sensitivity analysis for lplp的敏感性分析

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1、SensitivityAnalysisforLPQ:WhydoweneedtodoasensitivityanalysisforLP?A:AnytimeyouhavetheassumptionofDeterminism,youneedtoconsiderasensitivityanalysis.Q:WillitbejustlikethesensitivityanalysisforPayoffTables?A:Yesandno.Theallowablevariationisgiventoyou(withpayofftables

2、,youhadtoworkthatoutforyourself),butyoumuststillworkouttheexpectedvariationonyourown.Wewillalsodomorewiththeallowablevariationthanwedidbefore.Q:WhendoesLPgiveustheallowablevariation?A:AfterSolverfindstheoptimalsolution,itwillgiveyouadialogueboxaskingwhetherornotyou

3、wanttokeepthenew-foundsolution.Totherightsideofthatboxwillbealistofreports.Theseconditemonthatlististhesensitivityanalysisreport.Clickonittohighlightthewords“SensitivityAnalysis”andthenclickOK.Anewsheet,labeled“SensitivityAnalysis”willbeaddedtoyourspreadsheet.Q:How

4、doesLPcalculatetheallowablevariation?A:Fortheobjectivefunctioncoefficients(thecostorprofitofeachvariable,usually)thecomputercancalculatethehowfarthecoefficientcanincreaseordecreasebeforethecurrentoptimalsolution(graphically,thecurrentoptimalcornerpoint)changessigni

5、ficantly.Q:Whatdoyoumeanby“changessignificantly?”A:Anychangeintheobjectivecoefficientswillchangethetotalprofit(ortotalcost),butuntilthevariablevaluesthemselveschangethesolutionisstillprettymuchthesame.ThisissimilartothesituationintheTransportationmodel,whereyouchan

6、gethenumberofunitsshippedonaroute,butstillusethesameroutes.Q:Whydoeschangingtheobjectivecoefficientschangethevariablevalues?A:Theoptimalsolutionisbasedonfindingthebestvalue(highestprofitorlowestcost)forthegivenobjective.Forthecomputer,theobjectiveisexpressedasaseri

7、esofcoefficients(thecostsorprofitsofeachvariable).Graphically,thecoefficientsdeterminetheslopeoftheobjectiveline.Changingthecoefficientschangestheslopeoftheobjectiveline.Iftheslopeoftheobjectivechangestoomuch,thentheobjectivelinewillnolongertotangenttothesolutionsp

8、ace.Instead,itwillpassthroughthecenterofthesolutionspace,asitdidwhenwefirsttriedgraphingtheobjective(seelecturenoteson“GraphinganLPProblem”).When