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Lec.2 (Graphical Sensitivity Analysis)

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154 views21 pages

Lec.2 (Graphical Sensitivity Analysis)

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mahmoudkamelmohamedmusa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture 2

Graphical sensitivity
analysis
Elements of an LP Model
Problem Formulation/ Modeling
 Process of translating the verbal statement of a
problem into a mathematical statement model:
• Understand the problem thoroughly.
• Define the decision variables.
• Describe the objective.
• Describe each constraint.
• Write the objective in terms of the decision
variables.
• Write the constraints in terms of the decision
variables.
Types of constrains
1- redundant constraint: the constraint that has no change
on the feasible region
 removing this constraint doesn't affect the optimal sol.
 if redundant constraint pass through the optimal solution.
This solution called degenerate solution
2- Bending constraint: passes through optimal
solution
3- Nonbinding constraint: doesn't pass through
optimal solution constraint
Graphical Sensitivity Analysis
Two cases will be considered sensitivity of the
optimum solution :
1. Effect of changes in R.H.S. of the constraints (resource
availability).
 Scarce resource: the resource that its availability is totally
consumed
 its constrained is called binding. This constraint pass
through optimal solution
 Abundant Resource: the resource that its availability isn't
totally consumed
 its constraint is called nonbinding . This constraint doesn’t
pass through optimal solution
2. Effect of changes in the coefficients of the objective
function (Cj).
Example :
JOYCO produces two products on two machines. A unit of
product 1 requires 2 hours on machine 1 and 1 hour on
machine 2. For product 2, a unit requires 1 hour on machine 1
and 3 hours on machine 2. The revenues per unit of products 1
and 2 are $30 and $20, respectively. The total daily processing
time available for each machine is 8 hours.
Solution:
Let x1=number of unit of product 1
X2=number of unit of product 2

Model formulation:
Maximize z=30x1+20x2
Subject to
2x1+ x2 ≤ 8 (machine 1)
X1+ 3x2≤8 (machine 2)
X1,x2 ≥ 0 (non negativity constraints)
Solution
To draw this model following as:
1- To draw 2x1+ x2 ≤ 8 , convert to equality form as
a- first equality 2x1+ x2 =8
b-set x1=0 this lead to x2=8
c-set x2=0 this lead to x1=4
1- To draw x1+ 3x2≤8 ,convert t equality form as
a- First equality x1+ 3x2 = 8
b- Set x1 =0 , this lead to x2=8/3
c- Set x2=0 , this lead to x1=8
Optimal solution of the basic example
changes in the availability of the resources
(right-hand side of the constraints)
 If the daily capacity is increased from 8 hours
to 9 hours.
 what is the rate of change in optimum z :
1. resulting from changing machine 1 capacity from 8
hours to 9 hours, can be computed as follows:
o the new optimum will occur at point G (as shown in
previous graph)
 This means that a unit increase (decrease) in
machine 1 capacity will increase (decrease)
revenue by $14 (W.P.U.) .
 clear that the dual price of $14.00/hr remains valid
for changes (increases or decreases) in machine 1
capacity that move its constraint parallel to itself to
any point on the line segment BF.
 Minimum machine 1 capacity [at B=(0,2.67)]= 2*0
+1* 2.67=2.67
 Maximum machine 1 capacity[ at f=(8,0)]=
2*8+1*0=16
 Then
2.67 ≤ machine 1 capacity ≤ 16
2- Same manner computation for machine 2
 Minimum machine 2 capacity [at D=(4,0)]=1*4
+3* 0=4
 Maximum machine 2 capacity [ at E=(0,8)]=
1*0+3*8=24
 The conclusion is that the dual price of
$2.00/hr for machine 2 will remain applicable
for the range
4 ≤ machine 2 capacity ≤ 24
The dual prices allow making economic decisions about
the LP problem, as the following questions demonstrate:

 Question 1: If JOBCO can increase the capacity of both machines,


which machine should receive higher priority? The dual prices for
machines 1 and 2 are $14.00/hr and $2.00/hr.l11is means that each
additional hour of machine 1 will increase revenue by $14.00, as
opposed to only $2.00 for machine 2. Thus, priority should be given
to machine 1.

 Question 2: A suggestion is made to increase the capacities of


machines 1 and 2 at the additional cost of $10/hr. Is this advisable?
For machine 1, the additional net revenue per hour is 14.00 -10.00
= $4.00 and for machine 2, the net is $2.00 -$10.00 =-$8.00. Hence,
only the capacity of machine 1 should be increased.
 Question 3: If the capacity of machine 1 is increased from the present 8
hours to 13 hours, how will this increase impact the optimum revenue?
The dual price for machine 1 is $14.00 and is applicable in the range
(2.67, 16) hr. The proposed increase to 13 hours falls within the feasibility
range. Hence, the increase in revenue is $14.00(13 - 8) = $70.00, which
means that the total revenue will be increased to (current revenue +
change in revenue) 128 + 70 =$198.00
 Question 4: Suppose that the capacity of machine 1 is increased to 20
hours, how will this increase impact the optimum revenue? The
proposed change is outside the range (2.67, 16) hr for which the dual
price of $14.00 remains applicable.
 Thus, we can only make an immediate conclusion regarding an
increase up to 16 hours. Beyond that, further calculations are needed
to find the answer.
 Remember that falling outside the feasibility range does not mean
that the problem has no solution.
 It only means that we do not have sufficient information to make an
immediate decision.
Changes in the Objective Coefficients
 Changes in revenue units (i.e., objective-function
coefficients) will change the slope of z. However, as
can be seen from the figure below, the optimum
solution will remain at point C so long as the
objective functions between lines BF and DE, the two
constraints that define the optimum point.
 This means that there is a range for the coefficients of
the objective function that will keep the optimum
solution unchanged at C
 We can write the objective function in the general
format Maximize z= c1x1+c2x2 Imagine now that the
line z is pivoted at C and that it can rotate clockwise
and counterclockwise.
 The optimum solution will remain at point C so long
as z = c1x1 + c2x2 lies between the two lines x1 + 3x2
= 8 and 2xI +x2 = 8.
 This means that the ratio (c1/c2) can vary between
1/3 and 2/1, which yields the following condition:
This information can provide immediate answers regarding
the optimum solution as the following questions
demonstrate:
 Question 1. Suppose that the unit revenues for products 1
and 2 are changed to $35 and $25, respectively. Will the
current optimum remain the same?
o The new objective function is:
Maximize z=35x1+25x2
o The solution at C will remain optimal because c1/c2 = 1.4
remains within the optimality range (0.333,2).
o When the ratio falls outside this range, additional
calculations are needed to find the new optimum .
o Notice that although the values of the variables at the
optimum point C remain unchanged, the optimum value of
z changes to
35 X (3.2) + 25 X (1.6) = $152.00
Question 2. Suppose that the unit revenue of product
2 is fixed at its current value of C2 = $20.00. What is
the associated range for c1, the unit revenue for
product 1 that will keep the optimum unchanged?
o Substitution c2 =20 in the condition
o We can similarly determine the optimality
range for C2 by fixing the value of CI at $30.00.
Thus,

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