4.1 Introduction

Commercial LP codes use advanced numerical techniques to solve LP problems, but with a few exceptions these methods are based on the processes of the original simplex algorithm, which was introduced more than 40 years ago as the first practical solution technique. As a consequence, the output produced by an LP code can be explained in terms of the simplex algorithm. It is not necessary for the user to understand the details of the method, but the main concepts are useful for interpretation of LP results.

This lecture aims to define the important properties of LP solutions and explains how to interpret an optimal solution and perform sensitivity analysis, to assess the effects of data changes such as variations in costs and prices.