Sensitivity Analysis (LP Section 3)敏感性分析（LP 3节）.pptVIP

Dr. C. Lightner Fayetteville State University Chapter 3 Introduction to Sensitivity Analysis Sensitivity Analysis: Computer Solution Sensitivity Analysis Sensitivity analysis (or post-optimality analysis) is used to determine how the optimal solution is affected by changes, within specified ranges, in: the objective function coefficients the right-hand side (RHS) values Sensitivity analysis allows you to answer questions about making such changes without actually resolving the problem. Sensitivity analysis is important to the manager who must operate in a dynamic environment with imprecise estimates of the coefficients. Sensitivity analysis allows managers to ask certain what-if questions about the problem. Standard Computer Output Software packages such as LINDO provide the following LP information: Information about the objective function: its optimal value coefficient ranges (ranges of optimality) Information about the decision variables: their optimal values their reduced costs Information about the constraints: the amount of slack or surplus the dual prices right-hand side ranges (ranges of feasibility) Standard Computer Output In LP Section 2(Chapter 2) we discussed: objective function value values of the decision variables reduced costs slack/surplus In this section we will address the following questions: If a single objective function coefficient changes will the current solution still be optimal? If yes, what is the new objective function value? 2. If more than one objective function coefficient changes will the current solution still be optimal? If yes, what is the new objective function value? (Simultaneous changes) How much would you be will to pay for one more unit of the right hand side of a constraint? (dual price) By how much does my objective function value have to change in order for it to be profitable to produce the corresponding variable? (reduced cost from LP Section 2) Example 1 LP Formulation