MASSACHUSETTS INSTITUTE OF TECHNOLOGY

15.053 Optimization Methods in Management Science (Spring 2007) Problem Set 9, Due May 3rd, 2007
You will need 84 points out of 161 to receive a grade of 5.
Problem 1: Dream Team: IP Formulation (20 Points) Coach Bob is faced with the decision of selecting 7 star players for the Dream Team. He has narrowed his choice down to 10 players. For each player, Bob has collected and rated some statistics (1 being best, and 5 being worst) for the players. In addition, players can only play certain positions of the line up. The positions that each player is allowed to play and the players assists, scoring, defense and rebound skills are listed in the table below. In order to have a well-rounded team, the coach knows he must fulfill the following requirements: 1. At least two members must be able to play guard, at least four members must be able to play forward, and at least two players must be able to play center (some players have to be versatile). 2. The average assists, scoring, and rebounding level of the 7 star players must be at least 4. ( Keep in mind, 1 is best and 5 is worst) 3. If player 4 and player 6 both play, then player 5 can not be on the team (Players
have compatibility issues!).
4. Players 3 and 9 must be selected together because they feel they are most effective when they play together (so either both or neither are selected). 5. Either player 4 or player 3 (or both) must be included because they are the ones that bring in the fans. Given these constraints, Coach Bob wants to maximize the total scoring ability of the Dream team. Formulate an IP that will help him choose his starting team. (Do not solve the IP) Player Position Assists Scoring Rebounding Defense 1 G 3 4 2 1 2 C 2 1 3 4 3 G-F 4 2 2 4 4 F-C 1 3 3 1 5 G-F 5 2 1 2 6 F-C 4 1 2 3 7 G-F 3 5 3 1 8 G-C 2 3 4 1 9 F 2 2 2 5 10 G-F 3 3 1 2 Problem 2: IP Constraints (30 Points; 5 Points Per Part) Page 0 of 6

Part A: How can integer programming be used to ensure that the variable x can assume only the values 3, 5, 7, and 9? Part B: How can integer programming be used to ensure that the variable x can assume only even values? Part C: How can integer programming be used to ensure that the variable x can assume only the values 3, 5, 7, and 109? Part D: If x and y are integers, how could you ensure that either x + y 5 or 2x + 5y 22 or both are satisfied by x and y? Part E: If x and y are both integers, how would you ensure that if x 5, then y 2? Part F: If x and y are integers, how could you ensure that strictly either x + y 5 or 2x + 5y 42, but not both are satisfied by x and y? (Hint: Notice that if 1 is true then 2 is false and if 2 is true then 1 is false.) Problem 3: Rounding: LPs and IPs (16 points; 8 Points Per Part) Part A: Give an example of a two variable integer program for which the solution to the LP relaxation, when rounded to the nearest integer gives the optimal solution to the IP instance. Please graph the feasible regions to the IP and the LP and indicate the optimal solutions. Part B: Give an example of a two variable integer program for which the solution to the LP relaxation, when rounded to the nearest integer does NOT give the optimal solution to the IP instance. Please graph the feasible regions to the IP and the LP and indicate the optimal solutions.

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Problem 4: 053 Chocolates: IP Formulation (18 points) 053 Chocolates is doing well; they received their first major wholesale order. MIT has ordered 29 gallon equivalents of white chocolate, 40 gallon equivalents of dark chocolate and 49 gallon equivalents of milk chocolate. So now our characters have to decide how they can best use the 5 different chocolate melting pots to satisfy the order. Each melting pot has a different maximum capacity; the capacities are 34, 28, 27, 18 and 11 gallons. Because of the order delivery deadline and the length of the production process, each pot can be used at most once. In addition each pot can be used to make only one type of chocolate product. Realizing that they might not be able to satisfy the order perfectly, the group has agreed to pay a penalty of $100 (white chocolate), $80 (dark chocolate) and $60 (milk chocolate) per gallon of demand that is not met. And lastly the maximum allowed shortage of any type of chocolate is 5 gallons. Please formulate the IP which will indicate what type of chocolate is assigned to each of the melting pots to best satisfy the order. (Do not solve the IP)

Problem 5: Starbucks: IP Formulation (12 Points; 4 Per Part)

Nooz and Ollie travel to New Orleans to open up some star bucks, The city that they are looking at is made up of a number of 11 neighborhoods. A Starbucks can be placed in any neighborhood. A Starbucks in any particular neightborhood is able to handle the customers for both its neighborhood and any adjacent neighborhoods (any neighborhood with a non-zero border with its home neighborhood). The objective is to minimize the number of Starbucks used.

4 1 3 2 5 6

7 8 9 10 11

Image by MIT OCW.

Part A:

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Formulate an IP that minimizes the number of firestations needed to be built in order to ensure coverage of every neighborhood. Part B: Find an optimal solution. Part C: Give a short proof that there is no solution with only two fire stations. (HINT: find three districts such that these three districts cannot be covered with only two fire stations.)

Problem 6: Madonna: Integer Programming and Arranging (25 points) (Youve been asking for Madonna, you got Madonna!) You have been assigned to arrange the songs on the cassette version of Madonnas latest album. A cassette tape has two sides (1 and 2) (Yes this quite old fashioned). The following table shows the type and length of each song that must be included in the cassette.
Song 1 2 3 4 5 6 7 8 Type Ballad Hit Ballad Hit Ballad Hit Ballad and Hit Ballad and Hit Minutes 4 2 2 1 4 5 5 4

The following are the requirements of the tape: 1. The songs on each side of the tape must total between 14 and 16 minutes. 2. Each side must have exactly two ballads. 3. Either song 1 or song 4 must be on side 1 (or both). 4. Exactly one of songs 7 and 8 must be on side 2. 5. If song 1 or song 6 is on side 2, then song 4 or song 7 must be on side 1. 6. If songs 4 and 5 are on side 1, then song 5 must be on side 2. Show how integer programming can be used to determine if there is an arrangement of the songs that satisfy the restrictions. (HINT: Model each part as a constraint or set of constraints.) Do not solve the IP. Problem 7: Sudoku: Integer Programming (20 points) Page 3 of 6

Sudoku is a logic-based placement puzzle. First published in 1979, Sudoku initially caught on in Japan in 1986 and recently attained international popularity. Here are the rules: In a partly filled 9 x 9 square such as the one given below, you are asked to enter digits from 1 to 9 into the blank spaces so that every row contains one of each digit, every column contains one of each digit, and the nine bold 3 x 3 sub-squares represented below contains one of each digit.
5 6 9 8 4 7 6 4 1 8 9 7 8 2 2 8 5 9
Image by MIT OCW.

3 1 8

7 9 5 6 6 3 3 1 6

Formulate this problem as a feasibility linear integer optimization problem (you do not need to solve the Sudoku given to you!). Problem 8: Fixed Cost Network Problem (20 Points) This Problem is a continuation of Problem Set A2 Problem 2: It is shipping season at the Colorado Cattle Company. The Cattle must ship all cows located at the stables (e.g. the supply nodes) to the slaughter houses (e.g. demand nodes) to minimize total cost. As usual there is a per unit cost associated with each arc (e.g. cij) however in addition to this variable cost there is also a fixed cost associated with each arc. The fixed cost for each arc is a one time cost incurred if we ship cows over the arc (e.g. There is a positive flow on the arc xij>0). This cost can be thought of as a one time toll which is paid if any cows are shipped along the arc. The following network and table gives this information:

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Cost Capacity
Supply 5 Cows

A
1 15

2 10 1 5 15

B
15

3 8

C
1 15

Demand 10 Cows

Arc (A,B) (B,C) (B,E) (C,F) (D,A) (D,F) (E,F)

Fixed Cost 6 8 18 4 3 7 1

Supply 10 Cows

4 15

Demand 5 Cows

Formulate this min cost flow problem as an mixed integer program. Challenge Problem K: (10 Points) A factory consists of m machines: M1, , Mm, and needs to process n jobs every day. Job j needs to be processed once by each machine in the order (Mj(1), , Mj(m)). Machine Mi takes time pij to process job j. A machine can only process one job at a time, and once a job is started on any machine, it must be processed to completion. The objective is to minimize the sum of the completion times of all the jobs. Provide an integer programming formulation for this problem.

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