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QingPeng (QP) Zhang  Sensitivity analysis is concerned with how changes in an linear programming’s parameters affect the optimal.

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Presentation on theme: "QingPeng (QP) Zhang  Sensitivity analysis is concerned with how changes in an linear programming’s parameters affect the optimal."— Presentation transcript:

1 QingPeng (QP) Zhang

2  Sensitivity analysis is concerned with how changes in an linear programming’s parameters affect the optimal solution.

3 Profit generated by each soldier $3 Profit generated by each train $2

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5 Constraint/ObjectiveSlope Finishing constraint-2 Carpentry constraint-1.5 Objective function Basic variable Basic solution

6 CChange objective function coefficient CChange right-hand side of constraint OOther change options SShadow price TThe Importance of sensitivity analysis

7  How would changes in the problem’s objective function coefficients or the constraint’s right-hand sides change this optimal solution?

8 ? ?

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13  Change objective function coefficient  Change right-hand side of constraint  Other change options  Shadow price  The Importance of sensitivity analysis

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16  As long as the binding point (B) of finishing and carpentry constraints is feasible, optimal solution will occur at the binding point.

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18  Change objective function coefficient  Change right-hand side of constraint  Other change options  Shadow price  The Importance of sensitivity analysis

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21  Change objective function coefficient  Change right-hand side of constraint  Other change options  Shadow price  The Importance of sensitivity analysis

22  To determine how a constraint’s rhs changes the optimal z-value.  The shadow price for the ith constraint of an LP is the amount by which the optimal z-value is improved (increased in a max problem or decreased in a min problem).

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24  Change objective function coefficient  Change right-hand side of constraint  Other change options  Shadow price  The Importance of sensitivity analysis

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26  Deal with the uncertainty about LP parameters


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