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. + a1n xn = b1
. + a2n xn = b2
.
.
.
.
.
.
. + amn xn = bm
subject to
Amn Xn1 = bm1
Xn1 0
RHS of a constraint
or
available resources
7 X1 +3 X2 +6 X3 150
4 X1 +4 X2 +5X3 200
X1 , X2, X3 0
MS Excel Output
Target Cell (Max)
Cell
$D$7
Adjustable Cells
Cell
Name
Total Profit
Name
12
100
$E$5
$F$5
$G$5
Nos of Production A
Nos of Production B
Nos of Production C
1
1
2
Cell
$I$10
$I$11
Name
Labour Constraint
Material Constraint
Cell Value
150
200
0
50
0
Constraints
Formula
Status Slack
$I$10<=$K$10 Binding 0
$I$11<=$K$11 Binding 0
MS Excel Output
Sensitivity Analysis Output
Adjustable Cells
Cell
Final
Value
Name
-0.667
0.667
Infinity
50
Infinity
0.286
-1
Infinity
Constraints
Cell
Name
Final
Value
$I$10
Labour Constraint
150
0.667
150
150
200
200
infinity
Cell
Name
$E$5
Nos of Production A
-0.667
0.667
Infinity
$F$5
Nos of Production B
50
Infinity
0.286
-1
Infinity
11
Sasadhar Bera, IIM Ranchi
In case of X1 and X3, Final Value are zero. Thus the reduced
cost is non-zero.
For X1, it means that unless the profit contribution (c1) of A
type of model is increased to (4+0.667 =) 4.667 or more, the
value of X1 will not come as nonzero in optimal solution. If c1
is exactly increased to 4.667, then there will have an
alternative solution.
Similarly, for X3, it means that unless the profit contribution
(c3) of C type of model is increased to (3+1 =) 4 or more,
the value of X3 will not come as nonzero in optimal solution.
If c3 is exactly increased to 4, then there will have an
alternative solution.
Sasadhar Bera, IIM Ranchi
12
Cell
Name
$E$5
Nos of Production A
-0.667
0.667
Infinity
$F$5
Nos of Production B
50
Infinity
0.286
-1
Infinity
14
15
16
Cell
Name
$I$10
Labour Constraint
150
0.667
150
150
$I$11
Material Constraint
200
200
infinity
17
18
19
Cell
Name
$I$10
Labour Constraint
150
0.667
150
150
$I$11
Material Constraint
200
200
infinity
20
Sensitivity Analysis
Sensitivity analysis is the study of how the optimal solution
will be impacted with the changes in the different
coefficients of a linear program. Using the sensitivity
analysis we can answer how optimal solution affect under
the following conditions:
1. Change in the objective function coefficient (ci)
2. Change in resources (RHS of a constraint) (bi)
3. Change in technological coefficients (aij)
4. Addition of a new decision variable
5. Addition of a new constraint
Sensitivity analysis is also referred to as postoptimality
analysis.
21
Sasadhar Bera, IIM Ranchi
22
Sensitivity Analysis
Change in only one coefficient (ci) of a objective function
23
Sensitivity Analysis
Change in more than one coefficient (ci) simultaneously
24
Sensitivity Analysis
Calculating a Percentage Change
25
Sensitivity Analysis
Change in resources (RHS of a constraint) (bi)
26
Sensitivity Analysis
Change in resources (RHS of a constraint) (bi) (contd.)
27
Sensitivity Analysis
Change in Technological Coefficient (aij)
28
Sensitivity Analysis
Adding a new decision variable or activity
29
Sensitivity Analysis
Adding a new constraint
30
31
Duality
Every linear programming (LP) problem can have two
forms:
1) Primal
2) Dual
The original formulation of a linear programming problem
is called Primal or Primal Problem.
Another linear program associated with Primal is called its
dual which is involving a different set of variables, but
sharing the same data.
32
Dual variable
34
35
Formulation of Dual
If Primal is Minimization problem then dual is Maximization
Problem and vice versa.
There is exactly one dual variable for each primal constraint
and exactly one dual constraint for each primal variable.
Primal-dual relationship table (shown in next slide) is useful
to put dual variable restriction and inequality sign (, or = )
in each constraint.
36
Variables
0
0
Unrestricted
Constraints
Maximization
Problem
0
0
Constraints
Variables
Unrestricted
Sasadhar Bera, IIM Ranchi
37
Dual:
38
3x1 + x2 - x3
=4
5x1 + 2x2
- x4 = 7
x1 , x2 , x3 , x4 0
39
Dual: Maximize 15 w1 + 14 w2 + 16 w3
subject to
-2w1 + 2w2
-12
w1
+ 2w3 13
3w1 + w2
+ w3 15
w1 + 3w2
+ w3 = 0
w1 0 w2 0, w3 unrestricted
Sasadhar Bera, IIM Ranchi
40
41
42