Parametric Linear Programming

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Systematic Changes in cj Objective function is replaced by Find the

Systematic Changes in cj

Objective function is replaced by
Find the optimal

solution as a function of θ
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Example: Wyndor Glass Problem Z(θ) = (3 + 2θ) x1+(5 - θ) x2

Example: Wyndor Glass Problem

Z(θ) = (3 + 2θ) x1+(5 - θ)

x2
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Example: Wyndor Glass Problem 0 ≤ θ ≤ 9/7

Example: Wyndor Glass Problem

0 ≤ θ ≤ 9/7

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Example: Wyndor Glass Problem 9/7 ≤ θ ≤ 5

Example: Wyndor Glass Problem

9/7 ≤ θ ≤ 5

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Example: Wyndor Glass Problem θ ≥ 5

Example: Wyndor Glass Problem

θ ≥ 5

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Procedure Summary for Systematic Changes in cj 1. Solve the problem

Procedure Summary for Systematic Changes in cj

1. Solve the problem with θ

= 0 by the simplex method.
Use the sensitivity analysis procedure to introduce the Δcj = αjθ changes into Eq.(0).
Increase θ until one of the nonbasic variables has its coefficient in Eq.(0) go negative (or until θ has been increased as far as desired).
Use this variable as the entering basic variable for an iteration of the simplex method to find the new optimal solution. Return to Step 3.
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Systematic Changes in bi Constraints are replaced by Find the optimal

Systematic Changes in bi

Constraints are replaced by
Find the optimal solution

as a function of θ
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Example: Wyndor Glass Problem y1 + 3y3 ≥ 3 + 2θ

Example: Wyndor Glass Problem

y1 + 3y3 ≥ 3 + 2θ
2y2

+ 2y3 ≥ 5 - θ
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Example: Wyndor Glass Problem 0 ≤ θ ≤ 9/7

Example: Wyndor Glass Problem

0 ≤ θ ≤ 9/7

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Example: Wyndor Glass Problem 9/7 ≤ θ ≤ 5

Example: Wyndor Glass Problem

9/7 ≤ θ ≤ 5

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Example: Wyndor Glass Problem θ ≥ 5

Example: Wyndor Glass Problem

θ ≥ 5