Sensitivity Analysis OR Post Optimality

Prepared by Karzan Mahdi Department of Administration

Chapter Two Sensitivity Analysis or Post Optimality

As described further in this section basically involves investigation the effect on the optimal solution of making change in the value of the model parameters (aij , bi , cj ) however changing parameter values in primal problem also change the the corresponding value in the Dual model.
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Chapter Two Sensitivity Analysis or Post Optimality

There for you have choice of which problem the use investigate each change because at the primal-dual relationships present (especially the complementary basic property). So in this section we study the following changes:

Chapter Two Sensitivity Analysis or Post Optimality

1- changes Effecting Feasibility A- changes in Right hand side (R.H.S). B- Addition a new constraint . 2- changes Effecting optimality A- changes in the objective function. B- addition a new Variable.

Chapter Two Sensitivity Analysis or Post Optimality

Importance of Sensitivity Analysis 1- In many applications, values of LP parameters change. If a parameter changes, the sensitivity analysis allows us to determine the new optimal solution without solving the problem afresh. It allows us to determine what changes do not change the solution.

Chapter Two Sensitivity Analysis or Post Optimality

The knowledge of sensitivity analysis enables an analyst to determine the impact of changes on the optimal objective function value. Managerial use of shadow prices.