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ORIE 3300/5300
Fall 2011
Prof. Bland
Marginal Value of Resources
In upcoming lectures we will be examining several issues in
sensitivity or postoptimal
ity analysis
, which concern how an optimal solution of a linear programming problem
responds to a change in some entry in the input data, and how to reoptimize in
response to changes in the data or the inclusion of new variables or constraints.
First 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
subtracting multiples of the rows of the initial
Ax
=
b
system of equations. Let’s look
at that in the sausage example.
Find
π
= (
π
1
,π
2
,π
3
) such that:
1
20
30
0
0
0
0
0
2
2
1
0
0
80

π
0
4
2
0
1
0
120
0
3
6
0
0
1
210
=
1
0
0
5
0

10
3
1100
1
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View Full Document While we are doing this sort of thing, let’s look at a related issue:
Find 3
×
3 matrix
P
such that:
0
2
2
1
0
0
80
P
0
4
2
0
1
0
120
0
3
6
0
0
1
210
0
0
1

1
2
0
1
3
30
=
0
1
0
1
0

1
3
10
0
0
0
3
1
2
3
20
2
OK. Back to marginal values of resources. Lets’ see about the marginal value of beef.
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This note was uploaded on 03/08/2012 for the course ORIE 3300 at Cornell University (Engineering School).
 '08
 TODD

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