Sensitivity Analysis

Graphical Method
 Sensitivity Analysis

-is the study of how changes in the coefficients

of a linear program affect the optimal solution.

1. How will a change in a coefficient of the

objective function affect the optimal solution

2. How will a change in the right-hand-side

value for a constraintaffect the optimal
solution?
 Sensitivity analysis provides the
information needed to respond to
such changes without requiring the
complete solution of a revised linear
program.
Graphical
Sensitivity
Analysis
 Objective Function Coefficients

Let us consider how changes in the objective

function coefficients might affect the optimal
solution to the Par, Inc., problem. Suppose that
the Par’s management later learned that
because of a price reduction, the profit
contribution per standard bag has been
reduced to $7. How will it affect Par
management’s decision?
Range of
Optimality
 Right Hand Siide

Let us now consider how a change in the right-

hand side for a constraint may affect the
feasible region and perhaps cause a change in
the optimal solution to the problem.
Suppose that Par’s management has also
decided to add 10 hours of production time in
the cutting and dyeing department, how will it
affect the optimal solution?
 ▪ Is the improvement in the value of the optimal solution
per unit increase in a constraint right-hand-side value.
▪ It can generally be used to determine what will happen
to the value of the objective function (Z) when we make
Dual Price a one-unit change in the right-hand side of a constraint.
 ▪ Sometimes a linear program has an unbounded
solution. In this situation the objective function can
achieve a value of positive infinity for a maximization
problem or negative infinity for a minimization
problem. For example, consider the problem
▪ Maximize z = A + 2B
Unbounded ▪ Subject to:
▪ A ≤ 10
▪ 2A + B≥ 5
▪ A, B ≥ 0