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sensitivity-analysis-toolkit

// Comprehensive sensitivity analysis for optimization

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updated:March 4, 2026
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namesensitivity-analysis-toolkit
descriptionComprehensive sensitivity analysis for optimization
allowed-toolsBash,Read,Write,Edit,Glob,Grep
metadata[object Object]

Sensitivity Analysis Toolkit

Purpose

Provides comprehensive sensitivity analysis capabilities for optimization problems to understand solution robustness.

Capabilities

  • Dual variable computation and interpretation
  • Shadow price analysis
  • Parametric programming
  • Binding constraint analysis
  • Post-optimality analysis
  • Robust optimization formulations

Usage Guidelines

  1. Dual Extraction: Obtain dual variables from solvers
  2. Shadow Prices: Interpret marginal values correctly
  3. Parametric Analysis: Study solution changes with parameters
  4. Robustness: Formulate robust counterparts when needed

Tools/Libraries

  • Pyomo
  • JuMP
  • AMPL