Range analysis is sensitivity analysis for specific change vectors. As with the sensitivity analysis case, care must be used in interpreting the results of range analysis when the problem has integers or the preprocessing option is enabled.
Right-Hand-Side Range Analysis
The effects on the optimal solution of changes in each right-hand-side value can be studied using the RANGERHS option in the PROC LP or RESET statement. This option results in sensitivity analysis for the
right-hand-side change vectors specified by the columns of the
identity matrix.
Price Range Analysis
The effects on the optimal solution of changes in each price coefficient can be studied using the RANGEPRICE option in the PROC LP or RESET statement. This option results in sensitivity analysis for the
price change vectors specified by the rows of the
identity matrix.
Copyright © SAS Institute, Inc. All Rights Reserved.