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The document describes an optimization problem to maximize investment returns by allocating funds between two types of stocks. It is given that a maximum of $130,000 can be invested in Type A stocks earning 10%, and a minimum of $60,000 must be invested in Type B stocks earning 8%. The allocation to Type A stocks also cannot exceed twice the allocation to Type B stocks. The simplex method is used to find the optimal allocation that maximizes the total annual return.

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Cthugha Ederwood
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0% found this document useful (0 votes)
25 views10 pages

Tarea4.1 Grupal

The document describes an optimization problem to maximize investment returns by allocating funds between two types of stocks. It is given that a maximum of $130,000 can be invested in Type A stocks earning 10%, and a minimum of $60,000 must be invested in Type B stocks earning 8%. The allocation to Type A stocks also cannot exceed twice the allocation to Type B stocks. The simplex method is used to find the optimal allocation that maximizes the total annual return.

Uploaded by

Cthugha Ederwood
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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Tarea 4.

1, Grupo #1

Roger David Sanchez Castro - 31821235

Jennsen Alejandro Murillo - 32241236

Henry Yovany Zelaya - 30941349

David Antonio Zúniga Cruz - 32111667

898: Investigación de Operaciones para Ingeniería

Ing. Dulce Raudales

14/05/2023
EJERCICIO 1

Convertir el siguiente Programa Lineal a forma Estándar

Min = –x1+4x2-2x3

Restricciones

8x1-3x2-x3 ≤ 4

4x1- x2+3x3 ≥ 3

3x1+7x2+2x3 ≤ 5

Metodo Simplex

8X1 – 3X2 – X3 + S1 = 4

4X1 – X2 + 3X3 – S2 + A1 = 3

3X1 + 7X2 + 2X3 + S3 = 5

-X1 + 4X2 – 2X3 + 0S1 – 0S2 + 0S3 + MA1

Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
0 S1 8 -3 -1 1 0 0 0 4
M A1 4 -1 3 0 -1 0 1 3
0 S3 3 7 2 0 0 1 0 5
Z 4M -M 3M 0 -M 0 M 3M
Cj - Zj -1-4M 4+M -2-3M 0 M 0 0
Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
-1 X1 1 -3/8 -1/8 1/8 0 0 0 ½
M A1 0 -0.5 3.5 -0.5 -1 0 1 1
0 S3 0 8.13 2.38 0 0 1 0 3.5
Z -1 3/8 – 1/8 + -1/8- -M 0 M -1/2+M
0.5M 3.5M 0.5M
Cj - Zj 0 4-(3/8) + -2-1/8- 1/8+0.5M M 0 0
0.5M 3.5M
4-1X = 0, X = 4 3-1X = 0, X = 3 (1/2)/(-1/8) = -4

-1-(-3/8) (4) = -0.5 7-(-3/8) (3) = 8.13 1/3.5 = 0.29

3-(-1/8) (4) = 3.5 2-(-1/8) (3) = 2.38 3.5/2.38 = 1.47

0 – 1/8(4) = -0.5 1-0(3) = 1

-1-0(4) = -1 5-(1/2) (3) = 3.5

1-0(4) = 1

3-1/2(4) = 1

0-(-1/8-0.5M)

Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
-2 X3 -8 3 1 -1 0 0 0 -4
M A1 24 -11 0 3 -1 0 0 14.5
0 S3 19.04 0.99 0 2.38 0 1 0 13.02
Z 16+24M -6-11M -2 2+3M -M 0 0 8+14.5M
Cj - Zj -1-16- 4+6+11M 0 -2-3M M 0 M
24M
3.5 – 1X = 0, X = 3.5 2.38-1X = 0, X = 2.38 -4/-8 = 0.5

-0.5 – 3(3.5) = -11 8.13-3(2.38) = 0.99 14.5/24 = 0.60

-0.5+1(3.5) = 3 1-0(2.38) = 1 13.02/19.04 = 0.68


-1-0(3.5) = -1 3.5+4(2.38) = 13.02

1/2 + 4(3.5) = 14.5

Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
-1 X1 1 -0.38 -0.13 0.13 0 0 0 0.5
M A1 0 -1.88 3.12 -0.12 -1 0 0 2.5
0 S3 0 8.23 2.48 -0.1 0 1 0 3.5
Z -1 0.38-1.88M 0.13+3.12M -0.13- -M 0 0 -0.5+2.5M
0.12M
Cj - Zj 0 4- -2-0.13- 0.13+0.12M M 0 M
0.38+1.88M 3.12M
24-1X = 0, X = 24 19.04-1X = 0, X = 19.04 4-0.38+1.88(1) = 5.5

-11-(-0.38) (24) = -1.88 0.99-(-0.38) (19.04) = 8.23 -2-0.13-3.12(1) = -5.25

0-(-0.13) (24) = 3.12 0-(-0.13) (19.04) = 2.48 0.5/-0.13 = -3.85

3-0.13(24) = -0.12 2.38-0.13(19.04) = -0.1

14.5-0.5(24) = 2.5 13.02-0.5(19.04) = 3.5

Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
-2 X3 -7.69 2.92 1 -1 0 0 0 -3.85
M A1 23.99 -10.99 0 3 -1 0 0 14.51
0 S3 19.07 0.99 0 2.38 0 1 0 13.05
Z 15.38+23.99M -5.84-10.99M -2 2+3M -M 0 0 7.7+14.51M
Cj - Zj -1-15.38- 4+5.84+10.99M 0 -2- M 0 M
23.99M 3M
3.12-1X = 0, X = 3.12 2.48-1X = 0, X = 2.48 -1-15.38-23.99(1) = -40.37

-1.88-2.92(3.12) = -10.99 8.23-2.92(2.48) = 0.99 -3.85/-7.69 = 0.50

0-(-7.69) (3.12) = 23.99 0-(-7.69) (2.48) = 19.07 14.51/23.99 = 0.60

-0.12-(-1) (3.12) = 3 -0.1-(-1) (2.48) = 2.38 13.05/19.07 = 0.68

2.5-(-3.85) (3.12) = 14.51 3.5-(-3.85) (2.48) = 13.05


Cj -1 4 -2 0 0 0 M B
X1 X2 X3 S1 S2 S3 A1
-1 X1 1 -0.38 -0.13 0.13 0 0 0 0.5
M A1 0 -1.87 3.12 -0.12 -1 0 0 2.52
0 S3 0 8.24 2.48 -0.1 0 1 0 3.52
Z -1 0.38-1.87M 0.13+3.12M -0.13- -M 0 0 -
0.12M 0.5+2.52M
Cj - Zj 0 4- -2-0.13- 0.13+0.12M M 0 M
0.38+1.87M 3.12M
23.99-1X = 0, X = 23.99 19.07-1X = 0, X = 19.07 0.5/-0.13 = -3.85

-10.99-(-0.38) (23.99) = -1.87 0.99-(-0.38) (19.07) = 8.24 2.52/3.12 = 0.81

0-(-0.13) (23.99) = 3.12 0-(-0.13) (19.07) = 2.48 3.52/2.48 = 1.42

3-0.13(23.99) = -0.12 2.38-0.13(19.07) = -0.1

14.51-0.5(23.99) = 2.52 13.05-0.5(19.07) = 3.52

EJERCICIO 3

Disponemos de 210,000 euros para invertir en la bolsa. Nos recomiendan dos tipos de
acciones. Las del tipo A que rinden el 10% y las del tipo B que rinden el 8% Decidimos
invertir un máximo de 130,000 euros en las del tipo A y como mínimo 60,000 euros en
las del tipo B. ¿Además, queremos que la inversión en las del tipo A sea menor que el
doble de la inversión en B. Cual tiene que ser la distribución de la inversión para
obtener el máximo interés anual?
Max Z =0,1x+0,08y
restricciones:
R1 x + y <= 210000
R2 x <= 130000
R3 y >= 60000
R4 x<= 2y
x>=0
y>=0
método simplex
x + y + S1 = 210000
x + S2 = 130000
y + S3 = 60000
x – 2y + S4 = 0

Función objetivo
CJ = 0.1x + 0.08y + 0S1 + 0S2 + 0S3 + 0S4

Cj 0.1 0.08 0 0 0 0 B

X Y S1 S2 S3 S4 -

0 S1 1 1 1 0 0 0 210000

0 S2 1 0 0 1 0 0 130000

0 S3 0 1 0 0 1 0 60000

0 S4 1 -2 0 0 0 1 0

Zj 0 0 0 0 0 0

Cj-Zj 0.1 0.08 0 0 0 0

210000/1=210000
130000/1= 130000
60000/1=60000
Cj 0.1 0.08 0 0 0 0 B

X Y S1 S2 S3 S4 -

0 S1 0 0 1 0 0 0 150000

0 S2 1 0 0 1 0 0 70000

0.1 X1 0 1 0 0 1 0 60000

0 S4 1 -2 0 0 0 1 -60000

Zj 0 0.1 0 0 0.1 0 6000

Cj-Zj 0 -0.02 0 0 -0.1 0

0-1(x)=0 x=0 1-0(x)=1 x=0 1-0(x)=1 x=0


1-1(1)=0 x=1 0-1(x)=0 x=0 -2-1(x)=-2 x=0
1-0(0)=1 x=0 0-0(x)=0 x=0 0-0(x)=0 x=0
0-0(0)=0 x=0 1-0(x)=1 x=0 0-0(x)=0 x=0
0-1(0)=0 x=0 0-1(x)=0 x=0 0-1(x)=0 x=0
0-0(0)=0 x=0 0-0(x)=0 x=0 1-0(x)=1 x=0
120000-60000=150000 130000-60000=70000
EJERCICIO 4

Variables
X1 = cantidad de modelos común
X2 = cantidad de modelos rápidos
Función Objetivo
Zmax = 520 X1 + 450 X2

Restricciones
Restricción de construcción
40 X1 + 25 X2 ≤ 400
Restricción de terminaciones
24 X1 + 30 X2 ≤ 360
Restricción de lógica
X1, X2 ≥ 0
Método Simplex
40 X1 + 25 X2 + S1 = 400
24 X1 + 30 X2 + S2 = 360
520 X1 + 450 X2 + 0S1 + 0S2
Cj 520 450 0 0 B
X1 X2 S1 S2
0 S1 40 25 1 0 400
0 S2 24 30 0 1 360
Z 0 0 0 0 0
Cj - Zj 520 450 0 0
400/40 = 10
360/24 = 15

Cj 520 450 0 0 B
X1 X2 S1 S2
520 X1 1 5/8 1/40 0 10
0 S2 0 15 -3/5 1 120
Z 520 325 13 0 5200
Cj - Zj 0 125 -13 0
24-1X = 0, X = 24 10/(5/8) = 16
30-5/8(24) = 15 120/15 = 8
0 – 1/40(24) = -3/5
1-0(24) = 1
360 – 10(24) = 120

Cj 520 450 0 0 B
X1 X2 S1 S2
520 X1 1 0 7/180 -1/24 5
450 X2 0 1 -1/45 1/15 8
Z 520 450 92/9 25/3 6200
Cj - Zj 0 0 -92/9 -25/3
5/8 – 1X = 0, X = 5/8
1-0(5/8) = 1
1/40 – (-1/45) * 5/8 = 7/180
0 – 1/15(5/8) = -1/24
10 - 8(5/8) = 5
Solución
X1 = 520
X2 = 450
Z = 6200

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