灵敏度分析

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An optimal solution is only optimal with respect to a particular mathematical model . 最优解一般只是针对某一特定的数学模型。
What is Sensitivity Analysis 什么是敏感性分析
The purpose of a linear programming study is to help guide management’s final decision by providing insights into the likely consequences of pursuing various managerial options under a variety of assumptions about future conditions. 管理者要对未来做各种假设,在这些假设下,测 试可能产生的结果,通过对各种结果深入分析 来指导决策。
(Sensitivity Analysis),因为其中所涉及的问 题主要是:如果未来情况的假设变动的话,最优 解将会有怎样的变化?
Parameters of the model 模型的参数(1)
▪ Parameters of the model: the problems provide the data needed to determine precisely that should go into the data cells to determine the LP optimal solution.
▪ For example, the profits depend on many factors: the costs of raw materials, production,
shipping, advertising, and so on, as well as such things as the market reception to the new products and the amount of competition encountered.
▪ The parameters of the model are rough estimates.Substantial time and efforts are needed to track down the needed data.
▪ For example ,in the Wyndor case: the unit profits $300 for doors and $500 for the windows.
Parameters of the model 模型的参数(2)
Some factors cannot be estimated with real accuracy until long after the linear programming study has been completed and the new products have been on the market for some time.
Session Topics
What is Sensitivity Analysis 什么是敏感性分析
The Importance of What-If Analysis to Managers 敏感性分析对管理者的重要性
Wyndor Case Study 伟恩德公司案例研究
Range-of-Optimality What-If Analysis 最优域敏感性分析
What is Sensitivity Analysis 什么是敏感性分析
Most of the important insights are gained while conducting analysis after finding an optional solution for the original version of the basic model.
Simultaneous Change in RHS 同时改变右端项
§4.1 The Importance of What-If Analysis to Managers What-If 分析对管理者的重要性
What is Sensitivity Analysis 什么是敏wenku.baidu.com性分析
A particular mathematical model provides only a rough representation of the real problem. 数学模型只是实际问题的一个粗略的抽象。
通常,在取得最初版本模型的最优解之后,进 行分析才能取得对问题深入的认识。
What is Sensitivity Analysis 什么是敏感性分析
This analysis is commonly referred to as whatif analysis because it involves addressing some questions about what would happen to the optimal solution if different assumptions are made about future conditions. 这种分析称为what-if分析或敏感性分析
Session Topics
Simultaneous Change in OFC(coefficient) 同时改变目标函数系数
Shadow Price Analysis for RHS 右端项的影子价格分析
Range-of-Feasibility What-If Analysis 可行域的敏感性分析
Parameters of the model 模型的参数(3)
Wyndor’s managers want to know what the effect would be if the unit profits turn out to differ significantly from the estimates.
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