infinity 0<br />

8 0.57559 0.6 0.910769 3.42213<br />

9 0.657279 0.72 Infinity 0<br />

;<br />

ampl: display con.down, con.current, con.up, con;<br />

: con.down con.current con.up con :=<br />

1 -Infinity 2000 3965.37 0<br />

2 297.6 350 375 0.0277049<br />

3 -Infinity 55 172.029 0<br />

4 63.0531 100 195.388 0.0267541<br />

5 -Infinity 100 132.213 0<br />

6 -Infinity 100 234.221 0<br />

7 17.6923 100 142.821 0.0248361<br />

;

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