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Post Optimality Analysis in LP Also called sensitivity analysis.

Deals with getting new optimum eciently, when valus of a data element in model changes, while all other data elements remain xed at current values. Use following example. Minimize z = x1 x2 + 3x3 + 6x4 + 7x5 + 7x6 constraints in original tableau. Original tableau x3 x4 x5 x6 2 1 1 0 1 2 0 2 1 2 1 1 3 6 7 7 Opt. x2 0 1 0 0 s. to all xj 0, and 3

x1 1 0 0 1

x2 0 1 0 1

z 0 0 0 1

b 5 6 1 0

BV x1 x2 x3 z

x1 1 0 0 0

canonical tableau x3 x4 x5 x6 z 0 3 1 2 0 0 0 1 1 0 1 2 1 1 0 0 3 4 7 1

b 3 5 1 1

Optimum basic vector 1 B= 0 0 Basic cost vector 0 1 0

xB = (x1 , x2 , x3 ). Corresponding basis is: 2 1 1 1 = 0 0 0 1 0 2 1 . 1

B 1

cB = (1, 1, 3).

Optimum solution: Nonbasics, x4 , x5 , x6 = 0, basic vector xB = (3, 5 , 1), Optimum objective value z = 1. Optimum dual solution = = MV Vector = cB B 1 = (1, 1, 2). Verify relative cost coecients cj = cj A.j .

For example c4 = 6 (1, 1, 2)(1, 2, 2)T = 3. Ranging RHS constants individually Finding the optimality range (interval) in which a bi can vary (while all other data elements remain xed at present values) while keeping xB as optimum basic vector. For example consider b3 whose present value in 1 (in original tableau). Suppose it changes and let new value be denoted by b3 . All other data remains 1

xed. Change in b3 does not eect dual solution or the relative costs cj . But values of primal basic variables will change, they depend on b3 . xB remains optimum basic vector as long as values of all basic variables in solution remain 0. Basic variable values as function of b3 are given by

(x1 , x2 , x3 ) = B 1 (New RHS) = B 1 (5, 6, b3 ) = (5 2b3 , 6 b3 , b3 ). This vector must be 0; otherwise solution infeasible. For this we need 0 b3 5/2. This is the Opyimality range for b3 . In this range, new optimum solution is given by Nonbasics x4 , x5 , x6 = 0 : basic variables (x1 , x2 , x3 ) = (5 2b3 , 6 b3 , b3 ). Optimum objective value = z = b = 2b3 1. Optimum dual solution does not change, it is the same for all b3 in this interval. Nonbasic cost coecient ranging individually: When the only thing that changes is a nonbasic cj ; no change in primal or dual solution. so present solutions remain optimal as long as the modied relative cost of this nonbasic variable xj , cj = cj A.j remains 0. For example, consider nonbasic cost c4 whose present value is 6 in our example. Suppose its value is changing (while all other data remains xed, to a new value denoted by c4 . So, the modied relative cost is given by c4 = c4 A.4 = c4 (1, 1, 2)(1, 2, 2)T = c4 3. S0, no change in present optimum solutions as long as c4 = c4 3 0, or c4 3. This is the optimality range for c4 . If new value of c4 is outside this interval, for example c4 = 2; in present canonial tableau correct the value for c4 , bring x4 into the basic vector, and continue the application of bthe simplex algorithm, to get the new optimum. Ranging a basic cost coecient: This is very dierent from ranging a nonbasic cost coe. because a change in the value of a basic cost coe. changes the dual solution WRT this basic vector. For example, suppose in our example, c2 changes from its present value of 1. Let c2 denote the new value. In this process the dual solution WRT xB Changes, it now depends on c2 , let us call it (c2 ). 2

(c2 ) = CB B 1 = (1, c2 , 3)B 1 = (1, c2 , 1 c2 ). Using this modied dual solution, compute all nonbasic relative costs again. cj = cj (c2 )A.j . So, c4 (c2 ) c5 (c2 ) c6 (c2 ) = = = 6 (1, c2 , 1 c2 )(1, 2, 2)T = 3 7 (1, c2 , 1 c2 )(1, 0, 1)T = 5 + c2 7 (1, c2 , 1 c2 )(0, 2, 1)T = 6 c2

For optimality, we need all these nonbasic relative costs 0. This gives the optimality range for c2 , in our example it is 5 c2 6. For c2 in this interval. no change in the primal optimum solution; but the dual optimum solution changes to (c2 ). If new value of c2 is outside this range, for example it changes to 6 outside this range c5 (c2 ) becomes 1. In this case correct the nonbasic relative costs in the nal canonical tableau above, and select x5 as the entering variable, and continue applying simplex algorithm to get new optimum solution.

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