[pymprog] FW: PyMathProg

[Alan R. <dal...@ms...>]

Hello Yingjie

 

I am new to both GLPK and of course PyMathProg.

On my side I am spending time in the book "The Science of Decision Making"

http://www.amazon.com/Science-Decision-Making-Problem-Based-Approach/dp/0471318272/ref=sr_1_1?ie=UTF8&qid=1248919635&sr=8-1

 

The book dives into Linear Programming with Excel as the main tool. My goal is to build my skills in linear programming models with Excel and then transition those skills to Python. I was using Python with OpenOpt at first and once I got an idea of how it worked I found it also did not have a built in way to define a "Sensitivity Analysis". Reading various Newsgroup posts I thought GLPK could perform a "Sensitivity Analysis", hence it seemed to make sense that PyMathProg could do so.  

 

So here are my questions

 

1) Did I make a big assumption that GLPK could perform a "Sensitivity Analysis"?

 

2) If I did not make a wrong assumption, then what would it take to have PyMathProg perform a "Sensitivity Analysis"?

 

I am very big on the idea of "Sensitivity Analysis" due to what I have read in both this book and the 

paper by Ed Leamer "Let's Take the Con Out of Econometrics"

http://ideas.repec.org/p/cla/uclawp/239.html (I can't say I know all the math in this paper, but I grasped his point about using "Sensitivity Analysis" to determine how valid are the results of the model).

 

Thank you

Alan Ridgeway

 

 

 


 


Subject: Re: PyMathProg
From: Yin...@rh...
To: dal...@ms...
Date: Wed, 17 Jun 2009 13:40:43 -0400


Hi Alan,
 
It is good to know that things works for you. 
PyMathProg 0.2.1 is also released, where 
there are relatively complete documentation.
For example, how to get the dual/primal values
of variables/constraints. You can use that
to construct a range report. I hope this helps.
All the documentation is also online at
http://pymprog.sf.net/.
 
In most cases, sensitivity analysis can be done
via changing the values of parameters (you need
to create them first, see the advanced exmples) 
and then call the solve() again. Could you also
joint the email list 
https://lists.sourceforge.net/lists/listinfo/pymprog-help
so that the questions answered can be archived
for the benefit of all users.
 
Thanks!
 
Yingjie

Yingjie Lan

DIT(MSS) Ph.D. Program
The Robert H. Smith School of Business
University of Maryland
3300 Van Munching Hall
College Park, Maryland 20742-1815  USA
Email:  yl...@rh...
Web: http://wam.umd.edu/~ylan/
Phone:  (301) 314-1968
Fax:  (301) 314-9611



-----Alan Ridgeway <dal...@ms...> wrote: -----


To: <yl...@um...>
From: Alan Ridgeway <dal...@ms...>
Date: 06/16/2009 11:31PM
Subject: PyMathProg

Hello Yingjie 
  
I have PyMathProg 2.0 installed. 
I can run the examples in both Windows and Linux. 
I have a request for the documentation. 
  
Can you provide an example of how I could pull a sensitivity report for the results? 
This way when I get a Max or Min I can determine the range for how valid the result is. 
  
Thank you 
Alan Ridgeway