Lecture

Optimal Decision Making: Sensitivity Analysis

Description

This lecture covers sensitivity analysis in linear programming, focusing on optimal solutions, dual solutions, and their sensitivities to changes in profit and resource availability parameters. The instructor explains how to determine the optimal value of a linear program and how to interpret the dual optimal solutions. The lecture also includes practical exercises on analyzing changes in constraints and costs to maintain optimality.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_v1isy7hz

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Discrete mathematics: Graph theory

Mathematical logic: Set theory

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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