lecture32aa - Lecture 4/11/08 Sensitivity Analysis 1....

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Lecture 4/11/08 Sensitivity Analysis 1. Reduced costs 2. Revised Simplex-Matrix Notation
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Sensitivity Analysis Terminology Dual Price - same as shadow price Reduced Cost - How much an objective function coefficient of an NBV must be improved before it becomes BV in the optimal solution. -Improvement in objective function per unit increase of RHS of constraint.
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Inverse of a Matrix Definition Given a square (m x m) matrix B. If there is an m x m matrix A such that AB = BA = I m (the m x m identity matrix) then matrix A is said to be the inverse of B. Denotation A = B -1 Procedure for finding B -1 1. Write down the m x 2m matrix B| I m 2. Use eros to transform B| I m to I m | A. Then A = B -1
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Use of B -1 in Solving a System of Equations Given the system of m equations in m unknowns: a . a a . . . . a . a a a . a a B Let mm m2 m1 2m 22 21 1m 12 11 = a 11 x 1 + a 12 x 2 + …. +a 1m x m = b 1 a 21 x 1 + a 22 x 2 + …. +a 2m x m = b 2 . . . . . a
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This note was uploaded on 04/17/2008 for the course CSA 273 taught by Professor Patton during the Spring '08 term at Miami University.

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lecture32aa - Lecture 4/11/08 Sensitivity Analysis 1....

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