decreases as the value of the variable increases. In other words, we want to know . To do this, note that can be expressed according to the value of the objective function of the initial primal problem: . We can then compute the derivative that interests us: In other words, the impact of changing the value on the value translates into two terms. First, this change directly impacts the objective function and second, the right-hand side of the constraints is modified which has an impact on the optimal variables whose magnitude is measured using the dual variables . The derivative is generally called the reduced cost of the variable and will be denoted by in the following. Optimization algorithms and methods