李晓磊知-Sensitivityanalysis.pptVIP

Sensitivity analysis LI Xiao-lei A graphical introduction to sensitivity analysis Sensitivity analysis is concerned with how changes in an LP’s parameters affect the LP’s optimal solution. A graphical introduction to sensitivity analysis The Giapetto problem max z=3x1+2x2 s.t. 2x1 + x2≤100 (finishing constraint) x1 + x2≤80 (carpentry constraint) x1 ≤40 (demand constraint) x1 , x2 ≥0 Where x1=number of soldiers produced per week x2=number of trains produced per week A graphical introduction to sensitivity analysis Graphical analysis of the effect of a change in an objective function coefficient Let c1 be the contribution to profit by each soldier. For what values of c1 does the current basis remain optimal? At present, c1=3 and the profit line has the form 3x1+2x2=constant, or x2=-3x1/2 + constant/2. Figure 1 Graphical analysis of the effect of a change in an objective function coefficient If a change in c1 cause the profit lines to be flatter than the carpentry constraint, the optimal solution will change from point B to a new optimal solution (point A). The slope of each profit line is –c1/2 The profit line will be flatter than the carpentry constraint if –c1/2-1, or c12, and the new optimal solution will be (0,80), point A. Graphical analysis of the effect of a change in an objective function coefficient If the profit line s are steeper than the finishing constraint, the optimal solution will change from point B to point C. The slope of the finishing constraint is -2. If –c1/2-2, or c14, and the new optimal solution will be (40,20). Graphical analysis of the effect of a change in an objective function coefficient In summary, if all other parameters remain unchanged, the current basis remains optimal for 2≤c1≤4. and Giapetto should still manufacture 20 soldiers and 60 trains. But Giapetto’s profit will change. For instance, if c1=4, Giapetto’s profit will now be 4(20)+2(60)=$200 i