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RenatoMaynard/Gurobi-Sensitivity-Analysis

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

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.

Languages

Jupyter Notebook100.0%

Contributors

MIT License
Created March 13, 2025
Updated April 27, 2025
RenatoMaynard/Gurobi-Sensitivity-Analysis | GitHunt