Sensitivity Analysis

(Post Optimality Solution)

Prepared By

Dr. D. B. Naik (Ph.D. - Mech. Engg.),

Ex. Professor & Head,
Training & Placement Section,
Sardar Vallabhbhai National Institute of Technology, Surat,
Gujarat, India

Referred (With permission) By

Mr. Hiren Patel (B.E., MBA)

Asst. Prof.,
S R Luthra Institute of Management
Surat, Gujarat, India
Max Z = 25x1 + 40x2 + 50x3
S/t. 5x1 + 20x2 + 25x3 400
10x1 + 15x2 + 20x3 500
x1, x2, x3 0
Final Table :
25 40 50 0 0
RHS
x1 x2 x3 s1 s2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
 xj non-basic
[ 1 ] Change in Cj
xj basic

[ 2 ] Change in RHS (Solution) (bi)

xj non-basic
[ 3 ] Change in aij
xj basic

[ 4 ] Addition of a new variable

[ 5 ] Addition of a new constraint

Effect of Change :

[ 1 ] Present Optimal Solution unchanged.

[ 2 ] Basic variables same values change Z &/or R.

[ 3 ] Optimal Solution changes completely.

Max Z = 25x1 + 40x2 + 50x3
S/t. 5x1 + 20x2 + 25x3 400
10x1 + 15x2 + 20x3 500
x1, x2, x3 0
Final Table :
25 40 50 0 0 RHS
Solution
x1 x2 x3 s1 s2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
[ 1 ] ( a ) Cj w.r.t. xj non-basic
25 40 50+C30 0
RHS
x1 x2 x3 w1 w2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3C31/5 12/5 1280
To retain optimality : 3C3 0
C3 3
Therefore in general :
C3 (Ij)xj non-basic
 Answer the following questions.

Q.1 What will happen if C3 is changed to :

( i )45 ( ii ) 52 ( iii ) 55
[ 1 ] ( b ) Cj w.r.t. xj basic
25 40 +C2 50 0 0
RHS
x1 x2 x3 w1 w2

40+C2 x2 0 1 6/5 2/25 1/25 12

25 x1 1 0 1/5 3/25 4/25 32

0 0 3 1/5 12/5 1280

+6C2/5 +2C2/25 1C2/25 +12C2
To retain optimality :
3+6C2 /5 0 C2 5/2
1/5+2C2 /25 0 C2 5/2 5/2 C2 60
12/51C2 /25 0 C2 60
Therefore in general : for Cj w.r.t. xj basic

Maxm Minm
of of
aij > 0 aij < 0
 25 40 50 0 0
RHS
x1 x2 x3 s1 s2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
To get C2 for x2 :
3/(6/5), (1/5)/(2/25), (12/5)/(-1/25)

5/2 5/2, 60
,
5/2 C2 60
 25 40 50 0 0
RHS
x1 x2 x3 s1 s2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
To get C1 for x1 :
3/(1/5), (1/5)/(-3/25), (12/5)/(4/25)

15 , 5/3, -15
15 C1
5/3
 Answer the following questions.

Q.1 What will happen if C1 is changed to :

( i )15 ( ii ) 5 ( iii ) 30

Q.2 What will happen if C2 is changed to :

( i )35 ( ii ) 50 ( iii ) 110
[ B ]Following is LPP. [ 06 ]
Max Z = 5x1 + x2 + 2x3
Subject to x1 + x2 + x3 6
6x1 + x3 8
x 2 + x3 2
x1 , x 2 , x 3 0
Final Table :
5 1 2 0 0 0
RHS
x1 x2 x3 w1 w2 w3
0 w1 0 1/6 0 1 1/6 5/6 3
5 x1 1 1/6 0 0 1/6 1/6 1
2 x3 0 1 1 0 0 1 2
0 1/6 0 0 5/6 7/6 9
( a )State range of coefficient of x2 in objective function for
which the current basis remains optimal.
( b )Find range of coefficient of x1 in objective function for
which the current basis remains optimal.
( c )Find new optimal solution when coefficient of x3 in
objective function is changed to 1.
 5 1 2 0 0 0
RHS
x1 x2 x3 w1 w2 w3
0 w1 0 1/6 0 1 1/6 5/6 3
5 x1 1 1/6 0 0 1/6 1/6 1
2 x3 0 1 1 0 0 1 2
0 1/6 0 0 5/6 7/6 9

( a ) Range of coefficient of x2 in objective function for

which the current basis remains optimal.
For C2 (for x2 non-basic) : C2 1/6
Hence, C2 7/6
( b ) Range of coefficient of x1 in objective function for
which the current basis remains optimal.
For C1 (for x1 basic) :
(1/6)/ (1/6), (5/6)/(1/6), (7/6)/ (1/6).
1, 5, 7
Hence, 5 C1 1
Hence, 0 C1 6
 5 1 2 0 0 0
RHS
x1 x2 x3 w1 w2 w3
0 w1 0 1/6 0 1 1/6 5/6 3
5 x1 1 1/6 0 0 1/6 1/6 1
2 x3 0 1 1 0 0 1 2
0 1/6 0 0 5/6 7/6 9

( c ) For new optimal solution when coefficient of x3 in

objective function is changed to 1 :
For C3 : (1/6)/1, (5/6)/0, (7/6)/1
(1/6), , (7/6)
Hence, C3 (1/6)
Hence, (1/6) C3
Hence, [2(1/6)] C3
Hence, (11/6) C3
New C3 = 1 is outside the limit. Hence, It will change solution.
 5 1 1 0 0 0
RHS
x1 x2 x3 w1 w2 w3
0 w1 0 1/6 0 1 1/6 5/6 3
5 x1 1 1/6 0 0 1/6 1/6 1
1 x3 0 1 1 0 0 1 2
0 5/6 0 0 5/6 1/6 9

5 1 1 0 0 0
RHS
x1 x2 x3 w1 w2 w3
0 w1 8/3
5 x1 4/3
1 x2 2
0 0 5/6 0 5/6 1 26/3

Hence, new Optimal Solution is : x1 = 4/3, x2 = 2 and x3 = 0 giving

Z = 26/3
Change in RHS.
Max Z = 25x1 + 40x2 + 50x3
S/t. 5x1 + 20x2 + 25x3 400+ R1
10x1 + 15x2 + 20x3 500
x1, x2, x3 0

25 40 50 0 0
RHS
x1 x2 x3 w1 w2
40 x2 0 1 6/5 2/25 1/25 12+ 2R1/25
25 x1 1 0 1/5 3/25 4/25 32- 3R1/25
0 0 3 1/5 12/5 1280+1R1/5
To retain optimality :

12+ 2 R1/25 0

32- 3 R1/25 0

R1
150
R1 +800/3

150 R1
800/3
Change in RHS.
Maxm Minm
of of
aij > 0 aij < 0
Where aij Column corresponding to slack variable w.r.t. ith
constraint
ri RHS of ith row in final table
To get range of R for which basic variables are retained :

For R1 12/(2/25), 32/(3/25) = 150, 800/3

150, R1 800/3
For R2 12/( 1/25), 32/(4/25) = 300, 200
200, R1 300
New value of RHS in final table = old value + (aij) . R

Effect of R1 :

New value of r1 = r1 + (aij) R1

New value of r2 = r2 + (aij) R1

Effect of R2 :
New value of r1 = r1 + (aij) R2

New value of r2 = r2 + (aij) R2

Effect of R1 and R2 simultaneously :

New value of r1 = r1 + (aij) R1 + (aij) R2

New value of r2 = r2 + (aij) R1 + (aij) R2

 Answer the following questions.

Q.1 What will happen if R1 is changed to :

( i )300 ( ii ) 600 ( iii ) 200 ( iv ) 700

Q.2 What will happen if R2 is changed to :

( i )400 ( ii ) 600 ( iii ) 250 ( iv ) 900

Q.3 What will happen if R1 is changed to 300 and R2 is

changed to 600 simultaneously ?

Q.4 What will happen if R1 is changed to 200 and R2 is

changed to 300 simultaneously ?
Q. A LPP and final tableau of Simplex Method for this LPP are
given below.

Max Z = 3x1 + 4x2- + 5x3

S/t 3x1 + 2x2- + 6x3 1200 (Time Constraint)
3x1 + 6x2- + 4x3 2200 (Material Constraint)
2x1 + 4x2- + 2x3 1600 (Space Constraint)
x1 , x2 , x3 0

3 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 0 0 0 1/2 1/2 0 1700
Answer the following questions.

( a ) State the optimal solution. Is it unique optimal solution ?

Why ?

( b ) Find new optimal solution when coefficient of x1 in

objective function is changed to 6.

( c ) Find flexibility of RHS of second constraint to retain

present basic variables.

( d ) Modify the final tableau, when coefficient of x3 in objective

function is changed to 6.

( e ) Find new optimal solution when RHS of first constraint is

raised by 140 and RHS of second constraint is reduced by 210.
Solution :

( a ) State the optimal solution. Is it unique optimal solution ?

Why ?

The Optimal Solution is :

x1 = 0 ; x2 = 300 ; x3 = 100 giving z = 1700

It is not Unique Optimal Solution as index number

corresponding to non-basic variable (x1) is zero.
( b ) Find new optimal solution when coefficient of x1 in
objective function is changed to 6.

Here, x1 is non-basic variable,

C1 0

Here new C1 = 6 C1 = 3

It will change the optimal solution totally.

For new optimal solution :

 6 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 3 0 0 1/2 1/2 0 1700

6 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
6 x1 700/3
4 x2 250
0 w3 400/3
Index Row 0 0 7 2 0 0 7200/3
( c ) Find flexibility of RHS of second constraint to retain
present basic variables.
3 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 0 0 0 1/2 1/2 0 1700

For R2 100/(1/14) ; 300/(3/14) ; 200/(5/7)

1400 ; 1400 ; 280

1400 R2 280

(2200 1400) R2 2200 + 280

800 R2 2480
( d ) Modify the final tableau, when coefficient of x3 in objective
function is changed to 6.

3 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 0 0 0 1/2 1/2 0 1700

For C3 0/(3/7) ; (1/2)/(3/14) ; (1/2)/(1/14)

0 ; 7/3 ; 7

0 C3 7
If coefficient of x3 in objective function is changed to 6, then

C3 = 65 = 1

Hence, final tableau will be retained.

New final tableau will be :

3 4 6 0 0 0
RHS
x1 x2 x3 w1 w2 w3
6 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 3/7 0 0 5/7 3/7 0 1800
( e ) Find new optimal solution when RHS of first constraint is
raised by 140 and RHS of second constraint is reduced by 210.

3 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 0 0 0 1/2 1/2 0 1700

Here, R1 = 140 and R2 = 210.

 3 4 5 0 0 0
RHS
x1 x2 x3 w1 w2 w3
5 x3 3/7 0 1 3/14 1/14 0 100
4 x2 3/14 1 0 1/7 3/14 0 300
0 w3 2/7 0 0 1/7 5/7 1 200
Index Row 0 0 0 1/2 1/2 0 1700

New value of x3 = 100 + (3/14) (140) + (1/14) (210) = 145

New value of x2 = 300 + (1/7) (140) + (3/14) (210) = 235

New value of w3 = 200 + (1/7) (140) + (5/7) (210) = 370

New value of Z = 1700 + (1/2) (140) + (1/2) (210) = 1665

Change in aij w.r.t.
non-basic variable
&
Addition of a new
variable
Max Z = 25x1 + 40x2 + 50x3
S/t. 5x1 + 20x2 + 25x3 400
10x1 + 15x2 + 20x3 500
x1, x2, x3 0
Final Table :
25 40 50 0 0
RHS
x1 x2 x3 w1 w2
40 x2 0 1 6/5 2/25 1/25 12
25 x1 1 0 1/5 3/25 4/25 32
0 0 3 1/5 12/5 1280
Change in aij w.r.t. non-basic variable
&
Addition of a new variable
What will happen if is changed to ?
 25 40 50 0 0
RHS
x1 x2 x3 w1 w2
40 x2 0 1 2/5 2/25 1/25 12
25 x1 1 0 2/5 3/25 4/25 32
0 0 24 1/5 12/5 1280
 x1 x2 x3 w1 w2 RHS
50 x3 30
25 x1 20
0 10 0 3 1 2000

Hence, new solution will be : x1 = 20, x3 = 30, Z = 2000.

Addition of a new
Constraint
Max Z = 3x1 + 5x2
S/t. x1 4
3x1 + 2x2 18
x1, x2 0
Final Table :
3 5 0 0
RHS
x1 x2 w1 w2
0 w1 1 0 1 0 4
5 x2 3/2 1 0 1/2 9
9/2 0 0 5/2 45
 Max Z = 3x1 + 5x2
S/t. x1 4
3x1 + 2x2 18
x1, x2 0

What is the effect of a new constraint : X2 6

 3 5 0 0
RHS
x1 x2 w1 w2 w3
0 w1 1 0 1 0 0 4
5 x2 3/2 1 0 1/2 0 9
0 w3 0 1 0 0 1 6
9/2 0 0 5/2 0 45
This can not be the correct Simplex Table.
To modify : R3 R2

0 w3 3/2 0 0 1/2 1 3
 3 5 0 0
RHS
x1 x2 w1 w2 w3
0 w1 1 0 1 0 0 4
5 x2 3/2 1 0 1/2 0 9
0 w3 3/2 0 0 1/2 1 3
9/2 0 0 5/2 0 45
3 5
To go to the next table, apply Dual Simplex Method.
Third Row is a Key Row.
X1 Column is a Key Column.
 3 5 0 0
RHS
x1 x2 w1 w2 w3
0 w1 0 0 1 1/3 2/3 2
5 x2 0 1 0 0 1 6
3 x1 1 0 0 1/3 2/3 2
0 0 0 1 3 36

Hence, new Optimal Solution is :

x1 = 2, x2 = 6, w1 = 2 giving z = 36.
[C] Max Z = 2x1 + x2 + 10x3 + 4x4 [ 07 ]
S/t 10x1 + x2 + 15x3 + 5x4 100 (Material Constraint)
5x1 + 2x2 + 5x3 + 5x4 125 (Labour Constraint)
x1 , x2 , x3 , x4 0.

Incomplete final table of simplex for above LPP is given below.

? ? ? ? ? ?
RHS
x1 x2 x3 x4 w1 w2

? x4 ? ? ? ? 2/5 1/5 ?

? x2 ? ? ? ? 1 1 ?
? ? ? ? ? ? ?

( i ) Complete the table. State Optimal Solution. Is it unique Optimal

Solution ? Why ?
 Questions
Complete the table.State Opt. Sol. Is it unique
optimal solution ?Why ?
Find range of C2 & C4 to retain present final
table.
What shuld be the coeff. of x1 to bring it in basis ?
If 10 is added in RHS of 1st consraint and 10 id
deducted from RHS of 2nd constraint, find new
optimal values of basic variables and Z.
What will be the effect of following additional
constraint onpresent opt. sol. ?
Write Dual of this LPP and state opt. values of
dual variables.
Ans.
2 1 10 4 0 0
RHS
x1 x2 x3 x4 w1 W2

4 x4 3 0 5 1 2/5 1/5 15

1 x2 5 1 10 0 1 1 25

5 0 0 0 3/5 1/5 85

The Optimal Solution is : x1 = 0, x2 = 25, x3 = 0, x4 = 15 giving Z = 85.

It is not Unique Optimal Solution, as Index number for Non-basic Variable x3 is 0 in

final table.
( ii )Find range of C2 and C4 to retain final table.

Ans. For C2 : (5/5), (0/ 10), [( 3/5)/(1)], (1/5)/1

= 1 +0 3/5 1/5

(1/5) C2 0, to retain final table

(4/5) C2 1, to retain final table

For C4 : (5/3), (0/5), [(3/5)/(2/5)], (1/5)/(1/5)

= 5/3 0 3/2 1

0 C4 1, to retain final table

4 C4 5, to retain final table

( iv ) What should be the coefficient of x1, to bring it in basis ?

Ans. For C1 : C1 5 to retain the same table

For C1 : C1 7 to retain the same table

To bring x1 in basis : C1 7

( v ) If 10 is added in RHS of 1st Constraint and 10 is deducted from RHS of 2nd

Constraint, simultaneously, find new optimal values of basic variables and Z.

Ans. New Value of x4 =

15 + (2/5) (10) + (1/5) (10) = 15 + 4 + 2 = 21

New Value of x2 =

25 + (1) (10) + (1) (10) = 25 10 10 = 5

New Value of Z =

85 + (3/5) (10) + (1/5) (10) = 85 + 6 2 = 89

( vi ) What will be the effect of following additional constraint on present
Optimal Solution ?
x1 + x2 + x3 + x4 50.

Ans. With optimal values x4 = 15 and x2 = 25,

x1 + x2 + x3 + x4 = 0 + 25 + 0 + 15 = 40 50.

It is satisfied, hence, this constraint will not affect present optimal solution.

( vii ) Write objective function of dual of this LPP and get optimal values of dual
variables.

Ans. Objective function of dual : 100y1 + 125y2

Optimal values of dual variables : y1 = 3/5, y2 = 1/5 giving Z = 85.

 Thank you
For any Query or suggestion :
Contact :
Dr. D. B. Naik
Professor & Head, Training & Placement (T&P)
S. V. National Institute of Technology (SVNIT),
Ichchhanath, Surat 395 007 (Gujarat) INDIA.

Email ID :dbnaik@gmail.com
dbnaik@svnit.ac.in
dbnaik_svr@yahoo.com

Phone No. : 0261-2201540 (D), 2255225 (O)

( iii ) If C4 is raised to 6, get new Optimal Solution.

Ans. 2 1 10 6 0 0
RHS
x1 x2 x3 x4 w1 w2
6 x4 3 0 5 1 2/5 1/5 15
1 x2 5 1 10 0 1 1 25
11 0 10 0 7/5 1/5 115

2 1 10 6 0 0
RHS
x1 x2 x3 x4 w1 w2
6 x4 20
0 w2 25
10 1/5 8 0 6/5 0 120

Optimal Solution : x4 = 20, x1 = x2 = x3 = 0, w2 = 25 giving Z = 120