Reply-to: gamsworld@googlegroups.com

GAMS users,

I am interested to implement a sensitivity analysis to my Non Lineal

Programming(NLP) model.For example If I got the follow results in

GAMS:

---- VARIABLE S

LOWER LEVEL UPPER MARGINAL

A 8.626 8.626 8.626

1000

What is the interpretation of the Marginal value?, considering that is

not a linear equation. I know that if it is a lineal programming means

that my ObjFunction will increase in 1000 per one unit.But what is the

meaning for Marginal value in Nonlinear Programming?. Is there are

any better way to implement a sensitivity analysis for nonlinear

programming?. Thanks in advance

Any feedback is greatly appreciated

Omar

\

Omar,

I tried the search on the GAMS web page: looking for marginal value I

found a description that I think captures it well:

http://support.gams.com/doku.php?id=gams:what_is_the_meaning_of_the_marginal_values

The interpretation for NLP is not so different than for LP.

-Steve

On Mon, Feb 27, 2012 at 7:09 PM, Omar wrote:

GAMS users,

I am interested to implement a sensitivity analysis to my Non Lineal

Programming(NLP) model.For example If I got the follow results in

GAMS:

---- VARIABLE S

```
LOWER LEVEL UPPER MARGINAL
A 8.626 8.626 8.626
```

1000

What is the interpretation of the Marginal value?, considering that is

not a linear equation. I know that if it is a lineal programming means

that my ObjFunction will increase in 1000 per one unit.But what is the

meaning for Marginal value in Nonlinear Programming?. Is there are

any better way to implement a sensitivity analysis for nonlinear

programming?. Thanks in advance

Any feedback is greatly appreciated

Omar

–

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– Steven Dirkse, Ph.D. GAMS Development Corp., Washington DC Voice: (202)342-0180 Fax: (202)342-0181 sdirkse@gams.com http://www.gams.com

Thanks Steve for the link.But, I think that marginal values are valid

only at the single point of the optimal solution for NLP. In the case

of LP, the marginal remain constant over a range of bases. So I was

wondering if there are any other approach for sensitivity analysis for

NLP.

Omar

On Feb 28, 6:55 am, Steven Dirkse wrote:

Omar,

I tried the search on the GAMS web page: looking for marginal value I

found a description that I think captures it well:

http://support.gams.com/doku.php?id=gams:what_is_the_meaning_of_the_m…

The interpretation for NLP is not so different than for LP.

-Steve

On Mon, Feb 27, 2012 at 7:09 PM, Omar wrote:

GAMS users,

I am interested to implement a sensitivity analysis to my Non Lineal

Programming(NLP) model.For example If I got the follow results in

GAMS:

---- VARIABLE S

```
LOWER LEVEL UPPER MARGINAL
```

```
A 8.626 8.626 8.626
```

1000

What is the interpretation of the Marginal value?, considering that is

not a linear equation. I know that if it is a lineal programming means

that my ObjFunction will increase in 1000 per one unit.But what is the

meaning for Marginal value in Nonlinear Programming?. Is there are

any better way to implement a sensitivity analysis for nonlinear

programming?. Thanks in advance

Any feedback is greatly appreciated

Omar

–

To post to this group, send email to gamsworld@googlegroups.com.

To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.

For more options, visit this group athttp://groups.google.com/group/gamsworld?hl=en.

–

Steven Dirkse, Ph.D.

GAMS Development Corp., Washington DC

Voice: (202)342-0180 Fax: (202)342-0181

sdir…@gams.comhttp://www.gams.com

\