ISE 426: Homework 1

(Due Date: Monday, September 30th, by midnight on Coursesite)

Total 75 points

1. (10 points) Box Allocation Problem: In class, we discussed the optimization problem of locating
boxes of given height into two bins such that the bin with the maximum height has the minimum possible
height, and derived a mathematical formulation for it. Write a Mathematical Programming formulation
(Decision Variables, Contraints, Objective) for this problem in the case that instead of two (2) bins, there
are three (3) bins (or in the more general case of m bins and n boxes with heights hi , i = 1, . . . , n, if you
prefer).

2. (10 points) Linear programming formulation: As a weapon shop owner in a video game, you
produce and sell weapons to knights. The following table summarizes the sales profit, the quantities of
the basic ingredients (iron and wood) for the production of swords and atgeirs (mail-piercer), and the
required processing time.

Weapon Profit (crowns) Iron needed (kg) Wood needed (kg) Time (minutes)
Sword 10 1.00 0.30 30
Atgeir 8 1.40 0.64 25

The weapon shop has 40 kg of iron and 30 kg of wood. The workforce is available for no more than 24
hours in total.
Formulate a Linear Program to decide the quantity of swords and atgeirs to be produced in order to
maximize the overall profit. Assume that fractions of swords and atgeirs can be produced (i.e., no need
for integer variables). In particular state the problem’s:

• (3 points) Decision Variables

• (2 points) Objective
• (5 points) Constraints

Formulate the this problem as a linear programming (LP) optimization problem. In particular, clearly
state the decision variables, objective, and constraints for the problem.

3. (20 points) LP Graphical Method: Consider the two-variable Linear Program below:

min 15x1 + 20x2

s.t. x1 + 2x2 ≥ 10
2x1 − 3x2 ≤ 6
x1 + x2 ≥ 6
x1 ≥ 0, x2 ≥ 0

and answer the following questions about it:

(a) (10 points) Use the graphical method to solve the Linear Program (provide optimal solution and
optimal value of the problem)
(b) (3 points) To what class does this Linear Program belongs (feasible or infeasible?, bounded or
unbounded?, unique or multiple optimal solutions?)
(c) (3 points) Suppose that you are allowed to change (only) the objective coefficient of x1 (15 in the
original problem) in the Linear Program. What value of the objective coefficient of x1 would lead
to a problem that is unbounded (unbounded objective)?

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 (d) (4 points) What would be the optimal solution of the Linear Program if suddenly we are told that
the second constraint of the Linear Program must be satisfied with equality, instead of inequality;
namely, instead of 2x1 − 3x2 ≤ 6 we have 2x1 − 3x2 = 6.

4. (10 points) Graphical method for Linear Programming: Suppose that the following constraints
have been provided for a linear programming model.

−x1 + 2x2 ≤ 50
−2x1 + x2 ≤ 50
x1 ≥ 0, x2 ≥ 0

(a) (5 points) Graphically show that the feasible region is unbounded.

(b) (2 points)If the objective is to maximize z = −x1 + x2 , does the model have an optimal solution?
If so, find it. If not, explain why not.
(c) (2 points) Repeat part 4b when the objective is to maximize z = x1 − x2 .
(d) (1 points) For objective functions where this model has no optimal solution, does this mean that
there are no good solutions according to the model? Explain. What probably went wrong when
formulating the model?

5. (10 points) Linear Programming Formulation. A contractor has been hired to build a house. His
first job is to schedule the different jobs that are needed to complete the house. For that purpose, the
contractor has constructed the following table:

Job No. Job Duration (weeks) Preceded by

0 Sign contract with buyer 0 NA
1 Framing 2 0
2 Roofing 1 1
3 Siding 3 1
4 Windows 2.5 3
5 Plumbing 1.5 3
6 Electrical 2 2, 4
7 Inside Finish 4 5,6
8 Outside Finish 3 2,4
9 Complete Sell to Buyer 0 7,8

The purpose of the contractor is to schedule the jobs such that the house can be sell as soon as possible
while satisfying all the preceding constraints; for example, to do the Electrical job, the Roofing and the
Windows must have been completed.

(a) (7 points) Write a Linear Programming formulation to help the contractor come up with the best
job scheduling. In particular, determine:
• Decision Variables
• Objective
• Constraints
(b) (3 points) Assume that part of the crew that is responsible for the Electrical job can be assigned to
help in the Inside Finish job. Specifically, and for simplicity, assume that the time to complete the
Inside Finish job can be reduce by a time t of up to 1 week, but as a result, the Electrical job would
take 1.2t more to complete. How would this possibility change your formulation on the problem in
the previous question? Feel free to state only the parts of the Linear Programming formulation that
actually change.

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6. (10 points) Large-scale LP formulation: Suppose a production manager is responsible for scheduling
the monthly production levels of a certain product for a planning horizon of twelve (12) months. For
planning purposes, the manager was given the following information:

• The total demand for the product in month j is dj , for j = 1, 2, . . . , 12

• The cost of producing each unit of the product in month j is cj (dollars), for j = 1, 2, . . . , 12.
• The inventory holding cost per unit for month j is hj (dollars), for j = 1, 2, . . . , 12. These are
incurred at the end of each month.
• The production capacity for month j is mj , for j = 1, 2, . . . , 12.
• There is no initial inventory at the beginning of the first month.
• Shortage of the product is not allowed at the end of any month.

The manager’s task is to generate a production schedule that minimizes the total production and inventory-
holding costs over this twelve-month planning horizon. Formulate a Linear Program for this purpose

(a) (3 points) Define the problem’s Decision Variables for the problem.
(b) (2 points) Define the problem’s Objective in terms of the decision variables.
(c) (5 points) Define the problem’s Constraints in terms of the decision variables.

7. (5 points) Linear Programming formulation: Consider the Orange Co. problem discussed in class.
On that problem, it was assumed that no loss of was incurred when mixing the raw materials (A and
B oranges juice) into the final products (Premium and Regular juice). Now assume that in the mixing
process of the raw materials there is a loss of 2% of the raw meterials when producing any of the final
producst (e.g., because of spills). How would this fact change the Linear Programming formulation on the
problem Orange Co. problem? Feel free to state only the parts of the Linear Programming formulation
that actually change.

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 Further Practice Problems
(you DO NOT need to include the solution of these problems, but I recommend you to work on
them in preparation for your midterm. Solutions to some of these problems will be provided
with the HW solutions)

1. Solve the weapons problem using the graphical solution method

2. (20 points) LP Graphical Method: Consider the two-variable Linear Program below:

max 2x1 + x2

s.t. x2 ≤ 10
2x1 + 5x2 ≤ 60
x1 + x2 ≤ 18
3x1 + x2 ≤ 44
x1 ≥ 0, x2 ≥ 0

and answer the following questions about it:

(a) (12 points) Use the graphical method to solve the Linear Program (provide graphical representation
of the problem’s feasible region, optimal solution, and optimal value)
(b) (2 points) To what class does this Linear Program belongs?
(c) (3 points) Suppose that you are allowed to change (only) the objective coefficient of x2 (1 in the
original problem) in the Linear Program. What value of the objective coefficient of x2 would lead
to a problem with multiple optimal solutions?
(d) (3 points) What would be the optimal solution of the Linear Program if suddenly we are told that
it is not necessary to satisfy the second constraint of the problem; namely, x1 + x2 ≤ 18.

3. (20 points) LP Graphical Method: Consider the two-variable Linear Program below:

min 15x1 + 20x2

s.t. x1 + 2x2 ≥ 10
2x1 − 3x2 ≤ 6
x1 + x2 ≥ 6
x1 ≥ 0, x2 ≥ 0

and answer the following questions about it:

(a) (12 points) Use the graphical method to solve the Linear Program (provide optimal solution and
optimal value of the problem)
(b) (2 points) To what class does this Linear Program belongs?
(c) (3 points) Suppose that you are allowed to change (only) the objective coefficient of x1 (15 in the
original problem) in the Linear Program. What value of the objective coefficient of x1 would lead
to a problem that is unbounded (unbounded objective)?
(d) (3 points) What would be the optimal solution of the Linear Program if suddenly we are told that
the second constraint of the Linear Program must be satisfied with equality, instead of inequality;
namely, instead of 2x1 − 3x2 ≤ 6 we have 2x1 − 3x2 = 6.