ORF 522: Lecture 7 Linear Programming: Chapter 7 ...

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ORF 522: Lecture 7Linear Programming: Chapter 7Sensitivity and Parametric AnalysisRobert J. VanderbeiOctober 3, 2013Slides last edited at 1:24pm on Thursday 3rdOctober, 2013Operations Research and Financial Engineering, princeton rvdbRestartingConsider an optimal dictionary: = z NTxNxB=x B B definitions ofx B,z N, and :x B=B 1bz N= (B 1N)TcB cN =cTBB , suppose objective coefficients change fromcto adjust current dictionary, recomputez N, and recompute .Note thatx Bremains unchanged. Therefore, Adjusted dictionary isprimal feasible. Apply primal simplex method. Likely to reach optimality it been the right-hand sidesbthat changed, then Adjusted dictionary would bedual feasible. Could apply dual simplex an optimal dictionary: = z NTxNxB=x B B :Ifcwere to change to c=c+ c,for what range of s does the current basisremain optimal?

ORF 522: Lecture 7 Linear Programming: Chapter 7 Sensitivity and Parametric Analysis Robert J. Vanderbei October 3, 2013 Slides last edited at 1:24pm on Thursday 3rd October, 2013 Operations Research and Financial Engineering, Princeton University

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