A STUDY OF SENSITIVITY ANALYSIS IN LINEAR PROGRAMMING PROBLEM AND ITS IMPLEMENTATION IN REAL LIFE
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Abstract
The purpose of this paper is to show how the concept of Sensitivity Analysis (SA) of Linear Programming Problems (LPPs) can be implemented in real life. By using this post-optimality analysis one can decide how to bring changes such vectors as in the cost coefficients, in the right side of the constraints, in the coefficients of the constraints, addition of a new variable, addition of new constraints and deletion of a variable. We demonstrate our post optimality test by changing various parameters on the optimal solution of an LPP. If the number of decision variables and constraints for LPP is large, it will then be very difficult and time-consuming to discuss the Sensitivity Analysis manually. For this purpose, we have also developed a computer code using LINDO to describe the test. In this paper we consider a production planning problem of a company to discuss the analysis
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