Linear Programming

Sensitivity Analysis
or
Post Optimality Analysis
Max Z = 25x
1
+ 40x
2
+ 50x
3
S/t. 5x
1
+ 20x
2
+ 25x
3
400
10x
1
+ 15x
2
+ 20x
3
500
x
1
, x
2
, x
3
0
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
Final Table :

[ 1 ] Change in C
j

x
j
non-basic
x
j
basic
[ 2 ] Change in RHS
[ 3 ] Change in a
ij

x
j
non-basic
x
j
basic
[ 4 ] Addition of a new variable
[ 5 ] Addition of a new constraint
Effect of Change :
[ 1 ] Present Optimal Solution unchanged.
[ 2 ] Basic variables same values change Z &/or R.
[ 3 ] Optimal Solution changes completely.
Max Z = 25x
1
+ 40x
2
+ 50x
3
S/t. 5x
1
+ 20x
2
+ 25x
3
400
10x
1
+ 15x
2
+ 20x
3
500
x
1
, x
2
, x
3
0
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
Final Table :
Therefore in general :
o o (I
j
)
xj non-basic

25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
[ 1 ] ( a ) C
j
w.r.t. x
j
non-basic
To retain optimality : 3 o 0
o 3
+o
o
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
[ 1 ] ( b ) C
j
w.r.t. x
j
basic
To retain optimality :
3+6o/5 0
1/5+2o/25 0
12/51o/25 0
5/2 o 60
+o
+o
+6o/5 +2o/25 1o/25
o 5/2
o 5/2
o 60
+12o
Therefore in general : for Cj w.r.t. xj basic
( ) ( )
j j
j j
ij x ij x
I I
a a
o


s s



Max
m

of
a
ij
> 0
Min
m

of
a
ij
< 0
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
To get o for x
2
:
3/(6/5),
(1/5)/(2/25), (12/5)/(-1/25)
5/2,
5/2 ,
60
5/2 o 60
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12
25 x
1
1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
To get o for x
1
:
3/(1/5),
(1/5)/(-3/25), (12/5)/(4/25)
5/3,
15 ,
-15
15 o 5/3
Q.1 What will happen if C
3
is changed to :
( i ) 45 ( ii ) 52 ( iii ) 55
Q.2 What will happen if C
1
is changed to :
( i ) 15 ( ii ) 5 ( iii ) 30
Q.3 What will happen if C
2
is changed to :
( i ) 35 ( ii ) 50 ( iii ) 110
Answer the following questions.
Change in RHS.
Max Z = 25x
1
+ 40x
2
+ 50x
3
S/t. 5x
1
+ 20x
2
+ 25x
3
400+ o
10x
1
+ 15x
2
+ 20x
3
500
x
1
, x
2
, x
3
0
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 6/5 2/25 1/25 12+ 2o /25
25 x
1
1 0 1/5 3/25 4/25 32- 3o /25
0 0 3 1/5 12/5 1280+1o/5
To retain optimality :
32- 3o /25 > 0
150
800/ 3
o
o
>
s +
150 o 800/3
12+ 2o /25 > 0
Change in RHS.
Max
m

of
a
ij
> 0
Min
m

of
a
ij
< 0
( ) ( )
j
i i
ij ij x
R R
a a
o



s s





Where a
ij
Column corresponding to slack variable w.r.t. i
th

constraint
For AR
1
12/(2/25), 32/(3/25) = 150, 800/3
150, s AR
1
s 800/3
For AR
2
12/( 1/25), 32/(4/25) = 300, 200
200, s AR
1
s 300
To get range of AR for which basic variables are retained :
New value of RHS in final table = old value + (a
ij
) . AR
Effect of AR
1
:
New value of b
1
= b
1
+ (a
ij
) AR
1

New value of b
2
= b
2
+ (a
ij
) AR
1

Effect of AR
2
:
New value of b
1
= b
1
+ (a
ij
) AR
2

New value of b
2
= b
2
+ (a
ij
) AR
2

Effect of AR
1
and AR
2
simultaneously :
New value of b
1
= b
1
+ (a
ij
) AR
1
+ (a
ij
) AR
2

New value of b
2
= b
2
+ (a
ij
) AR
1
+ (a
ij
) AR
2

Answer the following questions.
Q.1 What will happen if R
1
is changed to :
( i ) 300 ( ii ) 600 ( iii ) 200 ( iv ) 700
Q.2 What will happen if R
2
is changed to :
( i ) 400 ( ii ) 600 ( iii ) 250 ( iv ) 900
Q.3 What will happen if R
1
is changed to 300 and R
2
is
changed to 600 simultaneously ?
Q.4 What will happen if R
1
is changed to 200 and R
2
is
changed to 300 simultaneously ?
Change in a
ij
w.r.t. non-basic variable
&
Addition of a new variable
2 1
25
25 25
3 4 20
25 25

6
5
1
5






What will happen if is changed to ?
25
20



10
10



2 1
10
25 25
3 4 10
25 25

0
1



25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 0 2/25 1/25 12
25 x
1
1 0 1 3/25 4/25 32
0 0 25 1/5 12/5 1280
25 40 50 0 0
RHS
x
1
x
2
x
3
w
1
w
2

40 x
2
0 1 0 2/25 1/25 12
50 x
3
1 0 1 3/25 4/25 32
25 0 0 14/5 32/5 2080
x
1
x
2
x
3
w
1
w
2
RHS
0 w
1
150
50 x
3
50
25 45 0 0 5 2500
Thank you

For any Query or suggestion :
Contact :
Dr. D. B. Naik
Professor, Training & Placement Section
Sardar Vallabhbhai National Institute of
Technology, Surat
Ichchhanath, Surat 395007, Gujarat.

Email: dbnaik_svr@yahoo.com
Phone no. 0261-2255225 (Direct)