Linear optimization: Parametrical objective function 4
Parametrical objective function is a special part of linear optimization. The foundation of parametrical optimization is the sensitivity analysis. Compared to the sensitivity analysis the Parametrical objective function makes a statement about large changes in the input data.
Inhaltsverzeichnis
Basic Knowledge
To include large changes in the input data you have to add a new variable "". For simple cases you just summate the new variable "" multiplicated with a constant vektor " " to the objective function. In this case the constant vektor is the value which change the input parameter "".
The objectiv function is now with a parameter:
Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): c(q)=c+q*
Thereby there is a new optimization problem which can be solved.
Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): \rightarrow
Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): \ge
Exemplification
In the follow we are going to show an example of "Linear Optimization of Parametrical Objective Function". We want to find an optimal combination of product 1 and product 2 to minimize the costs. Diffrent from "normal" simplex are the parameters in the objective function. This parameters express a modification in the objective funktion, it is usefull for changing the input data without calculating the whole simplex again.
From this tableau you can read out the profit function with a variable inside:
Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): G(q)= q*x_1+500x_2-36000
Transformed into the Simplex-Tableau:
In Tableau 1 and 2 you do the normal simplex iteration. "Ignoring" the variable "", setting it equal "0".
In Tableau 3 you have an optimal solution if you define Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): \le
,because your head row gets positive Fehler beim Parsen (http://mathoid.testme.wmflabs.org Serverantwort ist ungültiges JSON.): \rightarrow
acceptable and optimal solution
Origin
-Skript OperationResearch_2012SS_Wendt
- http://www.orklaert.de/parametrische-lineare-optimierung
- https://bisor.wiwi.uni-kl.de/orwiki/Parametrische_Optimierung
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