Tools
What you need before the models: the theory that lets you interrogate a solution (duality, shadow prices, KKT) and the solver you build and solve the models with.
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Theory: linear programming
Primal-dual pair in general form, duality rules, weak and strong duality, complementary slackness, shadow prices and sensitivity analysis.
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Theory: nonlinear optimization
Convexity, quadratic programming and the KKT conditions — the nonlinear extension of LP theory. Closes the sensitivity protocol.
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Solver: linear models
The five steps to build a model with
gurobipy, how to run it, how to read the solution, shadow prices, reduced costs and validity ranges. -
Solver: nonlinear models
Function constraints (
log,exp, powers), bilinear terms, tolerances and scaling: one solver only, with a certified global optimum.