Sensitivity Method

Type : Selection

Range : The settings listed below

Default : Dual simplex

This option specifies which method is used by CPLEX for solving LP problems while calculating sensitivity ranges. Possible values are:

  • Primal simplex

  • Dual simplex

  • Network + Primal (network followed by primal simplex)

  • Network + Dual (network followed by dual simplex)

  • Barrier

  • Sifting

  • Concurrent

See the option LP Method for a description of the algorithms.

Multiple LP problems are solved to calculate shadow price ranges for constraints and value ranges for variables. See Calculation of Shadow Price Ranges for more information.

Note

  • The barrier algorithm can use parallel processes (threads) as controlled by the option Global Thread Limit .

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