IntegerLinearProgramming

IntroductiontoQuantitativeManagement,Anderson
IqraUniversity,MainCampus(ManagementScience)

Course:ManagementScienceFaculty:IftikharMubbashir
Date:April9,2012

Spring2012

Assignment3(Solution)

Q1)

a) Thisisamixedintegerlinearprogram.ItsLPRelaxationis
Max 30 x 1 + 25x 2

subjectto :
3x 1 + 1.5x 2 400
1.5x 1 + 2 x 2 250
x 1 150
where, x 1 , x 2 0
b) This is an allinteger linear program. Its LP Relaxation just requires dropping the words
"andinteger"fromthelastline.
Q2)
a)

b) TheoptimalsolutiontotheLPRelaxationisgivenby x 1 = 1.43 and x 2 = 4.29 withanobjective

functionvalueof41.47.Roundingdowngivesthefeasibleintegersolution x 1 = 1 and x 2 = 4
x2=4.Withanobjectivefunctionvalueof37.

c) Theoptimalsolutionisgivenby x 1 = 0 and x 2 = 5 .Itsvalueis40.Thisisnotthesamesolution

as that found by rounding down. It provides a 3 unit increase in the value of the objective
function.

Chapter8

IntegerLinearProgramming

IntroductiontoQuantitativeManagement,Anderson

Q11)
a) let Pi = unitsofproduct i producedthenthelinearprogrammingmodelfortheproblemis:
Max 25P1 + 28P2 + 30P3

subjectto :
1.5P1 + 3P2 + 2P3 450

2P1 +1P2 +2.5P3 350

0.25P1 + 0.25P2 + 0.25P3 50
where, P1 , P2 , P3 0
b) Theoptimalsolutionis P1 = 60 , P2 = 80 and P3 = 60 .Thisoptimalsolutionprovidesaprofitof
$5540.
c) Since the solution in part (b) calls for producing all three products, the total setup cost is
$1550=$400+$550+$600.Subtractingthetotalsetupcostfromtheprofitinpart(b),we
seethatProfit=$55401550=$3990.
d) Weintroducea01variable y i thatisoneifanyquantityofproduct i isproducedandzero
otherwise.
Withthemaximumproductionquantitiesprovidedbymanagement,weobtain3newconstraints:
P1 175y 1 , P2 150y 2 and P3 140y 3
Bringingthevariablestothelefthandsideoftheconstraints,weobtainthefollowingfixedcharge
formulationoftheHartproblem.
Max25P1 + 28P2 + 30P3 400y 1 550y 2 600y 3

subjectto :
1.5P1 +3P2 + 2P3 450
2P1 +1P2 +2.5P3 350
0.25P1 + 0.25P2 + 0.25P3 50

P1 175y1 0
P2 150y2 0
P3 140y3 0
where, P1 , P2 , P3 0andy 1 , y 2 , y 3 = 0,1
2

Chapter8

IntegerLinearProgramming

IntroductiontoQuantitativeManagement,Anderson

TheoptimalsolutionusingTheManagementScientistis P1 = 100 , P2 = 100 and P3 = 0 , y 1 = y 2 = 1

and y 3 = 0 .Theprofitassociatedwiththissolutionis$4350.Thisisanimprovementof$360over
thesolutioninpart(c).

Q21)
1, ifcameraislocatedatopeningi

a) Let x i =
ifnot
0,

Minx 1 + x 2 + x 3 + x 4 + x 5 + x 6 + x 7 + x 8 + x 9 + x 10 + x 11 + x 12 + x 13

subjectto :
x 1 + x 4 + x 6 1 (Room 1)
x 6 + x 8 + x 12 1(Room 2)
x 1 + x 2 + x 3 1(Room 3)
x 3 + x 4 + x 5 + x 7 1(Room 4 )

x 7 + x 8 + x 9 + x 10 1(Room 5)
x 10 + x 12 + x 13 1(Room 6 )
x 2 + x 5 + x 9 + x 11 1(Room 7)
x 11 + x 13 1(Room 8 )

b) x1 = x 5 = x 8 = x13 = 1 .Thus,camerasshouldbelocatedat4openings:1,5,8,and13.
Analternativeoptimalsolutionis x 1 = x 7 = x 11 = x 12 = 1
c) Changetheconstraintforroom7to x 2 + x 5 + x 9 + x11 2
d) x 3 = x 6 = x 9 = x11 = x12 = 1. Thus,camerasshouldbelocatedatopenings3,6,9,11,and
12.Analternateoptimalsolutionis x 2 = x 4 = x 6 = x10 = x11 = 1. x2=x4=x6=x10=x11=
1.OptimalValue=5

CaseProblem1:TextbookPublishing
An integer programming model can be used advantageously to assist in developing
recommendations.
1, ifbookiisscheduledforpublication

e) Let x i =
ifnot
0,
Thesubscriptscorrespondtothebooksasfollows:
i
Book
1
BusinessCalculus
2
FiniteMath
3
GeneralStatistics
4
MathematicalStatistics
5
BusinessStatistics
6
Finance
7
FinancialAccounting
8
ManagerialAccounting
9
EnglishLiterature
10
German
3

Chapter8

IntegerLinearProgramming

IntroductiontoQuantitativeManagement,Anderson

Anintegerprogrammingmodelformaximizingprojectedsales(thousandsofunits)subjecttothe
restrictionsmentionedisgiven.

Max20 x 1 + 30 x 2 + 15x 3 + 10 x 4 + 25x 5 + 18 x 6 + 25x 7 + 50 x 8 + 20 x 9 + 30 x 10

subjectto :
30 x 1 + 16 x 2 + 24 x 3 + 20 x 4 + 10 x 5 + 40 x 9 60 (John)
40 x 1 + 24 x 2 + 24 x 7 + 28 x 8 + 34 x 9 + 50 x 10 40(Susan)
30 x 3 + 24 x 4 + 16 x 5 + 14 x 6 + 26 x 7 + 30 x 8 + 30 x 9 + 36 x 10 40(Monica)

x 3 +x 4 +x 5 2(No.ofStatisiticsBooks )
x 7 +x 8 1(No.ofAccountingBook )
x 1 + x 2 = 1(MathematicsBook )
where,x i = 0 ,1foralli

Theoptimalsolution(x2=x5=x6=1)callsforpublishingthefinitemath,thebusinessstatistics
andthefinancebooks.Projectedsalesare73,000copies.

1. IfSusancanbemadeavailableforanother12days,theoptimalsolutionis x 2 = x 8 = 1 .This
calls for publishing the finite math and managerial accounting texts for projected sales of
80,000copies.

2. IfMonicaisalsoavailablefor10moredays,abigimprovementcanbemade.Thenewoptimal
solution calls for producing the finite math book, the business statistics book, and the
managerialaccountingbook.Projectedsalesare105,000copies.

3. Thesolutionin(2)abovedoesnotincludeanynewbooks.Inthelongrunthiswouldappearto
beabadstrategyforthecompany.Avarietyofmodificationscanbemadetothemodelto
examine the short run impact of postponing a revision. For instance, a constraint could be
addedtorequirepublicationofatleastonenewbook.

The End

Chapter8