Linear Optimization (1:640:354:05) 
Spring 1999, Professor Ben-Israel 
Assignment 7: Simplex Algorithm & Sensitivity Analysis

Date: Thursday, April 1
Due: Thursday, April 8

1 Consider Problem No. 20, Text, p. 121, solved in:

ftp://rutcor.rutgers.edu/pub/bisrael/354-RevisedSimplex.mws

(a) Solve by introducing the constraints one at a time (starting with only one constraint, where the solution is immediate).

(b) For each of the shadow prices in the final optimal table, calculate its range of validity.

(c) For each of the coefficients of the objective function, compute the range in which the optimal solution (represented by the optimal table) remains optimal.

Show all your computations (preferrably using a computer).

2 Use sensitivity analysis to explain the example of the Braess Paradox

ftp://rutcor.rutgers.edu/pub/bisrael/Braess.xls

Return to the HW Assignments page