I am trying to conduct a sensitivity analysis for my model by changing all the parameters and gauging the sensitivity of each change relative to the optimal solution.

Hi
You could use a nested loop for every parameter you want to do sensitivity analysis. Assume you use P1 and P2 for this and assume they can take the following three values 0.005, 0.01, and 0.0015.

set n /1*3/ Set for the number of values;
parameter
P1s(n) Possible values P1,
P2s(n) Possible values P2;
* assign the values
P1s("1") = 0.005;
...
alias(n,n2)
loop(n,
P1 = P1s(n);
loop(n2,
P2 = P2s(n);
solve your model, grab the solutions and save them,
);
);