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IND E 513 Introduction To Linear Optimization (University of Washington)

This document outlines the homework assignment for IND E 513. It includes 5 problems: 1. Solve problem 1.6 from the textbook. 2. Solve problem 1.16 from the textbook. 3. Explain why the angle between the objective functions of two similar linear programs is at least 90 degrees. 4. Formulate a linear program to minimize the total cost of scheduling postal workers over a week based on daily demand. 5. Find the optimal value and solutions for a simple linear program with different objective function coefficients.

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Jerome Wong
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153 views2 pages

IND E 513 Introduction To Linear Optimization (University of Washington)

This document outlines the homework assignment for IND E 513. It includes 5 problems: 1. Solve problem 1.6 from the textbook. 2. Solve problem 1.16 from the textbook. 3. Explain why the angle between the objective functions of two similar linear programs is at least 90 degrees. 4. Formulate a linear program to minimize the total cost of scheduling postal workers over a week based on daily demand. 5. Find the optimal value and solutions for a simple linear program with different objective function coefficients.

Uploaded by

Jerome Wong
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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IND E 513 Homework 1

Due Thursday, October 7, 2021 at the beginning of class (8:30am), hand in a


stapled paper copy.

Reading Assignment: Please read all of Chapter 1 and start Chapter 2 in the textbook.

Problem 1 Problem 1.6 from the textbook.

Problem 2 Problem 1.16 from the textbook.

Problem 3 Consider the linear program

P (A, b, ĉ) min ĉ0 x


Ax = b
x ≥ 0.

Suppose x̂ is an optimal solution of P (A, b, ĉ). Now consider the following modification of P (A, b, ĉ).

P (A, b, c̄) min c̄0 x


Ax = b
x ≥ 0.

Note that the only difference between the above two problems is in their objective functions. Sup-
pose x̄ is an optimal solution of P (A, b, c̄). Let θ be the angle between vectors (ĉ − c̄) and (x̂ − x̄).
Explain why θ is at least 900 . (Hint: recall from undergraduate courses how the inner product of
two vectors relates to the angle between them.)

Problem 4 Postal workers at the local post office are scheduled for 5 days on, followed by 2 days
off, and this schedule is repeated every week. Thus, a worker has the same two days off each week,
and these days are consecutive. The demand for workers is given in the table below. This demand
must be met or exceeded on each day (These numbers represent the total number of workers who
are working that day). The cost of employing a worker is $275 per weekday, $300 on a Saturday,
and $325 on Sunday. (Hint: Read scheduling example on pages 11-12.)

Day Mon Tue Wed Thu Fri Sat Sun


Demand 17 13 15 19 14 16 11

1
Formulate a linear program that will minimize the total cost of employing postal workers satisfying
the above demand. (In practice, your formulation should be an integer program but you can ignore
that for now.)

Problem 5 Consider the following simple linear program:

min c1 x1 + c2 x2 + c3 x3
x 1 + x2 ≥ 1
x1 + 2x2 ≤ 3
x1 ≥ 0, x2 ≥ 0, x3 ≥ 0

Find the optimal value and the set of optimal solutions for the following values of c:

• c = (−1, 0, 1),

• c = (0, 1, 0) and

• c = (0, 0, −1).

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