A Functional Description of ANALYZE: A Computer-Assisted Analysis System for Linear Programming Models

Abstract

This paper descnbes the functions of a system, called ANALYZE, designed to assist analysts with their use of a linear programming model. It supplements a mathematical programming system to fullfill some of the functions of Computer-Assisted Analysis (CAA): documentation/verification, debugging, interpreting results, simplification, and sensitivity analysis. These functions are described and illustrated with the ANALYZE commands used to assist the analysis. (The language ofANALYZE is mterpretIve, similar to Its predecessor system, PERUSE.) Beginning with perspectives of the anatomy of a model, the ANALYZE aids for verification and documentation are described and applied to models used by the Energy Information Admmistration (EIA). Then, extensions of conventional sensitivity analysis in hnear programming are described, based upon the digraph of a linear program's matrix. With the structural descnption that Includes path tracing the next CAA function is model simphfication. Two approaches are described. dimensional reduction and search for embedded structures, notably netforms. Throughout the paper the ANALYZE system is illustrated and its commands, hsted in the appendix, are apphed to real cases. The ANALYZE system works with the PERUSE data structures and, like PERUSE, is wntten in FORTRAN (not standard). It is normally run under TSO, but one can execute batch mode. © 1983, ACM. All rights reserved.