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EXAMPLE 1:

Obj. Function Variables Constraint Constant


147.5 Model M1 2.5 80 <= 80
Model M2 35 180 <= 180
2.5 >= 0
35 >= 0
Table 1.1: Objective Function for Example 1.

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$2 Model M1 Variables 2.5 0 3 5 1.4
$C$3 Model M2 Variables 35 0 4 3.5 2.5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$2 Model M1 Constraint 80 0.4375 80 280 8
$D$3 Model M2 Constraint 180 0.625 180 20 140
$D$4 Constraint 2.5 0 0 2.5 1E+30
$D$5 Constraint 35 0 0 35 1E+30
Table 2.2: Sensitivity Analysis of Example 1.

Sensitivity analysis interpretation

Ranges:

Table 3.3: The Upper and Lower Bound of the Original Value.
Graph of the Optimum Solution

Figure 1.1: Optimal Solution Graph for Example 1.

Maximum Values but Within the Optimum Solution

Obj. Function Variables Constraint Constant


282.5 Model M1 87.5 360 <= 360
Model M2 5 200 <= 200
87.5 >= 0
5 >= 0
Table 4.4: Objective Function for Maximum Values but Within Optimum Solution.

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$2 Model M1 Variables 87.5 0 3 5 1.4
$C$3 Model M2 Variables 5 0 4 3.5 2.5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$2 Model M1 Constraint 360 0.4375 360 40 280
$D$3 Model M2 Constraint 200 0.625 200 700 20
$D$4 Constraint 87.5 0 0 87.5 1E+30
$D$5 Constraint 5 0 0 5 1E+30

Table 5.5: Sensitivity Analysis for Table 1.4.

W/in the range of Optimum Solution

Figure 1.2: Optimal Solution Graph for Table 1.4

Case Exceeding the Range of Sensitivity

Obj. Function Variables Constraint Constant


297.5 Model M1 92.5 380 <= 380
Model M2 5 210 <= 210
92.5 >= 0
5 >= 0
Table 6.6: Exceeding the Range of Sensitivity.

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$14 Model M1 Variables 92.5 0 3 5 1.4
$C$15 Model M2 Variables 5 0 4 3.5 2.5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$14 Model M1 Constraint 380 0.4375 380 40 296
$D$15 Model M2 Constraint 210 0.625 210 740 20
$D$16 Constraint 92.5 0 0 92.5 1E+30
$D$17 Constraint 5 0 0 5 1E+30
Table 7.7: Sensitivity Analysis for Table 1.6.

Above the Optimal Solution


Figure 1.3: Optimal Solution Graph for Table 1.6

EXAMPLE 2:

Obj.
Function No. of units Produced per week Variable Constraints Constant
1000 Product A 18 60 <= 60
Product B 8 96 <= 96
18 >= 0
8 >= 0
Table 2.1: Objective Function of Example 2

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$D$2 Product A Variable 18 0 40 6.666666667 16.66666667
$D$3 Product B Variable 8 0 35 25 5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$E$2 Product A Constraints 60 3.333333333 60 36 12
$E$3 Product B Constraints 96 8.333333333 96 24 36
$E$4 Constraints 18 0 0 18 1E+30
$E$5 Constraints 8 0 0 8 1E+30
Table 2.2: Sensitivity Analysis for Example 2

Sensitivity Analysis Interpretation

Ranges:

Table 2.3: Sensitivity Analysis Interpretation


Graph of the Optimum Solution

Figure 2.1: Graph of the Optimum Solution

Figure 2.1 shows the graph of the optimum solution of Example 2 using a QM Solver
for Windows. The results from the objective function as shown in Table 2.1 were analyzed and
interpreted to give the optimum solution. To produce the maximum value, Product A must be
18 and that Product B must be 8.

Maximum Values but Within the Optimum Solution

Obj.
Function No. of units Produced per week Variable Constraints Constant
1320 Product A 12 96 <= 96
Product B 24 120 <= 120
12 >= 0
24 >= 0
Table 2.4: Objective Function Using the Maximum Values
Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$10 Product A Variable 12 0 40 6.666666667 16.66666667
$C$11 Product B Variable 24 0 35 25 5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$10 Product A Constraints 96 3.333333333 96 24 36
$D$11 Product B Constraints 120 8.333333333 120 72 24
$D$12 Constraints 12 0 0 12 1E+30
$D$13 Constraints 24 0 0 24 1E+30
Table 2.5: Sensitivity Analysis Using the Maximum Values

W/in the range of Optimum Solution

Figure 2.2: Graph of the Optimum Solution Using the Maximum Value

Figure 2 was graphes

Case Exceeding the Range of Sensitivity

Obj.
Function No. of units Produced per week Variable Constraints Constant
1353.333333 Product A 7 106 <= 106
Product B 30.6666667 120 <= 120
7 >= 0
30.6666667 >= 0

Sensitivity Analysis:
Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$17 Product A Variable 7 0 40 6.666666667 16.66666667
$C$18 Product B Variable 30.66666667 0 35 25 5

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$17 Product A Constraints 106 3.333333333 106 14 46
$D$18 Product B Constraints 120 8.333333333 120 92 14
$D$19 Constraints 7 0 0 7 1E+30
$D$20 Constraints 30.66666667 0 0 30.66666667 1E+30

Above the Optimal Solution


EXAMPLE 4:

Obj. Function Variables Constraints Constant


18.65853659 Cloth A(X1) 2.170731707 8 <= 8
Cloth B(X2) 1.219512195 10 <= 10
Cloth C(X3) 1.512195122 15 <= 15
2.17073171 >= 0
1.2195122 >= 0
1.51219512 >= 0
Table 4.1: Objective Function for Example 4.

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$D$4 Cloth A(X1) Variables 2.170731707 0 3 2 0.733333333
$D$5 Cloth B(X2) Variables 1.219512195 0 5 1.1 3
$D$6 Cloth C(X3) Variables 1.512195122 0 4 7.5 2.75

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$E$4 Cloth A(X1) Constraints 8 1.097560976 8 10.33333333 3.333333333
$E$5 Cloth B(X2) Constraints 10 0.585365854 10 7.416666667 6.25
$E$6 Cloth C(X3) Constraints 15 0.268292683 15 5 5.933333333
$E$7 Constraints 2.170731707 0 0 2.170731707 1E+30
$E$8 Constraints 1.219512195 0 0 1.219512195 1E+30
$E$9 Constraints 1.512195122 0 0 1.512195122 1E+30
Table 4.2: Sensibility Analysis for Example 4.

Table 4.1 shows the maximization of the profit of a firm in producing three types of
cloth. It can be seen in the table that the maximum feasible profit for the firm is 18.65885 by
producing 2.17 of Cloth A, 1.22 for Cloth B and 1.51 for Cloth C. The constraints or those that
impose restriction for maximum profit is also shown in the table.
The sensitivity of the model are also analyzed in using Sensitivity Analysis (Table 4.2).
It is indicated in the table that for every increase in one unit of the constraints X1, 1.09756
(shadow price) are also added in profit. In general, one unit of increase in constraints right hand
side, a shadow price is also added to profit.

Sensitivity Analysis Interpretation

Range:

Table 4.3: Lower and Upper Bound of Sensitivity Analysis.

Maximum Values but Within the Optimum Solution

Obj. Function Variables Constraints Constant


35.07317073 Cloth A(X1) 1.463415 18 <= 18
Cloth B(X2) 5.02439 17 <= 17
Cloth C(X3) 1.390244 20 <= 20
1.46341463 >= 0
5.02439024 >= 0
1.3902439 >= 0
Table 4.4: Objective Function for Maximum Values but Within Optimum Solution.

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$11 Cloth A(X1) Variables 1.463414634 0 3 2 0.733333333
$C$12 Cloth B(X2) Variables 5.024390244 0 5 1.1 3
$C$13 Cloth C(X3) Variables 1.390243902 0 4 7.5 2.75

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$11 Cloth A(X1) Constraints 18 1.097560976 18 9.5 13.73333333
$D$12 Cloth B(X2) Constraints 17 0.585365854 17 5 11.4
$D$13 Cloth C(X3) Constraints 20 0.268292683 20 20.6 4
$D$14 Constraints 1.463414634 0 0 1.463414634 1E+30
$D$15 Constraints 5.024390244 0 0 5.024390244 1E+30
$D$16 Constraints 1.390243902 0 0 1.390243902 1E+30
$D$2 Cloth A(X1) Constraints 8 0 8 1E+30 0

Case Exceeding the Range of Sensitivity

Obj. Function Variables Constraints Constant


30 Cloth A(X1) 1.666667 18.3333333 <= 20
Cloth B(X2) 5 10 <= 10
Cloth C(X3) 0 15 <= 15
1.66666667 >= 0
5 >= 0
0 >= 0

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$20 Cloth A(X1) Variables 1.666666667 0 3 4.5 3
$C$21 Cloth B(X2) Variables 5 0 5 1E+30 3
$C$22 Cloth C(X3) Variables 0 0 4 7.5 1E+30

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$20 Cloth A(X1) Constraints 18.33333333 0 20 1E+30 1.666666667
$D$21 Cloth B(X2) Constraints 10 1.5 10 2 10
$D$22 Cloth C(X3) Constraints 15 1 15 2.5 5
$D$23 Constraints 1.666666667 0 0 1.666666667 1E+30
$D$24 Constraints 5 0 0 5 1E+30
$D$25 Constraints 0 -7.5 0 2 0
EXAMPLE 5:

Obj. Function Variables Constraints Constant


2460 Bond A 18000 30000 <= 30000
Bond B 12000 18000 >= 6000
12000 <= 12000
18000 >= 0
12000 >= 0

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$2 Bond A Variables 18000 0 0.07 0.03 0.07
$C$3 Bond B Variables 12000 0 0.1 1E+30 0.03

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$2 Bond A Constraints 30000 0.07 30000 1E+30 12000
$D$3 Bond B Constraints 18000 0 6000 12000 1E+30
$D$4 Constraints 12000 0.03 12000 12000 12000
$D$5 Constraints 18000 0 0 18000 1E+30
$D$6 Constraints 12000 0 0 12000 1E+30

Sensitivity Analysis Interpretation

Range:

Graph of the Optimum Solution


Maximum Values but Within the Optimum Solution

Obj Function Variables Constraints Constant


1260 Bond A 18000 18000 <= 18000
Bond B 0 18000 >= 18000
0 <= 24000
18000 >= 0
0 >= 0

Sensitivity Analysis

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$10 Bond A Variables 18000 0 0.07 0.03 1E+30
$C$11 Bond B Variables 0 0 0.1 1E+30 0.03

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$10 Bond A Constraints 18000 0.1 18000 24000 0
$D$11 Bond B Constraints 18000 -0.03 18000 0 18000
$D$12 Constraints 0 0 24000 1E+30 24000
$D$13 Constraints 18000 0 0 18000 1E+30
$D$14 Constraints 0 0 0 0 1E+30

W/in the range of Optimum Solution

Case Exceeding the Range of Sensitivity

Obj Function Variables Constraints Constant


2820 Bond A 6000 30000 <= 30000
Bond B 24000 6000 >= 6000
24000 <= 25000
6000 >= 0
24000 >= 0

Sensitivity Analysis

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$18 Bond A Variables 6000 0 0.07 0.03 1E+30
$C$19 Bond B Variables 24000 0 0.1 1E+30 0.03

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$18 Bond A Constraints 30000 0.1 30000 1000 24000
$D$19 Bond B Constraints 6000 -0.03 6000 24000 1000
$D$20 Constraints 24000 0 25000 1E+30 1000
$D$21 Constraints 6000 0 0 6000 1E+30
$D$22 Constraints 24000 0 0 24000 1E+30

Above the Optimal Solution

Example 8:
Obj Function Variables Constraints Constant
150000 Tomatoes 0 80 <= 100
Lettuce 0 400 <= 400
Radishes 80 0 >= 0
0 >= 0
80 >= 0

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$2 Tomatoes Variables 0 0 1850 25 1E+30
$C$3 Lettuce Variables 0 0 2080 170 1E+30
$C$4 Radishes Variables 80 0 1875 1E+30 25

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
Tomatoes
$D$2 Constraints 80 0 100 1E+30 20
$D$3 Lettuce Constraints 400 375 400 100 400
$D$4 Radishes Constraints 0 -25 0 80 0
$D$5 Constraints 0 -170 0 66.66666667 0
$D$6 Constraints 80 0 0 80 1E+30

Sensitivity Analysis Interpretation

Maximum Values but Within the Optimum Solution


Obj Function Variables Constraints Constant
148000 Tomatoes 80 80 <= 80
Lettuce 0 400 <= 500
Radishes 0 80 >= 80
0 >= 0
0 >= 0

Sensitivity Analysis

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$10 Tomatoes Variables 80 0 1850 230 1E+30
$C$11 Lettuce Variables 0 0 2080 1E+30 205
$C$12 Radishes Variables 0 0 1875 205 1E+30

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$10 Tomatoes Constraints 80 2080 80 16.66666667 0
$D$11 Lettuce Constraints 400 0 500 1E+30 100
$D$12 Radishes Constraints 80 -230 80 0 80
$D$13 Constraints 0 0 0 0 1E+30
$D$14 Constraints 0 -205 0 0 0

Case Exceeding the Range of Sensitivity

Obj Function Variables Constraints Constant


189600 Tomatoes 80 100 <= 100
Lettuce 20 520 <= 600
Radishes 0 80 >= 80
20 >= 0
0 >= 0

Sensitivity Analysis
Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$C$18 Tomatoes Variables 80 0 1850 230 1E+30
$C$19 Lettuce Variables 20 0 2080 1E+30 205
$C$20 Radishes Variables 0 0 1875 205 1E+30

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$D$18 Tomatoes Constraints 100 2080 100 13.33333333 20
$D$19 Lettuce Constraints 520 0 600 1E+30 80
$D$20 Radishes Constraints 80 -230 80 20 80
$D$21 Constraints 20 0 0 20 1E+30
$D$22 Constraints 0 -205 0 20 0

Example 9:
Obj. Function Variables Constraints Constant
20 Part A(X1) 0 0.5 <= 1
Part B(X2) 20 1 <= 1
Part C(X3) 0 0.666666667 <= 1
0 >= 0
20 >= 0
0 >= 0

Sensitivity Analysis:

Variable Cells
Final Reduced Objective Allowable Allowable
Cell Name Value Cost Coefficient Increase Decrease
$D$5 Part A(X1) Variables 0 0 0.25 0.55 1E+30
$D$6 Part B(X2) Variables 20 0 1 1E+30 0.05
$D$7 Part C(X3) Variables 0 0 0.95 0.05 1E+30

Constraints
Final Shadow Constraint Allowable Allowable
Cell Name Value Price R.H. Side Increase Decrease
$E$10 Constraints 0 -0.05 0 20 0
$E$5 Part A(X1) Constraints 0.5 0 1 1E+30 0.5
$E$6 Part B(X2) Constraints 1 20 1 0.5 1
$E$7 Part C(X3) Constraints 0.666666667 0 1 1E+30 0.333333333
$E$8 Constraints 0 -0.55 0 25 0
$E$9 Constraints 20 0 0 20 1E+30

Sensitivity Analysis Interpretation

Range:

Maximum Values but Within the Optimum Solution


Sensitivity Analysis

Case Exceeding the Range of Sensitivity

Sensitivity Analysis

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