Session # 4 Sensitivity Analysis and Duality: Course Material GMP21

Session # 4
Sensitivity analysis and duality
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1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
Course: Operations/ Optimization Models for
O of
Shounak Basak
O rt
Managerial Decisions Pa
Room no. 6, Library Building,
Programme: TATA GMP-21 XLRI – Xavier School of Management,
Term III, 2021 Jamshedpur – 831001
Jamshed1
Phone: 0657 – 665 – 3424
Email: shounak@xlri.ac.in
Shounak Basak
PODS Area, XLRI – Xavier School of Management
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ria
1 te
P2 Ma
G se
Sensitivity analysis
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
2
LP sensitivity problem
Problem # 2.5
Mr. Lalmohan Ganguly decides to set up a juice shop selling only apple juice and pineapple juice. Pineapple juice sells
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ria
at Rs. 60 while apple juice sells at Rs. 50 for each litre. Each litre of Pineapple juice and apple juice are made from 100
1 te
gm of pineapple and apple respectively. (Apples and Pineapple are really cheap these days in Jamshedpur) 1 kg
P2 Ma
pineapple costs Rs. 10 at the Sakchi Market while an apple costs Rs. 20. Mr. Ganguly plans to expend no more than Rs
G se
22 for every hour of juice making. 1 litre of apple requires 4 minutes of preparation and 1 litre of pineapple juice
A our
requires 10 minutes of preparation. Mr. Lalmohan Ganguly along with Mr. Haripada dedicate100 minutes of work every
M
hour. Also, each litre of juice is served in 3 glasses and in total 39 glasses are available before they are washed each
AT I C
hour. What should be the ideal amount of pineapple and apple juice that should be made by Mr. Ganguly every hour?
,T R
M L
Formulate this as an LPP.
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
3
Solution
Problem # 2.5
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1 te
P2 Ma
G se
Decision Variable:
A our
M
Quantity of Apple be: 𝑥1
AT I C
,T R
Quantity of Pineapple be: 𝑥2
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
4
Solution
Problem # 2.5
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
5
Solution
Problem # 2.5
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
Constraints:
O rt
2𝑥1 + 𝑥2 ≤ 22
Pa
4𝑥1 + 10𝑥2 ≤ 100
3𝑥1 + 3𝑥2 ≤ 39
Shounak Basak
12/10/2021
6
Solution
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
7
LP Formulation problem
Problem # 2.8
Mr. Lalmohan Ganguly intends to sell pineapples and apples to Kolkata from Jamshedpur (As pineapples and apples are
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ria
in demand in Kolkata but are expensive compared to Jamshedpur). Mr. Ganguly comes to know that the transportation
1 te
cost of a crate carrying 10 kg of pineapple is Rs. 50 and 10 kg of apple is Rs. 60 (as apples are covered by a netted
P2 Ma
cloth). Mr. Ganguly needs to ship at least 20 kg of pineapple. 2 crates of pineapple occupy the same space as 5 crates of
G se
apple and in total only 25 crates of apple or only 10 crates of pineapple can be transported by the tempo. Additionally, 2
A our
minutes are required to pack a crate of apple and 1 minute is required to pack a crate of pineapple. Packing charges are
M
Rs 10 per minute but Mr. Ganguly has paid a fixed amount of Rs. 220 and now wants to make sure that the total
AT I C
packing time is at least 22 minutes. Suggest Mr. Ganguly how to be economical in transporting the apples and
,T R
M L
pineapples to Kolkata.
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
8
Solution
Problem # 2.8
l
ria
1 te
P2 Ma
G se
Decision Variable:
A our
M
Quantity of Apple crates be: 𝑥1
AT I C
,T R
Quantity of Pineapple crates be: 𝑥2
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
9
Solution
Problem # 2.8
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
min 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
10
Solution
Problem # 2.8
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
min 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
Constraints:
O rt
Pa
𝑥2 ≥ 2
4𝑥1 + 10𝑥2 ≤ 100
2𝑥1 + 𝑥2 ≥ 22
Shounak Basak
12/10/2021
11
Solution
Problem # 2.8
Constraints:
𝑥2 ≥ 2
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
2𝑥1 + 𝑥2 ≥ 22
G se
A our
Objective function:
M
AT I C
min 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
12
Answer report
l
ria
1 te
P2 Ma
Provides
G se
• Objective cell value
A our
M
AT I C
• Decision Variable values
,T R
M L
M X
O of
• Shows constraints as binding or not binding
O rt
Pa
Shounak Basak
12/10/2021
13
Answer report
Problem # 2.6
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
14
Answer report
Problem # 2.8
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
15
Sensitivity report
l
ria
1 te
P2 Ma
Provides
G se
• Optimality conditions of the current optimal solution
A our
M
AT I C
• Optimality range for objective function parameters
,T R
M L
M X
O of
• Optimality range for constraint limit parameters
O rt
Pa
Shounak Basak
12/10/2021
16
sensitivity report
Problem # 2.6
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
17
Sensitivity report
Problem # 2.8
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
18
Sensitivity report
Sensitivity of objective function coefficient
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ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
19
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
20
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Objective function Changed:
max 𝑓 𝑥1 , 𝑥2 = 100𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
21
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 120𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
22
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 120𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
23
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
24
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 50𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
25
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 40𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
26
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 40𝑥1 + 50𝑥2
Shounak Basak
12/10/2021
27
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
28
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 30𝑥2
Shounak Basak
12/10/2021
29
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 25𝑥2
Shounak Basak
12/10/2021
30
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 25𝑥2
Shounak Basak
12/10/2021
31
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
32
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 60𝑥2
Shounak Basak
12/10/2021
33
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 75𝑥2
Shounak Basak
12/10/2021
34
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 75𝑥2
Shounak Basak
12/10/2021
35
Sensitivity report
Sensitivity of constraint limits
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
36
Sensitivity report
Shadow prices
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
37
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
38
Problem # 2.6
Constraints:
𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟐𝟑
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
39
Problem # 2.6
Constraints:
𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟐𝟑
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
40
Problem # 2.6
Constraints:
𝟐𝒙𝟏 + 𝒙𝟐 ≤ 𝟐𝟑
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 750
Shounak Basak
12/10/2021
41
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
42
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
𝟒𝒙𝟏 + 𝟏𝟎𝒙𝟐 ≤ 𝟏𝟎𝟏
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
43
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
44
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
𝟑𝒙𝟏 + 𝟑𝒙𝟐 ≤ 𝟒𝟎
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 740
Shounak Basak
12/10/2021
45
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
𝟑𝒙𝟏 + 𝟑𝒙𝟐 ≤ 𝟒𝟎
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Optimal Value Pa
60𝑥1 + 50𝑥2 = 753.33
Shounak Basak
12/10/2021
46
Sensitivity report
Allowable increase and decrease
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
47
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
48
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 18
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
49
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 18
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
50
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
51
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 26
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
52
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 26
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
53
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
54
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 120
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
55
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
56
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 76
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
57
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
58
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 43.5
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
59
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 43.5
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
60
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 39
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
61
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 33
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
62
Problem # 2.6
Constraints:
2𝑥1 + 𝑥2 ≤ 22
l
ria
4𝑥1 + 10𝑥2 ≤ 100
1 te
P2 Ma
3𝑥1 + 3𝑥2 ≤ 33
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
63
LP formulation
Problem # 3.1
Mr. Harry Potter and Mr. Ron Weasley, as best friends are enterprising enough to take on leaky cauldron by
establishing their own venture hopping kettle. Mr. Weasley takes care of the operations and decided to serve 3 different
types of tea to consumers.
l
ria
Delightful Darjeeling tea
1 te
P2 Ma
Amazing Assam tea
Normal Nilgiri tea
G se
Mr. Weasley has to plan to make the tea extracts before the shop opens to its customers. The amount of tea extracts to
A our
M
be made has to be decided by Mr. Weasley but under strict instructions of Mr. Potter to maximize profits. Mr. Weasley
AT I C
figures out the following problems while deciding the amount of tea extract to be made.
,T R
M L
DD requires 2 labour hours for making each litre of tea while AA and NN need 1 labour hour each. All types of tea are
M X
made magically from same leaves but in varying quantities. DD requires 40 gm of tea leaves for each litre of tea while
O of
for making AA, 50 gm is required. 45 gm of tea leaves is required for each litre of Nilgiri tea. For making DD, 60 gm
O rt
Pa
of sugar needs to be put in while it is 55 gm for AA and 70 gm for NN. The magical machine used to boil tea takes 0.5
hours for making DD, 2 hour for making AA and 1.5 hours for making NN. The machine can work for at most 5 hours.
20 hours of labour hours are available. 0.5 kg of tea leaves are available along with a kg of sugar. Mr. Weasley knows
that it is required to make at most 2 litres of DD. 1 litre of DD sells for 600 Knuts (wizarding currency), AA for 400
Knuts and NN for 350 Knuts.
Mr. Potter suggests Mr. Weasley to take help from Hermione Granger to find the optimal amount of tea to be made.
Hermione Granger uses linear programming to find the solution to the problem. Could you formulate the LPP?
Shounak Basak
12/10/2021
64
Answer report
Problem # 3.1
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
65
Sensitivity report
Problem # 3.1
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
66
Limits report
Problem # 3.1
l
ria
1 te
P2 Ma
G se
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
67
l
ria
1 te
P2 Ma
G se
Duality
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
68
LP sensitivity problem
Problem # 2.5
Mr. Lalmohan Ganguly decides to set up a juice shop selling only apple juice and pineapple juice. Pineapple juice sells
l
ria
at Rs. 60 while apple juice sells at Rs. 50 for each litre. Each litre of Pineapple juice and apple juice are made from 100
1 te
gm of pineapple and apple respectively. (Apples and Pineapple are really cheap these days in Jamshedpur) 1 kg
P2 Ma
pineapple costs Rs. 10 at the Sakchi Market while an apple costs Rs. 20. Mr. Ganguly plans to expend no more than Rs
G se
22 for every hour of juice making. 1 litre of apple requires 4 minutes of preparation and 1 litre of pineapple juice
A our
requires 10 minutes of preparation. Mr. Lalmohan Ganguly along with Mr. Haripada dedicate100 minutes of work every
M
hour. Also, each litre of juice is served in 3 glasses and in total 39 glasses are available before they are washed each
AT I C
hour. What should be the ideal amount of pineapple and apple juice that should be made by Mr. Ganguly every hour?
,T R
M L
Formulate this as an LPP.
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
69
Solution
Problem # 2.5
l
ria
1 te
P2 Ma
G se
Decision Variable:
A our
M
AT I C
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
70
Solution
Problem # 2.5
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
71
Solution
Problem # 2.5
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
max 𝑓 𝑥1 , 𝑥2 = 60𝑥1 + 50𝑥2
,T R
M L
M X
O of
Constraints:
O rt
2𝑥1 + 𝑥2 ≤ 22
Pa
4𝑥1 + 10𝑥2 ≤ 100
3𝑥1 + 3𝑥2 ≤ 39
Shounak Basak
12/10/2021
72
Dual problem
Problem # 2.5
Decision Variable:
l
ria
1 te
P2 Ma
G se
A our
Objective function:
M
AT I C
min 𝑓 𝑦1 , 𝑦2 , 𝑦3 = 22𝑦1 + 100𝑦2 + 39𝑦3
,T R
M L
M X
O of
Constraints:
O rt
2𝑦1 + 4𝑦2 + 3𝑦3 ≥ 60
Pa
1𝑦1 + 10𝑦2 + 3𝑦3 ≥ 50
Shounak Basak
12/10/2021
73
Primal problem
Problem # 2.5
Objective function:
l
ria
m𝑎𝑥 𝑓 𝑥1 , 𝑥2 , 𝑥3 = 22𝑥1 + 100𝑥2 + 39𝑥3
1 te
P2 Ma
G se
Constraints:
A our
2𝑥1 + 4𝑥2 + 3𝑥3 ≥ 60
M
AT I C
1𝑥1 + 10𝑥2 + 3𝑥3 ≥ 50
,T R
M L
2𝑥1 + 11𝑥2 + 33𝑥3 ≤ 100
M X
O of
𝑥2 + 𝑥3 = 4
O rt
Pa
Shounak Basak
12/10/2021
74
Primal problem
Problem # 2.5
Objective function:
l
ria
m𝑎𝑥 𝑓 𝑥1 , 𝑥2 , 𝑥3 = 22𝑥1 + 100𝑥2 + 39𝑥3
1 te
P2 Ma
G se
Constraints: can be restated as:
A our
−2𝑥1 − 4𝑥2 − 3𝑥3 ≤ −60
M
AT I C
−1𝑥1 − 10𝑥2 − 3𝑥3 ≤ −50
,T R
M L
2𝑥1 + 11𝑥2 + 33𝑥3 ≤ 100
M X
O of
𝑥2 + 𝑥3 ≥ 4
O rt
𝑥2 + 𝑥3 ≤ 4 Pa
Shounak Basak
12/10/2021
75
Primal problem
Problem # 2.5
Objective function:
l
ria
m𝑎𝑥 𝑓 𝑥1 , 𝑥2 , 𝑥3 = 22𝑥1 + 100𝑥2 + 39𝑥3
1 te
P2 Ma
G se
Constraints: can be restated as:
A our
−2𝑥1 − 4𝑥2 − 3𝑥3 ≤ −60
M
AT I C
−1𝑥1 − 10𝑥2 − 3𝑥3 ≤ −50
,T R
M L
2𝑥1 + 11𝑥2 + 33𝑥3 ≤ 100
M X
O of
−𝑥2 − 𝑥3 ≤ −4
O rt
𝑥2 + 𝑥3 ≤ 4 Pa
Shounak Basak
12/10/2021
76
Dual problem
Problem # 2.5
Objective function:
l
ria
𝑚𝑖𝑛 𝑓 𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 , 𝑦5 = −60𝑦1 − 50𝑦2 + 100𝑦3 − 4𝑦4 + 4𝑦5
1 te
P2 Ma
G se
Constraints:
A our
−2𝑦1 − 1𝑦2 + 2𝑦3 ≥ 22
M
AT I C
−4𝑦1 − 10𝑦2 + 11𝑦3 − 1𝑦4 + 𝑦5 ≥ 100
,T R
−3𝑦1 − 3𝑦2 + 33𝑦3 − 1𝑦4 + 𝑦5 ≥ 39
M L
M X
O of
O rt
Pa
Shounak Basak
12/10/2021
77
duality
When we decide to introduce a new variable into the problem, we need not solve the problem
l
ria
once again
1 te
P2 Ma
G se
Formulate the new problem and convert that into a dual problem
A our
M
AT I C
Corresponding to the new variable there will be a new constraint in the dual problem
,T R
M L
M X
Check if the current optimal solution of the dual problem
O of
O rt
Pa
Shounak Basak
12/10/2021
78
References
Material for the Lecture has been sourced from: Selected References:
Russell, R. S., & Taylor-Iii, B. W. (2008). Operations management along the supply https://www.cellphones.ca/cell-phones/p/what-is-sim-card-10066/
chain. John Wiley & Sons. https://www.indiatvnews.com/news/india-indian-navy-aims-to-induct-first-indigenous-aircraft-
Stevenson, W. (2014). Operations management. McGraw-Hill Higher Education. carrier-by-2018-348222
l
ria
Chase, R. B., Jacobs, F. R., & Shankar, R. (2010). Operations and supply chain https://www.indiatvnews.com/science/news-isro-makes-history-as-its-mars-orbiter-mission-
1 te
management. Mcgraw Hill completes-four-years-465256
Mahadevan, B. (2015). Operations management: Theory and practice. Pearson https://www.financialexpress.com/infrastructure/railways/bogibeel-bridge-longest-rail-road-indian-
P2 Ma
Education India railways-opening-date-facts-features/1162677/
Krajewski, L. J., Ritzman, L. P., & Malhotra, M. K. (2010). Operations management: https://www.financialexpress.com/infrastructure/railways/indian-railways-creates-history-converts-
G se
processes and supply chains. Upper Saddle River, New Jersey: Pearson diesel-loco-to-make-in-india-10000-hp-electric-locomotive/1086123/
A our
Simchi-Levi, D., Kaminsky, P., Simchi-Levi, E., & Shankar, R. (2008). Designing and
M
managing the supply chain: concepts, strategies and case studies. Tata McGraw-Hill
AT I C
Education
Chopra, S., & Meindl, P. (2007). Supply chain management. Strategy, planning &
,T R
operation. In Das summa summarum des management (pp. 265-275). Gabler
M L
Shah, J. (2009). Supply chain management: text and cases. Pearson Education India
M X
O of
O rt
Pa
Shounak Basak
10-12-2021
79

Session # 4 Sensitivity Analysis and Duality: Course Material GMP21

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Session # 4 Sensitivity Analysis and Duality: Course Material GMP21

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Session # 4

Sensitivity analysis and duality

Sensitivity of objective function coefficient

Sensitivity of constraint limits

Allowable increase and decrease

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