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lecture 6

The document discusses sensitivity analysis in operations research, emphasizing the importance of understanding how changes in model parameters affect optimal solutions. It presents a Beaver Creek Pottery example, illustrating how variations in objective function coefficients and constraint quantities can influence outcomes. The document also includes details on sensitivity ranges for both objective function coefficients and constraint values, highlighting their significance in decision-making.

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lecture 6

The document discusses sensitivity analysis in operations research, emphasizing the importance of understanding how changes in model parameters affect optimal solutions. It presents a Beaver Creek Pottery example, illustrating how variations in objective function coefficients and constraint quantities can influence outcomes. The document also includes details on sensitivity ranges for both objective function coefficients and constraint values, highlighting their significance in decision-making.

Uploaded by

mamdouhbevnoty
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 18

Year: 2024-2025

Spring Semester

Introduction to Operations Research


and Decision Support
Dr. Amany Magdy
Dr. Hillal M. Elshehabey
Revision

2
Sensitivity Analysis

3
Introduction

• When linear programming models were formulated in previous lectures, it was


implicitly assumed that the parameters of the model were known with certainty.

• These parameters include the objective function coefficients, such as profit per
bowl; model constraint quantity values, such as available hours of labor; and
constraint coefficients, such as pounds of clay per bowl.

• In the examples presented so far, the models have been formulated as if these
parameters are known exactly or with certainty. However, rarely does a manager
know all these parameters exactly. In reality, the model parameters are simply
estimates (or “best guesses”) that are subject to change.
Introduction

• For this reason, it is of interest to the manager to see what effect a change in a
parameter will have on the solution to the model. Changes may be either reactions
to anticipated uncertainties in the parameters or reactions to information.

• Sensitivity analysis determines the effect on the optimal solution of changes in


parameter values of the objective function and constraint equations.
Beaver Creek Pottery Example - Sensitivity Analysis (1 of 3)

Maximize Z = $40x1 + $50x2


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

The optimal solution point is


shown to be at point 𝐵ሺ𝑥1 =
24 𝑎𝑛𝑑 𝑥2 = 8ሻ which is the last
point the objective function,
denoted by the dashed line,
touches as it leaves the feasible
solution area.
Optimal solution point
Beaver Creek Pottery Example Change x1 Objective Function Coefficient (2 of 3)

Maximize Z = $100x1 + $50x2


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

Changing the x1 objective function


coefficient
Beaver Creek Pottery Example - Change x2 Objective Function Coefficient (3 of 3)

Maximize Z = $40x1 + $100x2


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

Changing the x2 objective function


coefficient
The sensitivity range for an objective function
coefficient is the range of values over which the
current optimal solution point will remain optimal.
Objective Function Coefficient Ranges
Excel “Solver” Results Screen

Solver results screen


Objective Function Coefficient Ranges
Beaver Creek Example Sensitivity Report

Sensitivity ranges for


objective function
coefficients
Objective Function Coefficient Ranges
Beaver Creek Example Sensitivity Report

• Notice that the sensitivity ranges for the objective function coefficients (40 and 50)
are not provided as an upper and lower limit but instead show an allowable increase
and an allowable decrease.

• For example, for the coefficient $40 for bowls, the allowable increase of 26.67
results in an upper limit of 66.67, whereas the allowable decrease of 15 results in a
lower limit of 25.
Changes in Constraint Quantity Values
Sensitivity Range (1 of 4)

◼ The sensitivity range for a right-hand-side value is the range of values over
which the quantity’s value can change without changing the solution variable
mix (or variables that do not have zero values), including the slack variables.

◼ Recall the Beaver Creek Pottery example. Consider a change in which the
manager can increase labor hours from 40 to 60.
Changes in Constraint Quantity Values
Increasing the Labor Constraint (2 of 4)

Original formulation
with 40 hours labor

Maximize Z = $40x1 + $50x2


subject to: x1 + 2x2 + s1 = 40
4x1 + 3x2 + s2 = 120
x1, x2  0

Increasing the labor constraint


quantity
Changes in Constraint Quantity Values
Sensitivity Range for Labor Constraint (3 of 4)

Determining the sensitivity range for labor quantity


Changes in Constraint Quantity Values
Sensitivity Range for Clay Constraint (4 of 4)

Determining the sensitivity range for clay quantity


Constraint Quantity Value Ranges by Computer
Excel Sensitivity Range for Constraints

Sensitivity ranges
for constraint
quantity values

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