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1 Planteamiento general.
2 Cambios en el vector de recursos.
3 Cambios en el vector de costes.
4 Cambios en un vector aj no bsico.
5 Nuevas variables.
6 Nuevas restricciones.
max z = cT x max z = cT x + 0T xh
sujeto a sujeto a
Ax b Ax + Ixh = b
x0 x, xh 0
Tabla inicial.
Variables iniciales Variables de holgura
x1 ... xn xn+1 ... xn+m
cT 0 0
B A I b
Tabla ptima.
Variables iniciales Variables de holgura
x1 ... xn xn+1 ... xn+m
cTB B1 A cT cTB B1 z = cTB xB
B B1 A B1 xB = B1 b
xB 0, zj cj 0.
Productos Disponibilidad
Recursos A B C de recursos
1 4 2 3 40
2 2 2 1 30
Beneficio 3 2 1
xj : unidades de producto j, j = A, B y C.
Modelo lineal y tabla ptima.
max z = 3x1 + 2x2 + x3 + 0x4 + 0x5
sujeto a
4x1 + 2x2 + 3x3 + x4 = 40
2x1 + 2x2 + x3 + x5 = 30
x1 , x2 , x3 , x4 , x5 0
x1 x2 x3 x4 x5
1 1
0 0 1 2 2
35
1
a1 1 0 1 2
12 5
a2 0 1 12 21 1 10
Modelo 1 Modelo 2
max z = cT x max z = cT x x B = B1 b
sujeto a sujeto a
z = cTB x B
Ax b Ax b
x0 x0
zj cj = c T
BB
1
a j cj z = cT
B xB
zj cj = c T
BB
1
a j cj z = cT
B xB
B B1 A B1 B B1 A B1
xB = B1 b x B = B1 b
Caso 1. Si x B 0, hay factibilidad primal. Solucin ptima: x B y z.
Caso 2. Si / 0,
xB no hay factibilidad primal simplex dual.
Cambio en el vector b
T
bT = (40, 30) b = (38, 36)
!
1
21
38 1
xB = B1 b= 2 = 0
12 1 36 17
1
z = cTB x B = (3 , 2) = 37
17
x1 x2 x3 x4 x5
1 1
0 0 1 2 2
37
1
a1 1 0 1 2
12 1
a2 0 1 12 21 1 17
Cambio en el vector b
T
bT = (40, 30) b = (20, 60)
!
1 1
2 20 20
x B = B1 b= 2 = 6 0
21 1 60 50
20
z= cTB x B = (3 , 2) = 40
50
x1 x2 x3 x4 x5
1 1
0 0 1 2 2
40
1
3 a1 1 0 1 2
12 20
2 a2 0 1 21 12 1 50 2
1 0 2 1 0 20
0 a5 2 0 2 1 1 40
3 1
2 a2 2 1 2 2
0 10
Modelo 1 Modelo 2
T T
T z j c j = c B B1 aj c j = c B yj c j
max z = cT x max z = c x
sujeto a sujeto a T
z = c B xB
Ax b Ax b
x0 x0
T T
zj cj = c T
BB
1
a j cj z = cT
B xB z j c j = c B B1 aj c j z = c B xB
B B1 A B1 B B1 A B1
cB
xB = B1 b cB xB = B1 b
Caso 1. Si z j c j 0 para todos los vectores del modelo, hay factibilidd dual.
T
Solucin ptima: xB y z = c B xB .
Caso 2. Si existe z j c j < 0, no hay factibilidad dual simplex primal.
OpenCourseWare, UPV/EHU. Sensibilidad
Ejemplo 1 9
Cambio en el vector c
T
cT = (3, 2, 1) c = (4, 3, 1)
1 0
z 1 c 1 = (4, 3) 4 = 0, z 2 c 2 = (4, 3) 3 =0
0 1
!
1
3 1 1
z 3 c 3 = (4, 3) 1 = , z 4 c 4 = (4, 3) 2 0=
1
2 2 12 2
12
z 5 c 5 = (4, 3) 0 = 1
1
x1 x2 x3 x4 x5
3 1
0 0 2 2
1 50
1
4 a1 1 0 1 2
21 5
3 a2 0 1 12 21 1 10
Cambio en el vector c
T
cT = (3, 2, 1) c = (1, 1, 1)
x1 x2 x3 x4 x5
0 0 21 0 1
2
15
1 1
1 a1 1 0 1 2
2 5
1 a2 0 1 21 21 1 10 12
1 1 1 35
2
0 0 4 4 2
1
1 a3 1 0 1 2
12 5
1
1 a2 2
1 0 41 3
4
25
2
25 35
Solucin ptima: x1 = 0, x2 = 2
, x3 = 5 y z = 2
.
Modelo 1 Modelo 2
max z = cT x max z = cT x
sujeto a sujeto a
a1 x1 + + aj xj + + an xn b
a1 x1 + + a j xj + + an xn b
x1 , , xn 0 x1 , , xn 0
1
zj cj = c T
BB
1
a j cj z j cj = cT
BB a j cj
z = cT
B xB z = cT
B xB
B B1 B B1
yj = B1 aj xB = B1 b y j = B1 a j xB = B1 b
Caso 1. Si z j cj 0, hay factibilidad dual. Solucin ptima: xB y z.
Caso 2. Si z j cj < 0, no hay factibilidad dual simplex primal.
Cambio en un vector aj
3 4
a3 = a3 =
1 2
!
1
21
4 1
y 3 = B1 a 3 = 2 =
21
1 2 0
1
z 3 c3 = (3 , 2) 1 =31 =2 >0
0
Cambio en un vector aj
1
3
a3 = a3 = 2
1 1
! !
1
12 1 41
y3= B 1 2
a3 = 2 =
21 1 1 3
4
!
14 1
z3 c3 = (3 , 2) 3 1 =
4 4
No hay factibilidad dual simplex primal.
x1 x2 x3 x4 x5
0 0 41 1
2
1
2
35
3 a1 1 0 41 1
2
1
2 5 13
3
2 a2 0 1 4
12 1 10
1 1 5 115
0 3
0 3 6 3
1 1
3 a1 1 3
0 3
16 25
3
4
1 a3 0 3
1 23 4
3
40
3
25 40 115
Solucin ptima: x1 = 3
, x2 = 0, x3 = 3
y z = 3
.
Modelo 1 Modelo 2
max z = c1 x1 + + cn xn max z = c1 x1 + + cn xn + cn+1 xn+1
sujeto a sujeto a
a1 x1 + + an xn b a1 x1 + + an xn + an+1 xn+1 b
x1 , , xn 0 x1 , , xn , xn+1 0
zj cj = c T
BB
1
a j cj zn+1 cn+1 = cT
BB
1
an+1 cn+1
z = cT
B xB z = cTB xB
B B1 B B1
xB = B1 b xB = B1 b
yn+1 = B1 an+1
Nueva variable
1
x4 , a4 = , c4 = 1
2
Variables de holgura: x5 y x6 .
! !
1
21 21
1 2 1
y4 = B a4 = 1 = 3
2 1 2
2
!
12 3 6 1
z4 c4 = (3, 2) 3 1 = + 1= >0
2 2 2 2
x1 x2 x3 x4 x5 x6
1 1 1
0 0 1 2 2 2
35
3 a1 1 0 1 21 1
2
12 5
2 a2 0 1 12 3
2
12 1 10
Nueva variable
3
x4 , a4 = , c4 = 3
2
! !
1
12 1
1 2 3 2
y4 = B a4 = =
21 1 2 1
2
!
1 5 1
z4 c4 = (3, 2) 2 3= 3= <0
1
2 2 2
x1 x2 x3 x4 x5 x6
0 0 1 12 1
2
1
2
35
1 1
3 a1 1 0 1 2 2
12 5
2 a2 0 1 21 1
2
21 1 10 1
1 0 2 0 1 0 40
3 a4 2 0 2 1 1 1 10
2 a2 1 1 23 0 1 3
2
5
Modelo 1 Modelo 2
max z = c1 x1 + + cn xn max z = c1 x1 + + cn xn
sujeto a sujeto a
a11 x1 + + a1n xn b1 a11 x1 + + a1n xn b1
.. .. .. ..
. . . .
am1 x1 + + amn xn bm am1 x1 + + amn xn bm
x1 , , xn 0 am+1,1 x1 + + am+1,n xn bm+1
x1 , , xn 0
Variables
bsicas Matriz I
xj
*. * 1 . . . 0 *. * *. * 1 0 *. * 0
Vectores . . . . . .
. . . . . . 0
. .
bsicos . . . . . .
. . . . . . ..
* * 0 . . . 1 * * * * 0 . 1 *. * 0
aj * * * . . * 0. 0 1 *
Nueva
restriccin Variable de holgura
Nueva restriccin
xj xj
* * * 1. ..0 * 0 * * * 1. . .0 * 0
. . . . . . . . . . . . .
. . . . . . . . . .
. . . . . . . .
.
* * * 0. . . 1 . . * * * 0. . . 1* .
aj * * *. . . * * 1 * aj * * 0. . . 0* 1 *
Nueva restriccin
Nueva restriccin: x1 + x2 + x3 20 x1 + x2 + x3 + x6 = 20
x1 x2 x3 x4 x5 x6
1 1
0 0 1 2 2
0 35
1
3 a1 1 0 1
2
12 0 5
2 a2 0 1 21 12 1 0 10
0 a6 1 1 1 0 0 1 20
x1 x2 x3 x4 x5 x6
1 1
0 0 1 2 2 0 35
3 a1 1 0 1
1
2
12 0 5
2 a2 0 1 21 12 1 0 10
a6 1 1
0 0 0 2 0 2 1 5
Nueva restriccin
Nueva restriccin: x1 + x2 + x3 10 x1 + x2 + x3 + x6 = 10
x1 x2 x3 x4 x5 x6
1 1
0 0 1 2 2
0 35
1
3 a1 1 0 1
2
12 0 5
2 a2 0 1 21 12 1 0 10
0 a6 1 1 1 0 0 1 10
2 a2 0 1 21 12 1 0 10
1
0 a6 0 0 2 0 12 1 5
x1 x2 x3 x4 x5 x6
1 1
0 0 1 2 2 0 35
1
3 a1 1 0 1 2 12 0 5 1
2 a2 0 1 2 12
1
1 0 10 2
1
0 a6 0 0 2 0 21 1 5
3 1
0 0 2 2 0 1 30
1 1
3 a1 1 0 2 2 0 1 10
1
2 a2 0 1 2 12 0 2 0
0 a5 0 0 1 0 1 2 10