Lecture11 - IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis...

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IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis Kara Lecture # 11 Date: 11 November 2008 1
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Sensitivity Analysis If the data changes, can you obtain the new solution without having to solve the problem from scratch. Currently: 6 0 1 b B 0 1 c A B c B Feasibility Optimality b B c B 1 Objective function value
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Sensitivity Analysis We shall check if the current B remains optimal, thus insist that both conditions are satisfied. 7 0 1 b B 0 1 c A B c B
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Sensitivity Analysis Check feasibility and optimality If both conditions are satisfied, current B is still optimum, update the values as necessary. If primal feasibility is violated but dual is not, use dual simplex If dual feasibility is violated but primal is not, use primal simplex 8
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Sensitivity Analysis Check feasibility and optimality If both primal and dual infeasible ??? Need a primal feasible basis
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Lecture11 - IE 505 MATHEMATICAL PROGRAMMING Bahar Yetis...

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