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Linear Programming
Sensitivity Analysis
(profit)
3T + 4C < 2400
(carpentry hrs)
2T + 1C < 1000
(painting hrs)
C < 450
(max # chairs)
> 100
(min # tables)
T, C > 0
(nonnegativity)
Objective Function
Coefficient (OFC) Changes
What if the profit contribution for tables
changed from $7 to $8 per table?
8
Max X7 T + 5 C
(profit)
Original
Objective Function
7T + 5 C = $4040
Revised
Objective Function
8T + 5 C = $4360
Optimal Corner
(T=320, C=360)
Still optimal
500
400
300
200
Feasible
Region
100
0
0
100
200
300
400
500 T
C
1000
3T + 5C = $2850
Optimal Solution
(T=200, C=450)
Feasible
Region
0
0 100
500
800 T
2T + 1C < 1000
1300
(painting hrs)
Old optimal
corner point
(T=320,C=360)
Profit=$4040
C
500
Feasible region
becomes larger
400
New optimal
corner point
(T=560,C=180)
Profit=$4820
300
100
200
300
400
500
300
=1
0
00
Region
0
1C
=1
Feasible
+
2T
100
1C
Original
+
2T
200
600 T
= $4,820
= $4,040
= $780 from 300 additional
painting hours
Shadow Price
The change is the objective function
value per one-unit increase in the
RHS of the constraint.
Will painting hours be worth $2.60 per
hour regardless of many hours are
available ?
Go to file 4-1.xls
Objective Function
Coefficient (OFC) Changes
If the change in OFC is within the allowable
range, then:
The optimal solution does not change
The new objective function value can be
calculated
3V + 4S + 4T + 3D < 4700
2V + 2S + 4T + 3D < 4500
V + S + 3T + 2D < 2500
V, S, T, D > 0
(elec. components)
(nonelec. components)
(assembly hours)
(nonnegativity)
Go to file 4-2.xls
Reduced Cost
of a Decision Variable
(marginal contribution to the obj. func. value)
= - $1.0
Simultaneous Changes
All changes discussed up to this point have
involved only 1 change at a time.
What if several OFCs change?
Or
What if several RHSs change?
Note: they cannot be mixed
Data
Units of Chemical per Ounce of Ingredient
Ingredient
A
3
B
4
C
8
D
10
10
25
20
40
Chemical
$0.20
$0.60
$0.30
Requirement
($ of cost)
A+B+C+D
3A + 4B + 8C + 10D
5A + 3B + 6C + 6D