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(Spring19) - MTL 103 Tut5

The document contains 5 problems related to sensitivity analysis of linear programming problems. The problems involve modifying existing optimal solutions and tableaus by adding or changing constraints and variables, and determining if the original optimal solution remains optimal or finding the new optimal solution.

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12 views

(Spring19) - MTL 103 Tut5

The document contains 5 problems related to sensitivity analysis of linear programming problems. The problems involve modifying existing optimal solutions and tableaus by adding or changing constraints and variables, and determining if the original optimal solution remains optimal or finding the new optimal solution.

Uploaded by

Sanskriti Jain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MTL103: Tutorial Sheet-5

Sensitivity Analysis

1. Using simplex method, solve the following linear programming problem:


Min −3x1 − 2x2
subject to
x1 +2x2 ≤ 6
2x1 + x2 ≤ 6
x1 , x2 ≥ 0.
• Append an additional constraint x1 + x2 ≥ 3 in the optimal simplex tableau.
Does the original optimal solution remain optimal? If not find the new optimal
solution.
• Update the original optimal
  simplex tableau if an additional variable x3 with
1
activity vector a(3) = and price c3 = 2 is introduced in the original problem
1
and find its optimal solution.

2. Consider the linear programming problem


Min −x1 − 6x2
subject to
x1 +3x2 ≤ 12
3x1 + x2 ≤ 12
x1 + x2 = 13
x1 , x2 ≥0,
and let following be its last tableau

x1 x2 x3 x4 a1
x2 = 3 0 1 3/8 −1/8 0
x1 = 3 1 0 1/8 3/8 0
a1 = 7 0 0 1/4 −3/4 1
17+2M 2M −3
z = 21 0 0 8 8
0

(a) What conclusion can you draw from the tableau?


(b) Update the table if b is changed to (12, 12, 6)T , what do you infer now?
(c) Identify the redundant constraint (if any) and hence find the new optimal basic
feasible solution of the reduced problem?
(d) Does the addition of the constraint x1 + x2 = 3 in the reduced problem affects
the solution. If yes, then find the optimal basic feasible solution.

1
3. Consider the following LPP problem and its optimal tableau:
Min −2x1 − x2 + x3
subject to
x1 + 2x2 + x3 ≤ 8
−x1 + x2 − 2x3 ≤ 4
x1 , x2 , x3 ≥ 0.

x1 x2 x3 x4 x5
x1 = 8 1 2 1 1 0
x5 = 12 0 3 −1 1 1
16 0 3 3 2 0

(a) Find new optimal solution if the coefficient of x2 in the objective function is
changed from -1 to -6.
(b) Find new optimal solution if the coefficient of x2 in the first constraint is changed
from 2 to 14 .
(c) What will be the change in the optimal solution, if a new constraint x2 + x3 = 3
is added?
(d) What will be the change in the optimal solution, if a new variable x4 is introduced
with cost vector 4 and consumption vector (1, 2)T ?

4. Let following be the last (optimal) simplex tableau for a given LPP of the minimization,
where x3 , x4 are slack variables.

xB x1 x2 x3 x4
x2 = 6 0 1 2 −1
x1 = 2 1 0 −1 1
z = 26 0 0 2 1

Does the addition of constraint x1 + x2 ≤ 6 in the problem affect the solution? If yes,
then find the optimal basic feasible solution.

5. Let following be the system optimal tableau for a given LPP, in which x3 , x4 are slack
variable.

xB x1 x2 x3 x4
x3 = 4 1 0 1 0
x2 = 9 3/2 1 0 1/2
9/2 0 0 5/2

Let a new variable x5 be introduced with c5 = 7 and a5 = [a, b]. Find the minimum
value of b for which condition of optimality will not violate.

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