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:

  1. Identify the slack variable associated with the given constraint.
  2. Divide the "Solution values" column of the final table by the column for the slack variable.
  3. The limit on the decrease is the smallest nonnegative ratio determined in (2).
  4. 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:

  1. Identify the row associated with the given variable in the final table. Ignore the column associated with the given variable.
  2. Divide the  row by the row of (1).
  3. The smallest nonnegative ratio calculated in (2) is the limit on the increase.
  4. 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.