清华大学工业工程系运筹学课件.pptVIP

Operations Research Chapter 4  Sensitivity Analysis and Duality Context 4.1 A Graphical Introduction to Sensitivity Analysis 4.2 Some Important Formulas 4.3 Sensitivity Analysis 4.4 Sensitivity Analysis When More Than One Parameter is Changed: The 100% Rule 4.5 Finding the Dual of an LP 4.6 Economic Interpretation of the Dual Problem 4.1 A Graphical Introduction to Sensitivity Analysis Giapetto’s Woodcarving Example: Solution: Effect of a Change in an Objective Function Coefficient Effect of a Change in a RHS on the LP’s Optimal Solution Shadow Prices Importance of Sensitivity Analysis: 4.2 Some Important Formulas Tableau Simplifying Formula for Slack, Excess, and Artificial Variables Example 1: Compute the optimal tableau 4.3 Sensitivity Analysis Criteria: A simplex tableau (max problem) for a set of basic variables BV is optimal if and only if each constraint has a nonnegative right-hand side and each variable has a nonnegative coefficient in row 0 1. Changing the Objective Function Coefficient of a Nonbasic Variable 2. Changing the Objective Function Coefficient of a basic Variable 3. Changing the Right-Hand Side of a Constraint 4. Changing the Column of a Variable 5. Adding a New Activity Summary (Max Problem) 4.4 Sensitivity Analysis When More Than One Parameter Is Changed: The 100% Rule 1. The 100% Rule for Changing Objective Function Coefficients Case 1: If and only if the objective function coefficient for each variable remains within the allowable range.the current basis remains optimal, both the values of the decision variables and objective function remain unchanged. If the objective function coefficient for any variable is outside its allowable range, the current basis is no longer optimal. Case 2: 100% Rule: Define ratio rj: 2. The 100% Rule for Changing Right-Hand Sides Case 1: If and only if each right-hand side remains within its allowable range. Then both the values of the decision variables and optimal objectiv