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Pe 4

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6 views3 pages

Pe 4

Uploaded by

pranav.garg1006
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Practice Exercise 4:

1. Given the following all-integer linear program:


Max 3x1 + 2x2
s.t. 3x1 + x2 ≤ 9
x1 + 3x2 ≤ 7
−x1 + x2 ≤ 1
x1, x2 ≥ 0 and integer

a. Solve the problem as a linear program ignoring the integer constraints. Show that the optimal solution to
the linear program gives fractional values for both x1 and x2.

b. What solution is obtained by rounding fractions greater than or equal to 1/2 to the next larger number?
Show that this solution is not a feasible solution.

c. What is the solution obtained by rounding down all fractions? Is it feasible?

d. Enumerate all points in the linear programming feasible region in which both x1 and x2 are integers, and
show that the feasible solution obtained in part (c) is not optimal and that in fact the optimal integer is
not obtained by any form of rounding.

Answer:

a. From using Excel, the optimal solution to the linear program is x1 = 2.5, x2 = 1.5, z = 10.5.

b. By rounding the optimal solution of x1 = 2.5, x2 = 1.5 to x1 = 3, x2 = 2, this point lies outside the feasible
region.

c. By rounding the optimal solution down to x1 = 2, x2 = 1, we see that this solution indeed is an integer
solution within the feasible region, and substituting in the objective function, it gives z = 8.

d. There are eight feasible integer solutions in the linear programming feasible region with z values as
follows:

x1 x2 z
1. 0 0 0
2. 1 0 3
3. 2 0 6
4. 3 0 9 optimal
5. 0 1 2
6. 1 1 5
7. 2 1 8 part (c) solution
8. 1 2 7

x1 = 3, x2 = 0 is the optimal solution. Rounding the LP solution (x1 = 2.5, x2 = 1.5) would not have been
optimal.

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2. Kloos Industries has projected the availability of capital over each of the next three years to be $850,000,
$1,000,000 and $1,200,000, respectively. It is considering four options for the disposition of the capital:
a. Research and development of a promising new product
b. Plant expansion
c. Modernization of its current facilities
d. Investment in a valuable piece of nearby real estate

Monies not invested in these projects in a given year will NOT be available for the following year's
investment in the projects. The expected benefits three years hence from each of the four projects and the
yearly capital outlays of the four options are summarized in the table below in millions of dollars.

In addition, Kloos has decided to undertake exactly two of the projects. If plant expansion is selected, it
will also modernize its current facilities. Otherwise, facilities must not be modernized.
must

Capital Outlay
Projected
Options Year 1 Year 2 Year 3
Benefits
New product R&D 0.35 0.55 0.75 5.2
Plant expansion 0.50 0.50 0 3.6
Modernization 0.35 0.40 0.45 3.2
Real estate 0.50 0 0 2.8

Formulate and solve this problem as a binary programming problem.

Answer:

Max 5.2X1 + 3.6X2 + 3.2X3 + 2.8X4


s.t. 0.35X1 + 0.50X2 + 0.35X3 + 0.50X4 ≤ 0.85 (Year 1)
0.55X1 + 0.50X2 + 0.40X3 ≤ 1.00 ( Year 2)
0.75X 1 + 0.45X3 ≤ 1.20 (Year 3)
X1 + X2 + X3 + X4 = 2
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- X2 + X3 =≥ 0
Xi = 0 or 1

X1 = 1, X2 = 0, X3 = 01, X4 = 10, total projected benefits = $8.4 million

Page 5

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