NLP Sensitivity Analysis - PowerPoint PPT Presentation

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NLP Sensitivity Analysis

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  1. NLP Sensitivity Analysis

  2. Sensitivity Analysis LP Term NLP Term Meaning Shadow Price Lagrange Multiplier Marginal value of resources. Reduced Cost Reduced Gradient Impact on objective of small changes in optimal values of decision variables. • Less sensitivity analysis information is available with NLPs vs. LPs. • See file Fig8-32.xls

  3. Example Fig8-32.xls