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Materi OR1 W5
Materi OR1 W5
Week 5
Perubahan
koefisien fungsi Perubahan Shadow
tujuan RHS price
Shadow value: besarnya nilai
pertambahan optimal value per
satu unit pertambahan sumber
daya
Sensitivity Analysis
For coefficients in the objective function that are not categorized as sensitive, it is also very helpful to
determine the range of values of the coefficient over which the optimal solution will remain
unchanged. (We call this range of values the allowable range for that coefficient.)
In some cases, changing the right-hand side of a functional constraint can affect the feasibility of the
optimal BF solution. For such parameters, it is useful to determine the range of values over which the
optimal BF solution (with adjusted values for the basic variables) will remain feasible. (We call this
range of values the allowable range for the right-hand side involved.) This range of values also is the
range over which the current shadow price for the corresponding constraint remains valid.
Binding & Non-
Binding Constraints
Constraints 1 and 2 are binding (active),
with the optimal solution at Point G.
A binding constraint is one where some
optimal solution is on the line for the Y ≥ 50
constraint. Thus if this constraint were to be
changed slightly (in a certain direction), this
optimal solution would no longer be
feasible.
A non-binding constraint is one where no
optimal solution is on the line for the
constraint.
Graphical Sensitivity Analysis
Giapetto Problem
Current optimal
solution is point B
𝟏 𝟐
where carpentry
and finishing
constraints are
binding.
Basic variables 𝟏,
𝟐 , and 𝟑
𝑆
Vektor variabel basis 𝑿 = 𝑋
𝑋
𝑋
Vektor variabel non-basis 𝑿𝑵 = 𝑆
𝑆
Review
max 𝑧 = 60𝑋 + 30𝑋 + 20𝑋 + 0𝑆 + 0𝑆 + 0𝑆
8𝑋 + 6𝑋 + 𝑋 + 𝑆 = 48
4𝑋 + 2𝑋 + 1,5𝑋 + 𝑆 = 20
𝑠. 𝑡.
2𝑋 + 1,5𝑋 + 0,5𝑋 + 𝑆 = 8
𝑋 ,𝑋 ,𝑋 ,𝑆 ,𝑆 ,𝑆 ≥ 0
Vektor 𝒂
8 6 1
𝒂 = 4 , 𝒂 = 2 , 𝒂 = 1,5
2 1,5 0,5
1 0 0
𝒂 = 0 ,𝒂 = 1 ,𝒂 = 0
0 0 1
Review
max 𝑧 = 60𝑋 + 30𝑋 + 20𝑋 + 0𝑆 + 0𝑆 + 0𝑆
8𝑋 + 6𝑋 + 𝑋 + 𝑆 = 48
4𝑋 + 2𝑋 + 1,5𝑋 + 𝑆 = 20
𝑠. 𝑡.
2𝑋 + 1,5𝑋 + 0,5𝑋 + 𝑆 = 8
𝑋 ,𝑋 ,𝑋 ,𝑆 ,𝑆 ,𝑆 ≥ 0
23
Hasil Tablo Simpleks Optimal
max 𝑧 = 60𝑋 + 30𝑋 + 20𝑋 + 0𝑆 + 0𝑆 + 0𝑆
8𝑋 + 6𝑋 + 𝑋 + 𝑆 = 48 • Keuntungan per unit untuk
𝑠. 𝑡.
4𝑋 + 2𝑋 + 1,5𝑋 + 𝑆 = 20 produk 2, meningkat dari 30
2𝑋 + 1,5𝑋 + 0,5𝑋 + 𝑆 = 8
𝑋 ,𝑋 ,𝑋 ,𝑆 ,𝑆 ,𝑆 ≥ 0 ( ) menjadi 34 ( )
• Apa yang dapat disarankan
𝑆 kepada manajer?
Vektor variabel basis 𝑿 = 𝑋 • Apakah tablonya masih
𝑋 optimal?
𝑋 • Apakah produk 2 tetap tidak
Vektor variabel non-basis 𝑿𝑵 = 𝑆
𝑆
diproduksi?
Perubahan Koefisien OF NBV
Solusi optimal yang lama, akan tetap optimal jika c yang baru (𝑐̅ ) bernilai positif (non negatif).
−2
𝑐̅ =𝑪 𝐵 𝑎 − 𝑐 = 0 20 60 −2 − (30 + ∆) ≥ 0
1,25
35 − 30 + ∆ ≥ 0
5 − ∆ ≥ 0 ∆ ≥ 5 tetap tidak memproduksi 𝑋
Perubahan Koefisien OF NBV
∆=𝑐 −𝑐 ≤5
𝑐 − 30 ≤ 5
𝑐 ≤ 35
Selama nilai 𝑐 kurang dari sama dengan 35 maka solusi optimal tetap berlaku dimana 𝑥
direkomendasikan untuk tidak diproduksi.
1 2 −8 48 24 + 2∆
𝐵 𝒃= 0 2 −4 20 + ∆ = 8 + 2∆
0 −0,5 1,5 8 2 − 0,5∆
24 + 2∆ ≥ 0 ∆ ≥ −12
8 + 2∆ ≥ 0 ∆ ≥ −4
2 − 0,5∆ ≥ 0 ∆ ≤ 4
Perubahan RHS Constraint
−4 ≤ ∆ ≤ 4
−4 ≤ 𝑏 −𝑏 ≤4
𝑏 −4 ≤𝑏 ≤4+𝑏
20 − 4 ≤ 𝑏 ≤ 4 + 20
16 ≤ 𝑏 ≤ 24
Selama dipenuhi maka optimality tetap namun dengan nilai z yang baru.
Perubahan RHS Constraint: Hitung z Baru
1 2 −8 48 28 28
= 0 2 −4 22 = 12 𝒛=𝒄 𝐵 𝒃= 0 20 60 12 = 300
0 −0,5 1,5 8 1 1
(4) Perubahan Kolom untuk Variabel Nonbasis
Perubahan Kolom untuk Variabel Nonbasis
max 𝑧 = 60𝑋 + 30𝑋 + 20𝑋 + 0𝑆 + 0𝑆 + 0𝑆
8𝑋 + 6𝑋 + 𝑋 + 𝑆 = 48
4𝑋 + 2𝑋 + 1,5𝑋 + 𝑆 = 20
𝑠. 𝑡.
2𝑋 + 1,5𝑋 + 0,5𝑋 + 𝑆 = 8
𝑋 ,𝑋 ,𝑋 ,𝑆 ,𝑆 ,𝑆 ≥ 0
5
𝒂 = 2 • Apakah produk 2 tetap tidak
2
diproduksi?
𝒄 = 43
Perubahan Kolom untuk Variabel Nonbasis
-3
Solusi optimal yang lama, akan tetap optimal jika c yang baru (𝑐̅ ) bernilai positif (non negatif).
1 2 −8 5
𝑐̅ = 𝑪 𝐵 𝑎 − 𝑐 = 0 20 60 0 2 −4 2 − 43 = −3 ≤ 0
0 −0,5 1,5 2
35 − 30 + ∆ ≥ 0
𝑧 jadi ada yang negative.
Perubahan Kolom untuk Variabel Nonbasis
-7
-4
2
-3
Solusi optimal yang lama, akan tetap optimal jika c yang baru (𝑐̅ ) bernilai positif (non negatif).
1 2 −8 5 −7
𝐵 𝑎 = 0 2 −4 2 = −4
0 −0,5 1,5 2 2
5
𝒂 = 2 • Bagaimana optimality-nya?
3
𝒄 = 40
(5) Penambahan Aktivitas Baru
Penambahan Aktivitas Baru
max 𝑧 = 60𝑋 + 30𝑋 + 20𝑋 + 15𝑋
8𝑋 + 6𝑋 + 𝑋 + 𝑋 ≤ 48
4𝑋 + 2𝑋 + 1,5𝑋 + 𝑋 ≤ 20
𝑠. 𝑡.
2𝑋 + 1,5𝑋 + 0,5𝑋 + 𝑋 ≤ 8
𝑋 ,𝑋 ,𝑋 ,𝑆 ,𝑆 ,𝑆 ≥ 0
1
𝒂 = 1 • Apakah tablo tetap optimal?
1
• Selama positif atau nol maka tetap optimal.
𝒄 = 15
Perubahan Kolom untuk Variabel Nonbasis
1 2 −8 1
𝑐̅ = 𝑪 𝐵 𝑎 − 𝑐 = 0 20 60 0 2 −4 1 − 15 = 5 ≥ 0
0 −0,5 1,5 1
40