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Selected LP Apps Handouts 3
Selected LP Apps Handouts 3
Introduction
September 4, 2012
Operations Research
subject to
Constraints
We are to produce soda cans with a volume of 355 ml and with smallest
surface. Determine
I Decision Alternatives
I Restrictions (Constraints)
I The objective function
OR Models
An Example − Solution
Each table takes 4 hours of carpentry and 2 hours in the painting and
varnishing shop.
Introduction to Linear Programming
Toy Model
During the current production time, 240 hours of carpentry time are
available, and 100 hours in painting and varnishing time are available.
Each table sold yields a profit of $7; each chair produced is sold for a $5
profit.
subject to
3x1 +4x2 ≤ 240
x1 +2x2 ≤ 100
with xi ≥ 0, i = 1, 2.
I Certainty
I Proportionality
I Additivity
I Divisibility
I Nonnegative variables
Problem 1
The Apex Television Company has to decide on the number of 27- and
20-inch sets to be produced at one of its factories. Market research
indicates that at most 40 of the 27-inch sets and 10 of the 20-inch sets
can be sold per month. The maximum number of work-hours available is
500 per month. A 27-inch set requires 20 work-hours and a 20-inch set
requires 10 work-hours. Each 27-inch set sold produces a profit of $120
and each 20-inch set produces a profit of $80. A wholesaler has agreed to
purchase all the television sets produced if the numbers do not exceed
the maxima indicated by the market research.
Formulate a linear programming model for this problem.
Problem 1
Solution
Each pig requires at least 8,000 calories per day and at least 700 units of
vitamins. A further requirement (constraint) is that no more than
one-third of the diet (by weight) can consist of Feed Type A, since it
contains an ingredient which is toxic if consumed in too large a quantity.
Let A and B be the quantity (pounds) of Feed Type A and Feed Type B,
respectively, used per day.
The mathematical formulation is
A Diet Problem
Winston, Chapter 3
My diet requires that all the food I eat come from one of the four ”basic
food groups” (chocolate cake, ice cream, soda and cheesecake). At
present, the following four foods are available for consumption: brownies,
chocolate ice cream, cola and pineapple cheesecake. Each brownie costs
$0.50, each scoop of chocolate ice cream costs $0.20, each bottle of cola
costs $0.30 and each piece of pineapple cheesecake costs $0.80. Each
day, I must ingest at least 500 calories, 6 oz of chocolate, 10 oz of sugar,
and 8 oz of fat. The nutritional content per unit of each food is shown in
the table below.
Formulate a linear programming model that can be used to satisfy my
daily nutritional requirements at minimum cost.
A Diet Problem
Winston, Chapter 3
A realtor is developing a rental housing and retail area. The housing area
consists of efficiency departments, duplexes and single-family homes.
Maximum demand by potential renters is estimated to be 500 efficiency
departments, 300 duplexes and 250 single-family homes, but the number
of duplexes must equal at least 50% of the number of efficiency
departments and single-family homes. Retail space is proportional to the
number of home units at the rates of at least 10 ft2 , 15 ft2 and 18 ft2 per
efficiency departments, duplexes and single-family homes, respectively.
However, land availability limits retail space to no more than 10,000 ft2 .
The monthly rental income is estimated at $600, $750 and $1200 for
efficiency-, duplex- and single-family units, respectively. The retail space
rents for $100/ft2 .
Formulate a linear programming model that can be used to determine the
optimal retail space area and the number of family residences.
Problem 4, Problem Set 2.3D
The demand for ice cream during the three summer months (June, July
and August) at All-Flavors Parlor is estimated at 500, 600 and 400
20-gallon cartons, respectively. Two wholesalers, 1 and 2, can supply
All-Flavors with its ice cream. Although the flavors from the two
suppliers are different, they are interchangeable. The maximum number
of cartons either supplier can provide is 400 per month. Also, the prices
each supplier charges from one month to the next varies, according to
the schedule
June July August
Supplier 1 $100 $110 $120
Supplier 2 $115 $108 $125
(price per carton)
Problem 4, Problem Set 2.3D
Larry Edison is the director of the Computer Center for Buckly College.
He now needs to schedule the staffing of the center. It is open from 8AM
until midnight. Larry has monitored the usage of the center at various
time of the day and determined that the following number of consultants
are required:
Table: Alloy
Property 1 2 3 4 5
% zinc 60 25 45 20 50
% tin 10 15 45 50 40
% lead 30 60 10 30 10
Cost ($/lb) 22 20 25 24 27
Three electric power plants with capacities of 25, 40, and 30 million kWh
supply electricity to three cities. The maximum demands at the three
cities are estimated at 30, 35, and 25 million kWh. The price per million
kWh at the three cities is given by the table below:
The demand for a special small engine over the next five quarters is 200,
150, 300, 250, and 400 units, respectively. The manufacturer supplying
the engine has different production capacities estimated at 180, 230, 430,
300, and 300 units for the five quarters. Backordering is not allowed, but
the manufacturer can use overtime to fill the immediate demand, if
necessary. The overtime capacity for each period is half the regular
capacity.
The production costs per unit for the five periods are $100, $96, $116,
$102, and $106, respectively. The overtime production costs are 50%
higher than the regular production costs.
If an engine is produced now for use in later periods, an additional
storage cost of $4per engine per period is incurred.
Formulate the problem as a transportation model.
A Multiperiod Model
The number of trained employees that the company needs in the next
four months (January through April) are:
I January: 100
I February: 150
I March: 200
I April: 250
At the beginning of January the company has 130 trained operators.
A Multiperiod Model
The decision variables are the number of trained operators who act as
instructors and the number of idle trained operators. In any given period
(month) the number of trained operators working the machines is given
by the corresponding monthly requirements.
So, we define xT ,j as the number of trained operators employed as
instructors, and xId,j as the number of trainde operators who are idle in
month j = January (J), February (F), March (M) and April (A).
A Multiperiod Model
Formulation − Constraints
The objective function need not include the payroll cost of the trained
employees working the machines because it is a constant cost. Pertinent
costs are
I Training costs (instructors and trainees)
I Idle trained operators
subject to
xT ,J +xId,J = 30
7xT ,J −xT ,F −xId,F = 20
7xT ,J 7xT ,F −xT ,M −xId,M = 70
7xT ,J +7xT ,F +7xT ,M = 120
All variables are positive or zero.
Multi-period Production Model
Associated costs, including penalties for losing customers because of space unavailability, are:
Develop a linear model for determining the optimum allocation of aircrafts to routes.
Optimal Allocation of Aircrafts to Routes
Nonnegativity: xij ≥ 0, Sj ≥ 0, i = 1, 2, 3, j = 1, 2, 3, 4.
Blending Models
x1
x2+(x3/0.95)
x2
x1+(1/(0.8)(x2+(x3/0.95)))
x3/0.95
1:0.8 1:0.95
x3
1/(0.8)(x2+(x3/0.95))
0.3 0.1
One ton x4
of syrup
Blending Models
Solution
Two alloys are made from four metals M1, M2, M3 and M4 according to
the following specifications
The four metals, in turn, are extracted from three ores according to the
following data:
Develop a linear programming model for determining the optimum alloy production.
Mixing Model
Solution
subject to
Specs constraints . . .
&
Ore constraints . . .
Linear Programming Models
September 4, 2012
Production Models
(Cr + Co + Cs ) ≥ 2(Wr + Wo + Ws )
Wr ≤ 550, Cr ≤ 620
Wo ≤ 250, Co ≤ 280
Wr + Wo + Ws ≥ 1500, Cr + Co + Cs ≥ 1200
All variables are ≥ 0.
Investment Problem
Raw Material
Transformation
xsA +xsB = 1500xs , xgA +xgB +xgC = 1200xg , xaB +xaC = 1000xa
Same as in the previous problem, except that we are using metric units.
Consider that one liter of fruit juice is approximately one kilogram. The
cans hold 355 ml. Modify the LP model for this new situation.
Multiperiod Financial Models
Winston, Section 3.11
There are six operators (four undergraduate students and two graduate
students). They all have different wages because of their experience in
with computers and in their programming ability. The above table shows
their wage rates, together with the maximum number of hours that each
can work each day.
Programming Human Resources
Let yij the number starting their working day on day i and having their
two days off on day j, j 6= i. The total number starting on day i
(regardless of when they have their days off) is
7
X
xi = yij , j 6= i
j=1
Min z = x1 + x2 + x3 + x4 + x5 + x6 + x7
subject to . . .
(Complete the LP model.)
Blending Model
R x11
P x12
Blender
Crude
Distillation
R x21
Cracker
P x22
5:1
Blending Model
Solution–LP Model
subject to
xij ≥ 0, i, j = 1, 2.
Production Process Models
Winston, Section 3.9
Each week, 200 barrels of C1, at $2/bbl, and 300 barrels of C2, at
$3/bbl, may be purchased. All gasoline produced can be sold at the
following per-barrel prices: G1, $9; G2, $10; G3, $24.
Formulate an LP whose solution will maximize total profit (revenue
minus costs). Assume that only 100 hours are available at the catalytic
cracker each week.
Production Process Models
Solution–Objective Function
Thus:
o1 = 2x1 + x2
o2 = 3x1 + 3x2 + 2x3
g2 + 3x3 = x1 + 3x2
o1 < 200
o2 < 300
x1 + x2 + x3 < 100
g1 = 2x1
g3 = 2x3
All variables are positive, or zero.
Blending Model
Winston, Section 3.8
SunCo Oil manufactures three types of gasoline (G1, G2, G3). Each type
is produced by blending three tys of crude oil (C1, C2, C3). The sales
price per barrel (bbl) of gasoline and the purchase price per bbl of crude
oil are given in the table below. SunCo can purchase 5000 bbl of each
type of crude daily.
The three types of crude differ in their octane rating and sulfur content.
The octane ratings and sulfur content of each type of crude is given in a
second table below. The crude oil blended to form G1 must have an
average (per volume) octane rating of at least 10 and contain at most
1% sulfur. The crude oil blended to form G2 must have an average
octane rating of at least 8 and contain at most 2% sulfur. The crude oil
blended to form G3 must have an average octane rating of at least 6 and
contain at most 1% sulfur. It costs $4 to transform one barrel of oil into
one barrel of gasoline, and SunCo’s refinery can produce up to 14,000
barrels of gasoline daily.
Blending Model
Winston, Section 3.8
SunCo’s customers requires the following quantities of gasoline each day:
G1–3000 barrels; G2–2000 barrels; G3–1000 barrels. The company
considers an obligation to meet its customers’ demands.
Formulate an LP that will enable SunCo to maximize daily profits. To
simplify matters, consider that the gasoline cannot be stored, so it must
be sold the day it is produced.
x11 + x21 + x31 + x12 + x22 + x32 + x13 + x23 + x33 ≤ 14, 000
Winston, Section 3.8
Solution–Octane Specifications
Consider the same problem as above. Assume, moreover, that SunCo can
increase the sale of the gasoline it sells by advertising. More precisely, for
each dollar spent in advertising a particular type of gasoline, the daily
demand will increase by the following amounts: 10 barrels, for G1; 15
barrels for G2; and 12 barrels, for G3. For example, if SunCo spends $10
in advertising G2, then its demand will increase by 10(15) = 150 barrels.
Modify the above LP model to take into account this extra assumption.