sensitivity-analysis-toolkit

Solid

Comprehensive sensitivity analysis for optimization

AI & Automation 814 stars 53 forks Updated today MIT

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# 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

Details

Author
a5c-ai
Repository
a5c-ai/babysitter
Created
4 months ago
Last Updated
today
Language
JavaScript
License
MIT

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