I have written a short example to run the simplex algorithm with coin-or Clp, something quite simple like this:ClpSimplex solver;solver.readLp(file_in);        solver.initialSolve();if(solver.isProvenOptimal()) {  int ncol = solver.getNumCols();  const double *solution = solver.getColSolution();  for(int i=0; i<ncol; i++) {    printf(%f , solution[i]);  }  printf(\n);}if(solver.isAbandoned())  printf(Numerical problems found\n);if(solver.isProvenPrimalInfeasible())  printf(Primal Infeasible\n);if(solver.isProvenDualInfeasible())  printf(Dual Infeasible\n);Now that I have the solution, I would like to do sensitivity analysis that is to say, change the objective function and/or the second member and then check whether the same basis is still optimum or not (of course not restarting from scratch!!)Is coin-or Clp able to do that and how ?If not, do you know another free LP solver which can make it ?
Sensitivity analysis of linear program with coin-or clp
optimization;linear solver;linear programming