ATENEO DE DAVAO UNIVERSITY

E., Jacinto St., 8016 Davao City, Philippines

Tel No. +62 (82) 221.2411 local 8313; Fax +63 (82) 226.4116
e-Mail: [email protected] * www.addu.edu.ph

In Consortium with Ateneo de Zamboanga University and Xavier University

SCHOOL OF ENGINEERING AND ARCHITECTURE

Submitted by:

Mailyne V. Bacongco

Submitted to:

Prof. Elaine P. Quinto

October 15, 2016

Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Problem Set

1. Two models of color TV A and B are produced by Davao Electronics

Corporation. The company is in the market to make money or to maximize
profit. The profit realized is P3000 from Set A and P2500 from each unit of Set B.
The limitations are as follows:

(1) Availability of only 40 hours of labor each day in the production

department,
(2) A daily availability of only 45 hours of machine time, a machine
constraint,
(3) Inability to sell more than 12 units of Set A each day.
Each set of Model A requires 2 hours of labor whereas each set of B
requires only 1 hour; each set of A requires 1 hour of processing time,
while each set of B, 3 hours. Formulate the problem.

Solution:

Let
x1 = number of color TV units produced for Model A
x2 = number of color TV units produced for Model B

Maximize
Z = 3000x1 + 2500 x2
Subject to
2x1 + x2 ≤ 40
x1 + 3x2 ≤ 45
x1 ≤ 12
x1, x2 ≥ 0

2. In preparing Sungold paint, it is required that the paint have a brilliance

rating of at least 300 degrees and a hue level of at least 250 degrees. The 2
ingredients Alpha and Beta determine brilliance and hue levels. Both Alpha and
Beta contribute equally to the brilliance rating, one ounce of either producing
one degree of brilliance in one case of paint. However, the hue is controlled
entirely by the amount of Alpha, one ounce of it producing three degrees of
hue in one case of paint. The cost of Alpha is P45.00 per ounce, and the cost of
Beta is P12.00 per ounce. Assuming that the objective is to minimize the cost of
the resources, then the problem is to
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

find the quantity of Alpha and Beta to be used in the preparation of each
case of paint.

Solution:
Let
x1 = quantity of A to be used in the preparation of each case of
paint
x2 = quantity of B to be used in the preparation of each case of
paint

Minimize
Z = 45x1 + 12x2
Subject to
x1 + x2 ≥ 300 (brilliance)
3x1 ≥ 250 (hue)
x1, x2 ≥ 0

4. Painthaus Company advertises its weekly sales in newspapers, television, and

radio. Each peso spent in advertising in newspaper is estimated to reach an
exposure of 12 buying customers, each peso in TV reaches an exposure of 15
buying customers, and each peso in radio reaches an exposure of 10 buying
customers. The company has an agreement with all three media services
according to which it will spend not less than 20 percent of its total budget.
Further, it is agreed that the combined newspaper and TV budget will not be
larger than 3 times the radio budget. The company has just decided to spend
more than P17,000.00 on advertising. How much should the company budget for
each medium be if it is interested in reaching as many buying customers as possibl
Solution

Hero Investment in Exposure per Agreement

peso peso
Newspaper 𝑥1 12 ≥ 20% × 𝑡𝑜𝑡𝑎𝑙 𝑏𝑢𝑑𝑔𝑒𝑡

Television 𝑥2 15 ≥ 20% × 𝑡𝑜𝑡𝑎𝑙 𝑏𝑢𝑑𝑔𝑒𝑡

Radio 𝑥3 10 ≥ 20% × 𝑡𝑜𝑡𝑎𝑙 𝑏𝑢𝑑𝑔𝑒𝑡

̅̅̅̅̅̅̅̅̅̅̅̅
> 17,000
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

𝑥1 + 𝑥2 + 𝑥3 ⟶ Total budget Maximize

𝑍 = 12𝑥1 + 15𝑥2 + 10𝑥3
Agreement with newspaper
𝑥1 ≥ 20% × (𝑥1 + 𝑥2 + 𝑥3 )
𝑥1 Subject to
≥ (𝑥1 + 𝑥2 + 𝑥3 )
0.2 𝑥1 + 𝑥2 + 𝑥3 > 17,000
5𝑥1 ≥ 𝑥1 + 𝑥2 + 𝑥3 4𝑥1 − 𝑥2 − 𝑥3 ≥ 0
5𝑥1 − 𝑥1 − 𝑥2 − 𝑥3 ≥ 0 −𝑥1 + 4𝑥2 − 𝑥3 ≥ 0
4𝑥1 − 𝑥2 − 𝑥3 ≥ 0 −𝑥1 − 𝑥2 + 4𝑥3 ≥ 0
Agreement with television 𝑥1 + 𝑥2 − 3𝑥3 ≤ 0
𝑥2 ≥ 20% × (𝑥1 + 𝑥2 + 𝑥3 )
𝑥2 𝑥1 , 𝑥2 , 𝑥3 ≥ 0
≥ (𝑥1 + 𝑥2 + 𝑥3 )
0.2
5𝑥2 ≥ 𝑥1 + 𝑥2 + 𝑥3
−𝑥1 + 5𝑥2 − 𝑥2 − 𝑥3 ≥ 0
−𝑥1 + 4𝑥2 − 𝑥3 ≥ 0
Agreement with radio
𝑥3 ≥ 20% × (𝑥1 + 𝑥2 + 𝑥3 )
𝑥3
≥ (𝑥1 + 𝑥2 + 𝑥3 )
0.2
5𝑥3 ≥ 𝑥1 + 𝑥2 + 𝑥3
−𝑥1 − 𝑥2 + 5𝑥3 − 𝑥3 ≥ 0
−𝑥1 − 𝑥2 + 4𝑥3 ≥ 0

𝑥1 + 𝑥2 ≤ 3𝑥3
𝑥1 + 𝑥2 − 3𝑥3 ≤ 0
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

8. Solve graphically Problem 1

From Problem 1.
Let
x1 = number of color TV units produced for Model A
x2 = number of color TV units produced for Model B

Maximize
Z = 3000x1 + 2500 x2 (profit)
Subject to
2x1 + x2 ≤ 40 (labor hour)
x1 + 3x2 ≤ 45 (machine hour)
x1 ≤ 12
x1, x2 ≥ 0 (non-negativity)

Solution:

1∩3 1∩2
2x1 + x2 = 40 (2x1 + x2 = 40)3 2x1 + x2 = 40
2 (12) + x2 = 40 6x1 + 3x2 = 120 2(15) + x2 = 40
24 + x2 = 40 - x1 - 3x2 = 45 30 + x2 = 40
x2 = 40 – 24 5 x1 = 75 x2 = 40 – 30
x2 = 16 5 5 x2 = 10
x1 = 15
(12,16) (15, 10)

2∩3 2x1 + x2 = 40 x1 + 3x2 = 45

x1 + 3x2 = 45 2(0) + x2 = 40 0 + 3x2 = 45
12 + 3x2 = 45 x2 = 40 3x2 = 45 x1 = 12
3x2 = 45 – 12 (0, 40) 3 3 (12, 0)
3x2 = 33 x2 = 15
3 3 2x1 + 0 = 40 (0, 15)
x2 = 11 2x1 = 40
2 2 x1 + 3(0) = 45
(12, 11) x1 = 20 x1 = 45
(20, 0) (45, 0)
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Thus, the optimal solution is at x1 = 12 and x2 = 11 with Z = 63500.

9. Solve graphically Problem 2

From Problem 2. :
Let
x1 = quantity of A to be used in the preparation of each case of
paint
x2 = quantity of B to be used in the preparation of each case of
paint
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Minimize
Z = 45x1 + 12x2 (cost)
Subject to
x1 + x2 ≥ 300 (brilliance)
3x1 ≥ 250 (hue)
x1, x2 ≥ 0 (non-negativity)

Solution:

1∩2 1∩2 x1 + x2 = 300 3x1 = 250

(x1 + x2 = 300)3 x1 + 216.67 = 300 0 + x2 = 300 3 3
3x1 + 3x2 = 900 x1 = 300 - 216.67 x2 = 300
-3x1 = 250 x1 = 83.33 (0, 300) x1 = 83.33
3x2 = 650
3 3 (83.33, 216.67) x1 + 0 = 300 (83.33,0)
x2 = 216.67 x1 = 300
(300,0)

Thus, the optimal solution is at X1 = 83.33

and X2 = 216.67 with Z = 6350.
 Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

10. Determine the optimal solution of Problem 1 using Simplex algorithm.

From Problem 1.:
Let
x1 = number of color TV units produced for Model A
x2 = number of color TV units produced for Model B

Max Z = 3000x1 + 2500 x2 (profit)

Subject to:
2x1 + x2 ≤ 40 (labor hour)

x1 + 3x2 ≤ 45 (machine hour)

x1 ≤ 12
x1, x2 ≥ 0 (non-negativity)

Using simplex algorithm, we get

Maximize
Z = 3000x1 + 2500 x2 + 0S1 + 0S2 + 0S3
Subject to
2x1 + x2 + s1 = 40
x1 + 3x2 + s2 = 45
x1 + s3 = 12
x1, x2,s1,s2,s3 ≥ 0

Tableau 1 E.V
Cj 3000 2500 0 0 0
Sol
X1 X2 S1 S2 S3 Quantity Ratio
Var
0 S1 2 1 1 0 0 40 20
0 S2 1 3 0 1 0 45 45
L.V 0 S3 1 0 0 0 1 12 12
Zj 0 0 0 0 0 0
Cj - Zj 3000 2500 0 0 0
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Tableau 2
E.V
Cj 3000 2500 0 0 0
Sol
X1 X2 S1 S2 S3 Quantity Ratio
Var
0 S1 0 1 1 0 -2 16 16
L.V 0 S2 0 3 0 1 -1 33 11
3000 X1 1 0 0 0 1 12 -
Zj 3000 0 0 0 3000 36000
Cj - Zj 0 2500 0 0 -3000

Tableau 3

Cj 3000 2500 0 0 0
Sol
X1 X2 S1 S2 S3 Quantity Ratio
Var
0 S1 0 0 1 -0.333333 -1.6666667 5
2500 X2 0 1 0 0.333333 -0.3333333 11
3000 X1 1 0 0 0 1 12
Zj 3000 2500 0 833.3333 2166.66667 63500
Cj - Zj 0 0 0 -833.3333 -2166.6667

Since there are no positive (Cj - Zj) coefficients in Tableau 3, then the solution is
optimal.

Hence, the company must produce 12 color TV A model and 11 color TV B

model to maximize profit at Php 63, 500.00.
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

11. Determine the optimal solution of Problem 2 using Simplex algorithm.

Let
x1 = quantity of A to be used in the preparation of each case of
paint
x2 = quantity of B to be used in the preparation of each case of
paint

Minimize
Z = 45x1 + 12x2 (cost)
Subject to
x1 + x2 ≥ 300 (brilliance)
3x1 ≥ 250 (hue)
x1, x2 ≥ 0 (non-negativity)

Using simplex algorithm, we get

Minimize
Z = 45x1 + 12x2 + 0s1 + MR1 + 0s2 + MR2
Subject to
x1 + x2 - S1 + R 1 = 300
3x1 -S2 + R2 = 250
x1, x2,s1,s2, R1,R2 ≥ 0

Tableau 1
E.V
Cj 45 12 0 M 0 M
Sol
X1 X2 S1 R1 S2 R2 Quantity Ratio
Var
M S1 1 1 -1 1 0 0 300 300
L.V M S2 3 0 0 0 -1 1 250 83.3333333
Zj 4M M -M M -M M 550M
Cj - Zj 45-4M 12-M M 0 M 0
 Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Tableau 2
E.V
Cj 45 12 0 N 0 M
Sol S2
X1 X2 S1 R1 R2 Quantity Ratio
Var
L.V M S1 0 1 -1 1 1/3 -1/3 216.6667 216.66667
45 X1 1 0 0 0 -1/3 1/3 83.3333 -
Zj 45 M -M M M/3- 15 15 – 216.6667M+
M/3 3750
Cj - Zj 0 12-M M 0 15-M/3 2M-15

Tableau 3
Cj 45 12 0 N 0 M
Sol
X1 X2 S1 R1 S2 R2 Quantity Ratio
Var
12 S1 0 1 -1 1 0.33333 -0.3333 216.6667
45 S2 1 0 0 0 - 0.33333 83.3333
0.33333
Zj 45 12 -12 12 -11 11 6350
Cj - Zj 0 0 12 M-12 11 M-11

Since there are no negative (Cj- Zj) coefficients in Tableau 3, then the solution is
optimal.
Therefore, 650/3 oz of Alpha and 250/3 oz of Beta should be used to minimize
cost at P6350.
 Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

12. Determine the optimal solution given:

Max Z = 3X + 4X

Subject To: 5X + 4X  200

3X + 5X  1,500
5X+ 4X  100
8X+ 4X = 240
X, X  0

Using simplex algorithm, we get

Maximize
Z = 3x1 + 4x2 + 0S1 + 0S2 + 0S3 + MR3 + MR4
Subject to:
5x1 + 4x2 + S1 = 200
3x1 + 5x2 + S2 = 1500
5x1 + 4x2 - S3 + R 3 = 100
8x1 + 4x2 + R4 = 240
x1, x2,S1,S2, S3,R3,R4 ≥ 0

Tableau 1
E.V
Cj 3 4 0 0 0 -M -M
Sol
X1 X2 S1 S2 S3 R3 R4 Quantity Ratio
Var
0 S1 5 4 1 0 0 0 0 200 40
0 S2 3 5 0 1 0 0 0 1500 500
L.V -M R3 5 4 0 0 -1 1 0 100 20
-M R4 8 4 0 0 0 0 1 240 30
Zj -13M -8M 0 0 M -M -M -340M
Cj - Zj 3 4+8 0 0 -M 0 0
+13M M
 Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Tableau 2
E.V
Cj 3 4 0 0 0 -M -M
Sol
X1 X2 S1 S2 S3 R3 R4 Quantity Ratio
Var
0 S1 0 0 1 0 1 -1 0 100 100
0 S2 0 2.6 0 1 0.6 -0.6 0 1440 2400
3 X1 1 0.8 0 0 -0.2 0.2 0 20 -
L.V -M R4 0 -2.4 0 0 1.6 -1.6 1 80 50
Zj 3 2.4 + 0 0 -0.6- 0.6 + -M 60-80M
2.4M 1.6M 1.6M
Cj - Zj 0 1.6- 0 0 1.6M + - 0
2.4M 0.8 2.6M
-0.6

Tableau 3
E.V
Cj 3 4 0 0 0 -M -M
Sol S3
X1 X2 S1 S2 R3 R4 Quantity Ratio
Var
L.V 0 S1 0 1.5 1 0 0 0 -0.625 50 33.333333
0 S2 0 3.5 0 1 0 0 -0.375 1410 402.85714
3 X1 1 0.5 0 0 0 0 0.125 30 60
0 S3 0 -1.5 0 0 1 -1 0.625 50 -
Zj 3 1.5 0 0 0 0 0.375 90
Cj - Zj 0 2.5 0 0 0 -M -M-
0.375
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Tableau 4

Cj 3 4 0 0 0 -M -M
Sol
X1 X2 S1 S2 S3 R3 R4 Quantity Ratio
Var
4 X2 0 1 0.6667 0 0 0 -0.4167 33.3333
0 S2 0 0 -2.3333 1 0 0 1.0833 1293.33
3 X1 1 0 -0.3333 0 0 0 0.3333 13.3333
0 S3 0 0 0 1 -1 0 100
Zj 3 4 1.6667 0 0 0 0.6667 173.333
Cj - Zj 0 0 -1.6667 0 0 -M -M+2/3

Since there are no positive(Cj - Zj) coefficients in Tableau 4, then the solution is
optimal.
Therefore, the optimal is at x1 = 40/3 and x2 = 100/3 with Z = 520/3.

13. Determine the optimal solution, given

Min Z = 90X1 + 62X2 + 40X3

Subject to: 2x1 + 2x2 > 30
3x1 + x2 + x3 > 20
x1, x2, x3 > 0

Solution:
Using simplex algorithm, we get
Minimize Z = 90x1 + 62x2 + 40x3 + MR1 + OS2 + MR2
Subject to:
2x1 + 2x2 – S1 + R 1 = 30
3x1 + x2 + x3 – S2 + R 2 = 20
x1, x2, S1, S2, S3, R3, R4 > 0
 Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Tableau 1
E.V
Cj 90 62 40 0 M 0 M
Sol
X1 X2 X3 S1 R1 S2 R2 Quantity Ratio
Var
M R1 2 2 0 -1 1 0 0 30 15
L.V M X1 3 1 1 0 0 -1 1 20 6.66667
Zj 5M 3M M -M M -M M 50M
Cj - Zj 90- 62-3M 40-M M 0 M 0
5M

Tableau 2
E.V
Cj 90 62 40 0 M 0 M
Sol
X1 X2 X3 S1 R1 S2 R2 Quantity Ratio
Var
L.V M R1 0 1.33333 -0.6667 -1 1 0.66667 -0.6667 16.6667 12.5
90 X1 1 0.33333 0.33333 0 0 -0.3333 0.33333 6.66667 20
Zj 90 5M/3 + 30- -M M 2M/3- 30-2M/3 50M/3+60
30 2M/3 30 0
Cj - Zj 0 32- 10 + M 0 30- 5M/3-30
5M/3 2M/3 2M/3

Tableau 3

Cj 90 62 40 0 M 0 M
Sol
X1 X2 X3 S1 R1 S2 R2 Quantity Ratio
Var
62 X2 0 1 -0.5 -0.75 0.75 0.5 -0.5 12.5
90 X1 1 0 0.5 0.25 -0.25 -0.5 0.5 2.5
Zj 90 62 14 -24 24 -14 14 1000
Cj - Zj 0 0 26 24 M-24 14 M-14
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

Since there are no negative (Cj – Zj) coefficients in Tableau 3, then the solution is
optimal.
Therefore, optimal solution is at X1 = 2.5, x2 = 12.5 and X3 = 0 with Z = 1000.

14. Given the Primal LP model in Problem 1, write its dual model, and discuss
thoroughly the implications of the dual variables.

Solution:
Primal Model: Dual Model:
Maximize Z = 3000x1 + 2500x2 Minimize Z = 40y1 + 45y2 + 12y3
Subject to: Subject to:
2x1 + x2 < 40 (labor) 2y1 + y2 + y3 > 3000
x1 + 3x2 < 45 (machine) y1 + 3y2 > 2500
x1 < 12 (TV A unit)
x1 , x2 > 0 y1, y2, y3 > 0

Analysis:

From optimal tableau of problem no.1:

Tableau 3

Cj 3000 2500 0 0 0
Sol
X1 X2 S1 S2 S3 Quantity Ratio
Var
0 S1 0 0 1 -0.333333 -1.6666667 5
2500 S2 0 1 0 0.333333 -0.3333333 11
3000 S3 1 0 0 0 1 12
Zj 3000 2500 0 833.3333 2166.66667 63500
Cj - Zj 0 0 0 -833.333 -2166.6667 63500

y=0
y2 = 2500/3 or 833.33
y3 = 6500/3 or 2166.67
 As long as the RHS values are within the allowable range, *Any increase
in labor time will have no effect since this is a redundant constraint.
*Profit will increase by P 833.3 for each machine hour added.

*Profit will increase by P2166.67 for every unit of TV Set A produced.

Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

16. Analyze the basic variables, nonbasic variables, and the capacity changes
of the LP model in Problem 14.

Solution:
From optimal tableau of problem no. 1:

Tableau 3

Analysis of Basic Variables

For C1

X1 X2 S1 S2 S3
Cj-Zj 0 0 0 -833.333 -2166.6667
X1 1 0 0 0 1
Ratio 0 ∞ ∞ ∞ -2166.6667
Cj 3000 2500 0 0 0
Sol
X1 X2 S1 S2 S3 Quantity Ratio
Var
0 S1 0 0 1 -0.333333 -1.6666667 5
2500 X2 0 1 0 0.333333 -0.3333333 11
3000 X1 1 0 0 0 1 12
Zj 3000 2500 0 833.3333 2166.66667 63500
Cj - Zj 0 0 0 -833.333 -2166.6667

So,
3000 + (-2166.67) = 833.33 and 3000 + (∞) = ∞
833.33 < C1 < ∞ or
C1 > 833.33

For C2
X1 X2 S1 S2 S3
Cj-Zj 0 0 0 -833.333 -2166.6667
X2 0 1 0 0.3333333 -0.3333333
Ratio ∞ 0 ∞ -2500 6500
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

So,
2500 + (-2500) = 0 and 2500 + (6500) = 9000
0 < C2 <9000

Capacity Changes

For b1 b2 b3

Q S1 Ratio Q S1 Ratio Q S1 Ratio

5 1 5 5 -1/3 -15 5 -5/3 -3
11 0 ∞ 11 1/3 33 11 1/3 -33
12 0 ∞ 12 0 ∞ 12 1 12

Smallest positive: 5 Smallest positive: 38 Smallest positive: 12

Smallest negative: none Smallest negative:-15 Smallest negative: -3
Upper limit: infinity Upper limit: 45 + 15 Upper limit: 12 + 3 = 15
Lower limit: 40-5 = 35 Lower limit: 45 – 33 = 12 Lower limit: 12-12 = 0
Range: b1 > 35 Range: 12 < b2 < 60 Range: 0 < b3 < 15
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

18. Application of PERT analysis

Preceding
Activities Activities o m p t

A - 1 2 3
B - 2 3 4
C A 1 2 3
D B 2 4 6
E C 1 4 7
F C 1 2 9
G D, E 3 4 11

H F, G 1 2 3

Determine the probability that the project will be completed within

16 weeks.

Solution:
Using the following formula to compute for the expected time t and
variance:

t = 0 + 4m + p
6

Variance = (p – 0)2
6
Ateneo de Davao University School of Engineering and Architect
Operation Research MENG 500

We get

Activities Preceding o m p t Variance

Activities
A - 1 2 3 2 0.1111
B - 2 3 4 3 0.1111
C A 1 2 3 2 0.1111
D B 2 4 6 4 0.4444
E C 1 4 7 4 1.0000
F C 1 2 9 3 1.7778
G D,E 3 4 11 5 1.7778
H F,G 1 2 3 2 0.1111

Determine the critical path,

A C
H

F
B D
G