Marginal values for Non linear Eq.

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

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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

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