Sensitivity analysis toolkit
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Comprehensive sensitivity analysis for optimization
SKILL.md
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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
- Dual Extraction: Obtain dual variables from solvers
- Shadow Prices: Interpret marginal values correctly
- Parametric Analysis: Study solution changes with parameters
- Robustness: Formulate robust counterparts when needed
Tools/Libraries
- Pyomo
- JuMP
- AMPL