Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A.
Islam
Graphical Sensitivity Analysis
JOBCO manufactures two products on two machines. A unit of product 1 requires 2 hrs on
machine 1 and 1 hr on machine 2. For product 2, one unit requires 1 hr on machine 1 and 3 hrs
on machine 2. The revenues per unit of products 1 and 2 are $30 and $20, respectively. The
total daily processing time available for each machine is 8 hrs
Solution:
Maximize 𝐳 = 𝟑𝟎 𝐱 𝟏 + 20 𝐱 𝟐
Subject to
𝟐𝐱 𝟏 + 𝐱 𝟐 ≤ 𝟖 (Machine 1)
𝐱 𝟏 + 3𝐱 𝟐 ≤ 𝟖 (Machine 2)
𝒙𝟏 , 𝒙𝟐 ≥ 𝟎
If the daily capacity is increased from 8 to 9 hrs, the new optimum will move to point G. The
rate of change in optimum z resulting from changing machine 1 capacity from 8 to 9 hrs can
be computed as
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Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A. Islam
Sensitivity analysis
The determination of the conditions that will keep the current solution unchanged.
1) Sensitivity of the optimum solution to changes in the availability of the resources (right-
hand side of the constraints).
2) Sensitivity of the optimum solution to changes in unit profit or unit cost (coefficients of
the objective function).
3) Adding a new constraint
4) Adding a new variable
1. Consider the following LPP
Maximize 𝑧 = 6𝑥1 + 8 𝑥2
Subject to
5 𝑥1 + 10 𝑥2 ≤ 60
4 𝑥1 + 4 𝑥2 ≤ 40
𝑥1 , 𝑥2 ≥ 0
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Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A. Islam
The optimum solution of this problem is shown in table.
𝑪𝒋 6 8 0 0 Solution Ratio
𝑪𝑩𝒊 BV 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐
8 𝒙𝟐 0 1 𝟏 /𝟓 − 𝟏/𝟒 2
6 𝒙𝟏 1 0 −𝟏/𝟓 −𝟏/𝟐 8
𝒁𝒋 6 8 𝟐/𝟓 𝟏
𝑪𝒋 − 𝒁𝒋 0 0 −𝟐/𝟓 −𝟏
Solve the problem
a) If the right-hand side of the constraint 1 and 2 are changed from 60 and 40 to 40 and 20
respectively
b) If the right-hand side of the constraint 1 and 2 are changed from 60 and 40 to 20 and 40
respectively
2) Consider the following LPP
Maximize 𝑧 = 10 𝑥1 + 15 𝑥2 + 20 𝑥3
Subject to
2 𝑥1 + 4𝑥2 + 6 𝑥3 ≤ 24
3 𝑥1 + 9 𝑥2 + 6 𝑥3 ≤ 30
𝑥1 , 𝑥2 , 𝑥3 ≥ 0
The optimum solution of this problem is shown in table.
𝑪𝒋 10 15 20 0 0 Solution Ratio
𝑪𝑩𝒊 BV 𝒙𝟏 𝒙𝟐 𝑥3 𝒔𝟏 𝒔𝟐
20 𝒙𝟐 0 -1 1 𝟏 /𝟐 − 𝟏/𝟑 2
10 𝒙𝟏 1 5 0 −𝟏 𝟏 6
𝒁𝒋 10 30 20 𝟎 𝟏𝟎/𝟑
𝑪 𝒋 − 𝒁𝒋 0 −𝟏𝟓 0 𝟎 −𝟏𝟎/𝟑
Solve the problem
a) Find the range of the objective function coefficient 𝐶1 of the variable 𝑥1 such that the
optimality is unaffected
b) the objective function coefficient 𝐶2 of the variable 𝑥2 such that the optimality is
unaffected
c) Check whether the optimality is affected if the profit coefficients are changed from (10, 15,
20) to (7,14, 15). If so, find the revised optimum solution.
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Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A. Islam
3) Consider the following LPP
Maximize 𝑧 = 6𝑥1 + 8 𝑥2
Subject to
5 𝑥1 + 10 𝑥2 ≤ 60
4 𝑥1 + 4 𝑥2 ≤ 40
𝑥1 , 𝑥2 ≥ 0
The optimum solution of this problem is shown in table.
𝑪𝒋 6 8 0 0 Solution Ratio
𝑪𝑩𝒊 BV 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐
8 𝒙𝟐 0 1 𝟏 /𝟓 − 𝟏/𝟒 2
6 𝒙𝟏 1 0 −𝟏/𝟓 −𝟏/𝟐 8
𝒁𝒋 6 8 𝟐/𝟓 𝟏
𝑪𝒋 − 𝒁𝒋 0 0 −𝟐/𝟓 −𝟏
Solve the problem
a) Check whether the addition of the constraint 7 𝑥1 + 2 𝑥2 ≤ 65 affects the optimality. If it
does, find the new optimum solution.
b) Check whether the addition of the constraint 6 𝑥1 + 3 𝑥2 ≤ 48 affects the optimality. If it
does, find the new optimum solution.
4) Consider the following LPP
Maximize 𝑧 = 6𝑥1 + 8 𝑥2
Subject to
5 𝑥1 + 10 𝑥2 ≤ 60
4 𝑥1 + 4 𝑥2 ≤ 40
𝑥1 , 𝑥2 ≥ 0
The optimum solution of this problem is shown in table.
𝑪𝒋 6 8 0 0 Solution Ratio
𝑪𝑩𝒊 BV 𝒙𝟏 𝒙𝟐 𝒔𝟏 𝒔𝟐
8 𝒙𝟐 0 1 𝟏 /𝟓 − 𝟏/𝟒 2
6 𝒙𝟏 1 0 −𝟏/𝟓 −𝟏/𝟐 8
𝒁𝒋 6 8 𝟐/𝟓 𝟏
𝑪𝒋 − 𝒁𝒋 0 0 −𝟐/𝟓 −𝟏
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Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A. Islam
A new product P3 is included in the existing product mix. The profit per unit of the new product
is $20. The processing requirements of the new product on lathe and milling machine are 6
hours per unit and 5 hours per unit respectively.
Solve the problem
a) Check whether the inclusion of the product P3 changes the optimality.
b) If it changes the optimality, find the new optimum solution.
Questions
1) Explain the terminologies of linear programming model.
2) List and explain the assumptions of linear programming problem
3) Define the following.
a) Alternate optimum solution
b) Unbounded solution
c) Infeasible solution
d) Slack variable
e) Surplus variable
f) Artificial variable
g) Basic variable
h) Criterion value.
4) A small manufacturer employs 5 skilled men and 10 semi-skilled men for making a product
in two qualities: a deluxe model and an ordinary model. The production of a deluxe model
requires 2-hour work by a skilled man and 2-hour work by a semi-skilled man. The ordinary
model requires 1-hour work by a skilled man and 3-hour work by a semi-skilled man.
According to worker union rules, no man can work more than 8 hours per day. The profit
of the deluxe model is $ 100 per unit and that of the ordinary model is $ 800 per unit.
Formulate a linear programming mode for this manufacturing situation to determine the
production volume of each model such that th total profit is maximized.
Products
Machines A B C
1 4 3 5
2 2 2 4
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Practice Problems ME 469 (Sensitivity Analysis) Teacher: M. A. Islam
Machines 1 and 2 have 2000 and 2500 machine-minute, respectively. The upper limits for
the production volumes of the product A, B and C are 100 units, 200 units and 50 units,
respectively But, the firm must produce a minimum of 50 units of the product A. Develop
a LP model for this manufacturing situation to determine the production volume of each
product such that the total profit is maximized.
5) A company manufactures two types of products, P1 and P2. Each product uses lathe and
milling machine. The processing time per unit of P1 on the lathe is 5 hours and on the
milling, machine is 4 hours. The processing time per unit of P2 on the lathe is 10 hours and
on the milling machine, 4 hours. The maximum number of hours available per week on the
lathe and the milling machine are 60 hours and 40 hours, respectively. Also the profit per
unit of selling P1 and P2 are $ 6.00 and $ 8.00, respectively. Formulate a linear
programming model to determine the production volume of each of the products such that
the total profit is maximized.
6) A nutrition scheme for babies is proposed by a committee of doctors. Babies can be given
two types of food (I and II) which are available in standard sized packets weighing 50
grams. The cost per packet of these foods is $ 2 and $ 3, respectively. The vitamin
availability in each type of food per packet and the minimum vitamin requirement for each
type of vitamin are summarized in Table. Develop a linear programming model to
determine the optimal combination of food types with the minimum cost such that the
minimum requirement of vitamin in each type is satisfied.
Details of the food types
Vitamin availability per packet
Vitamin Food Type 1 Food Type 1 Minimum daily requirement
1 1 1 6
2 7 1 14
Cost/Packet ($) 2 3