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sensitivity-analysis-toolkit

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Comprehensive sensitivity analysis for optimization

General

What this skill does


# 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

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