CO250 I NTRODUCTION TO O PTIMIZATION HW 1 Due Date: Friday, January 13th, by 2PM, in the drop box outside the Tutorial

l Center. L ATE ASSIGNMENTS WILL NOT BE GRADED . Important information: While it is acceptable to discuss the course material and the assignments, you are expected to do the assignments on your own. Copying or paraphrasing a solution from some fellow student or old solutions from previous offerings of related courses qualies as cheating. For more details review the ofcial university guidelines at http://www.math.uwaterloo.ca/navigation/Current/cheating policy.shtml. We will instruct the TAs to actively look for suspicious similarities and evidence of academic offenses when grading. All academic offenses are reported to the Associate Dean for Undergraduate Studies and are recorded in the students le, see http://www.adm.uwaterloo.ca/infosec/Policies/policy71.htm for information about penalties. If you have complaints about the marking of assignments, then you should rst check your solutions against the posted solutions. After that if you see any marking error, then you should return your assignment paper to the Head Teaching Assistants (see syllabus) within one week and with written notes on all the marking errors; please write the notes on a new sheet and attach it to your assignment paper. If you still have concerns after talking to the TA then contact your instructor. You may ask question about assignments on the discussion board available on the course webpage. We also provide tutorials and ofce hours, for more information consult the syllabus. Please USE THE COVER SHEET that is available at the end of the assignment. It is imperative that you indicate your full name and student ID (as we have many students with the same last name). Failure to use the cover sheet will result in a 5% deduction on the assignment mark.

For each of these questions you are asked to formulate the problem as either a linear program, or an integer program. You are NOT asked to actually solve the formulation, i.e. compute the optimal values. Your solutions should be easy to modify if we change the constants dening the problems. Exercise 1 (20 marks). The director of the CO-Tech startup needs to decide what salaries to offer to its employees for the year 2012. In order to keep the employees satised she needs to satisfy the following constraints: 1. Tom wants at least 20000$ or he will quit; 2. Peter, Nina, and Samir want each to be paid at least 5000$ more than Tom; 3. Gary wants his salary to be at least as high as the combined salary of Tom and Peter; 4. Linda wants her salary to be 200$ more than Gary;
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5. The combined salary of Nina and Samir should be at least twice the combined salary of Tom and Peter; 6. Bobs salary is at least has high as that of Peter and at least as high as that of Samir; 7. The combined salary of Bob and Peter should be at least 60000$; 8. Linda should make less money than the combined salary of Bob and Tom. a) Write a linear program that will determine salaries for the employee of CO-tech that satisfy each of these constraints while minimizing the total salary expenses. b) Write a linear program that will determine salaries for the employee of CO-tech that satisfy each of these constraints while minimizing the salary of the highest paid employee of CO-tech. Exercise 2 (20 marks). Consider the following table indicating the nutritional value of different food types. Foods Raw Carrots Baked Potatoes Wheat Bread Cheddar Cheese Peanut Butter
Price ($) per serving Calories per serving Fat (g) per serving Protein (g) per serving Carbohydrade (g) per serving

0.14 0.12 0.2 0.75 0.15

23 171 65 112 188

0.1 0.2 0 9.3 16

0.6 3.7 2.2 7 7.7

6 30 13 0 2

You need to decide how many servings of each food to buy each day so that you minimize the total cost of buying your food while satisfying the following daily nutritional requirements: 1. calories must be at least 2000, 2. fat must be at least 50g, 3. protein must be at least 100g, 4. carbohydrates must be at least 250g. (a) Write a linear program that will decide how many servings of each of the aforementioned foods we need to meet all the nutritional requirement, while minimizing the total cost of the food (you may buy fractional numbers of servings). (b) Similar as part (a), but now assume that it is sufcient to satisfy three out of the four constraints (1)-(4). Formulate, this problem as an integer program. H INT ( FOR PART ( B )): Add 0, 1 variables to indicate if a constraint is to be satised. Exercise 3 (20 marks). The Acme company has 3 divisions: Management, Tech, and Marketing. The following table indicates the names of the employees in each division. Note that an employee may be part of several divisions.

Division Management Tech Marketing

Employees Bob, Cat, Fred, Greg Adam, Cat, Dick, Ewin, Fred Cat, Dick, Ewin, Fred, Greg

You want to set up two committees, I and II, that must satisfy the following rules: 1. No employee can serve on both committees I and II. 2. Committee I requires at least: 2 employees from Management, 2 from Marketing. 3. Committee II requires at least: 1 employee from Management, 2 from Tech. For instance you could assign: Fred, Greg to committee I and Bob, Dick, Ewin to committee II. The goal is to nd such an assignment that minimize the total number of employees assigned to either committee. Formulate this problem as an integer program. H INT: Use variables to indicate if an employee is assigned to a committee.

Exercise 4 (20 marks). The CRUD chemical plant produces as part of its production process a noxious compound called chemical X. Chemical X is highly toxic and needs to be disposed of properly. Fortunately, CRUD is linked by a pipe system to the FRESHAIR recycling plant that can safely reprocess chemical X. On any give day the CRUD plant will produce the following amount of Chemical X (the plant operates between 9AM and 3PM only), time chemical X (in )
9AM-10AM 10AM-11AM 11AM-12PM 12PM-1PM 1PM-2PM 2PM-3PM

450

400

700

300

450

850

Because of environmental regulation at no point in time is the CRUD plant allowed to keep more than 700 on site and no chemical X is allowed to be kept overnight. At the top of every hour an arbitrary amount of chemical X can be sent to the FRESHAIR recycling plant. The cost of recycling chemical X is different for every hour, time price ($ per )
10AM 11AM 12PM 1PM 2PM 3PM

40

50

70

45

38

45

You need to decide how much chemical to send from the CRUD plant to the FRESHAIR recycling plant at the top of each hour, so that you minimize the total recycling cost but meet all the environmental constraints. Formulate this problem as a linear program. Exercise 5 (20 marks). Consider the following set up: we have factories 1 through m and stores 1 through n. Each factory i produces ui units of a commodity and each store j requires
j

units of that commodity. Note, each factory produces

the same commodity, and each store requires the same commodity. The goal is to transfer the commodity from the factories to the store. All the commodities going from the factories to the store are rst sent to one of two central storage hubs A and B. The cost of transporting one unit of commodity from factory i to hub A (resp. B) is given by ai (resp. bi ). The cost of transporting one unit of commodity from hub A (resp. B) to store j is given by aj (resp. bj ).
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In the following gure we illustrate the case of 3 factories and 4 stores.

The problem is to decide how much to send from each factory to each hub and how much to send from each

1 2 3

a1

a1

1 2

A B
b3

3
b4

hub to each store so that: each store receives the amount of commodity it requires, no factory sends out more commodity than it produces, and such that the total transportation cost is minimized. Formulate this problem as a linear program (we may assume that the number of units of commodity sent is fractional).

1Each of u , , a , b , a , b is a constant. i j i i j j

HW 1 - COVER SHEET

Surname:

First Name:

Signature:

Id.#:

Put a

as appropriate: Section 1 Section 2.

Problem 1

Value Mark Awarded 20

20

20

20

20

Total

100