contribucion

© All Rights Reserved

0 views

amna_2

contribucion

© All Rights Reserved

- Logistics Management
- Chapter 4 Decision Support System ( Dr. Mahmoud Mostafa )
- 05 Strategic Mine Planning 1
- Otimização Robusta
- A review of bottom-up building stock models for energy consumption in the residential sector.pdf
- 1-Introduction to Management Science
- GuidelinesforSENSITIVIT5YANDAUTOCALIBRATIONINSWAT
- Risk06_Marrying Risk Register With Project Trending
- 1 Pengantar Ankep(1)
- DAKOTA Reference 4.0.pdf
- Optimization
- 10.1080@13588265.2018.1454289
- Best Size for Refinery and Tankers
- Excel Goal Seek
- Tools of Planning
- MIL-HDBK-1004-10.PDF
- QFDkinnar
- 18003.pdf
- Giles, Szpruch - Multi levelito MC
- 19710018599.pdf

You are on page 1of 8

Sensitivity and post-optimality analysis

In LP, the parameters of the model can change within certain limits without causing the

Optimal solution to change. This is referred to as Sensitivity analysis.

In contrast, Post-optimality analysis deals with determining the new Optimal solution

resulting from making targeting changes in the input data.

Sensitivity analysis

In LP model, parameters are usually not exact. With sensitivity analysis, one can ascertain

the impact of this uncertainty on the quality of the optimum solution. For example, if sensitivity

analysis reveals that the optimum remains the same for a ±10% change in unit ‘Ci’, on cane

conclude that the solution is more robust than in case where indifference range is only ±10

percent.

There are two major types of sensitivity analysis:

(i) Optimality Range Analysis or Objective-Function Range Analysis

(ii) Feasibility analysis or Right Hand Side (RHS) Range Analysis

Taking an example:

TOYCO assembles three types of toys - trains, trucks and cars - using three operations.

The limits on the available times for the three operations are 430, 460 and 420 minutes,

respectively, and the revenue per unit of train, truck and car are $3, $2 and $5, respectively. The

assembly times for train per three operations are 1, 3 and 1 minutes, respectively. The

corresponding times per truck and car are (2, 0, 4) and (1, 2, 0) minutes (where a zero time

indicates that the operation is not used).

Letting X1, X2 and X3 represent the daily number of units assembled of trains, trucks and

cars, respectively, the associated LP model is given as:

Maximize Z = 3 X1 + 2 X2 + 5 X3

Subject to:

X1 + 2 X2+ X3 < 430 (operation 1)

3 X1 + 2 X3 < 460 (operation 2)

X1 + 4 X2 < 420 (operation 3)

X1, X2, X3 > 0

Using X4, X5 and X6 as the slack variables for the constraints of operations 1, 2 and 3,

respectively, the optimum tableau is:

Basic X1 X2 X3 X4 X5 X6 Solution

Z 4 0 0 1 2 0 1350

X2 -1/4 1 1 ½ -1/4 0 100

X3 3/2 0 0 0 ½ 0 230

X6 2 0 0 -2 1 1 20

The result from above tableau can be summarized, as follows.

X* = (X1, X2, X3) = (0, 100, 230)

Z* = $1350

S = (S1, S2, S3) = (0, 0, 20) Slacks

1

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

If we further investigate into the output of this problem, we get data on optimality and feasibility

ranges.

Optimality Ranges (Ci) Reduced Cost

For X1 (Trains): -∞ < 3 < 7 4.00

X2 (Trucks): 0 < 2 < 10 0.00

X3 (Cars): 2.33 < 5 < ∞ 0.00

Operation 1: 230 < 430 < 440 1.00

Operation 2: 440 < 460 < 860 2.00

Operation 3: 400 < 420 < ∞ 0.00

Optimality Ranges

The above reported data on ‘Optimality Ranges’ suggest:

1) Any one unit addition of X1 will reduce value of Z by $ 4.00 (Reduced cost); note X1 is

already zero, due to the same reason.

2) Range for C1 (revenue from X1 ) is (-∞ < C1< 7), which indicates that any value of C1, less

than 7, will not help X1 to enter into ‘optimum’ solution.

3) The definition of ‘Reduced Cost’ is:

Reduced cost = (cost of consumed resources per unit output) – (revenue per unit

output)

4) Sub paragraphs (2) and (3) suggest that X1 (presently unprofitable at C1 = $3.00) can be

made profitable in one of the two ways; either increase its revenue (above 7) or reduce its

cost. In real life, the former option is not valid as unit price of output is determined in the

market, the later option may be implemented through adopting efficient way of

production.

5) In summary, the ‘optimality ranges’ show that the current solution remain optimal (does

not change) until one keeps changes in Ci within indicated ranges.

Feasibility Ranges

In the same token, one can interpret the ‘Feasibility Ranges’, namely:

1) The given ‘Dual Prices’ suggest that one minute increase in Operation 1 will increase

value of Z by $1.00; similarly, one minute increase in Operations 2 and 3 will increase

value of Z by $2.00 and $0.00, respectively.

2) On the basis of values of dual prices, it seems better to give priority to increase time on

Operation 2, relative to other two operations.

3) ‘Feasibility Ranges’ suggest that one should remain within specified ranges to have

‘optimum’ solution unchanged; to remain within ranges should mean to keep dual prices

and optimal solution valid.

Concluding Remarks:

In both ‘objective function optimality’ and ‘RHS feasibility analysis’ cases, the current

2

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

solution ranges have prime importance. Changes outside these ranges would need to be

interpreted through ‘Post-Optimality Analysis’.

POST-OPTIMALITY ANALYSIS

As stated, in LP, the parameters of the model can change within certain limits without

causing the Optimal solution to change. This is referred to as Sensitivity analysis. While in

contrast, Post-optimality analysis deals with determining the new Optimal solution resulting

from making targeting changes in the input data.

Post-Optimality Analysis

While in sensitivity analysis, one deals with the sensitivity of the optimum solution by

determining the ranges of different parameters (Ci & bi ). In post-optimality analysis, generally

the following types of cases are dealt:

a) If parameters change, but current solution remains optimal and feasible, then no

further action is needed.

b) If parameters change & current solution becomes infeasible, use dual simplex to

recover feasibility.

c) If parameters change & current solution becomes non-optimal, use primal simplex to

recover optimality.

d) If parameters change & current solution becomes both non-optimal and infeasible,

use generalized simplex method to obtain new solution.

a) Changes affecting feasibility

b) Change affecting optimality

Feasibility of the current optimum solution may be affected in two situations.

i) When RHS of the constraints is changed

ii) A new constraint is added

In these situations, infeasibility occurs when at least one element of RHS of final optimal

tableau becomes negative.

Changes in RHS

The effect of the targeted changes in values of bi can be checked, using the formula:

XB = B-1 b (where B-1 = B inverse is matrix given under S-variables)

Let’s recall the example of TOYCO and its Final (Optimal) tableau:

TOYCO assembles three types of toys - trains, trucks and cars - using three operations.

The limits on the available times for the three operations are 430, 460 and 420 minutes,

3

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

respectively, and the revenue per unit of toy-train, truck and car are $3, $2 and $5, respectively.

The assembly times per three operations are 1, 3 and 1 minutes, respectively. The corresponding

times per train and per car are (2, 0, 4) and (1, 2, 0) minutes (a zero time indicates that the

operation is not used).

Letting X1, X2 and X3 represent the daily number of units assembled of trains, trucks and

cars, respectively, the associated LP model is given as:

Maximize Z = 3 X1 + 2 X2 + 5 X3

Subject to:

X1 + 2 X2+ X3 < 430 (operation 1)

3 X1 + 2 X3 < 460 (operation 2)

X1 + 4X2 < 420 (operation 3)

X1, X2, X3 > 0

Using X4, X5 and X6 as the slack variables for the constraints of operations 1, 2 and 3,

respectively, the optimum tableau is:

Basic X1 X2 X3 X4 X5 X6 Solution

Z 4 0 0 1 2 0 1350

X2 -1/4 1 1 ½ -1/4 0 100

X3 3/2 0 0 0 ½ 0 230

X6 2 0 0 -2 1 1 20

X* = (X1, X2, X3) = (0, 100, 230)

Z* = $1350

S = (S1, S2, S3) = (0, 0, 20) Slacks

Y = (Y1, Y2, Y3) = (1, 2, 0) Shadow prices

Checking whether Matrix Algebraic formula (XB = B-1 b) works; putting information from

the Optimal tableau in the formula:

XB = B-1b

XB B-1 b

X2 = (0.5x430)+(-.25x460)+(0.0x420) = 100

X3 = (0.0x430)+(0.5x460)+(0.0x420) = 230

X6 = (-2.0x430)+(1.0x460)+(1.0x420) = 20

Post-optimality analysis:

Checking the idea whether shifting Slack (S3= 20 minutes), from Operation 3 to

Operation 1, will work:

We change b1 = 430 450 and b3 = 420 400, then incorporating new value of bi in

4

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

formula:

XB = B-1b

AFTER ADDING VALUES IN FORMULA RHS CHANGES FROM 100 TO 110 AND

FROM 20 TO -40.

The intended change (shifting Slack from Operation 3 to Operation 1: b1 = 430 450 and

b3 = 420 400) did not work as original Optimal solution became Infeasible (as reflect from

the value of X6, which turned out to be negative in new solution).

Resolving with new value (450, 460, 400) , we succeed in getting new Optimal/Feasible

solution, namely:

Basic X1 X2 X3 X4 X5 X6 Solution

Z 5 0 0 0 5/2 1/2 1350

X2 1/4 1 1 0 0 1/4 100

X3 3/2 0 0 0 1/2 0 230

X4 -1 0 0 1 -1/2 -1/2 20

Note: The optimum solution in terms of X1 , X2 & X3 remain the same as in original, indicating

that the targeted change is not advantageous because the targeted change has only shifted Slack =

20 of Operation 3 to Slack = 20 in Operation 1

--------------------------------------------------------------------------------------------------------------------

Let’s now check the effect of shifting of Slack = 20 from Operation 3 to Operation 2;

putting the relevant information in formula:

XB = B-1 b

solution from final tableau; it is Z* = 1390 as compared to that of

original Z* =1350.

______________________________________________________________________________

5

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

Adding a new constraint needs to check whether the new constraint is binding or not. If new

constraint is non-binding, then it is redundant, meaning that it is satisfied by the current optimum

solution, and hence can be dropped from the model. But if new constraint is binding, that is, the

current solution violates the new constraint, then dual simplex is used to restore feasibility, as we

did in previous case.

Let’s try a new constraint with TOYCO’s example. TOYCO wishes to introduce another

operation - Operation 4 (to change the design of its three products).

Operation 4: 3X1 + X2 + X3 < 500

3(0) + (100) + (230) < 500

The new constraint satisfies, suggesting current solution remains unchanged

3X1 + 3 X2 + X3 < 500

Putting values (from previous Optimal solution)

3(0) + 3(100) + (230) ≥ 500

This constraint does not satisfy, suggesting re-solving the current solution after adding

the forth constraint. The re-solved tableau is, as follows,

Basic X1 X2 X3 X4 X5 X6 X7 Solution

z 5.5 0 0 0 2.17 0 0.67 1330

X4 -1.5 0 0 1 -0.17 0 -0.67 20

X3 1.5 0 1 0 0.50 0 0.00 230

X6 -1 0 0 0 0.67 1 -1.33 60

X2 0.5 1 0 0 -0.17 0 0.33 90

Z* = $ 1330 (against original Z* = 1350)

X* = (X1, X2, X3) = (0, 90, 230)

S = (S1, S2, S3, S4) = (20, 0, 60, 0)

Y = (Y1, Y2, Y3, Y4) = (0, 2.17, 0, 0.67)

The new operation 4 worsens the revenues (from $ 1350 to $ 1330), so the new

program/practice should not be adopted.

_____________________________

Two particular situations can affect optimality of the current situation:

a) Changes in the original objective coefficients.

b) Addition of a new variable (economic activity to the model).

If TOYCO changes its pricing policy from:

6

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

Case 2: (C1 = 3, C2 =2, C3 =5)…..to……(C1 = 6, C2 =3, C3 =4)

Case1: Z* =1220 X1 = 0

X2 = 100

X3 = 230

Case2: Z* =1227.5 X1 = 10

X2 = 102.5

X3 = 215

In case 1, optimum solution remains the same but Z drops. In case 2, current solution

changes include production of X1 but still its revenues worsen. Both cases are less advantageous

and are therefore not recommended for adoption.

If TOYCO wishes to replace presently unprofitable train-toy with a new product - a toy-

fire engine, which generates $ 5 per unit and consumes 1 minute each of operations 1 & 2, and 2

minutes of operation 3.

Trying the new problem, one gets:

Z* = $ 1550

X1 = 210

X2 = 0

X3 = 12.5

The new activity proves more beneficial than the original solution, hence new activity is

recommended for adoption.

7

AMNA ALI

Sensitivity Analysis and Post-Optimality Analysis

- Logistics ManagementUploaded bynrfbadiola
- Chapter 4 Decision Support System ( Dr. Mahmoud Mostafa )Uploaded byJonathanHindi
- 05 Strategic Mine Planning 1Uploaded byminerito2211
- Otimização RobustaUploaded byLeonardoCampos589
- A review of bottom-up building stock models for energy consumption in the residential sector.pdfUploaded byAmir Joon
- 1-Introduction to Management ScienceUploaded byEDENSONAM
- GuidelinesforSENSITIVIT5YANDAUTOCALIBRATIONINSWATUploaded byFredrick Mashingia
- Risk06_Marrying Risk Register With Project TrendingUploaded bymechanical_engineer11
- 1 Pengantar Ankep(1)Uploaded byYudha Hadi Nugraha
- DAKOTA Reference 4.0.pdfUploaded byfran01334
- OptimizationUploaded bySubodh Kumar
- 10.1080@13588265.2018.1454289Uploaded byCalabria Calabria
- Best Size for Refinery and TankersUploaded byKiran Krishnan
- Excel Goal SeekUploaded byYan Laksana
- Tools of PlanningUploaded byNatarajan Krishnaswamy
- MIL-HDBK-1004-10.PDFUploaded bysouheil boussaid
- QFDkinnarUploaded byHector Chavez
- 18003.pdfUploaded byAnonymous 7ZYHilD
- Giles, Szpruch - Multi levelito MCUploaded bymeko1986
- 19710018599.pdfUploaded byChristian Avalos
- QA Lecture3 LP 2Uploaded byAhmed Hussein
- pscc2008_215Uploaded byKléberVásquez
- Tutorial Ad Joint Sensitivity TestUploaded byMohamed Elshahat Ouda
- Model Development and Sensitivity analysis for Blood Glucose Dynamics based on Short Insulin Tolerance TestUploaded byAZOJETE UNIMAID
- fuzzy lpp 1Uploaded byRIO
- co2 sequestrationUploaded byledereh1
- E06030602529.pdfUploaded byAnonymous 7VPPkWS8O
- A Study on the 3-DOF Attitude Control of Free-Flying Vehicle.pdfUploaded bynano physics
- DK2135_ch09Uploaded byandriaerospace
- Mortensen Mesoscale PaperUploaded bySonaithh

- ch5Uploaded bySmis Misl
- Icfes Ingles Banco de PreguntasUploaded bymcjulian8397
- trabajo de inglesUploaded byFernandoFierroGonzalez
- FOREX TRADING STRATEGYUploaded bygladeira
- Advanced Price Action Analysis.pdfUploaded byFernandoFierroGonzalez
- Complex mappings MAT389_F16_hw6_solved.pdfUploaded byLazarus Pitt
- chapter6 topolo espectral.pdfUploaded byFernandoFierroGonzalez
- Functional AnFunctional Analysis Lecture Notes Jeff Schenkeralysis Jeff SchenkerUploaded bynim1987
- Examen de Sucesiones ResueltoUploaded byFernandoFierroGonzalez
- AlgebraUploaded byGhisleen Calsiyao
- Generic Hop f BifurcationUploaded byFernandoFierroGonzalez
- 03 Turing PatternsUploaded byFernandoFierroGonzalez
- Brussel at OrUploaded byEric Pierce
- diofanto.pdfUploaded byFernandoFierroGonzalez
- sucesionesUploaded byFernandoFierroGonzalez
- Functional AnalysisUploaded byFernandoFierroGonzalez
- LazarUploaded byFernandoFierroGonzalez
- Tesis Julio 2017.pdfUploaded byFernandoFierroGonzalez
- amna_2Uploaded byFernandoFierroGonzalez
- Cone Cct NesUploaded byFernandoFierroGonzalez
- Dimesion Finita Falso VerdaderoUploaded byFernandoFierroGonzalez
- Sucesion de CauchyUploaded byFernandoFierroGonzalez
- Bifurcation_analysis_and_its_applications.pdfUploaded bythirumalai22
- Assignment 3 Solutions (1)Uploaded byClaudio Sierpe
- FER EXCELUploaded byFernandoFierroGonzalez
- 1503.00875Uploaded byFernandoFierroGonzalez
- 9783319162645-c2Uploaded byShu Shujaat Lin

- Super LabUploaded bymasterdsa
- STI03 Customizing ToolbarUploaded byVenkata Narayana
- Pilots HandbookUploaded byPaul Turnet
- CCNA Cisco Routing Protocols and Concepts Assessment 5Uploaded bysabriel69
- hackingstem morse code instructionsUploaded byapi-275968397
- spatialite_gui-1.5.0Uploaded byRaluca Cazanescu
- SysAid Edition ComparisonUploaded byleslewis65
- Creating Items Oracle AppsUploaded bydannycode92
- 210 Service Manual -Aspire 5942 5942gUploaded bySoporte Tecnico Buenos Aires
- paul mullon cvUploaded byapi-126468588
- 301036Uploaded bySumanta Paul
- Supplier CollaborationUploaded bydsgandhi6006
- cf-helpUploaded bySrinivasa Rao Kundeti
- Proworx 32 Users Guide Ver 2.1Uploaded byDonovan Combrinck
- HCIA-Routing and Switching V2.2 Entry Lab GuideUploaded bysundara ganeshn
- SQL Server 2016 Editions DatasheetUploaded bykhiem vu dinh
- Istqb QuestionsUploaded bytaarak143
- Koti BTech Tera Data ResumeUploaded byswathir007
- CS6601 DISTRIBUTED SYSTEM SYLLABUSUploaded byFemilaGoldy
- Bohlin Visco 88Uploaded byamancivil
- kpo listUploaded byGp Mishra
- Quick Installation Guide Gdc-600beUploaded byxelav
- McAfee Data Protection Cl Jul09Uploaded bySijuade Adewumi
- DDDPUploaded byDavid Alexander Páez Redrován
- Caithness Oil and Gas DirecroryUploaded byAnonymous 9PIxHy13
- 9781587205880.pdfUploaded byDIEGO
- HSSN Assignment-final CompileUploaded byGrace Yap
- NetPlay Chose Cloud24x7 to Strengthen Cybersecurity Market in PhilippinesUploaded byPR.com
- Computer AcronymsUploaded byRoger Embalsado
- Cdac Embedded Cet PatternUploaded byAfshan Khan