Lecture13

# Lecture13 - Introduction to Mathematical Programming IE406...

This preview shows pages 1–5. Sign up to view the full content.

Introduction to Mathematical Programming IE406 Lecture 13 Dr. Ted Ralphs

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
IE406 Lecture 13 1 Reading for This Lecture Bertsimas Chapter 5
IE406 Lecture 13 2 Sensitivity Analysis In many real-world problems, the following can occur: The input data is not very accurate . We don’t know all of the constraints ahead of time . We don’t know all of the variables ahead of time . Because of this, we want to analyze the dependence of the model on the input data, i.e., the matrix A , the right-hand side vector b , and the cost vector c . We would also like to know the effect of additional variables and constraints. This is done using sensitivity analysis . Sensitivity analysis requires nothing more than straightforward application of techniques we’ve already developed.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
IE406 Lecture 13 3 The Fundamental Idea Using the simplex algorithm to solve a standard form problem, we know that if B is an optimal basis , then two conditions are satisfied : B - 1 b 0 c - c B B - 1 A 0 When the problem is changed, we can check to see how these conditions are affected . This is the simplest kind of analysis—we have already seen several examples. When using the simplex method, we always have B - 1 available, so we can easily recompute appropriate quantities .
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### What students are saying

• As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

Kiran Temple University Fox School of Business ‘17, Course Hero Intern

• I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

Dana University of Pennsylvania ‘17, Course Hero Intern

• The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

Jill Tulane University ‘16, Course Hero Intern