Sensitivity

Given

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Where we do a small perturbation in $b_i:{\tilde{b}}_i=b_i+ϵ$, then the new solution fulfills

$$c^T{x}_{new}^{\ast }=c^T{x}^{\ast }\pm ϵ{\lambda }_i^{\ast }$$

Where $x^{\ast }$ and ${\lambda }^{\ast }$ are optimal solution and corresponding Lagrangian.