L11_10 - 1/8 ESI 6314 Deterministic Methods in Operations...

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Unformatted text preview: 1/8 ESI 6314 Deterministic Methods in Operations Research Lecture Notes University of Florida Department of Industrial and Systems Engineering / REEF 2/8 Sensitivity analysis for general LPs z = c T B B- 1 b + ( c T N- c T B B- 1 A N ) x N x B = B- 1 b- B- 1 A N x N For general LPs, these formulas are still valid and can be used in sensitivity analysis the same way we used them for the maximization LPs in standard form. 3/8 Sensitivity analysis for general LPs Recall that we have the following correspondence between the types of the constraints in primal problem and the types of the corresponding variables in the dual problem (here urs means unrestricted in sign): Constraint type Variable type = urs 4/8 Reading the dual optimal from the primal optimal tableau We consider a maximization LP with , , and = constraints. Let s i be the slack variable if the i th constraint is a constraint....
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L11_10 - 1/8 ESI 6314 Deterministic Methods in Operations...

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