清华大学工业工程系运筹学课件(ppt).pptxVIP

Chapter 4  Sensitivity Analysis and Duality ;Context;4.1 A Graphical Introduction to Sensitivity Analysis;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;Max Problem New optimal z-value=(old optimal z-value)+(Constraint i’s shadown price) △bi Min Problem New optimal z-value=(old optimal z-value)-(Constraint i’s shadown price) △bi ;Importance of Sensitivity Analysis:;4.2 Some Important Formulas;Tableau;Simplifying Formula for Slack, Excess, and Artificial Variables;Example 1: Compute