Operations Research ESI 4312 Due: Thursday, October 25, 2012, 3pm

No electronic submissions. Submit a hard copy of your solution on the due date. 1. Write the dual to the following problem. Min s.t. 12x1 + 15x2 + 20x3 + 18x4 x1 + x2 + x3 + x4 50 3x1 + 4x3 60 2x2 + x3 - 2x4 10 x1, x2, x3, x4 0 Solution: Max 50u1 + 60u2 - 10u3 s.t. u1 + 3u2 12 u1 - 2u3 15 u1 + 4u2 - u3 20 u1 + 2u3 18 u1, u2, u3 0

2.

The primal problem is Min s.t. 2x1 + 5x2 + 4x3 x1 + 3x2 + 3x3 30 3x1 + 7x2 + 5x3 70 x1, x2, x3 0 A. Write the dual problem B. The final simplex tableau for the dual problem is Basis u2 s2 u1 cj - zj u1 30 0 0 1 0 u2 70 1 0 0 0 s1 0 3/4 -3/2 -5/4 -15 s2 0 0 1 0 0 s3 0 -1/4 -1/2 3/4 -5

1/2 0 1/2

Use the dual problem optimal tableau to obtain the complete solution to the primal problem. Do not solve the primal problem using the simplex algorithm or a computer package. Explain how you got your answers. Solution: The optimal values of the dual variables are the dual/shadow prices of the primal constraints. Hence we can check if all the dual constraints are binding. If, any dual constraint is non binding the corresponding primal variable is 0. Next, if you look at the reduced cost of the dual variables you can see if the primal constraints are binding. Since both dual variables have reduced cost of 0, both the primal constraints are binding. Therefore, at the optimal solution: x1 + 3x2 + 3x3 = 30 3x1 + 7x2 + 5x3 = 70 We also know that the values of the primal and dual objective functions are equal at the optimal solution. Since the objective function value for the dual LP at the optimal solution is 30*0.5+70*0.5 =50, then 2x1 + 5x2 + 4x3 = 50 Solving the three equations with three unknowns: x1 + 3x2 + 3x3 = 30 3x1 + 7x2 + 5x3 = 70 2x1 + 5x2 + 4x3 = 50 We get the following optimal solutions of the primal LP: x1 = 15, x2 = 0, x3 = 5 or x1 = 0, x2 = 10, x3 = 0
3. RVW (Restored Volkswagens) buys 15 used VW's at each of two car auctions each week held at different locations. It then transports the cars to repair shops it contracts with. When they are restored to RVW's specifications, RVW sells 10 each to three different used car lots. There are various costs associated with the average purchase and transportation prices from each auction to each repair shop. Also there are transportation costs from the repair shops to the used car lots. RVW is concerned with minimizing its total cost given the costs in the table below. a. Given the costs below, draw a network representation for this problem. Repair Shops Used Car Lots S1 S2 L1 L2 L3 Auction 1 550 500 S1 250 300 500 Auction 2 600 450 S2 350 650 450 b. Formulate this problem as a transshipment linear programming model.

Solution: a.

b.

Denote A1 as node 1, A2 as node 2, S1 as node 3, S2 as node 4, L1 as node 5, L2 as node 6, and L3 as node 7 Min 550X13 + 500X14 + 600X23 + 450X24 + 250X35 + 300X36 + 500X37 + 350X45 + 650X46 + 450X47 X13 + X14 15 X23 + X24 15 X13 + X23 X35 X36 X37 = 0 X14 + X24 X45 X46 X47 = 0 X35 + X45 = 10 X36 + X46 = 10 X37 + X4 = 10 Xij 0 for all i,j

s.t.

4.

A beer distributor needs to plan how to make deliveries from the warehouse to six other locations, as shown in the network below. Find the shortest route from the warehouse to each location.
2 3 W 3 8 5 12 6 5 3 6 4 4 3 5

Solution:

2
[3,1]

5 3 12

3
[8,2]

4 4

[14,3]

5 3 7
[14,6]

[0,s] W

3
[3,1]

6
[11,5]

8 5

The shortest route from the warehouse to 2 is directly there at 3, to node 3 is w-2-3 at 8, to node 4 is w-2-3-4 at 14, to node 5 is w-5 at 3, to node 6 is w-5-6 at 11, and to node 7 is w-5-6-7 at 14.

5. Fodak must schedule its production of camera film for the first four months of the year. Film demand (in 1,000s of rolls) in January, February, March and April is expected to be 300, 500, 650 and 400, respectively. Fodak's production capacity is 500 thousand rolls of film per month. The film business is highly competitive, so Fodak cannot afford to lose sales or keep its customers waiting. Meeting month i 's demand with month i +1's production is unacceptable. Film produced in month i can be used to meet demand in month i or can be held in inventory to meet demand in month i +1 or month i +2 (but not later due to the film's limited shelf life). There is no film in inventory at the start of January. The film's production and delivery cost per thousand rolls will be $500 in January and February. This cost will increase to $600 in March and April due to a new labor contract. Any film put in inventory requires additional transport costing $100 per thousand rolls. It costs $50 per thousand rolls to hold film in inventory from one month to the next. a. Draw the network representation of this problem as a transshipment problem (hint: each

b. a.

node represents a month/production or month/demand combination and the decision variables are the amount of film "moving" between node i and node j). Formulate as a linear program and solve this problem (in excel).

b.

Define the decision variables: xij = amount of film "moving" between node i and node j Define objective: MIN 600x15 + 500x18 + 600x26 + 500x29 + 700x 37 + 600x310 + 600x411 + 50x59 + 100x510 + 50x610 + 100x611 + 50x711 Define the constraints: Amount (1000's of rolls) of film produced in January: x15 + x18 500 Amount (1000's of rolls) of film produced in February: x26 + x29 500 Amount (1000's of rolls) of film produced in March: x37 + x310 500 Amount (1000's of rolls) of film produced in April: x411 500 Amount (1000's of rolls) of film in/out of January inventory: x15 x59 x510 = 0 Amount (1000's of rolls) of film in/out of February x26 x610 x611 = 0 inventory: Amount (1000's of rolls) of film in/out of March inventory: x37 x711 = 0 Amount (1000's of rolls) of film satisfying January demand: x18 = 300 Amount (1000's of rolls) of film satisfying February demand: x29 + x59 = 500 Amount (1000's of rolls) of film satisfying March demand: x310 + x510 + x610 = 650 Amount (1000's of rolls) of film satisfying April demand: x411 + x611 + x711 = 400 Non-negativity of variables: xij 0, for all i and j.

Objective Function Value = 1045000.000

VARIABLE X15 X18 X26

VALUE 150.000 300.000 0.000

REDUCED COST 0.000 0.000 100.000

X29 X37 X310 X411 X59 X510 X610 X611 X711

500.000 0.000 500.000 400.000 0.000 150.000 0.000 0.000 0.000

0.000 250.000 0.000 0.000 0.000 0.000 0.000 150.000 0.000

6. A network of railway lines connects the main lines entering and leaving a city. Speed limits, track reconstruction, and train length restrictions lead to the flow diagram below, where the numbers represent how many cars can pass per hour. Formulate an LP to find the maximal flow in cars per hour from Node 1 to Node F.

Min s.t.

XF1 X12 + X15 + X16 XF1 =0 X23 + X24 X 12 =0 X34 X23 =0 X48 + X4F X24 X34 X84 = 0 X57 X15 =0 X67 + X69 X16 X76 =0 X76 + X79 X57 X67 =0 X84 + X89 + X8F X48 X98 = 0 X98 + X9F X69 X79 X89 = 0 XF1 X4F X8F X9F =0 X12 500 X15 300 X23 300 X24 400 X34 150 X48 400 X4F 600 X57 400 X67 300 X69 500 X76 200 X79 350

X16 600

X84 200 X98 300 Xij 0 for all i,j

X89 300 X9F 500

X8F 450

7.

The numbers on this network represent times to distribute a message. Determine how messages should be passed in order to minimize total time.
3 15 2 20 10 1 25 8 30 25 7 100 80 6 50 4 20 5 30

Solution:
3 15 2 20 10 1 25 8 7 4 30 20 5 30 6

8.

A professor has been contacted by four not-for-profit agencies that are willing to work with student consulting teams. The agencies need help with such things as budgeting, information systems, coordinating volunteers, and forecasting. Although each of the four student teams could work with any of the agencies, the professor feels that there is a difference in the amount of time it would take each group to solve each problem. The professor's estimate of the time, in days, is given in the table below. Use Projects Budgeting Information Volunteers Forecasting Team A 32 35 15 27 B 38 40 18 35 C 41 42 25 38 D 45 45 30 42 1. Formulate the problem is an LP to help the professor give projects to teams and get the work done in the minimum amount of time. 2. Which special algorithm can be used to solve this problem? 3. Use the algorithm you chose in (B) to find the optimal solution.

9. Zelda Transportation is to move goods from three factories to three distribution centers. Information about the move is given below.
Source A B C Supply 200 100 150 Destination X Y Z Demand 50 125 125

Shipping costs are: Destination X Y Z 3 2 5 9 10 -5 6 4 (Source B cannot ship to destination Z)

Source A B C

A. Draw the network model for this problem

B. Write the linear programming model for this problem

Min s.t.

3XAX + 2XAY + 5XAZ + 9XBX + 10XBY + 5XCX + 6XCY + 4XCZ XAX + XAY + XAZ 200 XBX + XBY 100 XCX + XCY + XCZ 150 XDX + XDY + XDZ 50 XAX + XBX + XCX + XDX = 50 X AY + XBY + XCY + XDY = 125 XAZ + XBZ + XCZ + XDZ = 125 Xij 0

C. Find a basic feasible solution using:

a. Minimum Cost Method

b. Northwest Corner Method

c. Vogels Approximation Method