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Unformatted text preview: OR&IE 320/520 9/20/07 Prof. Bland In upcoming lectures we will be examining several issues in sensitivity or postoptimal- ity analysis , which concern how an optimal solution of a linear programing problem responds to a change in some entry in the input data, and how to re-optimize in re- sponse to changes in the data or the inclusion of new variables or constraints. Today we will combine a little bit of postoptimality analysis with the answer to a question that has been lurking about since we first asked AMPL to display Scarcity in the brewery problem: How are the marginal values of scarce resources computed? What specific interpretations can we attribute to them? Are they related to the way in which the simplex method finds an optimal solution? Why has he asked three ques- tions, when he said there would be one? Four? Five? ...... It will be useful to begin with an examination of how the objective function row of an optimal tableau arises from the objective function row of the initial tableau by...
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This note was uploaded on 03/30/2008 for the course ORIE 320 taught by Professor Bland during the Fall '07 term at Cornell.
- Fall '07