Jacobs University Bremen School of Engineering and Science Elitza Hristova, Peter Oswald

051461 Mathematical Methods for Logistics and Economy Problem Set 4 Issued: 23.01.2012 Due: 26.01.2012

4.1. Consider the following linear programming problem: Maximize subject to 4x1 + x2 2x1 + x2 6 x1 + 2x2 6 x1 0, x2 0 (a) Use the graphical method to identify all feasible extremal points for this problem, and to nd an optimal solution. (b) Use the simplex method to nd an optimal solution and show on the graph which sequence of extremal points was examined to reach the optimal solution. 4.2. The Whitt Window Company is a company with only three employees which makes two dierent kinds of hand-crafted windows: a wood-framed and an aluminumframed window. They earn 60 euros prot for each wood-framed window and 30 euros prot for each aluminum-framed window. Doug makes the wood frames, and can make at most 6 per day. Linda makes the aluminum frames, and can make at most 4 per day. Bob forms and cuts the glass, and can make at most 48 square feet of glass per day. Each wood-framed window uses 6 square feet of glass and each aluminum-framed window uses 8 square feet of glass. The company wishes to determine how many windows of each type to produce per day to maximize total prot. Formulate the problem as a linear programming problem and solve it. Your answer should consist only of integer values. 4.3. Suppose that a linear programming problem has the following constraints: 2x1 x2 20 x1 2x2 20 x1 0, x2 0

2 (a) Demonstrate graphically that the feasible region is unbounded. (b) If the objective is to maximize cx = x1 x2 , does the problem have an optimal solution? If so, nd it. If not, explain why not. (c) Repeat part (b) when the objective is to maximize cx = x2 x1 . (d) Select one of the objective functions from part (b) and (c) which has no optimal solution and use the simplex method to demonstrate the lack of optimal solution. (e) Formulate the dual problem to the LPP from part (d). What can you say about its solutions without sovling it? 4.4. Consider the following linear programming problem: Minimize subject to 18x1 + 4x2 + 6x3 3x1 + x2 3 2x1 + x3 5 x1 0, x2 0, x3 0 (a) Find the standard form of this LPP. (b) Determine the optimal solution of the standard form LPP by looking and its dual. 4.5. (a) What is the closest point of the line 2x + y + z = 10 to the origin? Formulate this as a nonlinear programming problem and solve it. To which type or types of nonlinear programming problems can this problem be tted? (b) Find the closest point with x 0 of the same line to the origin. 4.6. Larry Edison is the director of the Computer Center for Buckly College. He now needs to schedule the stang of the center. It is open from 8 am till midnight. Larry has monitored the usage of the center at various times of the day, and determined that the following number of computer consultants are required: Time of day 8 am - noon noon - 4 pm 4 pm - 8 pm 8 pm - midnight Number of consultants 4 8 10 6

3 Two types of computer consultants can be hired: full-time and part-time. The fulltime consultants work for 8 consecutive hours in any of the following shifts: morning (8 am - 4 pm), afternoon (noon - 8pm), and evening (4pm - midnight). Full-time consultants are paid 14 euros per hour. Part-time consultants can be hired to work any of the four shifts listed in the above table. Part-time consultants are paid 12 euros per hour. Larry would like to determine how many full-time and how many part-time workers he should hire to meet the above requirements at the minimum possible cost. Formulate this as a linear programming problem. If you solve it using software you will get 8 points for the problem, if you solve it by hand - 10 points.