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Problem Set 1 - BM - Solutions

The document contains solutions to 5 assignment problems modeled as linear programs (LP). Each problem is summarized in 1-2 sentences: 1) An LP is formulated to determine the minimum number of buses needed for different time intervals while meeting demand and minimizing total buses. 2) An LP models assigning students to work shifts of fixed durations to meet varying staffing needs over hours in a day. 3) An LP is used to determine optimal production quantities across regular, overtime and subcontracted production to meet tool demands at lowest cost. 4) An LP models stock purchasing and selling decisions over 6 weeks to maximize profits within a warehouse's storage capacity. 5) An LP maximizes bank profits from
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0% found this document useful (0 votes)
292 views16 pages

Problem Set 1 - BM - Solutions

The document contains solutions to 5 assignment problems modeled as linear programs (LP). Each problem is summarized in 1-2 sentences: 1) An LP is formulated to determine the minimum number of buses needed for different time intervals while meeting demand and minimizing total buses. 2) An LP models assigning students to work shifts of fixed durations to meet varying staffing needs over hours in a day. 3) An LP is used to determine optimal production quantities across regular, overtime and subcontracted production to meet tool demands at lowest cost. 4) An LP models stock purchasing and selling decisions over 6 weeks to maximize profits within a warehouse's storage capacity. 5) An LP maximizes bank profits from
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© © 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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Solutions of Assignment 1

November 16, 2021

1
1. Odisha State MoBus Depot runs buses as 24hr service. Each bus can operate for 8 hrs successively, and then it is directed
to workshop for maintenance and fuel. The minimum number of buses required fluctuate with the time intervals. The
desired number of buses during different time interval are given in the following table:

Time Intervals Minimum number of buses required


5 AM - 9 AM 5
9 AM - 1 PM 13
1 PM - 5 PM 11
5 PM - 9 PM 14
9 PM - 1 AM 4
1 AM - 5 AM 3

(a) The depot keeps in view the reduction of air pollution and smog problem. It is required to determine the number of
buses to operate during different shifts that will meet the minimum requirement while minimizing the total number of daily
buses in operation.
(b) The planner is now trying options of running a bus for either 8-hrs or 12-hrs shifts. If a bus runs for 12 hrs, the driver
must be paid for the extra hours at 150% of the regular hourly pay. Do you recommend the use of 12-hrs shifts?
Solution: (a) Assume xi denotes bus requirement at ith shift start i.e i = 1, 2, . . . , 6
6
Objective function is to minimize the bus requirement i.e. ∑ xi
i=1
Subject to,

x1 + x6 ≥ 5
x2 + x1 ≥ 13
x3 + x2 ≥ 11
x4 + x3 ≥ 14
x5 + x4 ≥ 4
x6 + x5 ≥ 3
xi ≥ 0 ∀i = 1, 2, . . . 6

(b) If a bus runs for 12 hrs, the driver must be paid for the extra hours at 150% of the regular hourly pay.
Assume the hourly pay of a driver be h
So, the 8-hr pay is 8h and the 12-hour pay is 8h + 1.5 × 4h = 14h
Assume xi denotes bus requirement at ith shift start i.e i = 1, 2, . . . , 6 with regular pay and yi denotes bus requirement at ith
shift start i.e i = 1, 2, . . . , 6 with extra pay.
6
So, Objective function is to minimize the bus requirement i.e. h ∑ (8xi + 14yi )
i=1
Subject to,

x1 + x6 + y1 + y5 + y6 ≥ 5
x2 + x1 + y2 + y1 + y6 ≥ 13
x3 + x2 + y3 + y2 + y1 ≥ 11
x4 + x3 + y4 + y3 + y2 ≥ 14
x5 + x4 + y5 + y4 + y3 ≥ 4
x6 + x5 + y6 + y5 + y4 ≥ 3
xi ≥ 0 ∀i = 1, 2, . . . 6

2
2. On most U.S. university campuses, students are contracted by academic departments to do errands, such as answering the
phone and typing. The need for such service fluctuates during work hours (8:00 a.m. to 5:00 p.m.). In one department,
the minimum number of students needed is 2 between 8:00 a.m. and 10:00 a.m., 4 between 10:01 a.m. and 11:00 a.m., 3
between 11:01 a.m. and 1:00 p.m., and 2 between 1:01 p.m. and 5:00 p.m. Each student is allotted 3 consecutive hours
(except for those starting at 3:01, who work for 2 hours, and those who start at 4:01, who work for 1 hour). Because of
their flexible schedule, students can usually report to work at any hour during the work day, except that no student wants
to start working at lunch time (12:00 noon). Develop the LP model.
Solution: Assume xi be the number of students starting work at at hour i. x1 starting at 0801 hrs to x9 starting at 1601 hrs
and x5 being 0
9
So, the objective is to minimize ∑ xi
i=1
Subject to,

x1 ≥ 2 @ 0801 hrs
x2 + x1 ≥ 2 @0901 hrs
x3 + x2 + x1 ≥ 4 @ 1001 hrs
x4 + x3 + x2 ≥ 3 @ 1101 hrs
x4 + x3 ≥ 3 @ 1201 hrs
x6 + x4 ≥ 2 @1301 hrs
x7 + x6 ≥ 2 @ 1401 hrs
x8 + x7 + x6 ≥ 2 @ 1501 hrs
x9 + x8 + x7 ≥ 2 @ 1601 hrs
xi ≥ 0 ∀i = 1, 2, . . . , 4, 6, . . . 9 and Integer

3
3. Toolco has contracted with AutoMate to supply their automotive discount stores with wrenches and chisels. AutoMate’s
weekly demand consists of at least 1570 wrenches and 1250 chisels. Toolco cannot produce all the requested units with its
present one-shift capacity, and must use overtime and possibly subcontract with other tool shops. The result is an increase
in the production cost per unit, as shown in the following table. Market demand restricts the ratio of chisels to wrenches to
at least 2:1. Formulate the problem as a linear program and explain why the validity of the model is dependent on the fact

that the unit production cost is an increasing function of the production quantity.
Solution: Assume:
XW 1 = # of wrenches/week using regular time
XW 2 = # of wrenches/week using overtime
XW 3 = # of wrenches/week using subcontracting
XC1 = # of wrenches/week using regular time
XC2 = # of wrenches/week using overtime
XC3 = # of wrenches/week using subcontracting
Objective function:
min Z = 2XW 1 + 2.8XW 2 + 3XW 3 + 2.1XC1 + 3.2XC2 + 4.2XC3

XW 1 ≤ 500 , XW 2 ≤ 300 Regular Production


XC1 ≤ 620 , XC2 ≤ 280 Overtime Production
XW 3 ≥ 801 , XC3 ≥ 801 Subcontracting
XC1 + XC2 + XC3
≥2 =⇒ 2 (XW 1 + XW 2 + XW 3 ) − (XC1 + XC2 + XC3 ) ≤ 0 Ratio of Chisels to Wrenches
XW 1 + XW 2 + XW 3
XW 1 + XW 2 + XW 3 ≥ 1570 Weekly Demand of Wrenches
XC1 + XC2 + XC3 ≥ 1250 Weekly Demand of Chisels

All the decision variables are non-negative

4
4. A warehouse has a capacity of 2000 units. The manager of the warehouse buys and sells the stock of potatoes over a
period of 6 weeks to make profit. Assume that in the jth week the same unit price Pj holds for both purchase and sale. In
addition, there is unit cost of 15 Rs as weekly expenses for holding stock. The warehouse is empty at the beginning and is
required to be empty after the sixth week. How should the manager operate? The major activities involve buying, selling,
and holding the stock for a week.
Solution: Major activities are Buying, Selling and holding the stock for a week.
Assume, x j = level of the stock at the beginning of the jth week
y j = the amount bought during the jth week
z j = the amount sold during the jth week
Then the manager tries to maximize:
6
∑ [p j (z j − y j ) − 15x j ]
j=1

Subject to,
Stock balance constraints
x j+1 = x j + y j − z j , j = 1, 2, . . . 5

Warehouse capacity constraints


x j ≤ 2000, j = 1, 2, . . . 6

Boundary conditions,
x1 = 0, x6 + y6 − z6 = 0

Along with the non-negativity constraints,


x j, y j, z j ≥ 0

5
5. Bank One is in the process of devising a loan policy that involves a maximum of $12 million. The following table provides
the pertinent data about available loans. Bad debts are unrecoverable and produce no interest revenue. Competition with

other financial institutions dictates the allocation of at least 40% of the funds to farm and commercial loans. To assist the
housing industry in the region, home loans must equal at least 50% of the personal, car, and home loans. The bank limits
the overall ratio of bad debts on all loans to at most 4%.
Solution: The situation deals with determining the amount of loan in each category, thus leading to the following definitions
of the variables:
x1 =personal loans (in millions of dollars)
x2 =car loans
x3 =home loans
x4 =farm loans
x5 =commercial loans
The objective of the Bank One is to maximize net return, the difference between interest revenue and lost bad debts.
Interest revenue is accrued on loans in good standing. For example, when 10% of personal loans are lost to bad debt, the
bank will receive interest on 90% of the loan?that is, it will receive 14% interest on 0.9x1 of the original loan x1. The same
reasoning applies to the remaining four types of loans. Thus,
Total interest=

.14 × .9x1 + .13 × .93x2 + .12 × .97x3 + .125 × .95x4 + .1 × .98x5 = .126x1 + .1209x2 + .1164x3 + .11875x4 + .098x5

Bad debt =
.1x1 + .07x2 + .03x3 + .05x4 + .02x5

The Objective function becomes


Maximize z = Total Interest - Total Bad Debt =

(.126x1 + .1209x2 + .1164x3 + .11875x4 + .098x5 ) − (.1x1 + .07x2 + .03x3 + .05x4 + .02x5 )

Four functional constraints:


Total funds should not exceed $12 (million):

x1 + x2 + x3 + x4 + x5 ≤ 12

Farm and commercial loans equal at least 40% of all loans:

x4 + x5 ≥ 0.4 (x1 + x2 + x3 + x4 + x5 )

Home loans should equal at least 50% of personal, car, and home loans:

x3 ≥ 0.5 (x1 + x2 + x3 )

Bad Debts should not exceed 4% of all loans

.1x1 + .07x2 + .03x3 + .05x4 + .02x5 ≤ 0.4 (x1 + x2 + x3 + x4 + x5 )

All the decision variables are non-negative.

6
6. OilCo is building a refinery to produce four products: diesel, gasoline, lubricants, and jet fuel. The minimum demand (in
bbl/day) for each of these products is 14,000, 30,000, 10,000, and 8000, respectively. Iraq and Dubai are under contract
to ship crude to OilCo. Because of the production quotas specified by OPEC (Organization of Petroleum Exporting
Countries), the new refinery can receive at least 40% of its crude from Iraq and the remaining amount from Dubai. OilCo
predicts that the demand and crude oil quotas will remain steady over the next 10 years. The specifications of the two
crude oils lead to different product mixes. One barrel of Iraq crude yields .2 bbl of diesel, .25 bbl of gasoline, .1 bbl of
lubricant, and .15 bbl of jet fuel. The corresponding yields from Dubai crude are .1, .6, .15, and .1, respectively. OilCo
needs to determine the minimum capacity of the refinery (in bbl/day). Formulate the problem as an LP.
Solution:
Assume
x1 = 103 bbl/day from Iran and x2 = 103 bbl/day from Dubai
Refining capacity is =
x1 + x2
103 bbl/day
So, objective is to
Minimize
z = x1 + x2

subject to,

x1 ≥ 0.4 (x1 + x2 )
0.2x1 + 0.1x2 ≥ 14
0.25x1 + 0.6x2 ≥ 30
0.1x1 + 0.15x2 ≥ 10
0.15x1 + 0.1x2 ≥ 8
x1 , x2 ≥ 0

7
7. XIM Bhubaneswar has to organize its Annual Conference for next five days. There is an arrangement of dinner for every
invited team. The requirement of cotton napkins during these five days is

Day 1 2 3 4 5
Numbers of napkins Required 80 50 100 80 150

Accordingly, a caterer has been requested to supply the napkins according to the above schedule. After the festival is over
caterer has no use of napkins. A new napkin costs 2 Rs. The washing charges for a used napkin is 0.5 Rs by ordinary
services and 1 Re, if express service is used. A napkin given for washing by ordinary service is returned third day, while
under express service it is return next day. How the caterer should meet the requirement of the organizers so that the total
cost is minimized.
Solution:
Define the decision variables as
xi = number of napkins purchased on the day, i = 1, . . . , 5
y j = number of napkins given for washing under express service on day j = 1, . . . , 4
zk = number of napkins given for washing under ordinary service on day k = 1, . . . , 3
vl = number of napkins left in the stock after the napkins have been given for washing on day f = 1, . . . , 5
The data are tabulated as:

Type # of Napkins Reqd On Days


1 2 3 4 5
New Napkins x1 x2 x3 x4 x5
Express Service - y1 y2 y3 y4
Ordinary Service - - z1 z2 z3
Napkins Required 80 50 100 80 150

The objective function is to minimize

2(x1 + x2 + x3 + x4 + x5 ) + y1 + y2 + y3 + y4 + 0.5(z1 + z2 + z3 )

From the above table,

x1 = 80
x2 + y1 = 50
x3 + y2 + z1 = 100
x4 + y3 + z2 = 80
x5 + y2 + z3 = 150

Also, there is another set of constraints which shows the total number of napkins which may be given for washing and
some napkins which were not given for washing just on the day these have been used
These constraints are:

y1 + z1 + v1 = 80
y2 + z2 + v2 = 50 + v1
y3 + z3 + v3 = 100 + v2
y4 + v4 = 80 + v3
v5 = 150 + v4

8
8. Paper cutting machines are available to cut standard news print rolls into the subrolls. Each standard roll is of 180 cm width
and a number of them must be cut to produce smaller subrolls at the current orders for 30 of width 70 cm, 60 of width 50
cm and 40 of width 30 cm. Formulate the problem so as to minimize the amount of wastes. Ignoring the recycling or other
uses for the trim, assume that the length of each required subroll is the same as that of the standard roll.
A standard roll may be cut according to the following patterns pi , i = 1, 2, . . . , 8.

Widths ordered in cms Number of subrolls cut


p1 p2 p3 p4 p5 p6 p7 p8
30 6 4 3 2 2 1 1 0
50 0 1 0 1 2 0 3 2
70 0 0 1 1 0 2 0 1
Trim Loss 0 10 20 0 20 10 0 10

Let xi be the number of the standard news print rolls pieces to cut on the pattern pi , i = 1, 2, ..., 8. Thus, the required LPP is
Minimize
z = 10x2 + 20x3 + 20x5 + 10x6 + 10x8
Subject to,
6xl + 4x2 + 3x3 + 2x4 + 2x5 + x6 + x7 = 40
x2 + x4 + 2x5 + 3x7 + 2x8 = 60
x3 + x4 + 2x6 + x7 + x8 = 30
with
xi ≥ 0, i = 1, 2, . . . 8
and integers

9
9. Two alloys, A and B are made from four different metals, I, II, III, and IV, according to the following specifications:

Alloy Specification Selling Price (Rs/ton)


at most 80% of I
A at least 30% of II 200
at least 50% of IV
between 40% and 60% of II
B at least 30% of III 300
at most 70% of IV

The four metals, in turn, are extracted from three different ores with the following data:

Ore Max Quantity I II III IV Others Purchase Price (Rs/Ton)


1 1000 20 10 30 30 10 30
2 2000 10 20 30 30 10 40
3 3000 5 5 70 20 0 50

How much of each alloy should be produced to maximize the profit. Formulate the problem as a LP model.
Solution: Define,
xi j = tons of ore i allocated to alloy j; i = 1, 2, 3; j = A, B w j = tons of alloy j produced
Objective function becomes,
maximize
z = 200wA + 300wB − 30 (x1A + x1B ) − 40 (x2A + x2B ) − 50 (x3A + x3B )

Constraints:
Specification constraints:
0.2x1A + 0.lx2A + 0.05x3A ≤ 0.8wA
O.lx1A + 0.2x2A + 0.05x3A ≥ 0.3wA
0.3x1A + 0.3x2A + 0.2x3A ≥ 0.5wA
O.lx1B + 0.2x2B + 0.05x3B ≥ 0.4wB
O.lx1B + 0.2x2B + 0.05x3B ≤ 0.6wB
0.3x1B + 0.3x2B + 0.7x3B ≥ 0.3wB
0.3x1B + 0.3x2B + 0.2x3B ≤ 0.7wB

Ore constraints:
x1A + x1B ≤ 1000
x2A + x2B ≤ 2000
x3A + x3B ≤ 3000
Alloy constraints:

x1A + x2A + x3A ≥ wA


x1B + x2B + x3B ≥ wB

All decision variables are non-negative

10
10. Hi-V produces three types of canned juice drinks, A, B, and C, using fresh strawberries, grapes, and apples. The daily
supply is limited to 200 tons of strawberries, 90 tons of grapes, and 150 tons of apples. The cost per ton of strawberries,
grapes, and apples is $210, $110, and $100, respectively. Each ton makes 1500 lb of strawberry juice, 1200 lb of grape
juice, and 1000 lb of apple juice. Drink A is a 1:1 mix of strawberry and apple juice. Drink B is 1:1:2 mix of strawberry,
grape, and apple juice. Drink C is a 2:3 mix of grape and apple juice. All drinks are canned in 16-oz (1 lb) cans. The price
per can is $1.15, $1.25, and $1.20 for drinks A, B, and C. Develop an LP model to determine the optimal production mix
of the three drinks.
Solution:
xs =Tons of Strawberry available per day
xg =Tons of Grapes available per day
xa =Tons of Apples available per day
xA =Cans of drink A/day
xB =Cans of drink B/day
xC =Cans of drink C/day
xsA =lb of strawberry used in drink A/day
xsB =lb of strawberry used in drink B/day
xgA =lb of grapes used in drink A/day
xgB =lb of grapes used in drink B/day
xgC =lb of grapes used in drink C/day
xaB =lb of apple used in drink B/day
xaC =lb of apple used in drink C/day
Objective is
maximize
1.15xA + 1.25xB + 1.2xC − 200xs − 100xg − 90xa

subject to,

xs ≤ 200
xg ≤ 100
xa ≤ 150
xsA + xsB = 1500xs
xgA + xgB + xgC = 1200xg
xaB + xaC = 1000xa
xA = xsA + xgA
xB = xsB + xgB + xaB
xC = xgC + xaC
xsA = xgA
xsB = xgB
xgB = 0.5xaB
3xgC = 2xaC

11
11. Suppose n different food items are available at the market and the selling price for the jth food is C j per unit. Moreover,
there are m basic nutritional ingredients for the human body and minimum bi units of the ith ingredient are required to
achieve a balanced diet for good health. In addition, a study shows that each unit of the jth food contains ai j units of the
ith ingredients. A dietitian of a large group may face a problem of determining the most economical diet that satisfies the
basic nutritional requirement for good health. Formulate the problem so that problem of dietitian is solved.
Solution:
Objective is
Minimize
n
z= ∑ c jx j
j=1

subject to,

n
∑ ai j xi ≥ bi , i = 1, 2, . . . m
j=1

12
12. A small manufacturing plant produces two products, A and B. Each product must be worked on by a bank of CNC lathe
machines and then, in succession, by a group of CNC milling machines. Product A requires 1 hr on CNC lathe machines
and 3 hrs on CNC milling machines. Product B requires 5 hrs on CNC lathe machines and 1 hr on CNC milling machines.
A total of 10000 hrs is available per week on CNC lathe machines and 7000 hrs on CNC milling machines. The net profit
is 5 Rs per unit for product A and 10 Rs per unit for product B. Formulate the problem so as to maximize the weekly profit.
Assume that all the quantities manufactured are disposed off.
Solution:
Assume, xi be the # of units manufactured for product i = A, B
Objective is
maximize
z = 5xA + 10xB

subject to,

xA + xB ≤ 10000
3xA + xB ≤ 7000

13
13. OMFED has two plants each of which produces and supplies two products: Milk and Butter. Plants can each work up
to 16 hours a day. In Plant-I, it takes 3 hours to prepare from powder and pack 1000 liters of milk and 1 hour to prepare
and pack 100 kg of butter. In Plant II, it takes 2 hours to prepare and pack 1000 liters of milk and 1.5 hours to prepare
and pack 100 kg of butter. In Plant-I, it costs 15, 000 Rs to prepare and pack 1000 liters of milk and 28, 000 Rs to prepare
and pack 100 kg of butter, whereas these costs are 18, 000 Rs and 26, 000 Rs, respectively for Plant-II. OMFED is obliged
to produce daily at least 10, 000 liters of milk and 800 kg of butter. Formulate this as LPP to find as to how should the
company organize its production so that the required amount of the products be obtained at minimum cost.
Solution:
Assume
x1 = unit of milk produced in plant I
x2 = unit of butter produced in plant I
y1 = unit of milk produced in plant II
y2 = unit of milk produced in plant II
Minimize
z = 15000x1 + 28000x2 + 18000y1 + 26000y2

subject to,

x1 + y1 ≥ 10
x2 + y2 ≥ 8
3x1 + x2 ≤ 16
2y1 + 1.5y2 ≤ 16

14
14. A gambler plays a game that requires dividing bet money among four choices. The game has three outcomes. The
following table gives the corresponding gain or loss per dollar for the different options of the game. The gambler has a

total of $1500, which may be played only once. The exact outcome of the game is not known a priori. Because of this
uncertainty, the gambler’s strategy is to maximize the minimum return produced by the three outcomes. How should the
gambler allocate the $1500 among the four choices?
Solution:
Assume
xi = Dollar allocated to choice i
y = Minimum return
So, the objective is
Maximize 
−3x1 + 4x2 − 7x3 + 15x4

z = min 5x1 − 3x2 + 9x3 + 4x4

3x1 − 9x2 + 10x3 − 8x4

subject to,

x1 + x2 + x3 + x4 ≤ 500

The problem can be converted to a LPP as


Maximize
z=y

subject to,

−3x1 + 4x2 − 7x3 + 15x4 ≥ y


5x1 − 3x2 + 9x3 + 4x4 ≥ y
3x1 − 9x2 + 10x3 − 8x4 ≥ y
x1 + x2 + x3 + x4 ≤ 500
x1 , x2 , x3 , x4 ≥ 0

y is unrestricted

15
15. Consider the problem of assigning aircraft to four routes according to the following data

The associated costs, including the penalties for losing customers because of space unavailability, are:

Determine the optimum allocation of aircraft to routes, and determine the associated number of trips.
Solution:
xi j = # of aircraft of type i allocated to route j
S j = # of passengers not served on route j
Objective is
Minimize
z = 1000(3x11 ) + 1100(2x12 )
+ 1200(x13 ) + 1500(x14 )
+ 800(4x21 ) + 900(3x22 )
+ 1000(3x23 ) + 1000(2x24 )
+ 600(5x31 ) + 800(5x32 )
+ 800(4x33 ) + 900(2x34 )
+ 40S1 + 50S2 + 45S3 + 70S4
subject to,

4 4 4
∑ x1 j ≤ 5, ∑ x2 j ≤ 8, ∑ x3 j ≤ 10
j=1 j=1 j=1

50(3x11 ) + 30(4x21 ) + 20(5x31 ) + S1 = 1000


50(2x12 ) + 30(3x22 ) + 20(5x32 ) + S2 = 2000
50(2x13 ) + 30(3x23 ) + 20(4x33 ) + S3 = 900
50(x14 ) + 30(2x24 ) + 20(2x34 ) + S4 = 1200

16

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