Lecture 2 管理科学英文版教学课件.pptVIP

* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * Example Consider the problem: ? P: Max z = 5x1 + 6x2 s.t. x1 ? 2x2 ≥ 2 3x1 + 4x2 ≤ 12 x1, x2 ≥ 0. cj: Objective function coefficients (here 5 6) bi: RHS values (here 2, 12, 0, 0) aij: LHS coefficients (technological coefficients). * Lecture * Changes of the objective function coefficients Max z = 3x1 + 2x2 * Lecture * The angle of the gradient of the objective function changes. Example: P: Max z = 1x1 + 2x2 s.t. x2 ≤ 3 3x1 + 2x2 ≤ 11 x1 ? x2 ≤ 2 x1, x2 ≥ 0. The original optimal solution is at Point B (1.67, 3). * Lecture * Sensitivity analysis on c2. * Lecture * Increasing c2 tilts the objective function in a counterclockwise direction. Regardless of the magnitude of the increase, the optimal solution stays at point B. However, the objective function will increase, as X2 = 3, as c2 increases (i.e., becomes more valuable), Optimal result increases. Sensitivity analysis on c2. * Lecture * decrease c2 → the gradient of the objective function moves in a clockwise direction. For small changes, the optimal solution stays at point B. As c2 = ?, B is still optimal. Sensitivity analysis on c2. * Lecture * As c2 decreases further, point C (x1, x2) = (3, 1) is now the unique optimal solution. Sensitivity analysis on c2. * Lecture * For c2 below ?, point C is the unique optimum until c2 = –1. At this point, C D are both optimal. For c2 below –1, point D remains optimal. Summary: * Lecture * Range of c2 [??, ?1] ?1 [?1, ?] ? [?, +?] Optimal solution point D D C C C B B Optimal coordinates ( ) (2, 0) (2, 0) (3, 1) (3, 1) (3, 1) (1?, 3) (1?, 3) Optimal objective value 2 2 3 + c2 3? 1? + 3c2 Sensitivity analysis on c1. * Lecture * Range of c1 [??, 0] 0 [0, 3] 3 [3, ?] Optimal solution point A A B B B C C Optimal coordinates Solution (0, 3) (0, 3) (1?, 3) (1?, 3) (1?, 3) (3, 1) (3, 1) Optimal o