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Page 1: NLP Sensitivity Analysis

NLP Sensitivity Analysis

Page 2: NLP Sensitivity Analysis

Sensitivity Analysis

• Less sensitivity analysis information is available with NLPs vs. LPs.

• See file Fig8-32.xls

LP Term NLP Term MeaningShadow Price Lagrange Multiplier Marginal value of resources.Reduced Cost Reduced Gradient Impact on objective of small changes in optimal values of decision variables.

Page 3: NLP Sensitivity Analysis

Example

Fig8-32.xls


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