https://github.com/renatomaynard/gurobi-sensitivity-analysis

Linear Programming model for Production Planning with full Sensitivity Analysis, including shadow prices, reduced costs, and resource bounds.
https://github.com/renatomaynard/gurobi-sensitivity-analysis

dual-values duality gurobi gurobipy linear-programming lp mathamtical-optimization operations-research optimization reduced-cost sensitivity-analysis shadow-prices

Last synced: 3 months ago
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Linear Programming model for Production Planning with full Sensitivity Analysis, including shadow prices, reduced costs, and resource bounds.

• Host: GitHub
• URL: https://github.com/renatomaynard/gurobi-sensitivity-analysis
• Owner: RenatoMaynard
• Created: 2025-03-13T21:57:51.000Z (7 months ago)
• Default Branch: main
• Last Pushed: 2025-03-13T22:11:35.000Z (7 months ago)
• Last Synced: 2025-03-13T22:32:38.876Z (7 months ago)
• Topics: dual-values, duality, gurobi, gurobipy, linear-programming, lp, mathamtical-optimization, operations-research, optimization, reduced-cost, sensitivity-analysis, shadow-prices
• Language: Jupyter Notebook
• Homepage:
• Size: 0 Bytes
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# Gurobi Sensitivity Analysis

This repository demonstrates how to perform **Sensitivity Analysis** in Gurobi for **Linear Programming (LP)** models. The focus is on extracting and interpreting:

- **Objective coefficient ranges** (how much you can change profit/cost coefficients before the solution changes).

- **Right-hand side (RHS) ranges** (how much you can change resource limits before the shadow price/dual value changes).

- **Dual values (Shadow prices)** for constraints.

- **Reduced costs** for decision variables.

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## 📊 Features

- **General framework** for performing Sensitivity Analysis on any LP model.

- Prints **allowable increases and decreases** for:

  - Objective function coefficients.

  - RHS of constraints.

- Computes and displays **dual values (shadow prices)**.

- Computes **reduced costs** for variables.

- Fully compatible with **Gurobi** and Python.