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Sensitivity Analysis Sheet: Exercise 1

This document contains 7 exercises involving sensitivity analysis of linear programming problems. The exercises ask the reader to solve LP problems using graphical and simplex methods, and analyze how changes to objective function coefficients, right-hand side values, and resource constraints would affect the optimal solution. The reader is asked to determine valid ranges of certain parameters to maintain optimality and find new optimal solutions given specified changes to the problem.

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Ahmed Adel
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139 views3 pages

Sensitivity Analysis Sheet: Exercise 1

This document contains 7 exercises involving sensitivity analysis of linear programming problems. The exercises ask the reader to solve LP problems using graphical and simplex methods, and analyze how changes to objective function coefficients, right-hand side values, and resource constraints would affect the optimal solution. The reader is asked to determine valid ranges of certain parameters to maintain optimality and find new optimal solutions given specified changes to the problem.

Uploaded by

Ahmed Adel
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Sensitivity Analysis Sheet

Exercise 1:
Maximize Z = 4 X1 + 10 X2
S.t.
2 X1 + X2 >= 10
2 X1 + 5 X2 >= 20
2 X1 + 3 X2 >= 18
X1, X2 >= 0

• Solve the problem by the graphical solution method


• What is the valid range of (b2) to be in optimal case?
• What is the valid range of (c2) to be in optimal case?

Exercise 2:
In the following problem:
Maximize Z = 5 X1 + 12 X2 + 4 X3
S.t.
X1 + 2 X2 + X3 <= 5
2 X1 - X2 + 3 X3 >= 2
X1, X2, X3 >= 0

• How the optimal solution will be affected if the coefficients (in the objective function)
of X1, X2 and X3 are changed from (5, 12, 4) to (12, 10, 8) respectively?
• How the optimal solution will be affected if the right-hand side of the constraints
5 7
changed from ( ) to ( )?
2 2
Exercise 3:
Maximize Z = 60 X1 + 30 X2 + 20 X3
S.t.
8 X1 + 6 X2 + X3 <= 48
4 X1 + 2 X2 + 1.5 X3 <= 20
2 X1 + 1.5 X2 + .5 X3 <= 8
X1, X2, X3 >= 0
1. Solve the problem using the simplex method.
2. Find the range of values in which the second resource (b2) remains in optimal value.
3. What is the optimal solution, when the amount of b2 changes from 20 to be 30?

pg. 1
Exercise 4:
Consider the following LP problem:
Maximize Z = 3 X1 + 2 X2
S.t.
2 X1 + X2 <= 100 (Finishing constraint)
X1 + X2 <= 80 (Carpentry constraint)
X1 <= 40 (Limited demand of soldiers)
X1, X2 >= 0

After adding slack variables S1, S2, S3, the optimal table is as shown in the table. Use this
optimal table to answer the following questions:

• Show that as long as soldiers (X1) contribute between $2 and $4 to profit, the current
basis remains optimal. If soldiers contribute $3.50 to profit, find the new optimal
solution to the Giapetto problem.
• Show that as long as trains (X2) contribute between $1.50 and $3.00 to profit, the current
basis remains optimal.
• Show that if between 80 and 120 finishing hours are available, the current basis remains
optimal. Find the new optimal solution to the Giapetto problem if 90 finishing hours
are available.
• Show that as long as the demand for soldiers is at least 20, the current basis remains
optimal.

Exercise 5:
Maximize Z = 50 X1 + 120 X2
S.t.
2 X1 + 4 X2 <= 80
3 X1 + X2 <= 60
X1, X2 >= 0

1. Solve the problem using the graphical solution method


2. For b1, Is 30$ in the valid range?
3. What is the valid range of (b2) to still in optimal case?

pg. 2
Exercise 6:
Maximize Z = 15 X1 + 5 X2
S.t.
2 X1 + 3 X2 <= 54
4 X1 + 2 X2 <= 40
X1, X2 >= 0

The solution to the problem is (X1, X2, Z) = (10, 0, 150)


Change b1 from 54 to 60, then change b2 from 40 to 44. What is the effect in each case
graphically?

Exercise 7:
Consider the following LP problem:
Minimize Z = -2 X1 + 1 X2 - 3 X3
S.t.
X1 + X2 + X3 <= 6
- X1 + 2 X2 <= 4
X1, X2, X3 >= 0

With the optimal table:

• How would the optimal solution change if:


1. C2 = 1 in the cost vector is replaced by -3
2. C1 = -2 is replaced by zero
3
3. The right-hand side of the problem is replaced by ( )
4

pg. 3

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