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    Homework 2 - Solution

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    The document provides the solutions to 5 linear programming problems. Each problem is presented with the decision variables, objective function to maximize or minimize, and constraints. Problem 1 involves investing amounts across multiple investment plans. Problem 2 involves distributing coffee from different countries. Problem 3 deals with oil distribution and advertising. Problem 4 involves production quantity and inventory levels over months. Problem 5 involves allocating coil widths and patterns.

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    Homework 2 - Solution

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    Div 72
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    The document provides the solutions to 5 linear programming problems. Each problem is presented with the decision variables, objective function to maximize or minimize, and constraints. Problem 1 involves investing amounts across multiple investment plans. Problem 2 involves distributing coffee from different countries. Problem 3 deals with oil distribution and advertising. Problem 4 involves production quantity and inventory levels over months. Problem 5 involves allocating coil widths and patterns.

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    Optimization Modelling Solution

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    Homework 2 - solution

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    The document provides the solutions to 5 linear programming problems. Each problem is presented with the decision variables, objective function to maximize or minimize, and constraints. Problem 1 involves investing amounts across multiple investment plans. Problem 2 involves distributing coffee from different countries. Problem 3 deals with oil distribution and advertising. Problem 4 involves production quantity and inventory levels over months. Problem 5 involves allocating coil widths and patterns.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    31 views5 pages

    Homework 2 - Solution

    Uploaded by

    Div 72
    The document provides the solutions to 5 linear programming problems. Each problem is presented with the decision variables, objective function to maximize or minimize, and constraints. Problem 1 involves investing amounts across multiple investment plans. Problem 2 involves distributing coffee from different countries. Problem 3 deals with oil distribution and advertising. Problem 4 involves production quantity and inventory levels over months. Problem 5 involves allocating coil widths and patterns.

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    of 5

    IMEN215 Spring 2020

    Homework #2 Solution
    Note: This solution may contain typos or errors. If you find them, please let the instructor know. Thanks.

    Problem #1
    Decision Variables:

    𝑋𝑖 : 𝑎𝑚𝑚𝑜𝑢𝑛𝑡 𝑖𝑛𝑣𝑒𝑠𝑡𝑒𝑑 𝑖𝑛 𝑝𝑙𝑎𝑛 𝑖 (𝑖 = 𝐴1, 𝐴2, 𝐵1, 𝐵2, 𝐶1, 𝐶2)

    Linear programming model:

    Maximize 0.06𝑋𝐴1 + 0.05𝑋𝐴2 + 0.07𝑋𝐵1 + 0.08𝑋𝐵2 + 0.10𝑋𝐶1 + 0.09𝑋𝐶2

    Subject to 𝑋𝐴1 + 𝑋𝐴2 + 𝑋𝐵1 + 𝑋𝐵2 + 𝑋𝐶1 + 𝑋𝐶2 ≤ 80,000

    𝑋𝐴1 + 𝑋𝐴2 ≥ 0.40(𝑋𝐴1 + 𝑋𝐴2 + 𝑋𝐵1 + 𝑋𝐵2 + 𝑋𝐶1 + 𝑋𝐶2 )

    𝑋𝐵1 + 𝑋𝐵2 ≤ 0.35(𝑋𝐴1 + 𝑋𝐴2 + 𝑋𝐵1 + 𝑋𝐵2 + 𝑋𝐶1 + 𝑋𝐶2 )

    𝑋𝑖 ≥ 0, ∀i = A1, A2, B1, B2, C1, C2

    Problem #2
    Decision Variables:

    𝐵: 𝑎𝑚𝑜𝑢𝑛𝑡 𝑜𝑓 𝐵𝑟𝑎𝑧𝑖𝑙𝑖𝑎𝑛 (𝑙𝑏), 𝐶: 𝑎𝑚𝑜𝑢𝑛𝑡 𝑜𝑓 𝐶𝑜𝑙𝑜𝑚𝑏𝑖𝑎𝑛 (𝑙𝑏), 𝑃: 𝑎𝑚𝑜𝑢𝑛𝑡 𝑜𝑓 𝑃𝑒𝑟𝑢𝑣𝑖𝑎𝑛 (𝑙𝑏)

    Linear programming model:

    Minimize 0.50𝐵 + 0.60𝐶 + 0.07𝑃

    75𝐵+60𝐶+85𝑃
    Subject to −3𝐵 − 18𝐶 + 7𝑃 ≥ 0 (← ≥ 78)
    𝐵+𝐶+𝑃

    15𝐵+20𝐶+18𝑃
    −𝐵 + 4𝐶 + 2𝑃 ≥ 0 (← ≥ 16)
    𝐵+𝐶+𝑃

    𝐵 + 𝐶 + 𝑃 ≥ 4000 (it would be also fine to make equality in this constraint)

    𝐵 ≤ 1500

    𝐶 ≤ 1200

    𝑃 ≤ 2000

    𝐵, 𝐶, 𝑃 ≥ 0
    Problem #3
    Decision Variable

    𝑋𝑖𝑗 : 𝑏𝑎𝑟𝑟𝑒𝑙𝑠 𝑜𝑓 𝑜𝑖𝑙 𝑖 (𝑖 = 1,2) 𝑢𝑠𝑒𝑑 𝑡𝑜 𝑚𝑎𝑘𝑒 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝑗 (𝑗 = 𝑔(𝑎𝑠𝑜𝑙𝑖𝑛𝑒), ℎ(𝑒𝑎𝑡𝑖𝑛𝑔 𝑜𝑖𝑙))
    𝑎𝑗 : 𝑑𝑜𝑙𝑙𝑎𝑟𝑠 𝑠𝑝𝑒𝑛𝑡 𝑎𝑑𝑣𝑒𝑟𝑡𝑖𝑠𝑖𝑛𝑔 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝑗 (𝑗 = 𝑔, ℎ)

    Objective function: profit = revenue – cost (advertise only)

    𝑚𝑎𝑥𝑖𝑚𝑖𝑧𝑒 25(𝑋1𝑔 + 𝑋2𝑔 ) + 20(𝑋1ℎ + 𝑋1ℎ ) − 𝑎𝑔 − 𝑎ℎ

    Constrains:

    ① K-Oil Company has 5000 barrels of oil 1

    𝑋1𝑔 + 𝑋1ℎ ≤ 5,000

    ② 10,000 barrels of oil 2

    𝑋2𝑔 + 𝑋2ℎ ≤ 10,000

    ③ Gasoline must have an average quality level of at least 8

    10𝑋1𝑔 +5𝑋2𝑔
    ≥ 8 ➔ 10𝑋1𝑔 + 5𝑋2𝑔 ≥ 8(𝑋1𝑔 + 𝑋2𝑔 ) ➔ 2𝑋1𝑔 − 3𝑋2𝑔 ≥ 0
    𝑋1𝑔 +𝑋2𝑔

    ④ At least 6 of an average quality level of Heating oil

    10𝑋1ℎ+5𝑋2ℎ
    ≥ 6 ➔ 4𝑋1ℎ − 𝑋2ℎ ≥ 0
    𝑋1ℎ+𝑋2ℎ

    ⑤ Each dollar spent on advertising gasoline creates 5 barrels of demand

    𝑋1𝑔 + 𝑋2𝑔 = 5𝑎𝑔

    ⑥ Each dollar spent on advertising heating oil creates 10 barrels of demand

    𝑋1ℎ + 𝑋2ℎ = 10𝑎ℎ

    ⑦ 𝑋𝑖𝑗 , 𝑎𝑗 ≥ 0, i=1,2, j=g,h

    In summary,

    Maximize 25(𝑋1𝑔 + 𝑋2𝑔 ) + 20(𝑋1ℎ + 𝑋1ℎ ) − 𝑎𝑔 − 𝑎ℎ


    Subject to 𝑋1𝑔 + 𝑋1ℎ ≤ 5,000
    𝑋2𝑔 + 𝑋2ℎ ≤ 10,000
    2𝑋1𝑔 − 3𝑋2𝑔 ≥ 0
    4𝑋1ℎ − 𝑋2ℎ ≥ 0
    𝑋1𝑔 + 𝑋2𝑔 = 5𝑎𝑔
    𝑋1ℎ + 𝑋2ℎ = 10𝑎ℎ
    𝑋𝑖𝑗 , 𝑎𝑗 ≥ 0, i=1,2, j=g,h

    Problem #4
    Decision Variable:

    𝑋𝑖 : 𝑝𝑟𝑜𝑑𝑢𝑐𝑡𝑖𝑜𝑛 𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑦 𝑜𝑓 𝑖 − 𝑡ℎ 𝑚𝑜𝑛𝑡ℎ (i=1,2,3,4)


    𝐼𝑖 : 𝑖𝑛𝑣𝑒𝑛𝑡𝑜𝑟𝑦 𝑙𝑒𝑣𝑒𝑙 𝑎𝑡 𝑡ℎ𝑒 𝑒𝑛𝑑 𝑜𝑓 𝑖 − 𝑡ℎ 𝑚𝑜𝑛𝑡ℎ (i=1,2,3,4)

    Minimize 5X1 + 8𝑋2 + 4𝑋3 + 7𝑋4 + 2(𝐼1 + 𝐼2 + 𝐼3 ) − 6𝐼4

    s.t. X1 − 50 = 𝐼1

    I1 + X2 − 65 = 𝐼2

    I2 + X3 − 100 = 𝐼3

    I3 + X4 − 70 = 𝐼4

    𝑋𝑖 ≥ 0, 𝐼𝑖 ≥ 0, 𝑖 = 1,2,3,4

    Problem #5
    Decision Variable:

    𝑋𝑖 : 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 1 − 𝑓𝑜𝑜𝑡 65′ 𝑐𝑜𝑖𝑙𝑠 𝑤𝑖𝑡ℎ 𝑝𝑎𝑡𝑡𝑒𝑟𝑛 𝑖 (i=1,2,…,11)


    𝑌𝑗 : 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 1 − 𝑓𝑜𝑜𝑡 40′ 𝑐𝑜𝑖𝑙𝑠 𝑤𝑖𝑡ℎ 𝑝𝑎𝑡𝑡𝑒𝑟𝑛 𝑗 (j=1,2,..,5)

    Objective function:

    11 5

    𝑚𝑖𝑛𝑖𝑚𝑖𝑧𝑒 1.2 ∑ 𝑋𝑖 + ∑ 𝑌𝑗
    𝑖=1 𝑗=1

    Constrains:

    𝑋1 50 10 loss

    65’ 𝑋2 45 20

    𝑋3 45 10 10
    𝑋4 40 20 loss

    𝑋5 40 10 10 loss

    𝑋6 35 20 10

    𝑋7 35 10 10 10

    𝑋8 20 20 20 loss

    𝑋9 20 20 10 10 loss

    𝑋10 20 10 10 10 10 loss

    𝑋11 10 10 10 10 10 10 loss

    𝑌1 40

    𝑌2 35 loss

    40’ 𝑌3 20 20

    𝑌4 20 10 10

    𝑌5 10 10 10 10

    ① Up to 4000 feet of the 65-inch coil is available, and up to 6000 feet of the 40-inch coil is
    available.

    11

    ∑ 𝑋𝑖 ≤ 4000
    𝑖=1
    5

    ∑ 𝑌𝑗 ≤ 6000
    𝑗=1

    ② The company requires 1000 feet of 50-inch width

    𝑋1 = 1000 (50 𝑖𝑛𝑐ℎ)

    ③ 2500 feet of 40-inch width

    𝑋2 + 𝑋3 = 2500 (45 𝑖𝑛𝑐ℎ)

    ④ 3000 feet of 40-inch width

    𝑋4 + 𝑋5 + 𝑌1 = 3000 (40 𝑖𝑛𝑐ℎ)


    ⑤ 2300 feet of 35-inch width

    𝑋6 + 𝑋7 + 𝑌2 = 2300 (35 𝑖𝑛𝑐ℎ)

    ⑥ 1300 feet of 20-inch width

    𝑋2 + 𝑋4 + 𝑋6 + 3𝑋8 + 2𝑋9 + 𝑋10 + 2𝑌3 + 𝑌4 = 1300 (20 𝑖𝑛𝑐ℎ)

    ⑦ 2000 feet of 10-inch width

    𝑋1 + 2𝑋2 + 2𝑋5 + 𝑋6 + 3𝑋7 + 2𝑋9 + 4𝑋10 + 6𝑋11 + 2𝑌4 + 4𝑌5 = 2000 (10 𝑖𝑛𝑐ℎ)

    ⑧ 𝑋𝑖 , 𝑌𝑗 ≥ 0 (𝑖 = 1,2,3 … ,11, 𝑗 = 1,2,3,4,5)

    In summary,

    Minimize 1.2 ∑11 5


    𝑖=1 𝑋𝑖 + ∑𝑗=1 𝑌𝑗

    Subject to ∑11
    𝑖=1 𝑋𝑖 ≤ 4000
    5
    ∑𝑗=1 𝑌𝑗 ≤ 6000
    𝑋1 = 1000
    𝑋2 + 𝑋3 = 2500
    𝑋4 + 𝑋5 + 𝑌1 = 3000
    𝑋6 + 𝑋7 + 𝑌2 = 2300
    𝑋2 + 𝑋4 + 𝑋6 + 3𝑋8 + 2𝑋9 + 𝑋10 + 2𝑌3 + 𝑌4 = 1300
    𝑋1 + 2𝑋2 + 2𝑋5 + 𝑋6 + 3𝑋7 + 2𝑋9 + 4𝑋10 + 6𝑋11 + 2𝑌4 + 4𝑌5 = 2000
    𝑋𝑖 , 𝑌𝑗 ≥ 0, i=1,2,…,11, j=1,2,…,5

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