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The document outlines a series of problem tasks related to advanced process optimization, focusing on mixed integer linear programming formulations. It includes various scenarios such as ingredient selection, blending constraints, plant location-transportation issues, and reformulation of bilinear terms. Each problem requires the formulation of constraints and objectives to optimize specific outcomes, such as profit maximization or cost minimization.

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16 views2 pages

List Ex

The document outlines a series of problem tasks related to advanced process optimization, focusing on mixed integer linear programming formulations. It includes various scenarios such as ingredient selection, blending constraints, plant location-transportation issues, and reformulation of bilinear terms. Each problem requires the formulation of constraints and objectives to optimize specific outcomes, such as profit maximization or cost minimization.

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symy9f95dw
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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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CENG0023: Advanced Process Optimisation

List of Problem Tasks

Problem 1
How can we express an integer variable, z, of magnitude, N, through binary variables? Also,
write down all variables and constraints involved for the case of N=5.

Problem 2
A blending company can purchase up to five ingredients: A, B, C, D and E. Formulate the
following cases as mixed integer linear programming constraints:
i) Select up to four out of five ingredients.
ii) Select at least three ingredients.
iii) If ingredient E is selected then A or B should be chosen.
iv) If only B or C is chosen, then ingredient A should not be selected.

Problem 3
A final product is manufactured by blending up to seven ingredients coming in three
categories as shown in the following table:
Category Ingredients
A A1, A2
B B1, B2, B3
C C1, C2
Formulate the following cases as mixed integer linear programming constraints:
- Select at most 4 ingredients.
- If ingredient A1 or A2 is used in the final product then B3 should be used.
- If either A1 or C1 is selected then at least one of B1, B2 and B3 must be.
- Select at least one ingredient from each category.
If ingredients from only B or only C category are chosen, then no ingredient from category A
is selected.

Problem 4
A blending company needs to purchase up to four out of five ingredients A, B, C, D and E
with unit costs (pounds/kg) 50, 80, 70, 60 and 90, respectively. The company has a potential
market for the final mixture up to 500 kg, sold at 200 pounds/kg. If an ingredient is
purchased then a minimum amount of 50 kg should be ordered. Also, due to technical
limitations, ingredient A should not be selected if only B or C is chosen. Formulate the above
problem as a mixed integer linear programming model, maximising the profit of the company.

Problem 5
Consider the following plant location-transportation problem. Given are 1..m clients(markets)
with minimum product demand for each market j, Dj. There is one product being
manufactured at production plants which can be built at a number of possible locations (1..n).
If we decide to build a production plant at location i, then the maximum production capacity
has to be Ai, and the associated fixed cost, Ci, should be included in the objective function.
Also, the unit shipping cost (cost per shipped amount) from location i to market j is Hij.

1
The problem is then to determine where to build the production plants and how much material
should be shipped from selected locations to each market so as to minimise the total cost
while satisfying minimum demand. Formulate the above problem as a mixed integer linear
programming model.

Problem 6
Reformulate the following bilinear terms, Xi.Yj, of continuous (Xi) and binary (Yj) variables to
linear terms by introducing new variables and additional constraints.

Problem 7
Derive a piecewise linear approximation model for a cost function, C(X), by introducing one
binary variable for each linear segment. The cost function can be specified by K points
[ g i , C (g i ) ], i.e. K-1 intervals.

Problem 8
Consider the following set of mathematical constraints:
0 £ B jt £ V j × N jt "j , t
Vj = å (V jk × E jk ) "j
k

å E jk = 1 "j
k
where Vj is the capacity of unit j; Njt, Bjt are the number of batches and the amount of material
being processed, respectively, in unit j over time period t. These variables (Vj, Njt and Bjt) are
continuous ones. The Ejk binary (0-1) variables are then introduced which have the value of 1
V
if type(size) k is selected for unit j; 0 otherwise. The values of unit types(sizes), jk , are
assumed to be known.
The above constraints involve non-linear terms. Reformulate the above set of constraints to a
mixed integer linear set by introducing new variables and additional constraints.

Problem 9
Consider a company which examines P candidate products for manufacturing over the next T
years. Each product p is characterised by a given annual demand, Dpt, and expected profit,
Mp, if product p is selected.
Assume that each product will be manufactured over the T-year period if it is selected. It is
also given that the company is constrained by an annual maximum capacity, C, for the total
manufacturing and distribution of the selected products. The objective is to choose the
appropriate products so as to maximise the total profit of the company. Formulate the above
zero-one integer programming problem.
How can the selection of a maximum of N ( N £ P ) be forced to the above model?

Problem 10
Many optimisation problems involving integer variables are solved iteratively (for example,
Outer-Approximation). Usually, one common step of these solution algorithms is the
introduction of an extra constraint (integer cut) at each iteration in the master problem (0-1
programming problem) in order to make infeasible the choice of binary vectors obtained from
previous iterations. Develop such an integer cut.

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