name: sensitivity-analysis-toolkit description: Comprehensive sensitivity analysis for optimization allowed-tools:

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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