Advanced & Applied Topics · Operations Research & Optimization

Operations Research: Duality and Sensitivity Analysis

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Operations Research

Overview

Topics covered

  • Introduction
  • Duality and Sensitivity Analysis: Mathematical Theory and Mathematical Praxis
  • Structure of the Simplex and Construction of the Dual Problem
  • Matrix Representation of Linear Programming
  • The Primal-Dual Correspondence
  • Fundamental Theorems of Duality

Related concepts

Main connections

  • Linear algebra & matrices
  • Calculus & differentiation
  • Diagnostic test evaluation & ROC
  • Residual analysis & diagnostics

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

(Primal) minxz=cTxsubject toAx=bx≥0
View LaTeX source\begin{aligned} \text{(Primal) } \quad \min_{x} \quad & z = c^T x \\ \text{subject to} \quad & A x = b \\ & x \ge 0 \end{aligned}