I would like to perform post-optimal analysis using Matlab linprog. But it does not provide any information about that. So required a way to get the info about optimal basis, basic and non-basic variables via the solution of interior-point or dual-simplex algorithm of linprog.


The fifth output from linprog are the dual variables, which you can use for sensitivity analysis.

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  • $\begingroup$ How can these dual variables be helpful in finding the range of perturbations for which present optimal basis will remain optimal? $\endgroup$ – Parikshit Pareek Jun 8 '17 at 18:08
  • $\begingroup$ If the LP was solved using the simplex method (not the interior point method), the dual variables will make it possible to identify the basis. From there, you can do the sensitivity analysis, although this will require you to perform some computations. $\endgroup$ – Brian Borchers Aug 22 '17 at 17:14

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