The MOSEK command line tool Version 7.0 (Revision 141)

76 CHAPTER 8. SENSITIVITY ANALYSIS
* A comment
BOUNDS CONSTRAINTS
U|L|LU [cname1]
U|L|LU [cname2]-[cname3]
BOUNDS VARIABLES
U|L|LU [vname1]
U|L|LU [vname2]-[vname3]
OBJECTIVE VARIABLES
[vname1]
[vname2]-[vname3]
Figure 8.2: The sensitivity analysis file format.
parameter By default a basis type sensitivity analysis is performed. However, the type of sensitivity
analysis (basis or optimal partition) can be changed by setting the parameter
MSK IPAR SENSITIVITY TYPE
appropriately. Following values are accepted for this parameter:
• MSK SENSITIVITY TYPE BASIS
• MSK SENSITIVITY TYPE OPTIMAL PARTITION
It is also possible to use the command line
mosek myproblem.mps -d MSK IPAR SENSITIVITY ALL MSK ON
in which case a sensitivity analysis on all the parameters is performed.
8.5.1 Sensitivity analysis specification file
MOSEK employs an MPS like file format to specify on which model parameters the sensitivity analysis
should be performed. As the optimal partition type sensitivity analysis can be computationally
expensive it is important to limit the sensitivity analysis. The format of the sensitivity specification
file is shown in figure 8.2, where capitalized names are keywords, and names in brackets are names of
the constraints and variables to be included in the analysis.
The sensitivity specification file has three sections, i.e.
• BOUNDS CONSTRAINTS: Specifies on which bounds on constraints the sensitivity analysis should
be performed.
• BOUNDS VARIABLES: Specifies on which bounds on variables the sensitivity analysis should be
performed.
• OBJECTIVE VARIABLES: Specifies on which objective coefficients the sensitivity analysis should
be performed.
A line in the body of a section must begin with a whitespace. In the BOUNDS sections one of the keys
L, U, and LU must appear next. These keys specify whether the sensitivity analysis is performed on