Chapter 6 - Integer Linear Programming : S-1

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Chapter 6
Integer Linear Programming
1. The optimal solutions to an LP problem occur at extreme points of the feasible region. There are a finite
number of such extreme points for any given problem and they can be located and searched very
efficiently. The optimal solution to an ILP does not necessarily occur at an extreme point of the relaxed
feasible region, making it more difficult to locate these points.

2. M12 = MIN( 200/1, 1520/9, 2650/12) = 168.9

M22 = MIN( 200/1, 1520/6, 2650/16) = 165.7

3. See file: Prb6_3.xlsm

a. X1=6.25, X2=6.5
b. X1=8, X2=8
c. The optimal integer solution to an ILP cannot, in general, be obtained by rounding the continuous
solution.

4. a. X1 + X2 + X4 + X6 = 2
b. X2 - X3 = 0
c. 2X5 - X3 - X4  0
d. X2 + X 4 - X5  1

5. a. See file: Prb6_5.xlsm

b. Select projects 2, 3 & 5. Total NPV = $573,000.

6. a. It would merely serve to reduce his net profit by $1,000. Since he must incur this cost regardless of
what kind of hot tub he makes there is not reason to include this cost in the formulation of the model.
b. MAX 350 X1 + 300 X2 - 900 Y1 - 800 Y2
ST 1 X1 + 1 X2  200
9 X1 + 6 X2  1,520
12 X1 + 16 X2  2,650
X1 - M Y 1  0
X2 - M Y 2  0
X1, X2 must be nonnegative integers
Y1,Y2 must be binary

7. a. The constraints WSi -WSj<=0 (where j is an immediate successor of i) would be WSi -WSj<= -1
b. See file: Prb6_7.xlsm.
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c. With the tighter restriction of what tasks may be assigned to the workstations, there are no feasible
solutions with less than 6 workstations, and adding more workstations than 6 doesn’t allow for further
reductions in cycle time.

8. a. Xij = 1 if car i is assigned to truck j; 0 otheriwse.

MAX
0.5*(324X11+421X12+450X13+503X14+295X15+103X21+225X22+125X23+437X24+450X25+349X31+302
X32+256X33+315X34+375X35+236X41+410X42+108X43+415X44+435X45)
ST X11+ X12+ X13+ X14+ X15 < 1
X21+ X22+ X23+ X24+ X25 < 1
X31+ X32+ X33+ X34+ X35 < 1
X41+ X42+ X43+ X44+ X45 < 1
X11+ X21+ X31+ X41 < 2
X12+ X22+ X32+ X42 < 1
X13+ X23+ X33+ X43 < 1
X14+ X24+ X34+ X44 < 1
X15+ X25+ X35+ X45 < 2
Xij binary
b. See file: Prb6_8.xlsm
c. X14=X25=X35=X24=1, Profit = $869.

9. a. MIN 700X1 + 600X2 + 900X3 + 1250X4 + 850X5 + 1000X6 + 1100X7

ST X1 + X 4 + X 7  1
X1 + X 3 + X 5  1
X2 + X 3 + X 4  1
X5 + X 6  1
X1 + X 6 + X 7  1
X2 + X 4 + X 5  1
X2 + X 3 + X 7  1
X5 + X 6 + X 7  1
X3 + X 7  1
X4 + X 6  1
Xi binary
b. See file Prb6_9.xlsm
c. X1 =0, X2 =0, X3 =1, X4 =1, X5 =0, X6 =1, X7 =0

10. a. MIN X1 + X 2 + X 3 + X 4 + X 5 + X 6 + X 7
ST X2 + X3 + X4 + X5 + X6  18
X3 + X4 + X5 + X6 + X7  17
X1 + X4 + X5 + X6 + X7  16
X1 + X2 + X5 + X6 + X7  16
X1 + X2 + X3 + X6 + X7  16
X1 + X2 + X3 + X4 + X7  14
X1 + X2 + X3 + X4 + X5  19
 Chapter 6 - Integer Linear Programming : S-3
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Xi  0 & integer

b. See file Prb6_10.xlsm

c. X1 =5, X2 =2, X3 =6, X4 =2, X5 =6, X6 =2, X7 =1 (alternate optimal solutions exist).
d. 3

11. a. $332,129
b. See file: Prb6_11.xlsm
c. Expected profit = $349,060
Solution:
230 - $0.01 Reel Slots
8 - $0.05 Reel Slots
41 - $0.25 Reel Slots
14 - $0.50 Reel Slots
36 - $1.00 Reel Slots
13 - $5.00 Reel Slots
724 - $0.01 Video Slots
7 - $0.05 Video Slots
9 - $0.01 Video Poker
74 - $0.05 Video Slots
92 - $0.25 Video Slots
5 - $1.00 Video Slots
6 8 - $0.01Multi-Game
231 - $0.05Multi-Game
209 - $0.25Multi-Game
20 - $1.00Multi-Game
7 - $5.00Multi-Game
7 - $10.00Multi-Game
27 - $0.05 Video Keno

12. a. MIN: 32X1 + 80X2 + 32X3 + 80X4 + 32X5 + 80X6 + 32X7

ST X1 + X2  11
X1 + X2  11
X1 + X2  11
X1 + X2  11
X2 + X3 + X4  24
X2 + X3 + X4  24
X2 + X3 + X4  16
X2 + X3 + X4  16
X4 + X5 + X6  10
X4 + X5 + X6  10
X4 + X5 + X6  22
X4 + X5 + X6  22
X6 + X7  17
X6 + X7  17
X6 + X 7  6
X6 + X 7  6
X2 + X4  0.3*(X2+X3+X4)
X4 + X6  0.3*(X4+X5+X6)
X2  1
X6  1
Xi  0 & integer

b. See file Prb6_12.xlsm

c. X1=9, X2=2, X3=16, X4=6, X5=15, X6=1, X7=16
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Total cost = $2,512

13. a. Sum the sales potentials & divide by 5 = 210. This would give each sales rep an equal sales potential.
b. Ui = amount by which rep i is under the target amount
Oi = amount by which rep i is under the target amount
Xij = 1 if rep i is assigned to account j; 0 otherwise
MIN: U1 + O1 + U2 + O2 + U3 + O3+ U4 + O4+ U5 + O5
ST
113X11 + 106X12 + 84X13 + 52X14 + 155X15 + 103X16 + 87X17 + 91X18 + 128X19 +131 X1,10 + U1 – O1 =210
113X21 + 106X22 + 84X23 + 52X24 + 155X25 + 103X26 + 87X27 + 91X28 + 128X29 +131 X2,10 + U2 – O2 =210
113X31 + 106X32 + 84X33 + 52X34 + 155X35 + 103X36 + 87X37 + 91X38 + 128X39 +131 X3,10 + U3 – O3 =210
113X41 + 106X42 + 84X43 + 52X44 + 155X45 + 103X46 + 87X47 + 91X48 + 128X49 +131 X4,10 + U4 – O4 =210
113X51 + 106X52 + 84X53 + 52X54 + 155X55 + 103X56 + 87X57 + 91X58 + 128X59 +131 X5,10 + U5 – O5 =210
X11 + X21 + X31 + X41 + X51 = 1
X11 + X21 + X31 + X41 + X51 = 1
X12 + X22 + X32 + X42 + X52 = 1
X13 + X23 + X33 + X43 + X53 = 1
X14 + X24 + X34 + X44 + X54 = 1
X15 + X25 + X35 + X45 + X55 = 1
X16 + X26 + X36 + X46 + X56 = 1
X17 + X27 + X37 + X47 + X57 = 1
X18 + X28 + X38 + X48 + X58 = 1
X19 + X29 + X39 + X49 + X59 = 1
X1,10 + X2,10 + X3,10 + X4,10 + X5,10 = 1
Ui , Oi > 0
Xij binary

c. See file Prb6_13.xlsm

d. Rep 1 gets customers 1 & 8 (potential = $204)
Rep 2 gets customers 2 & 6 (potential = $209)
Rep 3 gets customers 4 & 5 (potential = $207)
Rep 4 gets customers 7 & 10 (potential = $218)
Rep 5 gets customers 3 & 9 (potential = $212)
Total deviation from theoretical optimal = 20
Teaching note: It should be noted that the sales reps are interchangeable here, so alternate optima exist.
“Rep 4” could be used to represent the top sales person, “Rep 5” the #2 sales person, and so on.

14.
Year
1 2 3 4 5
Minimum
Capacity in MW 780 860 950 1060 1180

a. Let Xij = # of generators of size j purchased in year i.

MIN 300 X1,10 + 460 X1,25 + 670 X1,50 + 950 X1,100 +

250 X2,10 + 375 X2,25 + 558 X2,50 + 790 X2,100 +
200 X3,10 + 350 X3,25 + 465 X3,50 + 670 X3,100 +
170 X4,10 + 280 X4,25 + 380 X4,50 + 550 X4,100 +
145 X5,10 + 235 X5,25 + 320 X5,50 + 460 X5,100

ST 750 + 10 X1,10 + 25 X1,25 + 50 X1,50 + 100 X1,100  780

750 + 10 (X1,10 + X2,10 ) + 25 (X1,25 + X2,25) + 50 (X1,50 + X2,50 ) + 100 (X1,100 + X2,100)  860
750 + 10 (X1,10 + X2,10 + X3,10 ) + 25 (X1,25 + X2,25 + X3,25)
+ 50 (X1,50 + X2,50 + X3,50) + 100 (X1,100 + X2,100 + X3,100)  950
750 + 10 (X1,10 + X2,10 + X3,10 + X4,10) + 25 (X1,25 + X2,25 + X3,25 + X4,25)
+ 50 (X1,50 + X2,50 + X3,50 + X4,50) + 100 (X1,100 + X2,100 + X3,100 + X4,100)  1060
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750 + 10 (X1,10 + X2,10 + X3,10 + X4,10 + X5,10) + 25 (X1,25 + X2,25 + X3,25 + X4,25 + X5,25)
+ 50(X1,50 + X2,50 + X3,50+ X4,50 + X5,50)+100(X1,100 + X2,100 + X3,100 + X4,100 + X5,100)1060
Xij  0 and integer
b. See file: Prb6_14.xlsm
c. X1,100 = X2,10 = X3,100 = X4,100 = X5,25 = X5,100 = 1, Total Cost = $3,115,000

15. a. MIN 450 X1 + 650 X2 + 550 X3 + 500 X4 + 525 X5

ST X1 + X 3  1
X1 + X2 + X4 + X5  1
X2 + X 4  1
X3 + X 5  1
X1 + X 2  1
X3 + X 5  1
X4 + X 5  1
All Xi are binary
where:
X1 = 1 if Sanford is selected, 0 otherwise
X2 = 1 if Altamonte is selected, 0 otherwise
X3 = 1 if Apopka is selected, 0 otherwise
X4 = 1 if Casselberry is selected, 0 otherwise
X5 = 1 if Maitland is selected, 0 otherwise

b. See file: Prb6_15.xlsm

c. X1= X4X5 =1 (Build at Sanford and Casselberry & Maitland)
Minimum total cost = $1,475,000

16. a. See file: Prb6_16.xlsm

b. Titles to acquire: AH9, EZ2, FB1, FD8, JN1, MA2, MJ8, NG8, PG4, RO2, UH3, UK1, XE5
Expected NPV: $24,322,000

17. a. MIN 21X1 + 23X2 + 25X3 + 24X4 + 20X5 + 26X6

+ 1000Y1 + 950Y2 + 875Y3 + 850Y4 + 800Y5 + 700Y6
ST X1 + X2 + X3 + X4 + X5 + X6 = 1800
X1 - 500 Y1  0
X2 - 600 Y2  0
X3 - 750 Y3  0
X4 - 400 Y4  0
X5 - 600 Y5  0
X6 - 800 Y6  0
Xi  0
All Yi are binary

b. See file: Prb6_17.xlsm

c. X1=500, X2=600, X4=100, X5=600
Total cost = $42,300

18. a. Xij = 1 if item i is sold in year j, 0 otherwise

MAX CijXij
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S.T. Xij = 1, for each item i

CijXij  30, for each year j

b. See file: Prb6_18.xlsm

c. Total Cash Received $275,000
Year Item Sold
1 Car
2 Golf Clubs
3 Portrait
4 Desk
5 Piano
5 Humidor

19. a. Let Xi = 1 if project i is selected, 0 otherwise

MAX 650 X1 + 550 X2 + 600 X3 + 450 X4 + 375 X5 + 525 X6 + 750 X7

ST 7 X1 + 6 X2 + 9 X3 + 5 X4 + 6 X5 + 4 X6 + 8 X7  20
250 X1 + 175 X2 + 300 X3 + 150 X4 + 145 X5 + 160 X6 + 325 X7  950
X2 + X6 1 (implemented as X2  1-X6 )

b. See file: Prb6_19.xlsm

c. X1=X6=X7=1, Total NPV = $1,925,000

20. a. Let Xij = bushels (in 1000s) shipped from grove i to processing plant j
Yij = 1 if Xij  0, 0 otherwise

MIN $168 Y14 + $400 Y15 + $320 Y16

$280 Y24 + $240 Y25 + $176 Y26
$440 Y34 + $160 Y35 + $200 Y36
ST X14 + X15 + X16 = 275
X24 + X25 + X26 = 400
X34 + X35 + X36 = 300
X14 + X24 + X34  200
X15 + X25 + X35  600
X16 + X26 + X36  225
Xij - MijYij  0
Xij  0
Yij binary
Note: Mij = MIN(supply of i, capacity of j)

b. See file: Prb6_20.xlsm

c. The solution is: X15= 275, X24= 200, X26= 200, X35= 300,
Y15= 1, Y24= 1, Y26= 1, Y35= 1.
Minimum trucking cost = $1,016.

21. a. X0 = number of efficiency apartments to build

X1 = number of 1-bedroom apartments to build
X2 = number of 2-bedroom apartments to build
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X3 = number of 3-bedroom apartments to build

MAX 350 X0 + 450 X1 + 550 X2 + 750 X3

ST X0 + X1 + X2 + X3  40
500X0 + 700X1 + 800X2 + 1,000X3  40,000
0  X0  40
5  X1  15
8  X2  22
0  X3  10
Xi integer

b. See file: Prb6_21.xlsm

c. X0 = 0 , X1= 8 , X2 = 22 , X3 = 10
Maximum monthly rental income = $23,200
d. There are three binding constraints: the constraint restricting the total number of units to 40, the
upper limit of 22 on the number of 2-bedroom apartments, and the upper limit of 10 on the number of
3-bedroom apartments.

22. a. The possible cutting patterns are summarized below:

Cutting Number of boards cut

Pattern 7 ft 9 ft 11 ft
1 3 0 0
2 2 1 0
3 2 0 1
4 1 2 0
5 0 1 1
6 0 0 2

Xi = number of boards to which cutting pattern i is applied

MIN X1 + X2 + X3 + X4 + X5 + X6
ST 3X1 + 2X2 + 2X3 + 1X4 + 0X5 + 0X6  5,000
0X1 + 1X2 + 0X3 + 2X4 + 1X5 + 0X6  1,200
0X1 + 0X2 + 1X3 + 0X4 + 1X5 + 2X6  300
Xi  0 & integer
b. See file: Prb6_22.xlsm
c. X1 = 1267, X3 = 300, X4 = 600, Total boards cut = 2167 (other solutions exist)
d. There is a solution with 0 waste that uses 2167 boards.

23. a. The possible cutting patterns are summarized below:

Cutting Pattern Roll Size 4 ft Strips 9 ft Strips 12 ft Strips

1 14 ft 3 0 0
2 14 ft 1 1 0
3 14 ft 0 0 1
4 18 ft 4 0 0
5 18 ft 2 1 0
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6 18 ft 1 0 1
7 18 ft 0 2 0

Xi = number of rolls to which cutting pattern i is applied

MIN 1,000(X1 + X2 + X3 ) + 1,400( X4 + X5 + X6 + X7)

ST 100(3X1 + 1X2 + 0X3 + 4X4 + 2X5 + 1X6 + 0X7)  4,000
100(0X1 + 1X2 + 0X3 + 0X4 + 1X5 + 0X6 + 2X7)  20,000
100(0X1 + 0X2 + 1X3 + 0X4 + 0X5 + 1X6 + 0X7)  9,000
Xi  0

b. See file: Prb6_23.xlsm

c. X2 = 40, X3 = 90, X7 = 80
Minimum cost = $242,000

24. a. Let Pij = production at plant i allocated to meet demand for customer j
Yi= 1 if any Xij  0, 0 otherwise

MIN 35 P1X + 30 P1Y + 45 P1Z + 45 P2X + 40 P2Y + 50 P2Z + 70 P3X + 65 P3Y

+ 50 P3Z + 20 P4X + 45 P4Y + 25 P4Z + 65 P5X + 45 P5Y + 45 P5Z
+ 1000 (1,325 Y1 + 1,100 Y2 + 1,500 Y3 + 1,200 Y4 + 1,400 Y5)
ST P1X + P1Y + P1Z  40,000 Y1
P2X + P2Y + P2Z  30,000 Y2
P3X + P3Y + P3Z  50,000 Y3
P4X + P4Y + P4Z  20,000 Y4
P5X + P5Y + P5Z  40,000 Y5
P1X + P2X + P3X + P4X + P5X  40,000
P1Y + P2Y + P3Y + P4Y + P5Y  25,000
P1Z + P2Z + P3Z + P4Z + P5Z  35,000
Pij 0

Yi binary

b. See file: Prb6_24.xlsm

c The solution is: Build plants at locations 1, 4 and 5 (i.e., Y 1=Y4=Y5 = 1).
P1X=P1Y=P4X=20,000, P5Y=5,000, P5Z=35,000.
Total cost = $7,425,000.

25. a. Additional Constraints: Y1+Y2  1 and Y4+Y5  1 (implement as Y1 1-Y2 and Y4 1-Y5)
b. See file: Prb6_25.xlsm
c. The solution is: Build plants at locations 1, 3 and 4 (i.e., Y 1=Y3=Y4 = 1).
P1X=15,000, P1Y=25,000, P3X=5,000, P3Z=35,000, P4X=20,000.
Total cost = $7,800,000.

26. a. See file: Prb6_26.xlsm

b. Total Cost = $7,376,000
Build hubs at: Baltimore, Dallas, Denver, Las Vegas, Minneapolis, Orlando, & Portland

27. a. MIN 13 A1+ 9 B1+ 10 C1+ 11 A1+ 12 B2+ 8 C2 +

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55 YA1+ 93 YB1+ 60 YC1+ 65 YA2+ 58 YB2+ 75 YC2

ST A1+ A2 = 3
B1+ B2 = 7
C1+ C2 = 4
0.4 A1+ 1.1 B1+ 0.9 C1 8
0.5 A2+ 1.2 B2+ 1.3 C2 6
A1- 3YA1  0
B1- 7YB1  0
C1- 4YC1  0
A2- 3YA2  0
B2- 7YB2  0
C2- 4YC2  0
Ai, Bi, Ci  and integer
Yij binary

b. See file: Prb6_27.xlsm

c. The optimal solution is: A2=3, B1=4, B2=3,C1=4, YA2=YB1=YB2=YC1=1
Total cost = $421

28. a. Let X1j = barrels of crude to buy from TX allocated to the production of product j
X2j = barrels of crude to buy from OK allocated to the production of product j
X3j = barrels of crude to buy from PA allocated to the production of product j
X4j = barrels of crude to buy from AL allocated to the production of product j
Yi = 1 if Xi > 0 and 0 otherwise

MIN 22 X1 + 21 X2 + 22 X3 + 23 X4 + 1500 Y1 + 1700 Y2 + 1500 Y3 + 1400 Y4

ST 2.00 X11 + 1.80 X21 + 2.30 X31 + 2.10 X41  750
2.80 X12 + 2.30 X22 + 2.20 X32 + 2.60 X42  800
1.70 X13 + 1.75 X23 + 1.60 X33 + 1.90 X43  1000
2.40 X14 + 1.90 X24 + 2.60 X34 + 2.40 X44  300
X1 = X11 + X12 + X13 + X14
X2 = X21 + X22 + X23 + X24
X3 = X31 + X32 + X33 + X34
X4 = X41 + X42 + X43 + X44
X1 - 1500 Y1  0
X2 - 2000 Y2  0
X3 - 1500 Y3  0
X4 - 1800 Y4  0
X1 - 500 Y1  0
X2 - 500 Y2  0
X3 - 500 Y3  0
X4 - 500 Y4  0

b. See file: Prb6_28.xlsm

c. Purchase 2,000 barrels from Oklahoma and 850 barrels from Pennsylvania.
Total cost = $63,900.
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29. a. MIN S1 + S2 + S3
S.T. X11 + X12 + X13 + X14 + X15 + S1 = 2700
X21 + X22 + X23 + X24 + X25 + S2 = 3500
X31 + X32 + X33 + X34 + X35 + S3 = 4200
Y11 + Y21 + Y31  1
Y12 + Y22 + Y32  1
Y13 + Y23 + Y33  1
Y14 + Y24 + Y34  1
Y15 + Y25 + Y35  1
Xi1 - 2500Yi1  0, i=1 to 3
Xi2 - 2000Yi2  0, i=1 to 3
Xi3 - 1500Yi3  0, i=1 to 3
Xi4 - 1800Yi4  0, i=1 to 3
Xi5 - 2300Yi5  0, i=1 to 3
Yj binary
Xi  0

b. See file: Prb6_29.xlsm

c. Compartment 1, 2500 gallons of diesel
Compartment 2, 2000 gallons of regular unleaded
Compartment 3, 1500 gallons of regular unleaded
Compartment 4, 1800 gallons of premium unleaded
Compartment 5, 2300 gallons of premium unleaded
Minimum shortage = 300 gallons

30. a. A = Amount to invest in investment A

B = Amount to invest in investment B
C = Amount to invest in investment C
D = Amount to invest in investment D
E = Amount to invest in investment E
M1 = Amount to invest in the money market in 2001
M2 = Amount to invest in the money market in 2002
M3 = Amount to invest in the money market in 2003

MAX 1.3 B + 1.65 C + 1.3 D + 1.05 M3

ST A + C + E + M1 = 1,000,000
0.45 A + 1.05 M1 - B – M2 = 0
1.05 A + 1.25 E + 1.05 M2 – D – M3 = 0
A - M YA  0
B - M YB  0
C - M YC  0
D - M YD  0
E - M YE  0
A - 50000 YA  0
B - 50000 YB  0
C - 50000 YC  0
D - 50000 YD  0
E - 50000 YE  0
A, B, C, D, E, M1, M2, M3  0
Yi binary
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b. See file: Prb6_30.xlsm

c. A=100,000, B= 0, C=0, D=152,250, E=0, M1=0, M2=45,000, M3=0
Maximum amount of money at the beginning of 2004 = $197,925

31. a. Cij = # of cars shipped from city i to city j

Sij = # of SUVs shipped from city i to city j
Yij = # of rail cars used from city i to city j

MIN: +1080Y12+1040Y14+980Y23+900Y35+930Y53+860Y54+910Y56+850Y65+990Y74+1100Y75+1220Y76
Subject to:
–C12 – C14  –200
+C12 – C23  +100
+C23 + C53 – C35  + 60
+ C14 + C54 + C74  + 80
+ C35 + C65 + C75 – C53 – C54 – C56  +170
+ C56 + C76 – C65  +70
–C74 – C75 – C76  –300
–S12 – S14  –140
+S12 – S23  +75
+S23 + S53 – S35  +40
+ S14 + S54 + S74  +55
+ S35 + S65 + S75 – S53 – S54 – S56  +95
+ S56 + S76 – S65  +50
–S74 – S75 – S76  –180
+C12 + S12 -12Y12 ≤ 0
+C14 + S14 -12Y14 ≤ 0
+C23 + S23 -12Y23 ≤ 0
+C35 + S35 -12Y35 ≤ 0
+C53 + S53 -12Y53 ≤ 0
+C54 + S54 -12Y54 ≤ 0
+C56 + S56 -12Y56 ≤ 0
+C65 + S65 -12Y65 ≤ 0
+C74 + S74 -12Y74 ≤ 0
+C75 + S75 -12Y75 ≤ 0
+C76 + S76 -12Y76 ≤ 0
Cij, Sij, Yij  0 and integer for all i and j
b. See file: Prb6_31.xlsm
c. Total cost = $82,290
Cars SUVs From To
160 104 Newark Boston
20 36 Newark Richmond
60 29 Boston Columbus
0 0 Columbus Atlanta
0 11 Atlanta Columbus
0 0 Atlanta Richmond
0 0 Atlanta Mobile
0 0 Mobile Atlanta
60 19 Jacksonville Richmond
170 106 Jacksonville Atlanta
70 50 Jacksonville Mobile

32. a. Let Bi = beginning inventory in week i

Ni = the number of batches ordered in week i
 Chapter 6 - Integer Linear Programming : S-12
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Ei = inventory held at the end of week i

Di = demand in week i
Yi = 1 if Bi > 0, 0 otherwise

MIN 125*(N1+ N2+ N3+ N4) + 50*(Y1+ Y2+ Y3+ Y4) + 15*(E1+ E2+ E3+ E4)/100
ST Bi=Ei-1, i=2,3,4
Ei = Bi + 100*Ni - Di , i=1,2,3,4
Ni - M Y i  0
Ei  0
Yi binary
Ni  0 and integer

b. See file: Prb6_32.xlsm

c. The optimal solution is: N1=6, N3=5, Y1=1, Y3=1.
Minimum total cost = $1,565.

33. a. Let Xi = 1 if design change i is selected, 0 otherwise

MIN 150 X1 + 350 X2 + 50 X3 + 450 X4 + 90 X5 + 35 X6 + 650 X7 + 75 X8 + 110 X9 + 30 X10

ST 50X1 + 75 X2 + 25 X3 + 150 X4 + 60 X5 + 95 X6 + 200 X7 + 40 X8 + 80 X9 + 30 X10  400
X4  1 - X7
Xi binary

b. See file: Prb6_33.xlsm

c. The optimal solution is: X4 = X5 = X6 = X9 = X10 = 1.
Minimum total cost = $715,000.

34. a. See file Prb6_34.xlsm

b. Build Red Snappers at sites 4, 8 & 9. Build Olive Groves at sites 1, 6 & 10. NPV=$105.8.
c. See file Prb6_34.xlsm
d. Build Red Snappers at sites 4, 7 & 9. Build Olive Groves at sites 1, 6 & 10. NPV=$100.3.

35. a. MAX 70(X11+X21+X31)+50(X12+X22+X32)+60(X13+X23+X33)+80(X14+X24+X34)

ST X11+X21+X31  4800
X12+X22+X32  2500
X13+X23+X33  1200
X14+X24+X34  1700
X11+X12+X13+X14  3000
X21+X22+X23+X24  6000
X31+X32+X33+X34  4000
40X11+25X12+60X13+55X14  145000
40X21+25X22+60X23+55X24  180000
40X31+25X32+60X33+55X34  155000
0.9(X31+X32+X33+X34)  X11+X12+X13+X14  1.1(X31+X32+X33+X34)
0.4Xij  X21+X22+X23+X24  0.6Xij
Xij  MjYij,  ij
Yij  1,  i
Xij  0
Yij binary

b. See file Prb6_35.xlsm

 Chapter 6 - Integer Linear Programming : S-13
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c. Load 4500 tons of commodity 1 in center hold (X 21=4500), 1888.89 tons of commodity 2 in rear hold
(X32=1888.89), 1700 tons of commodity 4 in forward hold (X 14=1700). Profit = $545,444.

36. a. See file: Prb6_36.xlsm

b. Build towers in areas 8, 11, 19 & 22; Profit = $377 thousand.
c. Build towers in areas 3, 5, 6, 14, 17, 22, 25; Profit = $219 thousand.

37. a. Let Xi = 1 if an ambulance is located in region i

Let Yi = 1 if region i is being serviced within 4 minutes

MAX 21 Y1 + 35 Y2 + 15 Y3 + 60 Y4 + 20 Y5 + 37 Y6
ST X1 + X2 + X3 + X4 + X5 + X6 =2
Y1 < 1X1 + 1X2 + 1X3 + 0X4 + 0X5 + 0X6
Y2 < 1X1 + 1X2 + 0X3 + 0X4 + 0X5 + 0X6
Y3 < 1X1 + 0X2 + 1X3 + 1X4 + 1X5 + 0X6
Y4 < 0X1 + 0X2 + 1X3 + 1X4 + 0X5 + 0X6
Y5 < 0X1 + 0X2 + 1X3 + 0X4 + 1X5 + 1X6
Y6 < 0X1 + 0X2 + 0X3 + 0X4 + 1X5 + 1X6

Xi binary, Yi binary

b. See file: Prb6_37.xlsm

c. The optimal solution is: X3 = X5 = 1.
A total of 153,000 people can be reached within 4 minutes using these locations.
d. 3 ambulance are required, in areas 1, 3, and 5. Optimal objective value = 188,000.
e. You get the same solution as in part d. Optimal objective value = 259,000.

38. a. See file Prb6_38.xlsm

b.
State Week
AZ 6
CA 6
CT 2
GA 3
IL 5
MA 4
ME 6
MN 4
MT 5
NC 1
NJ 4
NV 1
OH 2
OR 4
TX 3
VA 1
Maximum pieces processed in any week: 353,856
39. a. See file Prb6_39.xlsm
b. Operate plants 2, 3, 5 & 6, warehouses 3 & 4. Total cost = $855,000
c. See file Prb6_39.xlsm

40. a. See file: Prb6_40.xlsm

 Chapter 6 - Integer Linear Programming : S-14
————————————————————————————————————————————

b.

c.

41. a. See file Prb6_41.xlsm

b. Build the lines from Fairbanks to Tok, Skagway to Whitehorse, Watson Lake to New Hazelton, Ft
Nelson to Chetwynd, Tok to Whitehorse, Whitehorse to Watson Lake, and Watson Lake to Ft. Nelson.
Total cost = $119 million.

42. a. See file Prb6_42.xlsm. Place hubs in Andersen, Berekley, Dillon, Edgefield, Hampton,. Kershaw,
Orangeburg & Union. Total hubs = 8, Total coverage = 55.
b. See file Prb6_42.xlsm. Place hubs in Bamberg, Colleton, Florence, Greenville, Greenwood, Hampton,
Kershaw, Marion, Orangeburg & Union. Total hubs = 10, Total coverage = 77.
 Chapter 6 - Integer Linear Programming : S-15
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43.
X 1= 2.25
X 2= 1.50
X 1<= 2 Obj = 25.5 X 1>= 3

X 1= 2.0 X 1= 3.0
X 2= 1.67 X 2= 0.0
Obj = 25.3 Obj = 18
X 2<= 1 X 2>= 2

X 1= 2.0 X 1= 1.5
X 2= 1.0 X 2= 2.0
Obj = 20 Obj = 25.0
X 1<= 1 X 1>= 2

X 1= 1.0
X 2= 2.33
Infeasible
Obj = 24.6

X 2<= 2 X 2>= 3

X 1= 1.0 X 1= 0.0
X 2= 2.0 X 2= 3.0
Obj = 22.0 Obj = 24.0

optimal solution

44. Candidate problems could be selected on a depth first, or breadth first basis. Other strategies might include
selecting the candidate with the best relaxed objective function value, or the lowest sum of integer
infeasibilities. All of these strategies are heuristic.

Case 6-1: Optimizing A Timber Harvest

1. See file: Case6_1.xlsm (This solution models the problem as a fixed-charge network flow problem. Other
formulations may be possible.)
2. Harvest areas 2, 3, 6, 8, 9, and 12; Total profit = $16,000
3. Harvest areas 1, 2, 3, 4, 5, 6, 8, 9, and 12; Total profit = $17,000

Case 6-2: Power Dispatching At Old Dominion

1. Xij = megawatts generated at plant i on day j
Rij =1, if generator at plant i is running on day j; 0, otherwise.
Sij = 1, if generator at plant i is started-up on day j; 0, otherwise.

MIN 5 (X11 + X12 + … + X17) + 4 (X21 + X22 + … + X27) + 7 (X31 + X32 + … + X37) +
200 (R11 + R12 + … + R17) + 300 (R21 + R22 + … + R27) + 250 (R31 + R32 + … + R37) +
800 (S11 + S12 + … + S17) + 1000 (S21 + S22 + … + S27) + 700 (S31 + S32 + … + S37)

ST X11 + X21 + X31  4300

X12 + X22 + X32  3700
X13 + X23 + X33  3900
X14 + X24 + X34  4000
X15 + X25 + X35  4700
X16 + X26 + X36  4800
X17 + X27 + X37  3600
X1i  2100 R1i  0 , i = 1, 2, …, 7
 Chapter 6 - Integer Linear Programming : S-16
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X2i  1900 R2i  0 , i = 1, 2, …, 7

X3i  3000 R3i  0 , i = 1, 2, …, 7
R1,i-1 + R1i  S1i  0 , i = 2, 3, …, 7
R2,i-1 + R2i  S2i  0 , i = 2, 3, …, 7
R3,i-1 + R3i  S3i  0 , i = 2, 3, …, 7
Xij  0
Rij, Sij binary

2. See file: Case6_2.xlsm

3. Total Cost = $142,750
Plant 1 2 3 4 5 6 7
New River 2100 1800 2000 2100 2100 2100 1700
Galax 1900 1900 1900 1900 1900 1900 1900
James River 300 0 0 0 700 800 0

4. Old Dominion's marginal cost of producing the last 300 MW of the 4300 MW demanded on day 1 is
$3,050. (This result is obtained by reducing the demand on day 1to 4000 MW, re-optimizing the problem,
and subtracting the objective value ($139,700) from the value obtained in question 2.) If they can buy 300
MW for less than $3050, they should do so and not operate the James River plant on day 1.
5. This plan has the Galax and New River plants running at or near capacity each day. If demand is a little
higher than projected, it would be wise to keep the James River plant online continuously as well to avoid
several start ups.

Case 6-3: The MasterDebt Lockbox Problem

See file: Case6_3.xlsm

1. Use Dallas and New York, Total cost = $224,000

2. Use Sacramento and Atlanta, Total cost = $225,750

Case 6-4: Removing More Snow in Montreal

1. See file: Case6_4.xlsm
2.
Disposal Site
Sector 1 2 3 4 5
1 0.0 1.0 0.0 0.0 0.0
2 1.0 0.0 0.0 0.0 0.0
3 0.0 0.0 1.0 0.0 0.0
4 0.0 0.0 1.0 0.0 0.0
5 0.0 0.0 1.0 0.0 0.0
6 0.0 0.0 0.0 1.0 0.0
7 0.0 0.0 0.0 1.0 0.0
8 0.0 0.0 0.0 0.0 1.0
9 1.0 0.0 0.0 0.0 0.0
10 0.0 0.0 0.0 1.0 0.0

3. $54,700
4. 250 = lots!
5. Increase capacity at site 2. Cost savings = $54,700-$48,968 = $5,732