Sensitivity
Analysis Summary
Sensitivity analysis determines the range over which
a given factor may vary without affecting the solution mix or the dual
prices. Suppose we are maximising.
For ranges of the right-hand side constants:
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Identify the slack variable associated with the given
constraint.
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Divide the "Solution values" column of the final table
by the column for the slack variable.
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The limit on the decrease is the smallest nonnegative
ratio determined in (2).
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The absolute value of the smallest (closest to zero)
nonpositive ratio calculated in (2) is the limit on the increase.
For objective function coefficient ranges:
If the variable is a solution variable, then:
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Identify the row associated with the given variable
in the final table. Ignore the column associated with the given variable.
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Divide the
row by the row of (1).
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The smallest nonnegative ratio calculated in (2) is
the limit on the increase.
-
The absolute value of the smallest (closest to zero)
nonpositive ratio calculated in (2) is the limit on the decrease.
If the variable is not a solution variable, then the
limit on the increase is ,
and there is no limit on the decrease.