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+2x
3
+5s
1
=
100 ,
(0)
?x
1
+
x
2
+3x
3
+s
1
=
20 ,
(1)
16x
1
?2x
3
?4s
1
+s
2
=
10 .
(2)
1
5 ?5 ?13 0 0
0
0
0
?1 1 3 1 0
12 4 10 0 1
20
90
1
0 0 2 5 0
100
0
0
?1 1 3 1 0
16 0 ?2 ?4 1
20
10
Sensi tivi ty Analy sis: An Exa mple
Consider the linear program:
Maximize
Subject to:
z = −5x
1
+5x
2
+13x
3
−x
1
+x
2
+3x
3
≤ 20 (1)
12x
1
+4x
2
+10x
3
≤ 90 (2)
x
1
, x
2
, x
3
≥ 0 .
After introducing two slack variables s
1
and s
2
and executing the Simplex algorithm to
optimali ty, we obtain the following final set of equat ions:
z
Our task is to conduct sensitivity analysis by independently investigating each of a set of
nine changes (detailed below) in the original problem. For each change, we will use the
fundamental insight to revise the final set of equations (in tableau form) to identify a new
solution and to test the new solution for feasibility and (if applicable) opti mality.
We will first recast the above equation systems into the following pair of initial and final
tableaus.
Initial Tablea u: Basic z x
1
x
2
x
3
s
1
s
2
Variable
s
1
s
2
Final Tableau : Basic z x
1
x
2
x
3
s
1
s
2
Variable
x
2
s
2
The basic variables associated with this final tableau are x
2
and s
2
; therefore, the current
basic feasible solution is (x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 20, 0, 0, 10), which has an objective
function value of 100.
An inspection of the initial tableau shows that the columns associated with z, s
1
, and s
2
form a 3 × 3 identity matrix. Therefore, the P matrix will come from the corresponding
columns in the final tableau. That is, we have
°
1 5 0
ü
P =
°
0 1 0
ü
;

0 4 1
°
? ?
and the final tableau equals the matrix product of this P and the initial tableau, i.e.,
T
F
= P × T
I
.
Our basic approach for dealing with parameter changes in the original problem is in two
steps. In the first step, we will revise the final tableau by multiplying the same P to the
new initial tableau; in other words, despite a revision in T
I
, we intend to follow the original
sequence of pivots. After producing a revised T
F
, we will, in the second step, take the
revised T
F
as the starti ng point and initiate any necessary further analysis of the revised
problem.
We now begin a detailed sensitivity analysis of this problem.
(a) Change the righthand side of constraint (1) to 30.
Denote the righthandside constants in the original constraints as b
1
and b
2
. Then, the
proposed change is to revise b
1
from 20 to 30, while retaining the original value of b
2
at 90.
Wit h this change, the RHS column in the initial tableau becomes
°
0
ü
°
30
ü
.

90
°
Since the rest of the columns in the initial tableau stays the same, the only necessary revision
in T
F
will be in the RHS column. To determine this new RHS column, we multiply P to
the above new column to obtai n:
°
1 5 0
ü °
0
ü °
150
ü
°
0 1 0
ü
×
°
30
ü
=
°
30
ü
.

0 4 1
° 
90
° 
30
°
Since the basic variables in the final tableau are x
2
and s
2
, the solution associated with the
revised T
F
is (x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 30, 0, 0, −30). With a negative value for s
2
, this
(basic) solution is not feasible.
Geometrically speaking, increasing the value of b
1
from 20 to 30 means that we are relaxing
the first inequality constraint. Relaxing a constra int is tantamou nt to enlarging the feasible
set; therefore, one would expect an improved optimal objectivefunction value. The fact
that the revised solution above is not feasible is not a contradiction to this statement. It
only means that additional work is necessary to determine the new optimal solution.
What causes the infeasibility of the new solution? Recall that the original optimal solution is
(x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 20, 0, 0, 10). Since x
1
, x
3
, and s
1
are serving as nonbasic variables,
the defining equations for this solution are: x
1
= 0, x
3
= 0, and −x
1
+ x
2
+ 3x
3
= 20.
?
Now,
?
?? ? ?
imagine an attempt to increase the RHS consta nt of the last equation from 20 to 20 + δ
(say) while maintaining these three equalities. As we increase δ (from 0), we will trace out
a family of solutions. That the new solution is infeasible simply means that if δ is made
sufficiently large (in this case, δ = 10), then this family of solutions will eventually exit the
feasible set.
More formally, suppose the original RHS column is revised to
°
0
ü
°
0
ü °
0
ü
°
20 + δ
ü
; or alternatively, to
°
20
ü
+
°
δ
ü
.

90
° 
90
° 
0
°
Then, after premultiplying this new column by P, we obtain
°
1 5 0
ü °
0
ü
°
0 1 0
ü
×

0 4 1
°
°
20 + δ
ü

90
°
°
1 5 0
ü
"°
0
ü °
0
üü
=
°
0 1 0
ü
×
"°
20
ü
+
°
δ
üü

0 4 1
° °
90
° 
0
°ü
°
1 5 0
ü
°
0
ü
°
1 5 0
ü
°
0
ü
=
°
0 1 0
ü
×
°
20
ü
+
°
0 1 0
ü
×
°
δ
ü

0 4 1
° 
90
° 
0 4 1
° 
0
°
°
100
ü °
5δ
ü
=
°
20
ü
+
°
δ
ü

10
°
 °
−4δ
°
100 + 5δ
ü
=
°
20 + δ
ü
.

10 4δ
°
Hence, with δ = 10, we indeed have s
2
= −30, which means that the original inequality
constrai nt 12x
1
+ 4x
2
+ 10x
3
≤ 90 is violated. Moreover, this calculation also shows
that in order for 10 − 4δ to remain nonnegative, δ cannot exceed 5/2. In other
words, at δ = 5/2, the family of solutions (0, 20 + δ, 0, 0, 10 − 4δ) “hits” the constrai nt
equat ion
12x
1
+ 4x
2
+ 10x
3
= 90; and therefore, progressing further will produce solutions that
are out side the feasible set.
Interestingly, our analysis above holds even if we allow δ to assume a negative value. Such a
case corresponds to a tightening of the constrai nt −x
1
+ x
2
+ 3x
3
≤ 20. A quick inspection
of
°
100 + 5δ
ü
?
°
20 + δ
ü

10 4δ
°
?
shows that x
2
is reduced to 0 when δ reaches −20. It follows that in order to maintai n
feasibility, and hence optimali ty (since the optimali ty test is not affected by a change in the
RHS column), of solutions of the form (0, 20 + δ, 0, 0, 10 − 4δ), the value of δ must stay
within the range [−20, 5/2].
Another important obser vation regarding the above calculation is that the optimal objective
function value will increase from 100 to 100 + 5δ, provided that δ is sufficiently small (so
that we remain within the feasible set). If we interpret the value of b
1
as the availability of
a resource, then this observation implies that for every additio nal unit of this resource, the
optimal objectivefunction value will increase by 5. Thus, from an economics viewpoint, we
will be unwilling to pay more than 5 (dollars) for an additional unit of this resource. For
this reason, the value 5 is called the shadow price of this resource.
It is interesting to note that the shadow price of the first resource (5, in this case) can be
read directly from the top entry in the second column of P.
It is possible to derive a new optimal solution for the proposed new problem with δ = 10.
The standard approach for doing this is to start from the revised final tableau and apply
what is called the dual Simplex algorithm. As this algorithm is more advanced, we will not
attempt to solve this new problem to opti mality.
(b) Change the righthand side of constraint (2) to 70.
Since the original value of b
2
is 90, this is an attempt to reduce the availability of the second
resource by 20. The analysis is similar to that in part (a). Again, we will write the new
RHS column in the initial tableau as
°
0
ü °
0
ü
°
20
ü
+
°
0
ü
,

90
° 
δ
°
where δ is targeted to assume the value −20. After premultiplying this new column by P,
we obtain
°
1 5 0
ü
"°
0
ü °
0
üü
°
0 1 0
ü
×
"°
20
ü
+
°
0
üü

0 4 1
° °
90
°
 °ü
δ
°
100
ü
°
0
ü
=
°
20
ü
+
°
0
ü

10
° 
δ
°
°
100
ü
=
°
20
ü
.

10 + δ
°
?2 ?
Hence, for all δ within the range [−10, ∞), solutions of the form (0, 20, 0, 0, 10 + δ) will
remain opti mal.
With the particular choice of δ = −20, we have
°
100
ü °
100
ü
°
20
ü
=
°
20
ü
.

10 + δ
° 
10
°
It follows that the new solution (0, 20, 0, 0, −10) is infeasible. As in part (a), we will not
attempt to derive a new optimal solution.
The shadow price of the second resource can be read directly from the top entry in the third
column of P. In this case, it is given by 0. That the shadow price of the second resource is
equal to 0 is expected. It is a consequence of the fact that in the current optimal solution,
we have s
2
= 10 and hence there is already an excess in the supply of the second resource.
In fact, we will have an over supply as long as the availability of the second resource is no
less than 80 (which corresponds to δ = −10).
(c) Change b
1
and b
2
to 10 and 100, respectively.
Again, we will first consider a revision of the RHS column in T
I
of the form:
°
0
ü °
0
ü
°
20
ü
+
°
δ
1
ü
,

90
° 
δ
°
where δ
1
and δ
2
are two independent changes. After premultiplying this new column by P,
we obtain
°
1 5 0
ü "°
0
ü °
0
üü °
100 + 5δ
1
ü
°
0 1 0
ü
×
"°
20
ü
+
°
δ
1
üü
=
°
20 + δ
1
ü
.

0 4 1
° °
90
°
 °ü
δ
2
 °
10 − 4δ
1
+ δ
2
With δ
1
= −10 and δ
2
= 10, the new RHS column in T
F
is:
°
50
ü
°
10
ü
.

60
°
Since the new solution (x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 10, 0, 0, 60) is feasible, it is also optimal.
The new optimal objectivefunction value is 50.
(d) Change the coefficient of x
3
in the objective function to c
3
= 8 (from c
3
= 13).
?
13
?
?
?
?
. = ,
Consider a revision in the value of c
3
by δ; that is, let c
3
= 13 + δ. Then, the x
3
column in
T
I
is revised to
°
−13 − δ
ü °
−13
ü °
−δ
ü
°
3
ü
; or alternatively, to
°
3
ü
+
°
0
ü
.

10
° 
10
° 
0
°
From the fundame ntal insight, the corresponding revision in the x
3
column in T
F
is
°
1 5 0
ü
"° ü üü
− −
°
2
ü
−δ
°
0 1 0
ü
×
"°
3
ü
+
°
0
üü
=
°
3
ü
+
°
0
ü

0 4 1
° °
10
° 
0
°ü
 °  °
−2 0
°
2 − δ
ü
°
3
ü
 °
−2
Therefore, if δ = −5, which corresponds to c
3
= 8, then the new x
3
column in T
F
is
explicitly given by
°
2 − δ
ü °
2 − (−5)
ü °
7
ü
 ° = 
3 = 3 .
°  °
°
3
ü °
−2
ü ° ü
−2 −2
Observe that the x
3
column is the only column in T
F
that requires a revision, the variable
x
3
is nonbasic, and the coefficient of x
3
in the revised R
0
is positive (7, that is). It follows
that the original optimal solution (x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 20, 0, 0, 10) remains optimal.
More generally, an inspection of the top entry in the new x
3
column,
°
2 − δ
ü
°
3
ü
 °
−2
reveals that the original optimal solution will remain optimal for all δ such that 2 − δ ≥ 0,
i.e., for all δ in the range (−∞, 2].
(e) Change c
1
to −2, a
11
to 0, and a
21
to 5.
This means that the x
1
column in T
I
is revised from
°
5
ü °
2
ü

−1
°
to

0
°
.
° ü ° ü
1
0 4 2 5 0
100
0
0
?1 2 3 1 0
16 ?3 ?2 ?4 1
20
10
1
2 0 ?4 3 0
60
0
0
?1/2 1 3/2 1/2 0
29/2 0 5/2 ?5/2 1
10
40
12 5
?
6
? ?3
1
0 4 2 5 0
100
0
0
?1 2 3 1 0
16 ?3 ?2 ?4 1
20
10
1
2 0 ?4 3 0
60
0
0
?1/2 1 3/2 1/2 0
29/2 0 5/2 ?5/2 1
10
40
1
0 0 2 5 0 0
100
0
0
0
?1 1 3 1 0 0
16 0 ?2 ?4 1 0
2 3 5 0 0 1
20
10
50
1
0 0 2 5 0 0
100
0
0
0
?1 1 3 1 0 0
16 0 ?2 ?4 1 0
5 0 ?4 ?3 0 1
20
10
?10
Since the corresponding new column in T
F
is
°
1 5 0
ü
°
2
ü °
2
ü
°
0 1 0
ü
×
°
0
ü
=
°
0
ü
,

0 4 1
° 
5
° 
5
°
where the top entry, 2, is positive, and since x
1
is nonbasic in T
F
, we see that the original
opt imal solution remains optimal.
(f ) Change c
2
to 6, a
12
to 2, and a
22
to 5.
This means that the x
2
column in T
I
is revised from
°
−5
ü °
−6
ü
°
1
ü
to
°

4
° 
2
ü
.
5
°
The fundame ntal insight implies that the corresponding new x
2
column in T
F
is
°
1 5 0
ü °
−
ü °
4
ü
°
0 1 0
ü
×
°
2
ü
=
°
2
ü
.

0 4 1
° 
5
°  °
The fact that this new column is no longer of the form
°
0
ü
°
1
ü

0
°
indicates that x
2
cannot serve as a basic variable in R
1
. It follows that a pivot in the
x
2
column is needed to restore x
2
back to the status of a basic variable. More explicitly,
the revised final tableau is
Basic z x
1
x
2
x
3
s
1
s
2
Variable
−
s
2
and we will execute a pivot with the x
2
column as the pivot column and R
1
as the pivot
row. After this pivot, we obtain
Basic z x
1
x
2
x
3
s
1
s
2
Variable
x
2
s
2
.
? ?
?
5
1
0 0 2 5 0 0
100
0
0
0
?1 1 3 1 0 0
16 0 ?2 ?4 1 0
2 3 5 0 0 1
20
10
50
1
0 0 2 5 0 0
100
0
0
0
?1 1 3 1 0 0
16 0 ?2 ?4 1 0
5 0 ?4 ?3 0 1
20
10
?10
1
5 ?5 ?13 0 0
0
0
0
?1 1 3 1 0
10 5 10 0 1
20
100
1
0 0 2 5 0
100
0
0
?1 1 3 1 0
14 1 ?2 ?4 1
20
20
1
0 0 2 5 0
100
0
0
?1 1 3 1 0
15 0 ?5 ?5 1
20
0
Since x
3
now has a negative coefficient in R
0
, indicating that the new solution is not optimal,
the Simplex algorithm should be restarted to derive a new optimal solution (if any).
(g) Introduce a new variable x
4
with c
4
= 10, a
14
= 3, and a
24
=
5. This means that we need to introduce the new x
4
column
°
−10
ü
°
3
ü

5
°
into the initial tableau. (The precise location of this new column is not important.) The
corresponding new column in the final tableau will be
°
1 5 0
ü
−10
°
5
ü
°
0 1 0
ü
×
°
3
ü
=
°
3
ü
.

0 4 1
° 
°  °
−7
Since this column has a positive entry at the top and since x
4
is nonbasic, the current
opt imal solution remains optimal. In an applicatio n, this means that there is insufficient
incentive to engage in the new “activi ty” x
4
.
(h) Introduce a new constra int 2x
1
+ 3x
2
+ 5x
3
≤
50.
After adding a new slack variable s
3
, this inequality constrai nt becomes 2x
1
+3x
2
+5x
3
+s
3
=
50. Next, we incorporate this equation into the final tableau to obtain
Basic z x
1
x
2
x
3
s
1
s
2
s
3
Variable
−
s
2
s
3
.
Observe that x
2
participates in the new equation and, therefore, cannot serve as the basic
variable for R
1
. To rectify this situatio n, we will execute the row operation (−3) × R
1
+ R
3
.
This yields
Basic z x
1
x
2
x
3
s
1
s
2
s
3
Variable
x
2
s
2
s
3
.
1
5 ?5 ?13 0 0
0
0
0
?1 1 3 1 0
10 5 10 0 1
20
100
1
0 0 2 5 0
100
0
0
?1 1 3 1 0
14 1 ?2 ?4 1
20
20
1
0 0 2 5 0
100
0
0
?1 1 3 1 0
15 0 ?5 ?5 1
20
0
With s
3
= −10, the new basic solution is not feasible. We will not attempt to continue the
solution of this new problem (as it is now necessary to apply the dual Simplex algorithm).
(i) Change constraint (2) to 10x
1
+ 5x
2
+ 10x
3
≤
100. With this revision, the initial tableau becomes
Basic z x
1
x
2
x
3
s
1
s
2
Variable
s
1
s
2
.
After premultiplying this by P, we obtain the revised final tableau below.
Basic z x
1
x
2
x
3
s
1
s
2
Variable
−
s
2
Observe that x
2
participates in R
2
and, therefore, cannot serve as the basic variable for R
1
.
To rectify this situat ion, we will execute the row operation (−1) × R
1
+ R
2
. This yields
Basic z x
1
x
2
x
3
s
1
s
2
Variable
x
2
s
2
.
Therefore, the new optimal solution is (x
1
, x
2
, x
3
, s
1
, s
2
) = (0, 20, 0, 0, 0).
the RHS column in the initial tableau becomes 0 30 . 0. It only means that additio nal work is necessary to determine the new optimal solutio n.e. Our basic approach for dealing with parameter changes in the original problem is in two steps. We now begin a detailed sensitivity analysis of this prob lem. the solution associated with the revised TF is (x1 . 10). Relaxing a constra int is tantamou nt to enlarging the feasible set. Denote the righthandside constants in the original constraints as b1 and b2 . s1 . x3 . take the revised TF as the starti ng point and initiate any necessary further analysis of the revised problem. one would expect an improved optimal objectivefunction value. 0. x3 . .. After producing a revised TF . x3 = 0. With a negative value for s2 . we will. we will revise the final tableau by multiplying the same P to the new initial tab leau. and s1 are serving as nonbasic variables. s1 . increasing the value of b1 from 20 to 30 means that we are relaxing the first inequality constraint. x2 . 90 Since the rest of the columns in the initial tableau stays the same. −30). and −x 1 + x2 + 3x3 = 20. therefore. the proposed change is to revise b1 from 20 to 30. x3 . we intend to follow the original sequence of pivots. 0. To determine this new RHS column. 4 1 90 30 Since the basic variables in the final tableau are x2 and s2 . 30. Geometrically speaking. i. TF = P × TI . the defining equations for this solution are: x1 = 0. we multiply P to the above new column to obtai n: 1 0 0 5 0 0 150 1 0 × 30 = 30 . s2 ) = (0. What causes the infeasibility of the new solution? Recall that the original optimal solution is (x1 . in other words. despite a revision in TI . in the second step. The fact that the revised solution above is not feasible is not a contradiction to this statem ent. (a) Change the righthand side of constraint (1) to 30. the only necessary revision in TF will be in the RHS column. this (basic) solution is not feasible. 20. Then. x2 . Wit h this change.? ? and the final tableau equals the matrix product of this P and the initial tableau. Since x1 . while retaining the original value of b2 at 90. s2 ) = (0. In the first step. 0.
Now. ? .
this calculation also shows that in order for 10 − 4δ to remain nonnegative.? ? ? ? imagine an atte mpt to increase the RHS consta nt of the last equation from 20 to 20 + δ (say) while maintaining these three equalities. at δ = 5/2. In other words. Interestingly. 90 90 0 Then. δ cannot exceed 5/2. we will trace out a family of solutions. with δ = 10. we obtain 1 0 0 5 0 1 0 × 4 1 0 20 + δ 90 = 0 1 0 1 1 0 × 20 + δ 4 1 90 0 5 0 0 0 = 0 0 100 5δ = 20 + δ −4δ 10 100 + 5δ = 20 + δ . 20 + δ. 10 4δ Hence. and therefore. to 20 + δ . after premultiplying this new column by P. suppose the original RHS column is revised to 0 0 0 20 + δ . More formally. our analysis above holds even if we allow δ to assume a negative value. A quick inspection of 100 + 5δ 1 0 1 0 × 20 + 0 4 1 90 0 5 0 5 0 0 1 0 × δ 4 1 0 . then this family of solutions will eventually exit the feasible set. or alternatively. which means that the original inequality constrai nt 12x1 + 4x2 + 10x3 ≤ 90 is violated. 0. Such a case corresponds to a tightening of the constrai nt −x 1 + x2 + 3x3 ≤ 20. That the new solution is infeasible simply means that if δ is made sufficiently large (in this case. we indeed have s2 = −30. the family of solutions (0. 10 − 4δ) “hits” the constrai nt equat ion 12x1 + 4x2 + 10x3 = 90. Moreover. progressing further will produce solutions that are out side the feasible set. 0. As we increase δ (from 0). δ = 10).
20 + δ 10 4δ ? .
0. It is possible to derive a new optimal solution for the proposed new problem with δ = 10. It is interesting to note that the shadow price of the first resource (5. (b) Change the righthand side of constraint (2) to 70. 0. After premultiplying this new column by P. the value 5 is called the shadow price of this resource. Another important obser vation regarding the above calculation is that the optimal objectivefunction value will increase from 100 to 100 + 5δ. 90 δ where δ is targeted to assume the value −20. of solutions of the form (0. The analysis is similar to that in part (a). 20 + δ. It follows that in order to maintai n feasibility. and hence optimali ty (since the optimali ty test is not affected by a change in the RHS column). the optimal objectivefunction value will increase by 5. this is an attempt to reduce the availability of the second resource by 20. 5/2]. we obtain 0 1 5 0 0 1 0 × 4 1 0 0 20 + 0 δ 90 = 100 0 20 + 0 10 δ 100 = 20 . we will be unwilling to pay more than 5 (dollars) for an additional unit of this resource. the value of δ must stay within the range [−20. we will not atte mpt to solve this new problem to opti mality. in this case) can be read directly from the top entry in the second column of P. 10 + δ . Again. then this observation implies that for every additio nal unit of this resource. The standard approach for doing this is to start from the revised final tableau and apply what is called the dual Simplex algorithm. Thus. Since the original value of b2 is 90.? shows that x2 is reduced to 0 when δ reaches −20. from an economics viewpoint. For this reason. provided that δ is sufficiently small (so that we remain within the feasible set). we will write the new RHS column in the initial tableau as 0 0 20 + 0 . As this algorithm is more advanced. 10 − 4δ). If we interp ret the value of b1 as the availability of a resource.
In fact. 0. With the particular choice of δ = −20. we have 100 100 = 20 20 . δ2 10 − 4δ 1 + δ 2 0 4 1 90 With δ 1 = −10 and δ 2 = 10. 10 + δ) will remain opti mal. we will have an over supply as long as the availability of the second resource is no less than 80 (which corresponds to δ = −10). −10) is infeasible. 60) is feasible. That the shadow price of the second resource is equal to 0 is expected. s1 . 10 + δ 10 It follows that the new solution (0. 20. 20. (d) Change the coefficient of x3 in the objective function to c3 = 8 (from c3 = 13). we will first consider a revision of the RHS column in TI of the form: 0 0 20 + δ 1 . for all δ within the range [−10. 0. respectively. x3 . (c) Change b1 and b2 to 10 and 100. the new RHS column in TF is: 50 10 . ∞). It is a consequence of the fact that in the current optimal solution. we have s2 = 10 and hence there is already an excess in the supply of the second resource. solutions of the form (0. After premultiplying this new column by P. it is also optimal. 0. we obtain 100 + 5δ 1 0 0 1 5 0 0 1 0 × 20 + δ 1 = 20 + δ 1 . As in part (a). The new optimal objectivefunction value is 50.? ?2 Hence. it is given by 0. 10. 0. 90 δ where δ 1 and δ 2 are two independent changes. . x2 . 60 Since the new solution (x1 . s2 ) = (0. we will not atte mpt to derive a new optimal solution. 0. Again. In this case. 0. The shadow price of the second resource can be read directly from the top entry in the third column of P.
and a21 to 5. the x3 column in TI is revised to −δ −13 − δ −13 3 . 0. the variable x3 is nonbasic. = ? . x3 . to 3 + 0 . then the new x3 column in TF is explicitly given by 2− δ 2 − (−5) 3 = 3 −2 = 7 3 . if δ = −5. It follows that the original optimal solution (x1 . More generally. i.e.. (e) Change c1 to −2.? 13 ? ? . 10 10 0 From the fundame ntal insight. ? Consider a revision in the value of c3 by δ. 10) remains optimal. and the coefficient of x3 in the revised R0 is positive (7. −2 −2 Observe that the x3 column is the only column in TF that requires a revision. . s2 ) = (0. or alternatively. the corresponding revision in the x3 column in TF is 1 0 0 5 0 1 0 × 4 1 − 3 + 10 − 2 −δ 3 + 0 0 = −2 0 0 2− δ 3 −2 Therefore. x2 . an inspection of the top entry in the new x3 column. s1 . 20. that is. which corresponds to c3 = 8. a11 to 0. Then. 0. 2− δ 3 −2 reveals that the original optimal solution will remain optimal for all δ such that 2 − δ ≥ 0. . This means that the x1 column in TI is revised from 5 2 −1 to 0 . let c3 = 13 + δ. for all δ in the range (−∞ 2]. that is).
12 5 20 0 4 1 1 ?4 2 5 30 0 .
(f ) Change c2 to 6.0 0 60 ? ? 0 ?3 ?1/2 ?1 1 23/23 1/2 0 1 0 29/2 16 0 5/2 ?5/2 1 ?3 ?2 ?4 1 10 20 40 10 Since the corresponding new column in TF is 0 1 0 5 0 1 0 × 0 = 0 . and since x1 is nonbasic in TF . we obtain Basic z Variable x2 s2 x1 x2 x3 s1 s2 . is positive. The fact that this new column is no longer of the form 0 1 0 indicates that x2 cannot serve as a basic variable in R1 . More explicitly. This means that the x2 column in TI is revised from −5 −6 to 2 . the revised final tableau is Basic Variable − s2 z x1 x2 x3 s1 s2 and we will execute a pivot with the x2 column as the pivot column and R1 as the pivot row. After this pivot. 1 4 5 The fundame ntal insight implies that the corresponding new x2 column in TF is 1 0 0 5 0 − × 1 0 2= 4 1 5 4 2 . 4 1 5 5 2 2 where the top entry. 2. we see that the original opt imal solution remains optimal. a12 to 2. It follows that a pivot in the x2 column is needed to restore x2 back to the status of a basic variable. and a22 to 5. 0 100 100 0 1 2 5 0 0 .
this inequality constrai nt becomes 2x1 +3x 2 +5x 3 +s3 = 50. (h) Introduce a new constra int 2x1 + 3x2 + 5x3 ≤ 50. (The precise location of this new column is not importa nt. the Simplex algorithm should be restarted to derive ? ? (g) Introduce a new variable x4 with c4 = 10.0? 5 0 ?1 1 3 1 0 0 16 0 ?2 ?4 1 0 5 2 0 3 ?4 ?3 0 1 5 0 20 20 10 10 Since x3 now has a negative coefficient in R0 . indicating that the new solution is not optimal. this means that there is insufficient incentive to engage in the new “activi ty” x4 . a14 = 3. −7 4 1 Since this column has a positive entry at the top and since x4 is nonbasic. 50 0 1 1 ?5 ?13 0 0 2 2 5 5 0 0 0 . Next. After adding a new slack variable s3 . In an applicatio n. 50 ?10a new optimal solution (if any). and a24 = 5.) The corresponding new column in the final tableau will be 1 0 0 5 5 0 −10 1 0 × 3 = 3 . cannot serve as the basic variab le for R1 . This means that we need to introduce the new x4 column −10 3 5 into the initial tableau. we incor porate this equation into the final tableau to obtain Basic z Variable − s2 s3 x1 x2 x3 s1 s2 s3 . This yields Basic z x1 x2 x3 s1 s2 s3 Variable x2 s2 s3 . To rectify this situatio n. we will execute the row operation (−3) × R1 + R3 . Observe that x2 participates in the new equation and. the current opt imal solution remains optimal. therefore.
20. After premultiplying this by P. we will execute the row operation (−1) × R1 + R2 . Basic z Variable − s2 x1 x2 x3 s1 s2 Observe that x2 participates in R2 and. 0. With this revision. This yields Basic Variable x2 s2 z x1 x2 x3 s1 s2 . (i) Change constraint (2) to 10x1 + 5x2 + 10x3 ≤ 100. 0). the new basic solution is not feasible. To rectify this situat ion. x2 . cannot serve as the basic variable for R1 . x3 . s1 . the initial tableau becomes Basic z Variable s1 s2 x1 x2 x3 s1 s2 . therefore. We will not atte mpt to continue the solution of this new problem (as it is now necessary to apply the dual Simplex algorithm). we obtain the revised final tableau below. the new optimal solution is (x1 . Therefore.0 0 0 0 ?1 ?1 ?1 1 1 33 1 0 3 1 0 10 15 14 0 ?5 ?5 1 5 ?2 ?4 1 1 10 0 20 20 20 100 0 With s3 = −10. . 0. s2 ) = (0.
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