From campbell@ist.uwaterloo.ca Thu Oct  8 16:45:03 EDT 1998

Yo!

     Here's an example program that shows how to do Sensitivity
     Analysis in GAMS and how to read the results (it is based 
     on an example from the textbook that we studied in class).

Colin

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sets i /oz6, oz10/;

variables x(i), z;
x.lo(i) = 0;

equations
      cost
      hours
      storage
      sales;

cost..   z =e= 500*x('oz6') + 450*x('oz10');
hours..          6*x('oz6') +   5*x('oz10') =l= 60;
storage..       10*x('oz6') +  20*x('oz10') =l= 150;
sales..            x('oz6')                 =l= 8;

model glassmodel /all/;

*-----------------------------------------------------------
* THREE STEPS FOR SENSITIVITY ANALYSIS:
*
* (1) Create a file called "cplex.opt" with these 2 lines:
*
*          objrng       
*          rhsrng
*
* (2) Add the following two lines here in your GAMS program:

           option lp=cplex;
           glassmodel.optfile=1;

* (3) Run the program on "descartes" as it is
*     the only undergrad machine with CPLEX.
*-----------------------------------------------------------

solve glassmodel maximizing z using lp;

display x.l, x.m;

*-----------------------------------------------------------
* The output in the GAMS listing file will contain:
*-----------------------------------------------------------
$ONTEXT
EQUATION NAME       LOWER   CURRENT     UPPER
-------------       -----   -------     -----
COST                 -INF         0      +INF
                                                  | These are
HOURS                37.5        60      65.5     | bounds on
STORAGE               128       150       240     | the RHS (b)
SALES               6.429         8      +INF     | variables
                                                  | themselves.
                                                  | E.g. hours can go
                                                  | up _to_ 65.5.


VARIABLE NAME       LOWER   CURRENT     UPPER
-------------       -----   -------     -----
                                                  | These are
X(OZ6)               -275         0        40     | bounds on
X(OZ10)            -33.33         0       550     | changes (deltas)
                                                  | to the c values.
                                                  | E.g. c for 6oz glasses
                                                  | can go up _by_ 40.
Z                1.11e-16         1      +INF   
*-----------------------------------------------------------
$OFFTEXT

----------------------------------------------------------------
     Colin Campbell (IST) -- www.ist.uwaterloo.ca/~campbell
       Scientific Computing and Communications Consultant
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