基于Excel敏感性分析的递减成本和阴影价格研究

Research on Reduced Cost and Shadow Price Based on Excel Sensitivity Analysis

通过实例分析了Excel敏感性分析报告的递减成本和阴影价格,指出递减成本等于最优单纯形表中相应变量的检验数,并且递减成本与最优解存在互补松弛性关系。阴影价格等于对偶问题的最优解,反映单位资源的价值,阴影价格与松弛变量或剩余变量存在互补松弛性关系。深入理解递减成本和阴影价格,有助于更好地解读Excel敏感性分析报告蕴含的信息。

The paper analyzes reduced cost and shadow price in the Excel sensitivity analysis report through a case study. It notes that reduced cost equals test number of the corresponding variable in the optimum simplex tableau.And it also points out that there exists complementary slackness between reduced cost and optimal solution.Shadow price which reveals the value of a unit of resource is equal to the optimal solution.It has the complementary slackness relationship with the slack variable or the surplus variable.If reduced cost and shadow price are deeply understood,it can be beneficial to the thorough reading of the Excel sensitivity analysis report.