Module simplex_parametric 

Parametric Simplex for Sensitivity Analysis.

Extends simplex to solve parametric linear programs where objective coefficients or RHS values depend on a parameter λ.

Applications

• Sensitivity analysis: how does optimal value change with parameter?
• Optimal control: parametric objectives
• Theory propagation: bounds propagation as parameter varies

Algorithm

• Solve for critical parameter values where basis changes
• Construct piecewise-linear optimal value function
• Report optimal solutions for each parameter interval

References

• Gass & Saaty: “The Computational Algorithm for the Parametric Objective Function”
• Z3’s math/lp/parametric_simplex.cpp

Structs

Breakpoint

A breakpoint in the parametric solution.

ParametricInterval

Parametric interval with constant basis.

ParametricSimplexConfig

Configuration for parametric simplex.

ParametricSimplexSolver

Parametric simplex solver.

ParametricSimplexStats

Statistics for parametric simplex.

Enums

ParametricSimplexResult

Result of parametric simplex.

ParametricType

Parameter type (which coefficient/RHS is parametric).

Type Aliases

VarId

Variable identifier.