C. Duality and Sensitivity Analysis in Linear Programming

C.1 Introduction

This appendix is a continuation of the subject of linear programming (LP). The topics covered in this appendix are duality and sensitivity analysis in linear programing models. These methods are of value in the third step of the BA process: prescriptive analytics.

C.2 What Is Duality?

Solving an LP problem as in Appendix B, “Linear Programming,” involves solving for the optimal value for Z, Xj, and si. This is known as a primal problem, because an optimal solution is being sought that explains the primary or primal relationship between the Xj and si variables, values as they consume right side bi constant parameters. Embedded within this primal solution is a dual solution ...

Get Business Analytics Principles, Concepts, and Applications with SAS: What, Why, and How now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.