DR.

IBRAHIM SABRY Lecturer 6

Sensitivity Analysis
 SENSITIVITY ANALYSIS
Faculty of Engineering

Sensitivity analysis (or post-optimality analysis) is used to

of Mechanical Engineering

determine how the optimal solution is affected by changes,

within specified ranges, in:

The objective function

coefficients
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M 1481 , Department

The right-hand side (RHS)

values

Dr. Ibrahim Sabry

Faculty of Engineering

RANGE OF
of Mechanical Engineering

OPTIMALITY:

 A range of optimality of
an objective function
coefficient is found by
determining an interval
for the coefficient in
which the original
optimal solution remains
optimal while keeping all
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M 1481 , Department

other data of the

problem constant. (The
value of the objective
function may change in
this range.)

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

WHY SENSITIVITY ANALYSIS?
Faculty of Engineering

 Refer to The Olympic Bike Co. (From Chapter 2)

of Mechanical Engineering

 Solve this Problem and find the optimum solution.

Max 10x1 + 15x2 (Total Weekly Profit)

s.t. 2x1 + 4x2 < 100 (Aluminum Available)

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3x1 + 2x2 < 80 (Steel Available)

x1 , x 2 > 0 (Non-negativity)

Dr. Ibrahim Sabry

Faculty of Engineering
of Mechanical Engineering

Maximize
subject to:
Z = 3x1 + x2  15
$3 x1 + $2 x2

x1 + x 2
 10
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M 1481 , Department

x1, x2 
0

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

𝟏
x1 + x2  10

3x1 + x2  15
3x1 + x2  15

Dr. Ibrahim Sabry

𝟐
𝟏

𝟏
 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

15

10

x1 + x2  10

5
3x1 + x2  15

Dr. Ibrahim Sabry

10
 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

15

10

x1 + x2  10

5
3x1 + x2  15

Dr. Ibrahim Sabry

3(0) + 10 = 10
3(10) + 0 = 30

10
 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

15

10
x1 + x2  10

Dr. Ibrahim Sabry

5+0 =5
15 + 0 = 15

10
 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

EXAMPLE
 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

Dr. Ibrahim Sabry

 Benha University Faculty of Engineering
M 1481 , Department of Mechanical Engineering

EXAMPLE
 Sensitivity Analysis Now we will consider changes in the
objective function or the RHS
Faculty of Engineering

coefficients – one coefficient at a time.

of Mechanical Engineering

Objective function

Maximize 10 x1 + 8 x2 = Z Right Hand Side (RHS).

 7/10 x1 + x2  630
 1/2 x1 + 5/6 x2  600
 x1 + 2/3 x2  708
 1/10 x1 + 1/4 x2  135 Optimal solution:
 x1 + x2 ≥ 150 x1 = 540, x2= 252.
Benha University
M 1481 , Department

x1 ≥ 0, x2 ≥ 0 Z = 7416
Here are some questions we will try to answer.

Q1: How much the unit profit of Ace can go up or down from $8 without changing the
current optimal production quantities?
Q2:What if per unit profit for Deluxe model is 12.25?
Q3: What if an 10 more hours of production time is available in
 cutting & dyeing?  inspection?
Dr. Ibrahim Sabry
 Sensitivity Analysis
Q1: How much the unit profit of Maximize 10 x1 + 8 x2 = Z
Ace can go up or down from  7/10 x1 + x2  630
Faculty of Engineering

$8 without changing the Golf bags

of Mechanical Engineering

 1/2 x1 + 5/6 x2  600

current optimal production X : Deluxe
1
 x1 + 2/3 x2  708
quantities? X : Ace
2
1/10 x1 + 1/4 x2  135
x1 ≥ 0, x2 ≥ 0  x1 + x2 ≥ 150

As long as the slope of the objective

function isoprofit line stays within the

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binding constraints.
M 1481 , Department

  
Dr. Ibrahim Sabry
 Solver “Sensitivity Report”

Z = 7416
x1 = 540, x2= 252
Faculty of Engineering

Maximize 10 x1 + 8 x2 = Z
of Mechanical Engineering

Q1: How much the unit profit of Ace can go up or down from $8 without
changing the current optimal production quantities?

Range for X1: 10 – 4.4 to 10 + 2

Benha University
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Range for X2: 8 – 1.333 to 8 + 6.286

Try per unit profit for X2 as 14.28, 14.29, 6.67 and 6.66
Q2:What if per unit profit for Deluxe model is 12.25?

Slight round off error?

Reduced cost will be explained later.

Dr. Ibrahim Sabry
 What if questions are about the RHS?
A change in RHS can change the shape of the solution space
Faculty of Engineering

(objective function slope is not affected).

of Mechanical Engineering

Q3: Add 10 more hours of production time for

 cutting & dyeing?  inspection?

Cutting & dyeing is a binding constraint; increasing the

resource will increase the solution space and move
the optimal point.

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Inspection is a nonbinding
constraint; increasing the resource
will increase the solution space and
but will not move the optimal point.

24  LP: Sensitivity Analysis

Dr. Ibrahim Sabry

 SENSITIVITY ANALYSIS OF
Faculty of Engineering

OBJECTIVE FUNCTION COEFFICIENTS.

of Mechanical Engineering

1000 X2
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500

X1
25

500 800
Dr. Ibrahim Sabry
 SENSITIVITY ANALYSIS OF
OBJECTIVE FUNCTION COEFFICIENTS.
Faculty of Engineering
of Mechanical Engineering

X2
1000

Range of optimality: [3.75, 10]

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500

400 600 800 X1 26

Dr. Ibrahim Sabry

  Reduced cost
Faculty of Engineering
of Mechanical Engineering

Assuming there are no other changes to the input

parameters, the reduced cost for a variable Xj that has a
value of “0” at the optimal solution is:
 The negative of the objective coefficient increase of the
variable Xj (-DCj) necessary for the variable to be positive
in the optimal solution
 Alternatively, it is the change in the objective value per
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unit increase of Xj.

 Complementary slackness
At the optimal solution, either the value of a variable is
zero, or its reduced cost is 0.

Dr. Ibrahim Sabry

 SENSITIVITY ANALYSIS OF RIGHT-HAND SIDE VALUES
Faculty of Engineering
of Mechanical Engineering

 In sensitivity analysis of right-hand sides of

constraints we are interested in the following
questions:
 Keeping all other factors the same, how much would the
optimal value of the objective function (for example, the
profit) change if the right-hand side of a constraint
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changed by one unit?

 For how many additional or fewer units will this per unit
change be valid?

Dr. Ibrahim Sabry

 SENSITIVITY ANALYSIS OF RIGHT-HAND
Faculty of Engineering

SIDE VALUES
of Mechanical Engineering

 Any change to the right hand side of a binding

constraint will change the optimal solution.

 Any change to the right-hand side of a non-

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binding constraint that is less than its slack or

surplus, will cause no change in the optimal
solution.

Dr. Ibrahim Sabry

 SHADOW PRICES
Faculty of Engineering
of Mechanical Engineering

 Assuming there are no other changes to the input

parameters, the change to the objective function
value per unit increase to a right hand side of a
constraint is called the “Shadow Price”
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Dr. Ibrahim Sabry

 SHADOW PRICE – GRAPHICAL
Faculty of Engineering

DEMONSTRATION
of Mechanical Engineering

The Plastic
constraint X2
When more plastic becomes available
(the plastic constraint is relaxed), the
right hand side of the plastic constraint
1000
increases.
Maximum profit = $4360

Maximum profit =
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500
$4363.4
Shadow price =
4363.40 – 4360.00 =
3.40
Production time X1
constraint
500

Dr. Ibrahim Sabry

 RANGE OF FEASIBILITY
Faculty of Engineering
of Mechanical Engineering

 Assuming there are no other changes to the input parameters, the

range of feasibility is

 The range of values for a right hand side of a

constraint, in which the shadow prices for the
constraints remain unchanged.
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 In the range of feasibility the objective function

value changes as follows:
Change in objective value =
[Shadow price][Change in the right hand side
value]

Dr. Ibrahim Sabry

 RANGE OF FEASIBILITY
Faculty of Engineering
of Mechanical Engineering

The Plastic
constraint X2

Increasing the amount of

1000 plastic is only effective until
a new constraint becomes
Production mix Aactive.
new active
constraint constraint
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X1 + X2 700
500
This is an infeasible solution
Production time
constraint

X1

500
Dr. Ibrahim Sabry
 RANGE OF FEASIBILITY
Faculty of Engineering
of Mechanical Engineering

The Plastic
constraint X2

Note how the profit

1000
increases as the amount of
plastic increases.
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M 1481 , Department

500

Production time
constraint

X1

500
Dr. Ibrahim Sabry
 RANGE OF FEASIBILITY
Faculty of Engineering
of Mechanical Engineering

X2

Less plastic becomes available

1000 (the plastic constraint is more
Infeasible restrictive).
solution The profit decreases
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M 1481 , Department

500

A new active
constraint
X1

500
Dr. Ibrahim Sabry