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CH 6 C

Here are the answers to the questions based on the sensitivity report provided: 1. What is the optimal objective function value for this problem? b. $1,200. 2. What is the allowable range for the objective function coefficient for Activity 3? c. 0 ≤ A3 ≤ 250. 3. What is the allowable range of the right-hand-side for Resource A? a. 0 ≤ RHSA ≤ 60. 4. If the coefficient for Activity 2 in the objective function changes to $400, then the objective function value: b. will increase by $2,750. 5. If the coefficient for Activity 1 in the objective function changes to

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270 views21 pages

CH 6 C

Here are the answers to the questions based on the sensitivity report provided: 1. What is the optimal objective function value for this problem? b. $1,200. 2. What is the allowable range for the objective function coefficient for Activity 3? c. 0 ≤ A3 ≤ 250. 3. What is the allowable range of the right-hand-side for Resource A? a. 0 ≤ RHSA ≤ 60. 4. If the coefficient for Activity 2 in the objective function changes to $400, then the objective function value: b. will increase by $2,750. 5. If the coefficient for Activity 1 in the objective function changes to

Uploaded by

vuduyduc
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Sensitivity

Output from Computer Solution : Changing Cells


Adjustable Cells
Cell
Name
$B$9 Solution Product1
$C$9 Solution Product2

Final Reduced Objective Allowable Allowable


Value
Cost
Coefficient Increase Decrease
2
0
3
4.5
3
6
0
5
1E+30
3

Final Value

The value of the variable in the optimal


solution

Reduced Cost

Increase in the objective function value per


unit increase in the value of a zero-valued
variable (a product that the model has
decided not to produce).

Allowable
Increase/
Decrease

Defines the range of the cost coefficients in


the objective function for which the current
solution (value of the variables in the optimal
solution) will not change.

Output from Computer Solution : Constraints


Constraints
Cell
Name
$D$5 Resource1 LHS
$D$6 Resource2 LHS
$D$7 Resource3 LHS

Final Shadow Constraint Allowable Allowable


Value
Price
R.H. Side
Increase Decrease
2
0
4
1E+30
2
12
1.5
12
6
6
18
1
18
6
6

Final Value

The usage of the resource in the optimal solution.

Shadow price

The change in the value of the objective function


per unit increase in the right hand side of the
constraint: Z = (Shadow Price)(RHS)
(Only for change is within the allowable range)

Output from Computer Solution : Constraints


Constraints
Cell
Name
$D$5 Resource1 LHS
$D$6 Resource2 LHS
$D$7 Resource3 LHS

Final Shadow Constraint Allowable Allowable


Value
Price
R.H. Side
Increase Decrease
2
0
4
1E+30
2
12
1.5
12
6
6
18
1
18
6
6

Constraint
R.H. Side

The current value of the right hand side of the


constraint (the amount of the resource that
is available).

Allowable
Increase/
Decrease

The range of values of the RHS for which


the shadow price is valid and hence for which
the new objective function value can be
calculated. (NOT the range for which the
current solution will not change.)

Net Profit product 1 = $7


Change the profit to 7, Solver again, Solve again

Adjustable Cells
Cell
Name
$B$9 Solution Product1
$C$9 Solution Product2

Final Reduced Objective Allowable Allowable


Value
Cost
Coefficient Increase Decrease
2
0
3
4.5
3
6
0
5
1E+30
3

Net Profit product 1 = $8


Change the profit to 8, Solver again, Solve again

Adjustable Cells
Cell
Name
$B$9 Solution Product1
$C$9 Solution Product2

Final Reduced Objective Allowable Allowable


Value
Cost
Coefficient Increase Decrease
2
0
3
4.5
3
6
0
5
1E+30
3

Problem Formulation
Given the following problem
Maximize Z = 3x1 + 5x2
Subject to: the following constraints
x1 + 3x2 14
3x1 + 2x2 15
x1, x2 0

For the production combination of 3 units of product 1 and 3 units of product 2,


shadow price of which resource is equal to 0 ?
A)
Resource 1 (only)
B)
Resource 2 (only)
C)
both Resource 1 and Resource 2
D)
neither Resource 1 nor resource 2.
E)
can only be discovered by the sensitivity report

Solve Windor Problem in excel


Then discuss Sensitivity

Wyndor Optimal Solution


What is the optimal Objective function value for this problem?
What is the allowable range for changes in the objective coefficient for
Product 2
What is the allowable range for changes in the RHS for Resource 3.
If the coefficient of Product 2 in the objective function is changed to 7,
what will happen to the value of the objective function?
If the coefficient of Product 1 in the objective function is changed to 8,
what will happen to the value of the objective function?
If the RHS of Resource 2 is increased by 2 , what will happen to the
objective function.
If the RHS of Resource 1 is increased by 2, what will happen to the
objective function.
If the RHS of Resource 2 is decreased by 10, what will happen to the
objective function.

Wyndor Optimal Solution

Practice: Given the following Sensitivity Analysis Report

Adjustable Cells
Cell
Name
$B$9 Solution Product1
$C$9 Solution Product2
$D$9 Solution Product3

Final
Value
0
500
375

Reduced
Cost
-1.25
0
0

Objective
Coefficient
15
20
25

Allowable
Increase
1.25
5
0.71

Allowable
Decrease
1E+30
0.42
5

Final
Value
400
350
150

Shadow
Price
0
12.5
100

Constraint
R.H. Side
500
350
150

Allowable
Increase
1E+30
50
25

Allowable
Decrease
100
50
18.75

Constraints
Cell
Name
$E$5 Resource1 LHS
$E$6 Resource2 LHS
$E$7 Resource3 LHS

Sensitivity Analysis

What is the optimal objective function value for this problem?


a.
It cannot be determined from the given information.
b.
$900.
c.
$987.5.
d.
$875.
e.
$19375.
What is the allowable range for the objective function coefficient for Product 3?
a.
0.71 P3 5.
b.
20 P3 25.71.
c.
0 .71 P3 25.71.
d.
25 P3 25.71.
e.
non of the above.
What is the allowable range of the right-hand-side for Resource1?
a.
500 RHS1 .
b.
0 RHS1 500.
c.
100 RHS1 .
d.
400 RHS1 .
e.
- RHS1 400.

Sensitivity Analysis

If the coefficient for Product2 in the objective function changes to $24, then the
objective function value:
a.
will increase by $24.
b.
will increase by $120,000.
c.
will increase by $2000.
d.
will remain the same.
e.
can only be discovered by resolving the problem.
If the coefficient for Product1 in the objective function changes to $5, then the objective
function value:
a.
will increase by $5.
b.
is $0.
c.
will increase by $10.
d.
will remain the same.
e.
can only be discovered by resolving the problem.
If the coefficient of Product2 in the objective function changes to $15, then:
a.
the original solution remains optimal.
b.
the problem must be resolved to find the optimal solution.
c.
the optimal solution will decrease by 2500.
d.
the shadow price will decrease by 5.
e.
the optimal solution will increase by 2500.

Sensitivity Analysis
If the right-hand side of Resource1 increases, then the objective function value:
a.
will increase.
b. will decrease.
c.
will decrease then increase.
d. will remain the same.
e.
will increase then decrease.
If the right-hand side of Resource2 changes to 370, then the objective function
value:
a.
will increase by $370.
b. will increase by $350.
c.
will increase by $250.
d. will remain the same.
e.
can only be discovered by resolving the problem.
If the right-hand side of Resource3 changes to 130, then:
a.
the original solution remains optimal.
b. the problem must be resolved to find the optimal solution.
c.
the objective function will decrease by 130.
d. the objective function will decrease by 3000.
e.
the objective function will increase by 3000

More than one profit

OR More than one resource

If the sum of the ratio of (Change)/(Change in the


Corresponding Direction) <=1
Things remain the same.
If we are talking about profit, the production plan
remains the same.
If we are talking about RHS, the shadow prices
remain the same.

Sensitivity Analysis

If the objective coefficients of Product1 is increased by 1 and the objective coefficient of


product3 is decreased by 2, then:
a.
the objective function will decrease.
b.
the objective function will increase.
c.
the optimal solution will remain the same.
d.
the shadow prices will remain the same.
e.
can only be discovered by resolving the problem.
If the right-hand side of all three resources, each increases by 10 units:
a.
the optimal solution remains the same. The objective function value will increase.
b.
the optimal solution will change. The objective function value will increase.
c.
the optimal solution and the shadow prices will remain the same.
d.
the optimal solution and the shadow prices both will change.
e.
can only be discovered by resolving the problem.
If the right-hand side of resouses1 and 2 each decreases by 20 and the right hand side of
resource 3 increases by 5:
a.
the objective function value will increase by 250.
b.
the objective function value will decrease by 250.
c.
the objective function value will remain the same.
d.
the optimal solution will remain the same.
e.
can only be discovered by resolving the problem.

Assignment
The following 12Questions refer to the following sensitivity report.
Adjustable Cells
Cell
$B$6
$C$6
$D$6

Name
Solution Activity 1
Solution Activity 2
Solution Activity 3

Final
Value
0
27.5
0

Reduced
Cost
425
0.0
250

Objective
Coefficient
500
300
400

Allowable
Increase

Allowable
Decrease

1E+30
500
1E+30

425
300
250

Allowable
Increase

Allowable
Decrease

Constraints
Cell
$E$2
$E$3
$E$4

Name
Benefit A Totals
Benefit B Totals
Benefit C Totals

Final
Value
110
110
137.5

Shadow
Price
0
75
0

Constraint
R.H. Side
60
110
80

50
1E+30
57.5

1E+30
46
1E+30

Assignment ( Taken from The management Sciences Hillier and Hillier)


What is the optimal objective function value for this problem?
a.
it cannot be determined from the given information.
b. $1,200.
c.
$975.
d. $8,250.
e.
$500.
What is the allowable range for the objective function coefficient for Activity 3?
a.
150 A3 .
b. 0 A3 650.
c.
0 A3 250.
d. 400 A3 .
e.
300 A3 500.
What is the allowable range of the right-hand-side for Resource A?
a.
0 RHSA 60.
b. 0 RHSA 110.
c.
60 RHSA 110.
d. 110 RHSA 160.
e.
0 RHSA 160.

Assignment ( Taken from The management Sciences Hillier and Hillier)


If the coefficient for Activity 2 in the objective function changes to $400, then the
objective function value:
a.
will increase by $7,500.
b. will increase by $2,750.
c.
will increase by $100.
d. will remain the same.
e.
can only be discovered by resolving the problem.
If the coefficient for Activity 1 in the objective function changes to $50, then the
objective function value:
a.
will decrease by $450.
b. is $0.
c.
will decrease by $2750.
d. will remain the same.
e.
can only be discovered by resolving the problem.
If the coefficient of Activity 2 in the objective function changes to $100, then:
a.
the original solution remains optimal. The objective function value decreases.
b. the problem must be resolved to find the optimal solution.
c.
the shadow prices will remain the same.
d. the original solution and the objective function value remain the same.
e.
none of the above.

Assignment ( Taken from The management Sciences Hillier and Hillier)

If the right-hand side of Resource B changes to 80, then the objective function value:
a.
will decrease by $750.
b.
will decrease by $1500.
c.
will decrease by $2250.
d.
will remain the same.
e.
can only be discovered by resolving the problem.
If the right-hand side of Resource C changes to 140, then the objective function value:
a.
will increase by $137.50.
b.
will increase by $57.50.
c.
will increase by $80.
d.
will remain the same.
e.
can only be discovered by resolving the problem.
If the right-hand side of Resource C changes to 130, then:
a.
the original solution remains optimal. The objective function value will increase.
b.
the problem must be resolved to find the optimal solution.
c.
the shadow prices remain the same. The objective function value will decrease.
d.
the shadow prices remain the same. the objective function value remains the same.
e.
the shadow prices will change. The objective function value will increase.

Assignment ( Taken from The management Sciences Hillier and Hillier)

If the objective coefficients of Activity 2 and Activity 3 are both decreased by $100, then:
a.
the objective function will decrease by 2750.
b.
the objective function will decrease by less than 2750.
c.
the objective function will decrease by more than 2750.
d.
The objective function will remain the same.
e.
can only be discovered by resolving the problem.
If the right-hand side of Resource C is increased by 40, and the right-hand side of Resource B is
decreased by 20, then:
a.
the optimal solution remains the same.
b.
the objective function value increases by 1500.
c.
the shadow prices remain the same.
d.
can only be discovered by resolving the problem.
e.
the objective function value decreases by 1500.

If the right-hand side of Resource A is increased by 25, and the right-hand side of Resource B is
decreased by 20, then:
a.
the optimal solution remains the same.
b.
the objective function value increases by 1500.
c.
the objective function value remains the same.
d.
can only be discovered by resolving the problem.

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