The MOSEK command line tool Version 7.0 (Revision 141)

8.5. SENSITIVITY ANALYSIS WITH THE COMMAND LINE TOOL 77
* Comment 1
BOUNDS CONSTRAINTS
U "c1" * Analyze upper bound for constraint named c1
U 2
* Analyze upper bound for the second constraint
U 3-5 * Analyze upper bound for constraint number 3 to number 5
BOUNDS VARIABLES
L 2-4
* This section specifies which bounds on variables should be analyzed
L "x11"
OBJECTIVE VARIABLES
"x11"
* This section specifies which objective coefficients should be analyzed
2
Figure 8.3: Example of the sensitivity file format.
the lower bound, on the upper bound, or on both the lower and the upper bound respectively. Next,
a single constraint (variable) or range of constraints (variables) is specified.
Recall from Section 8.4.1.1 that equality constraints are handled in a special way. Sensitivity analysis
of an equality constraint can be specified with either L, U, or LU, all indicating the same, namely that
upper and lower bounds (which are equal) are perturbed simultaneously.
As an example consider
BOUNDS CONSTRAINTS
L "cons1"
U "cons2"
LU "cons3"-"cons6"
which requests that sensitivity analysis is performed on the lower bound of the constraint named
cons1, on the upper bound of the constraint named cons2, and on both lower and upper bound on
the constraints named cons3 to cons6.
It is allowed to use indexes instead of names, for instance
BOUNDS CONSTRAINTS
L "cons1"
U 2
LU 3 - 6
The character ”*” indicates that the line contains a comment and is ignored.
8.5.2 Example: Sensitivity analysis from command line
As an example consider the sensitivity.ssp file shown in Figure 8.3. The command
mosek transport.lp -sen sensitivity.ssp
produces the transport.sen file shown below.
-d MSK IPAR SENSITIVITY TYPE MSK SENSITIVITY TYPE BASIS
BOUNDS CONSTRAINTS
INDEX NAME BOUND LEFTRANGE RIGHTRANGE LEFTPRICE RIGHTPRICE
0 c1 UP -6.574875e-18 5.000000e+02 1.000000e+00 1.000000e+00
2 c3 UP -6.574875e-18 5.000000e+02 1.000000e+00 1.000000e+00
3 c4 FIX -5.000000e+02 6.574875e-18 2.000000e+00 2.000000e+00
4 c5 FIX -1.000000e+02 6.574875e-18 3.000000e+00 3.000000e+00