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Niveen Badra
Ain Shams University
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Department of Physics and Eng. Math., Faculty of Engineering, Ain Shams University, Egypt.
Abstract: This paper presents a sensitivity analysis to multiobjective transportation problem. The proposed
approach yields to maximum tolerance percentages in multiobjective transportation problem. The weighted
sum approach is used to solve the multiobjective transportation problem. The proposed approach allows
changing in both the weights and the objective function coefficients and the right hand side constraints
simultaneously and independently from their specified values while remaining the same basis optimal.
Formulation of both perturbed solution and the corresponding perturbed objective values are presented.
An illustrative example is presented to clarify the idea of the proposed approach.
Key words: Sensitivity analysis; Parametric programming; transportation problem; Tolerance approach.
Corresponding author: N.M. Badra, Department of Physics and Eng. Math., Faculty of Engineering, Ain Shams University, Egypt.
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J. Appl. Sci. Res., 3(8): 668-675, 2007
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J. Appl. Sci. Res., 3(8): 668-675, 2007
D = [ D R 1
D R 2
… D R i
…. D R r
] (7)X * = [ x 1
*
x 2
*
….. x mn
*
]t (13)
Also, the matrix D can be written in column form as: This optimum solution will be divided into two
sets of variables, the set of m + n – 1 basic variables
… D … D (8)X BC2 that takes nonnegative values and the set of nm –
*
D = [ DC1 D ]
C j C c
m – n + 1 non basic variables X * NB that takes the zero
Also, suppose that the index set of basic variables values as follows:-
is denoted by I and the index set of nonbasic variables
is denoted by J as follows: X *B = [ x B 1 *x B 2 * … x B m +n-1 *]t (14)
A o
NB = [ A C NB1 A C NB2 …… A C NBnm -m -n+ 1 ] (19)
ë is a row vector of K–dimensional representing the objective
function weights,
While, in the final optimum simplex tableau the pervious
is an K x m n matrix representing the objective matrices will be defined as follows:
function coefficients and
is an identity column vector of K – dimensional.
= [ 1 2 ….. m + n-1 ] (20)
For simplicity, let,
B =[ B1 B2 …… B m + n-1 ] (21)
C = ë (12)
NB =[ NB1 NB2 ..… NB mn-m-n+ 1 ] (22)
Thus, the equivalent single transportation problem
P(ëTP) is given by: =[
B
..… C B m + n-1 ] (23)
C B1 CB2
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J. Appl. Sci. Res., 3(8): 668-675, 2007
Perturbed Problem: Perturbations to the right hand property that the same basis is optimal in the perturbed
side constraints and to the objective function problem P(PëP) as long as the absolute value of each
coefficients to the problem P(ëTP) can be viewed as a parameter ä i satisfies the following:
perturbed problem P(PëTP) as follows:
- ä *
sä i
s ä* , i E I (33)
P(PëTP): Min [ ( 1 + áij ) cijx i j ] (25)
Also, suppose that the maximum allowable
subject to: tolerance for the objective function coefficients
perturbations T * having the property that the same
x i j = ( 1 + â i ) a i, i=1,2,…,m (26) basis is optimal in the perturbed problem P(PëP) as
long as the absolute value of each parameter T j
satisfies the following:
x i j = ( 1 + ã j ) b j, j=1,2,…,n (27)
- T *
s á ij
s T *, ( i, j ) E J (34)
(1 + â i) a i = (1 + ã j ) b j Thus, the critical region of the parameters of the
objective functions coefficients and the right hand side
constraints perturbations is denoted by
(Balanced condition) (28)
R ä, á, ë, C and is defined as follows:
x 2 0, i=1,2,…,m, j=1,2,…,n
ij
R ä, á, ë, C
= { ä, * á, ë, C: - ä** s äi s ä *, iE I
- T s a s T , ( i, j ) E J
where, ij
A X = ( B ±Ä ) (30)
X, ë 2 0 (36)
where,
While, the value ô * that represents the maximum
Ù = [ á 11 á 12 ….. á mn ] (31)
allowable tolerance for the objective function
coefficients perturbations can be determined as
Ä = [ ä 1 ä 2 ….. ä ] t
(32)
m + n-1 follows:-
Let,
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J. Appl. Sci. Res., 3(8): 668-675, 2007
constraints at which any change inside their ranges Table 1: Data for the multiobjective transportation problem.
of this region does not affect the optimal basis can 4 1 3 90
4 6 0.5
be determined fro m (35). The values of perturbed 1 4 2 90
optimal basi s perturbed objective values 1 1.5 7
coef ficients and perturbed objective value Demands 60 60 60 Total = 180
can be determined as follows:
Table 2: Initial simplex tableau for the illustrative example.
all
------------------------------------------------------------------------------
= + Ä (3B8a)sic x 11 x 12 x 13 x 21 x 22 x 23 u 1 u 2 u 3 u 4B
u1 1
1 1 0 0 0 1 0 0 0 90
u (2 39) 0 0 0 1 1 1 0 1 0 0 90
= - Ù NB + .Ù NB
u3 1 0 0 1 0 0 0 0 1 0 60
u4 0 1 0 0 1 0 0 0 0 1 60
= + . Ä + Ù B - z(40) -4 -3 -2 -1 -3 -4 0 0 0 0 0
Ä = [ ä 1 ä 2 ….. ä m + n-1 ] t
(41) Table 3: Final optimal simplex tableau for the illustrative example.
all
------------------------------------------------------------------------------
Ù B = { á i j | ( i, j ) E I }, Ù NB = { á ij | ( i, j ) E J} Basic x 11 x 12 x 13 x 21 x 22 x 23 u 1 u 2 u 3 u4B
(42) x 13 0 0 1 0 0 1 1 1 -1 -1 60
where, x 22 -1 0 0 0 1 1 0 1 -1 0 30
x 21 1 0 0 1 0 0 0 0 1 0 60
1
is a column vector of m+n-1 – dimensional x 12 1 0 0 0 -1 0 -1 1 1 30
- z 3 0 0 0 0 2 -2 -2 1 -1 -360
represents the optimal basis variables in the final
optimal simplex tableau, X = [ x 11 x x x x x ] t
12 13 21 22 23
is a square matrix of m+n-1 dimensional
represents the coefficients of initial basis in the
final optimal simplex tableau,
Ä is a column vector of m+n-1 dimensional
represents the allowable tolerance in the right
hand side constraints perturbations as defined in (45)
the critical region,
is a column vector of m+n-1 dimensional
represents the allowable tolerance in objective The multiobjective transportation problem P(MTP1)
function coefficients perturbations of basis variables, can be transformed into single transportation problem
is a column vector of mn-m-n+1 dimensional P(ëTP1) by using the weighting sum approach as
represents the allowable tolerance in the follows:
objective function coefficients perturbations of non
basic variables and P (ëTP1): Min [ C X ]
is an m+n-1 x mn-m-n+1 matrix represents the subject to:
column coefficients constraints matrix of non A X = B (46)
basis variables in the final optimal simplex
tableau. X, ë 2 0, ë = 1
where,
5. Illustrative Example: Consider the multiobjective
transportation problem P(MTP1) of two sources ( m=2) and t
(47)
ël = [ ë 1 ë 2 ], C = ë , = [1 1]
three destinations ( n=3 ) as follows:
In this example, the weights of the objective
P(MTP1): Min [C ( k ) X, k=1,2] (43)
subject to: functions are chosen by [0.6 0.4] so that the resultant
objective function coefficients C is given by:
A X = B (44)
X20 C = [ 4 3 2 1 34 ] (48)
The data for the multiobjective transportation The results of the original and final optimal
problem is given in Table 1, where, the cell (i, j) in simplex tableau for the example are given in Table 2
the north-west corner gives the c i j ( 1 ) while, the cell and Table 3.
in the south-east corner gives the c ( 2 ). Each
ij row From Tables 2 and 3, the required data for
perturbations are given as follows:
corresponds to a supply point and each column
corresponds to a demand point. The total supply equals the
total demand. I = {x 12 , x13 , x21 , x22 }, J = {x11 , x23 , u1 , u2 , u3 , u4 } (49)
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J. Appl. Sci. Res., 3(8): 668-675, 2007
For simplicity, the decision variables x 11 , x 12, x 13, The critical region of the parameters of the
x 14 , x15 and x16 will be denoted by numbers 1, 2, 3, 4,5 objective functions coefficients and the right hand side
and 6 respectively. While, the decision variables u 1 , u2, constraints perturbations R ä, á, ë, C of the problem
u 3 and u 4 will be denoted by numbers 7, 8, 9 and 10 P(ëTP1) given by (36) and is defined as follows:
respectively. Thus,
R ä, á, ë, C
= { ä, á, ë, C: - ä * s ä s ä *, iE{2,3,4,5}
i
I = { 2, 3, 4, 5 }, J = { 1, 6, 7, 8, 9, 10 } (50) - T * s á j s T *, j E {1,6,7,8,9,10}
(1 - ä ) bi s b is (1 +i ä ) b , i E {2,3,4,5}
(2)i i
(1 - á ) c s ë c (1) + ë c s (1 + á ) c , j E
j j 1 j 2 j j j
{1,6,7,8,9,10}
A Bo = [ A R2 A R3 A R4 A R5 ] =
(1 + ä i ) a i = (1 + ä j) b j
–1
Ao B =[A o B -1 R 2 A o B -1 R 3 A o B -1 R 4 A o B -1R 5 ]=
C o 2= [ c3 c c4 c ]5= [ 3 2 1 3 ]
B
o
C NB = [ c 1 c 6 c 7 c 8 c 9 c 10 ] = [ 4 4 0 0 0 0 ]
Ao NB = [ A o C1 A oC6 A o C7
A o C8 A o C9 A o C10 ] =
(51)
(52)
(56)
(54)
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J. Appl. Sci. Res., 3(8): 668-675, 2007
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J. Appl. Sci. Res., 3(8): 668-675, 2007
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