Professional Documents
Culture Documents
Revised - 2
PRODUCT MIX PROBLEM
Five types of electronic equipment (A, B, C, D, and E) are
produced by using different components with different
quantities.
Component usages:
Component
Resistor
Capacitator
Transformer
Speaker
Transistor
A
3
2
1
1
2
B
4
3
1
1
3
Product
C
0
2
1
0
2
D
3
2
1
0
4
E
5
6
2
2
8
Availability(unit)
2000
1800
750
500
2250
A
200
2
B
150
4
C
50
8
D
400
6
E
500
2
Page 1
Max Z= 2x1+4x2+8x3+6x4+2x5
S.t.:
3x1+4x2+0x3+3x4+5x5 2000
(Resistor)
2x1+3x2+2x3+2x4+6x5 1800
(Capacitator)
1x1+1x2+1x3+1x4+2x5 750
(Transformer)
1x1+1x2+0x3+0x4+2x5 500
(Speaker)
2x1+3x2+2x3+4x4+8x5 2250
(Transistor)
x1200
x2150
x350
x4400
x5500
xj0
Page 2
LINDO:
MAX
2 X1 + 4 X2 + 8 X3 + 6 X4 + 2 X5
SUBJECT TO
RES) 3 X1 + 4 X2 + 3 X4 + 5 X5 <= 2000
CAP) 2 X1 + 3 X2 + 2 X3 + 2 X4 + 6 X5 <= 1800
TRF) X1 + X2 + X3 + X4 + 2 X5 <= 750
SPK) X1 + X2 + 2 X5 <= 500
TRS) 2 X1 + 3 X2 + 2 X3 + 4 X4 + 8 X5 <= 2250
DEM1) X1 <= 200
DEM2) X2 <= 150
DEM3) X3 <= 50
DEM4) X4 <= 400
DEM5) X5 <= 500
END
Page 3
3500.000
VARIABLE
VALUE
REDUCED COST
X1
50.000000
0.000000
X2
150.000000
0.000000
X3
50.000000
0.000000
X4
400.000000
0.000000
X5
0.000000
6.000000
ROW
SLACK OR SURPLUS
DUAL PRICES
RES)
50.000000
0.000000
CAP)
350.000000
0.000000
TRF)
100.000000
0.000000
SPK)
300.000000
0.000000
TRS)
0.000000
1.000000
DEM1)
150.000000
0.000000
DEM2)
0.000000
1.000000
DEM3)
0.000000
6.000000
DEM4)
0.000000
2.000000
DEM5)
500.000000
0.000000
NO. ITERATIONS=
Page 4
CURRENT
ALLOWABLE
ALLOWABLE
COEF
INCREASE
DECREASE
X1
2.000000
0.666667
1.500000
X2
4.000000
INFINITY
1.000000
X3
8.000000
INFINITY
6.000000
X4
6.000000
INFINITY
2.000000
X5
2.000000
6.000000
INFINITY
CURRENT
ALLOWABLE
ALLOWABLE
RHS
INCREASE
DECREASE
RES
2000.000000
INFINITY
50.000000
CAP
1800.000000
INFINITY
350.000000
TRF
750.000000
INFINITY
100.000000
SPK
500.000000
INFINITY
300.000000
TRS
2250.000000
33.333332
100.000000
DEM1
200.000000
INFINITY
150.000000
DEM2
150.000000
33.333332
100.000000
DEM3
50.000000
50.000000
16.666666
DEM4
400.000000
25.000000
16.666666
DEM5
500.000000
INFINITY
500.000000
Page 5
Corn
Limestone
Soybeans
Feed
Calcium
.380
.001
.002
Protein
.09
.50
Fiber
.02
.08
TL/kg
.04
.15
.40
Page 6
j=1,2,3
Page 7
160
240
4554.309
VARIABLE
X1
X2
X3
VALUE
563.416504
12971.443359
6465.140137
ROW
CAMIN)
CAMAX)
PROTEIN)
FIBER)
DEM)
SLACK OR SURPLUS
80.000000
0.000000
0.000000
223.359924
0.000000
NO. ITERATIONS=
REDUCED COST
0.000000
0.000000
0.000000
DUAL PRICES
0.000000
0.145356
-0.610111
0.000000
-0.095235
CURRENT
COEF
0.040000
0.150000
0.400000
CURRENT
RHS
160.000000
240.000000
4400.000000
1000.000000
20000.000000
Page 8
j=1,2,3
Page 9
PARTS (N)
Order (part)
1
2
3
Demand(dj) units
150
200
300
Patterns
Size (ft)
5
7
9
Loss
1
0
1
1
4
2
2
1
0
3
3
2
0
1
1
4
4
0
0
0
5
1
2
0
1
6
0
0
2
2
demand for 5
1x1+1x2+0x3+0x4+2x5+0x6 200
demand for 7
1x1+0x2+1x3+0x4+0x5+2x6 300
demand for 9
xk 0
Em505, Fall 2012 - Chapter 3
Page 10
x2
x3
x4
x5
x6
LHS
RHS
obj
5'
150
7'
200
9'
300
Status
Binding
Binding
Binding
Slack
0
0
0
Name
obj
LHS
Original
Value
Final Value
0
400
0
0
0
0
0
0
Final Value
0
0
0
12.5
100
150
Cell Value
150
200
300
Formula
$H$5>=$I$5
$H$6>=$I$6
$H$7>=$I$7
Adjustable Cells
Cell
$B$3
$C$3
$D$3
$E$3
$F$3
$G$3
Name
X x1
X x2
X x3
X x4
X x5
X x6
Constraints
Cell
Name
$H$5 5' LHS
$H$6 7' LHS
$H$7 9' LHS
Original
Value
Page 11
Adjustable Cells
Cell
$B$3
$C$3
$D$3
$E$3
$F$3
$G$3
Name
X x1
X x2
X x3
X x4
X x5
X x6
Final
Value
0
0
0
12.5
100
150
Reduced
Cost
2.5
2.5
0
0
0
0
Objective
Coefficient
4
3
1
0
1
2
Allowable
Increase
1E+30
1E+30
1E+30
0
5
0
Allowable
Decrease
2.5
2.5
0
0
1
2
Name
5' LHS
7' LHS
9' LHS
Final
Value
150
200
300
Shadow
Price
Constraint
R.H. Side
150
200
300
Allowable
Increase
1E+30
100
1E+30
Allowable
Decrease
50
200
300
Constraints
Cell
$H$5
$H$6
$H$7
0
0.5
1
Page 12
2
T
13
3
W
15
4
Th
19
5
F
14
6
Sa
16
7
Sunday
11
Min Z = x1+x2+x3+x4+x5+x6+x7
S.t.
M:
T:
W:
Th:
F:
Sa:
Su:
x1
x1
x1
x1
x1
+x4
+x2
+x2
+x2
+x2
+x2
+x3
+x3
+x3
+x3
+x3
+x4
+x4
+x4
+x4
+x5
+x5
+x5
+x5
+x5
+x6
+x6
+x6
+x6
+x6
+x7
+x7
+x7
+x7
+x7
17
13
15
19
14
16
11
xj0 j=1,2,..,7
Page 13
X1
6.33
Obj
(min)
M
T
W
Th
F
Sa
Su
X2 X3 X4
5 0.33 7.33
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
X5 X6
0 3.33
1
1
1
1
1
1
1
1
1
1
1
1
X7
0
1
1
1
1
1
1
1
1
1
1
1
22.33
17.00
14.67
15.00
19.00
19.00
16.00
11.00
>=
>=
>=
>=
>=
>=
>=
17
13
15
19
14
16
11
Name
Obj
(min)
Original
Value
Final Value
0
22.33333333
0
0
0
0
0
0
0
Final Value
6.333333333
5
0.333333333
7.333333333
0
3.333333333
0
Adjustable Cells
Cell
$B$2
$C$2
$D$2
$E$2
$F$2
$G$2
$H$2
Name
X1
X2
X3
X4
X5
X6
X7
Constraints
Cell
Name
$J$4
M
Original
Value
Cell Value
17
Formula
$J$4>=$L$4
$J$5>=$L$5
$J$6>=$L$6
$J$7>=$L$7
$J$5
$J$6
$J$7
T
W
Th
14.66666667
15
19
$J$8
$J$9
$J$10
F
Sa
Su
19
16
11
$J$8>=$L$8
$J$9>=$L$9
$J$10>=$L$10
Status
Binding
Not
Binding
Binding
Binding
Not
Binding
Binding
Binding
Slack
0
1.666666667
0
0
5
0
0
Page 14
Cell
$B$2
$C$2
$D$2
$E$2
$F$2
$G$2
$H$2
Constraints
Cell
$J$4
$J$5
$J$6
$J$7
$J$8
$J$9
$J$10
Final
Reduced
Objective
Allowable
Allowable
Name
X1
X2
X3
X4
X5
X6
X7
Value
6.333333
5
0.333333
7.333333
0
3.333333
0
Cost
Increase
Decrease
0
0
0
0
0.33333333
0
0
Coefficient
1
1
1
1
1
1
1
0
0
0
0.5
1E+30
0.5
1E+30
1
0
0
1
0.33333333
1
0
Name
M
T
W
Th
F
Sa
Su
Final
Value
17
14.66667
15
19
19
16
11
Shadow
Price
0.33333333
0
0.33333333
0.33333333
0
0.33333333
0
Constraint
R.H. Side
17
13
15
19
14
16
11
Allowable
Increase
0.5
1.66666667
11
5
5
0.5
1.66666667
Allowable
Decrease
2.5
1E+30
1
1
1E+30
2.5
0.33333333
Integer:
Microsoft Excel 9.0 Answer Report
Worksheet: [worksch1int.xls]Sheet1
Report Created: 14.10.2003 18:32:59
Adjustable Cells
Cell
Name
$B$2 X1
$C$2 X2
$D$2 X3
$E$2 X4
$F$2 X5
$G$2 X6
$H$2 X7
Original Value
Final Value
23
23
Original Value
7
4
0
8
0
4
0
Final Value
7
5
1
6
0
4
0
Page 15
FINANCIAL PLANNING
- 2 Million dollars available to invest now.
- 3 investment opportunities A, B, C with cash inflows and
outflows over a 3-year horizon. You can invest once for each
alternative at the beginning and the partial investment for an
alternative is possible.
- A period of the horizon is 6-month long.
- Cash inflows from previous investments.
- Cash borrowing (credit) at 7% for six months.
- Cash lending at 6% for six months.
- Total credit borrowed cannot exceed $2M in a period.
0
2.00
-3.00
-2.00
-2.00
1
0.50
-1.00
-0.50
-2.00
2
0.40
-1.80
1.50
-1.80
3
0.38
0.40
1.50
1.00
4
0.36
1.80
1.50
1.00
5
0.34
1.80
0.20
1.00
6
0.30
5.50
-1.00
6.00
Let:
XA, XB, XC: fraction of investment A,B,C bought respectively
Bt : cash borrowed at the beginning of time t
Lt : cash lent at the beginning of time t
Event happen at the beginning of each period
Page 16
OUT FLOW
IN FLOW
[T0]
3*XA+2*XB+2*XC+L0
B0+2
[T1]
1.07*B0+L1+XA+0.5*XB+2*XC
1.06*L0+B1+0.5
[T2]
1.07*B1+L2+1.8*XA+1.8*XC
1.06*L1+B2+0.40+1.5*XB
[T3]
1.07*B2+L3
1.06*L2+B3+0.38+0.4*XA+1.5*XB+XC
[T4]
1.07*B3+L4
1.06*L3+B4+0.36+1.8*XA+1.5*XB+XC
[T5]
1.07*B4+L5
1.06*L4+B5+1.8*XA+0.2*XB+XC+0.34
[T6]
1.07*B5+L6+XB
1.06*L5+0.3+5.5*XA+6*XC
[BR0] B02
[BR1] B12
[BR2] B22
[BR3] B32
[BR4] B42
[BR5] B52
[FRA] XA1
[FRB] XB1
[FRC] XC1
MAX Z = L6
Solution:
XA=0.69
t
Bt
Lt
0
1.38
0
XB=0.655 XC=0
1
2.00
0
2
2.00
0
3
0.50
0
0
2.05
0
3.89
0
7.57
Page 17
7.567981
VARIABLE
L6
XA
XB
XC
L0
B0
L1
B1
L2
B2
L3
B3
L4
B4
L5
B5
ROW
T0)
T1)
T2)
T3)
T4)
T5)
T6)
BR0)
BR1)
BR2)
BR3)
BR4)
BR5)
FRA)
FRB)
FRC)
VALUE
7.567981
0.690919
0.655769
0.000000
0.000000
1.384296
0.000000
2.000000
0.000000
2.000000
0.000000
0.499978
2.052331
0.000000
3.890279
0.000000
SLACK OR SURPLUS
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.615704
0.000000
0.000000
1.500022
2.000000
2.000000
0.309081
0.344231
1.000000
NO. ITERATIONS=
REDUCED COST
0.000000
0.000000
0.000000
0.400744
0.017826
0.000000
0.365497
0.000000
0.062540
0.000000
0.011236
0.000000
0.000000
0.010600
0.000000
0.010000
DUAL PRICES
1.907424
1.782640
1.336927
1.202252
1.123600
1.060000
1.000000
0.000000
0.352128
0.050517
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
Page 18
CURRENT
COEF
1.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
ALLOWABLE
INCREASE
INFINITY
2.941575
0.132797
0.400744
0.017827
0.017958
0.365497
INFINITY
0.062540
INFINITY
0.011236
0.011236
0.010600
0.010600
0.010000
0.010000
ALLOWABLE
DECREASE
1.000000
0.211771
0.618110
INFINITY
INFINITY
0.422384
INFINITY
0.352128
INFINITY
0.050517
INFINITY
0.032693
0.234414
INFINITY
0.236207
INFINITY
CURRENT
RHS
2.000000
0.500000
0.400000
0.380000
0.360000
0.340000
0.300000
2.000000
2.000000
2.000000
2.000000
2.000000
2.000000
1.000000
1.000000
1.000000
ALLOWABLE
INCREASE
1.567052
0.841235
1.295682
0.499978
INFINITY
INFINITY
INFINITY
INFINITY
0.604248
0.970764
INFINITY
INFINITY
INFINITY
INFINITY
INFINITY
INFINITY
ALLOWABLE
DECREASE
2.376805
1.891358
0.904893
1.500022
2.052331
3.890279
7.567981
0.615704
1.151110
0.323569
1.500022
2.000000
2.000000
0.309081
0.344231
1.000000
Page 19
Model
Mens
Womens
Production
Labor Requirements
Current
cost
Production Assembly inventory
$120
2.0 hrs
1.5 hrs
20
$90
1.6 hrs
1.0 hrs
30
Page 20
Ijt-1
Month t
Ijt
Month t+1
djt
X11 - I11 =
130
P2MEN)
P1WMN)
X21 - I21 =
P2WMN)
MINVMEN)
I12 >= 25
MINVWMN)
I22 >= 25
P1LABOR)
P2LABOR)
MINL1)
L1 >= 900
MAXL1)
L1 <= 1100
MINL2)
MAXL2)
95
Page 21
Obj
(min)
x11
192.93
x12
162.07
x21
95.00
x22
175.00
I11
62.93
I12
25.00
I21
0.00
I22
25.00
120
120
90
90
2.4
2.4
1.8
1.8
Constraints
P1Mens
1
P2Mens
P2InvMens
P1Wmns
P2Wmns
P2InvWmns
P1Labor
-3.5
P2Labor
P1LbrLB
P2LbrLB
P1LbrUB
P2LbrUB
-1
1
L2
1022.25
67156.03
-1
1
-1
1
-1
1
-2.6
-3.5
L1
922.25
1
-2.6
1
1
-1
1
-1
1
1
130.00
200.00
25.00
95.00
150.00
25.00
0.00
0.00
922.25
100.00
922.25
100.00
=
=
>=
=
=
>=
=
=
>=
>=
<=
<=
Adjustable Cells
Cell
$B$2
$C$2
$D$2
$E$2
$F$2
$G$2
$H$2
$I$2
$J$2
$K$2
Name
x11
x12
x21
x22
I11
I12
I21
I22
L1
L2
Final
Value
192.93
162.07
95.00
175.00
62.93
25.00
0.00
25.00
922.25
1022.25
Reduced
Cost
0.000
0.000
0.000
0.000
0.000
0.000
0.017
0
0
0
Objective
Coefficient
120
120
90
90
2.4
2.4
1.8
1.8
0
0
Allowable
Increase
0.023
2.400
######
0.017
0.023
######
######
######
######
0.686
Allowable
Decrease
2.40
0.02
0.02
92.69
2.40
123.60
0.02
92.69
0.69
70.63
Final
Value
130.00
200.00
25.00
95.00
150.00
25.00
0.00
0.00
922.25
100.00
922.25
100.00
Shadow
Price
118.800
121.200
123.600
89.109
90.891
92.691
-0.343
0.343
0.000
0.000
0.000
-0.343
Constraint
R.H. Side
130
200
25
95
150
25
0
0
900
-100
1100
100
Allowable
Increase
######
######
######
######
######
######
######
######
22.250
######
######
44.500
Allowable
Decrease
12.71
12.71
12.71
17.12
17.12
17.12
44.50
44.50
#########
#########
177.75
200.00
Constraints
Cell
$L$6
$L$7
$L$8
$L$9
$L$10
$L$11
$L$12
$L$13
$L$14
$L$15
$L$16
$L$17
Name
P1Mens
P2Mens
P2InvMens
P1Wmns
P2Wmns
P2InvWmns
P1Labor
P2Labor
P1LbrLB
P2LbrLB
P1LbrUB
P2LbrUB
Page 22
130
200
25
95
150
25
0
0
900
-100
1100
100
67156.03
ROW
SLACK OR SURPLUS
P1MEN)
0.000000
P2MEN)
0.000000
P1WMN)
0.000000
P2WMN)
0.000000
MINVMEN)
0.000000
MINVWMN)
0.000000
P1LABOR)
0.000000
P2LABOR)
0.000000
MINL1)
22.250000
MAXL1)
177.750000
MINL2)
200.000000
MAXL2)
0.000000
NO. ITERATIONS=
6
DUAL PRICES
-118.800003
-121.199997
-89.108574
-90.891426
-123.599998
-92.691429
-0.342857
0.342857
0.000000
0.000000
0.000000
0.342857
VARIABLE
X11
X12
X21
X22
I11
I12
I21
I22
L1
L2
ROW
P1MEN
P2MEN
P1WMN
P2WMN
MINVMEN
MINVWMN
P1LABOR
P2LABOR
MINL1
MAXL1
MINL2
MAXL2
CURRENT
COEF
120.000000
120.000000
90.000000
90.000000
2.400000
2.400000
1.800000
1.800000
0.000000
0.000000
CURRENT
RHS
130.000000
200.000000
95.000000
150.000000
25.000000
25.000000
0.000000
0.000000
900.000000
1100.000000
-100.000000
100.000000
ALLOWABLE
DECREASE
12.714286
12.714286
17.115385
17.115385
12.714286
17.115385
355.500000
355.500000
INFINITY
177.750000
INFINITY
200.000000
Page 23
REGIONAL PLANNING
One of the interesting social experiments is the system of kibbutzim, or
communal farming communities in Israel.
It is common for groups of kibbutzim to join together to share common
technical services and to coordinate their production. The example
concerns one such group of three kibbutzim, called Southern
Confederation of Kibbutzim (SCK).
T
o
O
O
Overall planning for SCK is done in its technical office. The office
currently is planning agricultural production for the coming year.
The agricultural output of each kibbutz is limited both by:
- amount of available irrigable land
- quantity of water allocated for irrigation (by a national government
official)
Kibbutz
1
2
3
Usable land
(acres)
400
600
300
Water allocation
(acre feet)
600
800
375
Page 24
The crops suited for this region include sugar beets, cotton, and sorghum,
and these are considered for the upcoming season. These crops differ
primarily in their expected net return/acre and their consumption of
water.
In addition, the Ministry of Agriculture has set a maximum quota for the
total acreage that can be devoted to each of these crops by the SCK.
Crop
Maximum
quota (acres)
Sugar beet
Cotton
Sorghum
600
500
325
Water
consumption
(acre feet/acre)
3
2
1
Net Return
($/acre)
400
300
100
-The three kibbutzim belonging to the SCK have agreed that every kibbutz
Page 25
x11+x12+x13=400K
x21+x22+x23=600K
x31+x32+x33=300K
2) Water availability:
3x11+2x12+1x13600
3x21+2x22+1x23800
3x31+2x32+1x33375
[W1]
[W2]
[W3]
3) Quota:
x11+x21+x31600
x12+x22+x32500
x13+x23+x33325
[Q1]
[Q2]
[Q3]
4) Same proportion:
[EQ]
K1
xij0
i=1,2,3; j=1,2,3
Page 26
Solution: K=0.5833
Crop
Sugar beet
Cotton
Sorghum
Total
Variable
1
133.33
100
0
233.33
Value
X11
X21
X31
X12
X22
X32
X13
X23
X33
K
133.3333
100.0000
25.00000
100.0000
250.0000
150.0000
0.000000
0.000000
0.000000
0.5833333
Row
L1
L2
L3
W1
W2
W3
Q1
Q2
Q3
EQ
Slack or Surplus
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
341.6667
0.000000
325.0000
0.4166667
Z=$253,333.3
Kibbutz (acres)
2
3
100
25
250
150
0
0
350
175
Total
258.33
500
0
758.33
Reduced Cost
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
33.33333
33.33333
33.33333
0.000000
Dual Price
0.000000
0.000000
0.000000
133.3333
133.3333
133.3333
0.000000
33.33333
0.000000
0.000000
Current
RHS
0.0
0.0
0.0
600.0000
800.0000
375.0000
600.0000
500.0000
325.0000
1.000000
Allowable
Increase
96.29630
92.85714
16.25000
144.4444
162.5000
195.0000
INFINITY
162.5000
INFINITY
INFINITY
Allowable
Decrease
48.14815
54.16667
65.00000
167.7419
144.4444
29.54545
341.6667
325.0000
325.0000
0.4166667
Page 27
FACILITY LOCATION
We want to locate a new facility which will interact with the
existing ones. The cost of interaction is proportional to the
distance.
(4,11)
(14,7)
(x,y)
4
1
(11,2)
(2,1)
Euclidean:
(straight line)
S. Euclidean:
]
]
Page 28
(4,11)
(14,7)
(x,y)
4
1
(11,2)
(2,1)
Rectilinear:
(Manhattan)
i=1,,N
similarly:
vi bi-y
and
ui y-bi
i=1,,N
Page 29
S.t.
vi ai-x
i=1,,N
vi x-ai
i=1,,N
ui bi-y
i=1,,N
ui y-bi
i=1,,N
vi 0 and ui 0
i=1,,N
Alternative formulation:
free means urs
free = free+ - free- and free+ 0, free- 0
]+[
St.
Page 30