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Linear Programming model for Production Planning with full Sensitivity Analysis, including shadow prices, reduced costs, and resource bounds.

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RenatoMaynard/Gurobi-Sensitivity-Analysis

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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.

๐Ÿ“Š 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.

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Linear Programming model for Production Planning with full Sensitivity Analysis, including shadow prices, reduced costs, and resource bounds.

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