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Operation Research 1 Final Examination Reviewer

When the objective function is parallel to a non-redundant binding constraint, there can be multiple optimal solutions, known as alternative optima. This occurs when a non-basic variable has a coefficient of zero in the objective function at optimality. Each alternative optimum results from a different non-basic variable entering the basis. While the optimal value does not change, some alternative optima may be preferred to others based on additional factors. Sensitivity analysis examines how small changes to the inputs, like objective coefficients, right-hand sides, or added constraints, impact the optimal solution.

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190 views4 pages

Operation Research 1 Final Examination Reviewer

When the objective function is parallel to a non-redundant binding constraint, there can be multiple optimal solutions, known as alternative optima. This occurs when a non-basic variable has a coefficient of zero in the objective function at optimality. Each alternative optimum results from a different non-basic variable entering the basis. While the optimal value does not change, some alternative optima may be preferred to others based on additional factors. Sensitivity analysis examines how small changes to the inputs, like objective coefficients, right-hand sides, or added constraints, impact the optimal solution.

Uploaded by

Shania Loveres
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ALTERNATIVE OPTIMA

When the objective function is parallel to a non-redundant binding constraint (i.e., a constraint
that is satisfied as an equation at the optimal solution), the objective function can assume the
same optimal value at more than one solution point, thus giving rise to alternative optima.

Simplex Manifestation

• when optimality is reached, one (or more) of the non-basic variables has coefficient zero in
objective

• each one can enter into the set of basic variables, without changing the objective value

Implications

• gives a variety of choices for optimum, some of which may be more desirable than others

• doesn’t affect the running of the algorithm

Example:

MAXIMIZE 2000x1 + 3000x2

Subject to :

6x1 + 9x2 <= 100

2x1 _ x2 <= 20

X1,x2 = 0

Solution:

6x1 + 9x2 + x3 = 100

2x1 + x2 +x4 = 20

X1,x2,x3,x4 = 0

Where x3 and x4 are slack variables


Sensitivity analysis

Sensitivity Analysis deals with finding out the amount by which we can change the input data for
the output of our linear programming model to remain comparatively unchanged. This helps us
in determining the sensitivity of the data we supply for the problem.

Sensitivity analysis is a systematic study of how sensitive the solutions are to (small) changes in
the data.

If a small change in the input (for example in the change in the availability of some raw material)
produces a large change in the optimal solution for some model, and a corresponding small
change in the input for some other model doesn't affect its optimal solution as much, we can
conclude that the second problem is more strong then the first. The second model is less
sensitive to the changes in the input data

Sensitivity analysis is a systematic study of how sensitive solutions are to (small) changes in the
data.
Introduction

The basic idea is to be able to give answers to questions of the form:

1. If the objective function changes, how does the solution change?

2. If resources available change, how does the solution change?

3. If a constraint is added to the problem, how does the solution change?

Ways on how to do sensitivity analysis

1. Changing the Objective Function

2. Changing the Right-Hand Side Constant

3. Adding a Constraint

4. Relationship to the Dual

• Consider

Maximize P=2x1 + 4x2 + 3x3 + x4

Subject to 3x1 + x2 + x3 + 4x4 ≤ 12

x1 − 3x2 + 2x3 + 3x4 ≤ 7

2x1 + x2 + 3x3 − x4 ≤ 10

x≥0

 Changing the Objective Function

Maximize P=x1 + 2x2 + 3x3 + 2x4

Subject to 3x1 + x2 + x3 + 4x4 ≤ 12

x1 − 3x2 + 2x3 + 3x4 ≤ 7

2x1 + x2 + 3x3 − x4 ≤ 10

x≥0

 Changing the Right-Hand Side Constant

Maximize P=2x1 + 4x2 + 3x3 + x4

Subject to 3x1 + x2 + x3 + 4x4 ≤ 20


x1 − 3x2 + 2x3 + 3x4 ≤ 10

2x1 + x2 + 3x3 − x4 ≤ 9

x≥0

Adding a Constraint

Maximize P=2x1 + 4x2 + 3x3 + x4

Subject to 3x1 + x2 + x3 + 4x4 ≤ 12

x1 − 3x2 + 2x3 + 3x4 ≤ 7

2x1 + x2 + 3x3 − x4 ≤ 10

4x1 +2x2 – x3 –x4 ≤ 8

x≥0

Sample problem

Maximize z = −5x1 +5x2 +13x3

Subject to: −x1 +x2 +3x3 ≤ 20

12x1 +4x2 +10x3 ≤ 90

x1, x2, x3 ≥ 0

(a) Change the right-hand side of the first constraint to 30.

(b) Change the right-hand side of the second constraint to 70.

(c) Change the coefficient of x3 in the objective function to 8.

(d) Introduce a new constraint 2x1 + 3x2 + 5x3 ≤ 50.

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