UNIVERSITI TUNKU ABDUL RAHMAN (UTAR)

UDPS 2133Mathematical Programming

Tutorial 4: Deterministic Dynamic Programming

1. Consider the following network, where each number along a link represents the actual distance
between the pair of nodes connected by that link. The objective is to find the shortest path form
the origin to the destination.
f2*(A) = 11
A 5 f3*(D) = 6
9 7 D 6
6
O B T
8
7 E 7
C 6 f3*(E) = 7
f2*(C) = 13
a) What are the stages and states for the dynamic programming formulation of this problem?
b) Use dynamic programming to solve this problem by
(i) Graphically.
(ii) Using the usual tables.

2. Consider the following project network where the number over each node is the time required for
the corresponding activity. Consider the problem of finding the longest path through this network
from start to finish.
1
F
4 5
C 4 J
5 G
A 4
0 2 0
6 K
Start D Finish
H 7
3 3 2 L
B E I

a) What are the stages and states for the dynamic programming formulation of this problem?
b) Use dynamic programming to solve this problem by
(i) Graphically.
(ii) Using the usual tables.
3. The owner of a chain of three grocery stores has purchased five crates of fresh strawberries. The
estimated provability distribution of potential sales of the strawberries before spoilage differs
among the three stores. Therefore, the owner wants to know how to allocate five crates to the
three stores to maximize expected profit. For administrative reasons, the owner does not wish to
split crates between stores. However, he is willing to distribute no crates to any of his stores.
The following table gives the estimated expected profit at each store when it is allocated various
numbers of crates:

Store
Crates
1 2 3
0 0 0 0
1 5 6 4
2 9 11 9
3 14 15 13
4 17 19 18
5 21 22 20

Use dynamic programming to determine how many of the five crates should be assigned to each
of the three stores to maximize the total expected profit.

4. A college student has 7 days remaining before final examinations begin in her four courses, and
she wants to allocate this study time as effectively as possible. She needs at least 1 day on each
course, and she likes to concentrate on just one course each day, so she wants to allocate 1, 2, 3,
or 4 days to each course. She wishes to maximize the total grade points to be obtained from the
four courses. She estimates that the alternative allocations for each course would yield the number
of grade points shown in the following table:

Estimated grade points

Study days Course
1 2 3 4
1 1 5 4 4
2 3 6 6 4
3 6 8 7 5
4 8 8 9 8

Use dynamic programming to determine how many study days should be assigned to each of the
course to maximize the total grade points.

5. Use the Wagner–Whitin and Silver–Meal methods to find production schedules for the following
dynamic lotsize problem: Fix cost, K = $30, variable cost, c = $1, holding cost, h = $1, demand,
d1 = 40, d2 = 60, d3 =10, d4 = 70, d5 = 20.
6. A company knows that the demand for its product during each of the next five months will be as
follows:

Month Demand (unit)

1 220
2 280
3 360
4 140
5 270

At the beginning of each month, the company must determine how many units should be
produced during the current month. During a month in which any units are produced, a setup cost
of RM250 is incurred. In addition, there is a variable cost of RM2 for every unit produced. At the
end of each month, a holding cost of RM1 per unit on hand is incurred. The company wants to
determine a production schedule that will meet all demands on time and will minimize the sum of
production and holding costs during the five months. Assume that zero units are on hand at the
beginning of the first month.
Use Silver-Meal heuristic to find the optimal production schedule for the company.

7. The weight on an edge in diagram below gives the maximum altitude (in 1000ft above sea level)
encountered when driving from city i to city j. A traveler wish to travel from S to T wants to
minimize the maximum altitude above sea level that he will encounter during his drive.
Use dynamic programming to determine how the traveler should proceed from S to T.
Answer:

1. b ) O
B
D
T

2. b) 1 → 2 → 4 → 7 → 9 and 1 → 2 → 5 → 7 → 9

3. Optimal Solution Store 1 Store 2 Store 3

1 1 2 3
2 3 2 0

4. Optimal Solution Course 1 Course 2 Course 3 Course 4

1 3 1 2 1
2 4 1 1 1

5. Optimal production:
1st Month: produce 40 2nd Month: produce 70 3rd Month: no production
4th Month: produce 90 5th Month: no production

6. Optimal production:
1st period: produce 220 2nd period: produce 280 3rd period: produce 500
4th period: no production 5th period: 270

7. Optimal solution : S
B
E
T
maximum altitude encountered : 6000ft above sea level.