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Doa Cepat Menerima Dalam Memahami Ilmu

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LINEAR PROGRAMMING:
SIMPLEX BASED
SENSITIVITY ANALYSIS

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High Tech Industries
High Tech Industries imports electronic components that
are used to assemble two different models of personal
computers. One model is called the Deskpro, and the
other model is called the Portable.

High Techs management is currently interested in


developing a weekly production schedule for both
products.

The Deskpro generates a profit contribution of $50 per


unit, and the Portable generates a profit contribution of
$40 per unit.
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For next weeks production, a maximum of 150 hours of
assembly time can be made available. Each unit of the
Deskpro requires 3 hours of assembly time, and each
unit of the Portable requires 5 hours of assembly time.

In addition, High Tech currently has 20 portable display


components in inventory; thus no more than 20 units of
the portable may be assembled.

Finally, only 300 square feet of warehouse space can be


made available for new production. Assembly of each
Deskpro requires 8 square feet of warehouse space;
similarly, each Portable requires 5 square feet.

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LPP formulation
Max Z = 50x1 + 40x2
Subject to
3x1 + 5x2 150 (assembly time)
1x2 20 (portable display)
8x1 + 5x2 300 (warehouse capacity)
x1, x2 0

where
x1 = no of units of Deskpro
x2 = no of units of Portable
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Final Simplex Tableau

x1 x2 s1 s2 s3
Basis Soln Ratio
cj 50 40 0 0 0

x2 40 0 1 8/25 0 -3/25 12

s2 0 0 0 -8/25 1 3/25 8

x1 50 1 0 -5/25 0 5/25 30

z 50 40 14/5 0 26/5 1980

c j - zj 0 0 -14/5 0 -26/5
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MGT 3050 Total profit $1980
Sensitivity Analysis with
Simplex Tableau
Range of Optimality?
Objective function coefficient
Sensitivity analysis involved placing a range on the
coefficients value (value of cj) of a variable
Called range of optimality
As long as the value of the objective function
coefficient is within the range of optimality, the current
basic feasible solution will remain optimal
Only one coefficient is allowed to change at a time
(others assumed to remain at original values)

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For optimal solution, all values in the net evaluation row
(cj - zj) are 0

The range of optimality for an objective function


coefficient is determined by those coefficient that
maintain
cj zj 0 for all values of j

Let us use c1 (to replace 50) as the objective function


coefficient of x1 in the optimal simplex tableau

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Range of optimality
Replace c1 as coefficient of x1
x1 x2 s1 s2 s3
Basis Soln Ratio
cj c1 40 0 0 0

x2 40 0 1 8/25 0 -3/25 12

s2 0 0 0 -8/25 1 3/25 8

x1 c1 1 0 -5/25 0 5/25 30
(480+
z c1 40 (64-c1)/5 0 (c1-24)/5
30c1)

c j - zj 0 0 (c1-64)/5 0 (24-c1)/5

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Current solution will remain optimal as long as the value
of c1 results in all cj - zj 0

Column s1: (c1 - 64)/5 0


Column s3: (24 - c1)/5 0

Using first inequality: c1 - 64 0 or c1 64


Using second inequality: 24 - c1 0or 24 c1

Since c1 must satisfy the above inequalities, the range of


optimality for c1 is given by
24 c1 64
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Suppose an increase in material costs reduces the profit
contribution per unit for the Deskpro to $30
30 is within the range of optimality
24 c1 64
Thus the current solution is still optimal

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Range of optimality (let c1 = 30)

x1 x2 s1 s2 s3
Basis Soln Ratio
cj 30 40 0 0 0

x2 40 0 1 8/25 0 -3/25 12

s2 0 0 0 -8/25 1 3/25 8

x1 30 1 0 -5/25 0 5/25 30

z 30 40 34/5 0 6/5 1380

c j - zj 0 0 -34/5 -3/2 -6/5


Md Asnyat Asmat
MGT 3050 Total profit reduced from $198012 to $1380
What if the profit contribution per unit for the Deskpro
were reduced further to $20
20 is outside the range of optimality
24 c1 64
Thus the solution is not optimal

This change will cause a new basis to be optimal (in this


case s3)

For s1, cj zj = (c1-64)/5 = (20-64)/5 = -44/5 0


For s3, cj zj = (24-c1)/5 = (24-20)/5 = 4/5 0 not
optimal: thus s3 become entering variable for the next
iteration (i.e. new basis)
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Range of optimality (let c1 = 20)

x1 x2 s1 s2 s3
Basis Soln Ratio
cj 20 40 0 0 0

x2 40 0 1 8/25 0 -3/25 12

s2 0 0 0 -8/25 1 3/25 8

x1 20 1 0 -5/25 0 5/25 30

z 20 40 44/5 0 -4/5 1080

c j - zj 0 0 -44/5 0 4/5
Md Asnyat Asmat
MGT 3050 Total profit reduced from $198014 to $1080
The procedure to compute the range of optimality can be
used for any basic variable
It is simpler for non-basic variable
Let us replace the objective function coefficient of s1
(non-basic variable) from 0 to cs1

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Range of optimality (let cs1)

x1 x2 s1 s2 s3
Basis Soln Ratio
cj 50 40 cs1 0 0

x2 40 0 1 8/25 0 -3/25 12

s2 0 0 0 -8/25 1 3/25 8

x1 50 1 0 -5/25 0 5/25 30

z 20 40 14/5 0 26/5 1980

c j - zj 0 0 cs1-14/5 0 4/5
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After replacing the objective function coefficient of s 1 from
0 to cs1, the only changes is in column s1
Thus
cs1 14/5 0 or cs1 14/5

The same works for all non-basic variables


For maximization problem, the range of optimality has no
lower limit, and the upper limit is given by zj
Thus
cj zj

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Steps to compute
Range of Optimality
Step 1: Replace numerical value of objective function
coefficient for xk with ck
Step 2: Recompute cj zj for each non-basic variable (if
xk is a non-basic variable, just recompute ck zk)
Step 3: To satisfy cj zj 0, solve each inequality for any
upper or lower bounds on ckfor the range of optimality (if
two or more upper bounds are found, choose the smallest. If two or more
lower bounds are found, choose the largest)
Step 4: If original problem is minimization that was
converted to maximization, multiply the inequality by -1,
change the direction of inequalities to obtain the range of
optimality for the original minimization problem

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Right-hand-side Values
Right-hand-side values ( value of bjs) represent
resources available
Constraint 1, 2 & 3 represent available assembly
time, available Portable displays, & available
warehouse space, respectively.
Dual prices provide information on the value of
additional resources
Range for dual prices to be valid are given by
the ranges for the right hand side values

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Dual prices
It is the improvement in the value of the
optimal solution per unit increase in the
constraints right-hand-side value
Dual prices can be found in the z j row, i.e.
the zj values corresponding to the slack
(or surplus) variables
Thus, dual prices for constraints of assembly
time, Portable display, & warehouse capacity
are 14/5 = $2.80, 0 = $0.00, & 26/5 = $5.20
respectively
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If a slack variable is a basic variable, eg s 2, the
value of zj is zero, thus the dual price
corresponding to the resource is zero
If a slack variable is a non-basic variable, eg s 1,
the current solution remain optimal as long as
the objective function coefficient, cs1 is within the
range of cs1 14/5 [this implies that the current
value of zero should not be increased unless it is
worth more than 14/5 = $2.80]
This can be concluded that $2.80 is the marginal
value of 1 hour assembly time for Deskpro & Portable
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Range of Feasibility
The zj row can be used to determine the dual
price & predict the change in value of the
objective function corresponding to a unit
change in bi (value in b column or solution
column)
It is necessary to calculate a range of values
such that a particular value of bi can vary without
any of the current basic variables becomes
infeasible (ie less than zero)
This is referred to as the range of feasibility

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Say, in first constraint, increase the
assembly time from 150 to 160 (increase
by 10)
Given dual price of $2.80 for assembly
constraint, the increase in value of the
solution is 10(2.80) = 28

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Final Simplex Tableau
(assembly time increase to 160hrs)
x1 x2 s1 s2 s3
Basis Soln Ratio
cj 50 40 0 0 0

x2 40 0 1 8/25 0 -3/25 15.2

s2 0 0 0 -8/25 1 3/25 4.8

x1 50 1 0 -5/25 0 5/25 28.0

z 50 40 14/5 0 26/5 2008

c j - zj 0 0 -14/5 0 -26/5
MGT 3050 Total profitMdincreased
Asnyat Asmat
from $198024to $2008
Range of feasibility
Old Change s1 New
Solution In bi Column Solutio
n

12 8/25 15.2

New 8 -8/25 4.8


= + 10 =
solution 30 -5/25 28.0

1980 14/5 2008

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x2 12 8/25 12 + 8/25 b1
s2 = 8 + b1 -8/25 = 8 8/25 b1
x1 30 -5/25 30 5/25 b1

12 + 8/25 b1 0 b1 -37.5
8 8/25 b1 0 b1 25 -37.5 b1 150
30 5/25 b1 0 b1 150

Right hand value for b1 is 150,


thus feasibility range for b1 is
-37.5 + 150 b1 150 + 25
or 112.5 b1 175
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Maximization
Column of
final simplex tableau
corresponding to
Current slack variable
solution associated with constraint i

-
b1 1j 0
-
b2 2j 0
. + bi . .
. . .
-
bm mj 0

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Minimization
Column of
final simplex tableau
corresponding to
Current surplus variable
solution associated with constraint i

-
b1 1j 0
-
b2 2j 0
. - bi . .
. . .
-
bm mj 0

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Try this
Find the range of optimality for
c2
cs2
cs3
Find the range of feasibility for
b2
b3
Suppose the per-unit profit contribution of the Portable (c 2) dropped
to $35.
How would the optimal solution change?
What is the new value for total profit?
How much will the profit increase if there is a 20 square feet
increase in the amount of warehouse space available (b3)?

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Exercise: Question
Consider the following linear programming
problem.
Max Z = 5x1 + 6x2 +4x3
Subject to
3x1 + 4x2 + 2x3 120
x1 + 2x2 + x3 50
x1 + 2x2 + 3x3 30
x1, x2, x3 0
The optimal simplex tableau is as follows

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Final/Optimal Simplex Tableau

x1 x2 x3 s1 s2 s3
Basis Soln Ratio
cj 5 6 4 0 0 0

s3 0 0 4 0 -2 7 1 80

x3 4 0 2 1 -1 3 0 30

x1 5 1 0 0 1 -2 0 20

z 5 8 4 1 2 0 220

cj - zj 0 -2 0 -1 -2 0
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a. Compute the range of optimality for c1
b. Compute the range of optimality for c2
c. Compute the range of optimality for cs1
d. Find the range of feasibility for b1
e. Find the range of feasibility for b2
f. Find the range of feasibility for b3
g. Suppose the right hand side value of the first
constraint is increased from 120 to 125, find the new
optimal solution and its value.
h. Suppose the right hand side value of the first
constraint is decreased from 120 to 110, find the new
optimal solution and its value.

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Exercise: Answers
See the following slides

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Final/Optimal Simplex Tableau
a. range of optimality for c1
x1 x2 x3 s1 s2 s3
Basis Soln Ratio
cj c1 6 4 0 0 0

s3 0 0 4 0 -2 7 1 80

x3 4 0 2 1 -1 3 0 30

x1 c1 1 0 0 1 -2 0 20

z c1 8 4 -4+c1 12-2c1 0 220

cj - zj 0 -2 0 -c1+4 2c1-12 0
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Exercise - Answer
a. Recomputing the cj zj values for the non-
basic variables with c1 as the coefficient of x1
leads to the following inequalities that must be
satisfied:

For x2, we get no inequality because of the


zero in the x2 column for the row in which x1 is
a basic variable

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For s1, we get
-c1 + 4 0
4 c1

For s2, we get


2c1 -12 0
2c1 12
c1 6

Thus: range of optimality for c1 is 4 c1 6


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Final/Optimal Simplex Tableau
b. range of optimality for c2
x1 x2 x3 s1 s2 s3
Basis Soln Ratio
cj 5 c2 4 0 0 0

s3 0 0 4 0 -2 7 1 80

x3 4 0 2 1 -1 3 0 30

x1 5 1 0 0 1 -2 0 20

z 5 8 4 1 2 0 220

cj - zj 0 c2 -8 0 -1 -2 0
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Final/Optimal Simplex Tableau
c. range of optimality for cs1
x1 x2 x3 s1 s2 s3
Basis Soln Ratio
cj 5 6 4 cs1 0 0

s3 0 0 4 0 -2 7 1 80

x3 4 0 2 1 -1 3 0 30

x1 5 1 0 0 1 -2 0 20

z 5 8 4 1 2 0 220

cj - zj 0 -2 0 cs1-1 -2 0

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b. Because x2 is non-basic variable, we have
8 c2 0
c2 8

Thus: range of optimality for c2 is c2 8

c. Because s1 is non-basic variable, we have


cs1 1 0
cs1 1

Thus: range of optimality for cs1 is cs1 1


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d: Range of feasibility for b1

s3 80 -2
x3 = 30 + b1 -1 0
x1 20 1

40 b1 0 b1 40
-20 b1 30
30 b1 0 b1 30
-20+(120) b1 30+120
20 + b1 0 b1 -20

Range of feasibility for b1 is 100 b1 150

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d. 80 + b1(-2) 0 b1 40
Original
30 + b1(-1) 0 b1 30 right hand side
value
20 + b1(1) 0 b1 -20
-20 b1 30
100 b1 150 ie [-20+(120) b1 30+(120)]
Thus: range of feasibility for b1 is 100 b1 150

e. 80 + b2(7) 0 b2 -80/7 Original


right hand side
30 + b2(3) 0 b2 -10 value

20 + b2(-2) 0 b2 10
-10 b2 10
40 b2 60 ie [-10+(50) b2 10+(50)]
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Thus: range of feasibility for b2 is 40 b2 60
f. 80 - b3(1) 0 b3 80 Original
right hand side
30 - b3(0) 0 value
20 - b3(0) 0
b3 80
b3 110 ie [b3 80+(30)]
Thus: range of feasibility for b3 is b3 110

g. New optimal solution (b1 = 5) [i.e. 125 120]


s3 = 80 + 5(-2) = 70
x3 = 30 + 5(-1) = 25
x1 = 20 + 5(1) = 25
Value of optimal solution, Z = 220 + 5(1) = 225
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[or Z = 5(25) + 4(25) + 0(70) = 225]
h. New optimal solution (b1 = -10) [i.e. 110 120]
s3 = 80 - 10(-2) = 100
x3 = 30 - 10(-1) = 40
x1 = 20 - 10(1) = 10
Value of optimal solution, Z = 220 - 10(1) = 210
[or Z = 5(10) + 4(40) + 0(100) = 210]

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Wassalaam

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