Sensitivity Analysis

Sensitivity analysis is concerned with how changes in an LP’s

parameters affect the LP’s optimal solution.

How would changes in the problem’s objective function

coefficients or right-hand sides change this optimal solution?
Sensitivity Analysis
 Graphical Analysis of the Effect of a Change
in an Objective Function Coefficient

Let c1 be the contribution to profit by each soldier. For what

values of c1 does the current basis remain optimal?

If the isoprofit lines are flatter than the carpentry constraint
and the current basis is no longer optimal,
A(0,80) will be optimal instead

If the isoprofit lines are steeper than the finishing constraint
and the current basis is no longer optimal,
C(40,20) will be optimal instead.
Therefore, the current basis remains optimal for
Graphical Analysis of the Effect of a Change in a
Right-Hand Side on the LP’s Optimal Solution

The current basis

remains optimal for
 Effect of a Change in a Right-Hand Side on the LP’s
Optimal Solution
•As long as the current basis remains optimal, it is a routine matter to
determine how a change in the right-hand side of a constraint
changes the values of the decision variables.

•let b1 = number of available finishing hours. If we change b1 to

100 + Δ, for -20 ≤ Δ ≤ 20

Thus, an increase in the number of available finishing hours results

in an increase in the number of Product X produced and a decrease
in the number of product Y produced.
•Similarly
,
 Importance of Sensitivity Analysis

1. The values of an LP’s parameters may change

If a parameter changes, sensitivity analysis often makes it
unnecessary to solve the problem again

For Example,
if the profit contribution of product X increased to $3.50, we
would not have to solve the ChomA problem again because the
current solution remains optimal.
 Some Important Formulas

•Assume that we are solving a max LP problem that has m

constraints and n variables.

•we use our knowledge of matrices to show how an LP’s optimal

tableau can be expressed in terms of the LP’s parameters.
 Some Important Formulas

Consider this
LP problem for
illustration

Let BVi = basic variable for row i of the optimal tableau. Also
define BV = {BV1, BV2, . . . , BVm} to be the set of basic variables in
the optimal tableau, and define the m x 1 vector

Let NBV = the set of non-basic variables in the optimal tableau

xNBV = (n m) x 1 vector listing the non-basic variables
Some Important Formulas
 Some Important Formulas

NBV ={x2, s2, s3}

Some Important Formulas
Expressing the Constraints in Any Tableau
in Terms of B-1 and the Original LP
 Expressing the Constraints in Any Tableau
in Terms of B-1 and the Original LP
Multiplying the constraints by B-1, we obtain

These are the constraints for the problem’s optimal tableau

Expressing the Constraints in Any Tableau
in Terms of B-1 and the Original LP

let be the coefficient of xj in the optimal tableau’s row 0;

and cj be coefficient for xj in cNBV
 Expressing the Constraints in Any Tableau
in Terms of B-1 and the Original LP

the optimal tableau’s basic variables (x1, x3, and s1) will have zero
coefficients in row 0