Performs sensitivity analysis of the primal problem based upon the dual variables.
Interpretation in term of the Factory Problem Example
Within our factory example the object function represents the profit and the (inequality and
equality) constraints which represent the limitations on the means of production such as man hours,
raw materials and so on. The sensitivity analysis performed here considers the effect on the maximum
profit of the factory when the amount of the means of product represent by the constraints is varied.
That is, the constant terms of the inequalities and equality constraints is varied. In the notation
given below this corresponds the shifts on the vector b, containing the constraints
constants terms.
LinearProgramming Class | WebCab.COM.Math.Optimization.LinearProgramming Namespace