University of Waterloo

Department of Management Sciences

MSCI 331: Introduction to Optimization
FALL 2019

Assignment 4

Complete the assignment with a group of at most 2 students. Submit a hard copy of your
assignment to the course drop-box located on the 3rd floor of the CPH building by December 2nd,5
pm. Do not forget to write both of your names on your submission.

Problem 1:

𝑀𝑎𝑥 𝑍 = 5𝑥1 + 6𝑥2

𝑠𝑡 𝑥1 + 𝑥2 ≤ 5
4𝑥1 + 7𝑥2 ≤ 28
𝑥1, 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑥1, 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

Use the branch-and-bound method to solve the problem. For each sub-problem, solve its LP
relaxation graphically.

Problem 2:

A wood supply company has signed a contract to transit 1000 tons of woods its warehouse located
in City 1 to a furniture production in City 5. There is no direct path between City 1 and City 5.
Therefore, the supply company would like to find the shortest path among all possible paths to
minimize its fuel cost. The distances (in 100 km) between every pair of cities are provided in the
table.

Distance (dij)
To city j
1 2 3 4 5 6
1 - 3.5 1.5 4 - 5
From
2 - - - 2 3 -
city
i 3 - 4 - 5 - 1.5
4 - - - - 0.3 -
5 - - - - - -
6 - - - 2 - -

a) Formulate the shortest-path problem as a mathematical programming model.

b) Draw the transportation network and solve it using the Dijkstra’s algorithm.
Problem 3:

Consider the following network. Nodes S to T are power stations connected using power
transmission lines

Assume the numbers on the graph show the maximum power flow capacity of each line. Find the
maximum power that can be transported from node S to node T. Mention the number of minimum
cut for this network.

Problem 4:

Consider the following undirected graph and find the minimum spanning tree for this graph.
Problem 5:

The following table shows the required activities in building a network security lab for a software
company (all times are in weeks).

Duration
Activity Predecessor(s)
(weeks)
A 6 -
B 5 A
C 3 A
D 2 C
E 3 D
F 4 A, B, C
G 2 E
H 2 F
I 4 B
J 2 G, H, I

Answer the following questions using this table:

(a) Draw the project diagram (AON).
(b) Find the earliest time, latest time, and slack for each activity.
(c) Find the critical path.
(d) Formulate the LP to find the critical path