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24Mech42H Lecture 07

The document discusses sensitivity analysis in operations research, focusing on how changes in input parameters affect the optimal solution of a model. It illustrates this concept through a case study of Beaver Creek Pottery, which aims to maximize profit from producing bowls and mugs under resource constraints. The analysis includes determining the range of optimality for objective function coefficients to maintain the current optimal solution.

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22 views22 pages

24Mech42H Lecture 07

The document discusses sensitivity analysis in operations research, focusing on how changes in input parameters affect the optimal solution of a model. It illustrates this concept through a case study of Beaver Creek Pottery, which aims to maximize profit from producing bowls and mugs under resource constraints. The analysis includes determining the range of optimality for objective function coefficients to maintain the current optimal solution.

Uploaded by

ahmedreda0706
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We take content rights seriously. If you suspect this is your content, claim it here.
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24MECH42H

Operations Research
Sensitivity Analysis

2
The Role of Sensitivity Analysis of the Optimal
Solution

• Is the optimal solution sensitive to changes in input


parameters?

The effective of this change is known as “sensitivity”

3
Sensitivity Analysis of Objective Function
Coefficients.

• Range of Optimality
• The optimal solution will remain unchanged as long as
• An objective function coefficient lies within its range of optimality
• There are no changes in any other input parameters.

4
The effects of changes in an objective function coefficient
on the optimal solution
X2
1200

800

600

X1

400 600 800


5
The effects of changes in an objective function coefficients
on the optimal solution
X2
1200
Range of
optimality
800

600

400 600 800 X1

6
• It could be find the range of optimality for an objectives function
coefficient by determining the range of values that gives a slope of
the objective function line between the slopes of the binding
constraints.

7
Beaver Creek Pottery Example
Sensitivity Analysis

• Sensitivity analysis determines the effect on optimal solutions


of changes in parameter values of the objective function and
constraint equations.

• Changes may be reactions to anticipated uncertainties in the


parameters or to new or changed information concerning the
model.
• Beaver Creek Pottery Company is a small crafts operation run by a
Native American tribal council. The company employs skilled artisans
to produce clay bowls and mugs with authentic Native American
designs and colors. The two primary resources used by the company
are special pottery clay and skilled labor. Given these limited
resources, the company desires to know how many bowls and mugs to
produce each day in order to maximize profit. The objective is to
Maximize Profit under the available resource of 40 hrs of labor per
day and 120 lbs of clay.

9
• How many bowls and mugs should be produced to maximize profits
given labor and materials constraints?

10
Beaver Creek Pottery Example
Sensitivity Analysis

Maximize Z = $40x1 + $50x2


subject to: 1x1 + 2x2  40
4x2 + 3x2  120
x1, x2  0

Figure 3.1
Optimal Solution Point
Beaver Creek Pottery Example
Change x1 Objective Function Coefficient (3 of 4)

Maximize Z = $100x1 + $50x2


subject to: 1x1 + 2x2  40
4x2 + 3x2  120
x1, x2  0

Figure 3.2
Changing the x1 Objective Function Coefficient
Beaver Creek Pottery Example
Change x2 Objective Function Coefficient (4 of 4)

Maximize Z = $40x1 + $100x2


subject to: 1x1 + 2x2  40
4x2 + 3x2  120
x1, x2  0

Figure 3.3
Changing the x2 Objective Function Coefficient
Objective Function Coefficient
Sensitivity Range

• The sensitivity range for an objective function coefficient is the


range of values over which the current optimal solution point
will remain optimal.

• The sensitivity range for the xi coefficient is designated as ci.


Objective Function Coefficient
Sensitivity Range for c1 and c2
objective function Z = $40x1 + $50x2
sensitivity range for:
x1: 25  c1  66.67
x2: 30  c2  80

Figure 3.4
Determining the Sensitivity Range for c1
Objective Function Coefficient Ranges
QM for Windows Sensitivity Range Screen

Exhibit 3.11
Objective Function Coefficient
Fertilizer Cost Minimization Example

Minimize Z = $6x1 + $3x2


subject to:
2x1 + 4x2  16
4x1 + 3x2  24
x1, x2  0
sensitivity ranges:
4  c1  
0  c2  4.5

Figure 3.5
Fertilizer Cost Minimization Example
• The binding constraints are:
2X1 + X2 = 1200
3X1 + 4X2 = 2400

The slopes are: -2/1, and -3/4 respectively.

18
• To find range optimality for Space Rays, and coefficient per dozen
Zappers is C2= 5

Thus the slope of the objective function line can be expressed as


–C1/5

19
• Range of optimality for C1 is found by sloving the following for C1:
-2/1 ≤ -C1/5 ≤ -3/4

3.75 ≤ C1≤ 10

20
• Range optimality for Zapper, and coefficient per dozen space rays is
C1= 8

Thus the slope of the objective function line can be expressed as


–8/C2

•
21
• Range of optimality for C2 is found by sloving the following for C2:
-2/1 ≤ -8/C2 ≤ -3/4

4 ≤ C2≤ 10.667

22

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