运筹学(英)-cha3.ppt

Chapter 3 Sensitivity Analysis Sensitivity analysis is the study of how the changes in the coefficients of a linear programming affect the optimal solution. Sensitivity analysis does not begin until the optimal solution to the original linear programming problem has been obtained. So, it is often referred to as postoptimality analysis. * Sensitivity Analysis General form of LP * Sensitivity Analysis What we will do Face to the questions: 1. How will a change in affect the optimal solution? 2. How will a change in affect the optimal solution? Why we have to do 1. Real-world problems exist in a changing environment. 2. Some conditions can be adjusted. * Sensitivity Analysis Graphical sensitivity analysis For linear programming problems with two decision variables, graphical solution method can be used to perform sensitivity analysis on the objective function coefficients and the right-hand-side values for the constraints, respectively. An example Max z=10 x1 + 9 x2 s.t. 7/10 x1 + x2 ? 630 The optimal 1/2 x1 + 5/6 x2 ? 600 solution: x1 + 2/3 x2 ? 708 x1 = 540 1/10 x1 + 1/4 x2 ? 135 x2 = 252 x1, x2 ? 0 * Sensitivity Analysis The slope of the constraint 1= - 7/10 The slope of the constraint 3= - 3/2 The slope of the objective function= 3 1 of Sensitivity Analysis Objective Function Coefficients * Sensitivity Analysis Objective Function Coefficients The range of optimality: For each objective function coefficient provides the range of values over which the current solution will be remain optimal (the optimal value may be changed). Formulation: where and are coefficients of and respectively. Let , we have Let , we have * Sensitivity Analysis Objective Function Coefficients Special case: Consider the following revised objective fun