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Sensitivity Analysis Sheet: Exercise 1
Sensitivity Analysis Sheet: Exercise 1
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
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
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
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
pg. 3