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Exercises
Product
Bowl
Mug
Resource Requirements
Labor
Clay
Profit
(hr/unit)
(lb/unit)
($/unit)
1
4
40
2
50
Problem Definition
Resource
Availability:
Decision
Variables:
Objective
Function:
Resource
Constraints:
Non-Negativity
Constraints:
x1 0; x2 0
LP Formulation
maximize
Z=$40x1 + 50x2
subject to
1x1 + 2x2 40
4x2 + 3x2 120
x1, x2 0
Figure 2.6
Phosphate
(lb/bag)
Super-gro
Crop-quick
Brand
Problem Definition
Decision varIables
x1 = bags of Super-gro
x2 = bags of Crop-quick
The objective function:
minimize Z = $6x1 + 3x2
where $6x1 = cost of bags of Super-gro
3x2 = cost of bags of Crop-quick
Model constraints:
2x1 + 4x2 16 lb (nitrogen constraint)
4x1 + 3x2 24 lb (phosphate constraint)
x1, x2 0 (non negativity constraint)
Investment Problem
Mr. Prabandh Shikhar is looking at a 3 year planning
horizon for investing Rs.100000. He has two options:
a)
Invest in a savings account at 5% rate of interest
with maturity period of 1 year
b)
Invest in a security Y at 12% rate of interest with
maturity period of 2 years
Assume that the withdrawals can only be made at the end
of maturity period. What should be his investment strategy
that would maximize the total return at the end of 3 years?
Decision Variables
xi= Money invested in the savings account
at the beginning of i th year
yi= Money invested in the security Y at the
beginning of i th year
Decision Problem
1st Year
2nd Year
3rd Year
Start
x1
x2
x3
y1
y2
y3
Constraints
1st Year
2nd Year
3rd Year
Start
x1
x2
x3
Money Received
y1
y2
y3
=1.05x3+ 1.12y2
x1+ y1=100000
x2+ y2=1.05x1
Formulation
Max Z=1.05x3+ 1.12y2
Subjected to
x1 + y1
-1.05x1
=100000
+ x2 + y 2
-1.12y1 -1.05x2
x1, y1 , x2, y2 , x3, y3 >= 0
=0
+ x3+ y3 = 0
2nd Year
3rd Year
Start
Plan 1
x1 =100000
x2 =0
x3 =0
y1 =0
y2 = 105000
y3 =0
OR
Plan 2
Money Received
=117600
x1 =0
x2 =0
x3 =112000
y1 =100000
y2 = 0
y3 =0
Staffing Problem
Daily requirements in the HR department of a company are as follows:
Day
Mon
Tue
Wed
Thu
Fri
Sat
Sun
Requirement
A person works for 5 consecutive days and takes 2 days off. Assuming
that a cyclical schedule is to be made find the minimum number of people
that will meet the daily requirements.
Decision Variables
xi= Number of people who begin work on
i th day
Formulation
Min Z= x1 + x2 + x3 + x4 + x5 + x6 + x7
Subjected to
x1
+ x4 + x5 + x6 + x7 >=5
x1 + x2
+ x5 + x6 + x7 >=3
x1 + x2 + x3
+ x6 + x7 >=2
x1 + x2 + x3 + x4
x1 + x2 + x3 + x4 + x5
+ x7 >=4
>=5
x 2 + x3 + x4 + x5 + x6
x3 + x4 + x5 + x6 + x7
>=2
>=2
Optimal Solution
x1 =3
x4 =2
x2 ,x3 , x5 , x6 , x7 =0
Monday
Tuesday
Wednesday Thursday
Friday
Saturday
Sunday
Shift 1
14
13
15
16
19
18
11
Shift 2
22
28
19
20
26
28
18
Shift 3
11
10
15
12
19
12
A person works for 5 consecutive days and takes 2 days off. Assuming
that a cyclical schedule is to be made find the minimum number of people
that will meet the daily requirements.
Decision Variables
xi= Number of people who begin work on
i th day
Formulation (Shift-1)
Min Z= x1 + x2 + x3 + x4 + x5 + x6 + x7
Subjected to
x1
+ x4 + x5 + x6 + x7 >=14
x1 + x2
+ x5 + x6 + x7 >=13
x1 + x2 + x3
+ x6 + x7 >=15
x1 + x2 + x3 + x4
x1 + x2 + x3 + x4 + x5
+ x7 >=16
>=19
x 2 + x3 + x4 + x5 + x6
x3 + x4 + x5 + x6 + x7
>=18
>=11
Shift 2
Shift 3
Monday
Tuesday
Wednesday
Thursday
Friday
Saturday
11
Sunday
Staffing Problem-III
The total requirements are shown in the table below.
Day
Mon
Tue
Wed
Thu
Fri
Sat
Sun
Requirements
22
28
23
26
22
17
16
Assume that you can hire two kinds of workers : regular and temporary.
1) Regular worker can either :
Work for 3 days at a stretch then take a day off and then work for 2 continuous days and
take a day off.
OR
Day
Mon
Tue
Wed
Thu
Fri
Sat
Sun
Rate(Rs./day)
120
130
140
150
160
170
180
X1
X1
X1
X1
X1
X2
X2
X2
X2
X2
X3
X3
X3
X3
X3
X4
X4
X4
X4
X5
X5
X5
X6
X6
X4
X5
X5
X6
X6
X6
X7
X7
X7
Y1
Y1
Y1
Y2
Y2
Y2
Y3
Y3
Y3
Y4
Y4
Y4
Y5
Y5
Y5
Y6
Y6
Y3
Y4
Y4
Y5
Y6
Y7
Z1
Z1
Z2
Y2
Y6
(X1+ X4 + X5 + X6+ X7 +
Y1
Y2
Y3
Y7
Z1
Z1
Z1
Z2
Z2
Z2
Z2
Z3
Z3
Z3
Z3
Z3
Z4
Z4
Z4
Z4
Z5
Z5
Z5
Z6
Z6
Z5
Z5
Z6
Z6
Z6
Z7
Z7
Z7
Z7
22
28
23
26
Y7
(Z1+ Z4 + Z5 + Z6+ Z7 )
< = 0.3 (X1+ X4 + X5 + X6+ X7 +
Z7
22
Y1+ Y3 + Y4 + Y6+ Y7 +
Z1+ Z4 + Z5 + Z6+ Z7 ) >= 22
Y7
Z4
Req
X7
Y1
Y5
Y6
Y7
X7
Constraints DAY 1
17
16
Y1+ Y3 + Y4 + Y6+ Y7 +
Z1+ Z4 + Z5 + Z6+ Z7 )
Similarly for Day 2,3,7
Objective Function
Minimize Z=
200*7 (X1+ X2 +X3 + X4 + X5 + X6+ X7 + Y1+ Y2 +Y3 + Y4 + Y5 + Y6+ Y7 ) +
120* (Z1+ Z4 + Z5 + Z6+ Z7 ) + 130* (Z1+ Z2 + Z5 + Z6+ Z7 ) +
140* (Z1+ Z2 + Z3 + Z6+ Z7 ) + 150* (Z1+ Z2 + Z3 + Z4+ Z7 ) +
160* (Z1+ Z2 + Z3 + Z4+ Z5 ) + 170* (Z2+ Z3 + Z4+ Z5+ Z6 ) +
180* (Z3 + Z4+ Z5+ Z6 + Z7)
Max Function
Write an LP Formulation for a Max Function
shown below :
Z=Max [ a1 , a2, a3, a4, a5, .. an ]
Formulation
Z >= a1
Z >= a2
Z >= a3
:
Z >= an
Min Z
Retailing Problem
Mr. X, who operates in Indore, needs to determine his procurement and
sales plan for rice for the next 4 months. He has 25 tonnes of rice to
begin with. He has a warehouse that can stock maximum 100 tonnes
of rice. He has access to the following information:
Month
Sales Price in
Indore(Rs. per
tonne)
Purchase price in
Chattisgarh (Rs. per
tonne)
4000
4000
5000
3200
4000
2900
4000
3000
Decision Variables
pi= Quantity of rice purchased at the
beginning of month i
si= Quantity of rice sold during month i
Formulation
Let bi be the beginning stock for each month
b1
b2
b3
b4
+ p1
+ p2
+ p3
+ p4
- s1
- s2
- s3
- s4
= b2
= b3
= b4
= b5
b1
b2
b3
b4
+ p1<= 100
+ p2 <= 100
+ p3 <= 100
+ p4 <= 100
Maximize Outflow
Cap=3
Cap=5
Cap=1
Cap=2
A
Cap=Inf.
Start
Outflow
Cap=7
Cap=3
Cap=5
Cap=5
D
End
Cap=3
Cap=5
Cap=1
Cap=2
A
Start
Cap=Inf.
Outflow
Cap=7
Cap=3
Cap=5
Cap=5
D
End
D.Vs
Leakage =10% of the
incoming flow
Cap=3
Cap=5
xAB
xIN
Cap=2
xBC ,xCB
xAC
Start
xBE
xAD
Cap=Inf.
xCF
Cap=7
Cap=3
xCD ,xDC
Cap=5
Cap=1
xEF
Outflow
F
xOUT
End
xDF
Cap=5
D
Formulation
xAB +xCB =xBE + xBC
xEF<= 1
Cap=5
Cap=2
xBC ,xCB
xAC
Start
xBE
xAB
xIN
Cap=3
xBE<= 3
xAD
Cap=Inf.
xCF
Cap=7
Cap=3
xCD ,xDC
Cap=5
xEF
Outflow
xOUT
End
xDF
Cap=5
D
Cap=1
Z=Max xOUT
Portfolio Design
A mortgage team wants to finance Rs. 100,000,000 to various loans .Any
uninvested money goes to savings account with 2.5% return.
Loan/Investment
Return (%)
Risk(%)
Type I Mortgages
Type II Mortgages
12
Personal
15
Commercial
Govt. Securities
Formulation
D.V.s : xi is the amount to be invested in ith loan
Z= 9x1 + 12x2 + 15x3 + 8x4 + 6x5 + 2.5x6
x1 + x2 + x3 + x4 + x5 + x6 + x7<=100000000
(3x1 + 6x2 + 8x3 + 2x4 + x5)/(x1 + x2 + x3 + x4 + x5 ) <= 5
x4 >= 0.2(x1 + x2 + x3 + x4 + x5 )
Project Management
5
3
5
E
D
5
G
2
Formulation
TF>= TE+ 2
5
TH>= TF+ 5
TC>= TB+ 4
3
5
TB>= TA+ 5
D
5
TD>= TB+ 4
TH>= TG+ 2
TE>= TC+ 3
TE>= TD+ 5
G
2
TG>= TE+ 2
2
1
TI>= TH+ 1
TFINISH>= TI+ 2
Min TFINISH
Ballmart (A)
D
4
F
5
Outlets
Factories
C
2
7
E
3 A
10
Factories
Coordinates
Factor
y
Production
Cost
(Rs. per
Unit)
60.66
18.89
4.22
5000
60.87
60.69
3.14
5000
67.24
48.41
3.56
5000
93.69
95.64
3.73
5000
27.96
23.52
4.99
5000
83.27
78.97
4.80
5000
Production
Capacity (Units
per year)
Outlets
Coordinates
Outlets
Sales Price
(Rs. Per
Unit)
56.77
42.28
8.89
3000
78.35
7.07
8.20
2000
57.64
17.82
9.20
1000
63.02
87.19
8.50
2000
41.14
73.40
9.29
1000
2.06
84.33
8.99
1500
49.20
35.37
8.34
500
20.72
3.14
9.93
2000
9.28
69.88
8.14
1200
10
58.44
11.23
8.05
2100
Distance Matrix
1
10
281.23
226.40
5.13
2335.05
1676.13
3858.15
201.44
921.41
2619.85
31.80
177.83
1590.67
924.23
353.26
275.29
2008.42
388.57
2461.70
1372.72
1226.31
73.55
916.28
513.93
760.73
652.80
2769.24
247.59
2106.35
1910.02
729.91
2105.16
4040.30
3678.11
506.21
1628.32
4262.19
2805.84
6940.28
3894.51
4184.23
591.16
1405.13
456.66
2641.38
1330.85
2184.35
295.97
233.73
1249.08
540.09
1024.08
2597.21
2198.28
238.73
902.92
3311.61
1530.66
4830.96
2778.32
2602.88