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Sensitivity
9 Analysis
Opera)ons Research I
A Graphical Introduction to Sensitivity Analysis
Where,
x1 = number of product 1 produced per week
x2 = number of product 2 produced per week
The optimal solution to this problem is z = 180, x1 = 20, x2 = 60, and it has x1, x2, and
s3 (the slack variable for the demand constraint) as basic variables.
How would changes in the problem’s objective function coefKicients or right-hand
sides change this optimal solution?
Graphical Analysis – Objective Function CoefKicients
Max x1 + 3x2
ST 2x1 + 3x2 ≤ 8
− x1 + x2 ≤ 1
x1, x2 , ≥ 0
6
7
Shadow Price
Max x1 + 3x 2
ST 2x1 + 3x 2 + x 3 =8
− x1 + x 2 + x4 = 1
x1 , x 2 , x 3, x 4 ≥ 0 b1 is increased by 1 unit to 9
11/5
z = c B B−1 b − ∑ ( z j − c j ) x j
j ∈R
'
• x B = B−1 b − B−1N x N = B−1 b − ∑ a j x j
j ∈R
∂xB −1 ∂xB
=B ; = The jth column in B-1
∂b ∂b j
∂xBi
= The ith row of B-1
∂b
Iterpretasi dari Tableau Simpleks (4)
from the example, define:
z x1 x2 x3 x4 x5 x6 RHS
z 1 0 2 0 1 0 2 17
x1 0 1 -1/3 0 1/3 0 -2/3 1/3
x5 0 0 2 0 0 1 1 6
x3 0 0 2/3 1 1/3 0 1/3 13/3
– b = …… – c = ……
– d = …… – e = ……
– f = ……
– a = ……
– z = …… ⇒ '
– z2 = …… = cB a 2
– z2 – c2 = …… ⇒
– e = ……
– g = ……
z x1 x2 x3 x4 RHS
z 1 0 1 0 5 10
x3 0 0 0 1 1/5 2
x1 0 1 4/5 0 1 2
z x1 x2 x3 x4 x5 RHS
z 1 12 2 0 0 7 28000
x4 0 -3 -1 0 1 -2 2000
x3 0 2 2 1 0 1 4000
Winco sells four types of products. The resources needed to produce one unit of
each and the sales prices are given in Table 2. Currently, 4,600 units of raw
material and 5,000 labor hours are available. To meet customer demands, exactly
950 total units must be produced. Customers also demand that at least 400 units
of product 4 be produced. Formulate an LP that can be used to maximize Winco’s
sales revenue.
Let xi = number of units of
product i produced by Winco.
• The solu8on for the
problem was
generated from
Lindo as shown on
the le< side.
a) Suppose Winco raises the price of product 2 by 50¢ per unit. What
is the new optimal solution to the LP?
b) Suppose the sales price of product 1 is increased by 60¢ per unit.
What is the new optimal solution to the LP?
c) Suppose the sales price of product 3 is decreased by 60¢. What is
the new optimal solution to the LP?
Sensitivity Analysis for a Maximization Example
• The pro9it per unit then follows: VCR = $29, stereo $32, TV $72, DVD $54
(calculation example VCR proKit= 70-3(7)-2(5)-1(10)=29)
Problem Formulation
Excel-Solver Report
What-If Analysis
• Note: NOT applicable if you have simultaneous changes in OFC and RHS
Pricing Out
• Let say Hartono wants to produce Home Theatre that requires 5 units
of electronic components, 4 units of non electronic components and 4
units of assembly time with selling price $175 per unit.
Should Hartono produce it or not? Why?