Sensitivity Analysis (or) Post-Optimal Analysis


We now explore how changes in LP’s parameters (objective function co-efficients, right hand sides and technological co-efficients) change the optimal solution. The study of how an LP’s optimal solution depends on its parameters is called Sensitivity Analysis.

Due to change of parameters in the existing model can result in one of four cases

  1. The optimality is not affected.
  2. The latest solution becomes infeasible.
  3. The latest solution may be feasible but the optimality is affected.
  4. The latest solution becomes infeasible and also non-optimal.

There is no problem in case-1 because the optimality is retained. Regarding case-2, the solution is infeasible. To recover from this we can ...

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