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UC Berkeley Optimization

The homework assignment asks students to solve four optimization problems: (1) a production planning problem to minimize costs over four months, (2) a linear regression problem to predict exam scores based on study hours, (3) several linear programming problems graphically to determine feasibility and optimality, (4) a minimization problem graphically. Students are instructed to formulate the problems mathematically, solve in AMPL, and include model files and outputs.

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216 views2 pages

UC Berkeley Optimization

The homework assignment asks students to solve four optimization problems: (1) a production planning problem to minimize costs over four months, (2) a linear regression problem to predict exam scores based on study hours, (3) several linear programming problems graphically to determine feasibility and optimality, (4) a minimization problem graphically. Students are instructed to formulate the problems mathematically, solve in AMPL, and include model files and outputs.

Uploaded by

Heet
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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IEOR 240 - Fall 2021

Homework 2
Due Date: 09/26/2021 (Sunday) at 11:59pm

Homework requirement

• Homework 2 is due on Sunday September 26th at 11:59pm midnight, electronically on


bCourses.

• Submit your homework (typed, scanned or photographed) and the corresponding AMPL
files in a single .pdf

• Make sure your homework is legible, and the AMPL files are well organized

• For problems that require a mathematical formulation, please clearly state the defini-
tion of decision variables and the indexes of them. Write a sentence to explain each
constraint and objective function. Also include an explanation of the optimal solution
when you are required to solve the problem in AMPL.

• For problems that require using AMPL please include (1) the model file, (2) the data
file (if you used one), (3) the optimal objective and variable values. You can save your
values in AMPL by typing the command “display objname, obj, varname, var
> filename.txt;” into the console, where “filename” is unique for each problem.
Combine these files into a single pdf, either by saving them as a pdf or using a screen-
shot.

1. (Production planning problem) National Steel Corporation (NSC), which produces


a special-purpose steel that is used in aircraft and aerospace industries. The marketing
department of NSC has received orders for 2400, 2000, 2700 and 2500 tons of steel
during each of the next four months.: NSC can meet these demands by producing the
steel, or by drawing from its inventory, or by any combination thereof.
The production costs per ton of steel during each of the next four months are projected
to be $7400, $7500, $7600, and $7800. Because of these inflationary costs, it might be
advantageous for NSC to produce more steel than it needs in a given month and store
the excess, although production capacity can never exceed 4000 tons in any month.
All production takes place at the beginning of the month and immediately thereafter
the demand is met. The remaining steel is then stored in inventory at a cost of $120
per ton for each month that it remains there. The inventory at the beginning of the
first month is 1000 tons of steel and the inventory level at the end of the fourth month
should be at least 1500 tons.
In addition, if the production level is increased or decreased from one month to the
next, then the company incurs a cost for implementing these changes. Specifically, for
each ton of increased or decreased production over the previous month, the cost is $50.
The production of the first month is exempt from this cost.

1
Formulate a production plan for NSC that will minimize the total cost over the next
four months. Linearize the absolute value terms in the objective function and solve
using AMPL.
2. (Linear regression) Is there a relationship between IEOR 240 final exam scores and
the number of hours spent studying per week? A study was conducted involving 8
students and the data is shown below.
Hours spent studying per week IEOR 240 final score
4 75
9 82
10 92
14 100
4 68
7 88
12 95
3 77
Find a linear regression model by using the minimum absolute error method. Refor-
mulate it as a linear programming and solve it using AMPL. Give a prediction of the
IEOR 240 final score on a student who studied 2 hours a week.
3. (Solving LP graphically) Solve the following problems graphically. Comment on
whether the problem is infeasible, unbounded, has unique optimal solution, or has
infinitely many optimal solutions.
(a) max 3x + y
s.t. 2x + y ≤ 6
x+y ≤4
x ≥ 0, y ≥ 0
(b) max x+y
s.t. 2x + y ≤ 6
x+y ≤4
x ≥ 0, y ≥ 0
(c) max x+y
s.t. −x + y ≥ 1
x−y ≥1
x ≥ 0, y ≥ 0
(d) max x+y
s.t. −x + y ≤ 1
x−y ≤1
x ≥ 0, y ≥ 0
(e) min x+y
s.t. −x + y ≤ 1
x−y ≤1
x ≥ 0, y ≥ 0

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