OPTIMIZATION PROBLEMS-I

(Applied Mathematics)

Assignment-I

1 Formulation of Linear Programming(LP) Models

1. A furniture company manufactures four models of desks. Each desk is first constructed

in the carpentry shop and is next sent to the finishing shop, where it is varnished, waxed,

and polished. The number of man hours of labor required in each shop is as shown in the

display below.

Models of desks(→) Desk 1 Desk 2 Desk 3 Desk 4 Available

Carpentry Shop 4 9 7 10 6,000

Because of limitations in capacity of the plant, no more than 6,000 man hours can be

expected in the carpentry shop and 4,000 in the finishing shop in the next six months.

The profit (revenue minus labor costs) from the sale of each item is as follows:

Desks→ Desk 1 Desk 2 Desk 3 Desk 4

Profits → $12 $20 $18 $40

Assuming that raw materials and supplies are available in adequate supply and all desks

produced can be sold, the desk company wants to determine the optimal product mix,

that is, the quantities to make of each type product which will maximize profit.

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2. Formulate linear programming problem to determine the optimum amounts of three in-

gredients to include in an animal feed mix. The final product must satisfy several nutrient

restrictions. The possible ingredients, their nutritive contents (in kilograms of nutrient

per kilograms of ingredient) and the unit cost are shown in the following table.

The mixture must meet the following restrictions:

• Calcium: at least 0.8% but not more than 1.2%.

• Protein: at least 22%

• Fiber: at most 5%

The problem is to find the composition of the feed mix that satisfies these constraints

while minimizing cost.

Nutritive content and price of ingredients

Ingredient Calcium Protein Fiber Unit cost

Limestone 0.38 0 0 10.0

Corn 0.001 0.09 0.02 30.5

Soybean meal 0.002 0.5 0.08 90.0

3. A Supermarket in a city daily needs between 22 and 30 workers depending on the time

of the day. The rush hours are between noon and 2 PM the table below indicates the

number of workers needed at various hours when the market is opened:

Time period Number of workers

9 AM-11 AM 22
11 AM-1 PM 30
1 PM-3 PM 25
3 PM-5 PM 23

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 The Supermarket now employs 24 full time workers, but needs a few part time workers

also. A part time worker must put in exactly 4 hours per day, can start any time between

9 AM and 1 PM, full time workers work from 9 AM to 5 PM but are allowed an hour

of lunch. Half of the full timers eat at 12 AM, the other half at 1 PM. Full timer thus

provide 35 hours per week of productive labour time.

The management of the Supermarket limits part time hours to a maximum of 50% of the

day’s total requirement. Part timer earn Rs. 85 per day on average, while full timers

earn Rs. 130 per day in salary and benefits on average. The management wants to set a

schedule that would minimize total manpower costs.

Formulate this problem as an LP model so as to minimize total daily man power.

4. One of Western Trust’s clients has just won the state lottery and is seeking investment

advice. After paying taxes, clearing existing debt, and paying Western its fee, there will be

about %100, 000 available for investment. Western has examined a number of investment

opportunities and has narrowed the list to five alternatives, shown with their relevant

characteristics, in following table.

Annual Growth
Investment of return (%) Risk Potential(%)

Tax-free municipal bonds 6.0 1.3 0

Based on discussions with the client, western would like to maximize the average annual

rate of return generated by portfolio. the client has specified certain stipulations, however:

• average risk cannot exceed 1.9.

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 • no more than 50% of the value of the portfolio can be in any single investment

alternatives.

• at least 20% of the portfolio must be in bonds (both municipal and corporate ; and)

• the average growth potential must be at least 12%.

Formulate this problem as an LP model.

5. Mercury Machine Shop produces two similar products on one of two (interchangeable) ma-

chines. If either of the two products produced on a machine, a $75 set up cost is incurred.

Once the machine is set up, either of the products can be produced on that machine. Fol-

lowing table contains the relevant data for the problem, including variable manufacturing

costs and the time required to produce one of each product on each machine.

Product 1 Product 2 Set-up Minutes

Machine 1 1.5 $0.50 1.7 $0.20 $75 1,000

Formulate this problem as an integer linear programming problem.

2 Graphical Method

1. Consider following LP Problem

min : Z = 3x1 + 2x2 (1)

subject to

x1 + x2 ≥ 1 (2)

3x1 − 2x2 ≤ 6 (3)

x1 − 2x2 ≤ 4 (4)

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 x1 , x2 ≥ 0 (5)

(a)Plot it graphically and identify all the corner point solutions.

(b)Solve the linear program graphically.

2. Consider following LP Problem

max : Z = 2x1 + x2 (6)

subject to

2x1 + x2 ≤ 10 (7)

3x1 − x2 ≥ 2 (8)

−x1 + 2x2 ≤ 4 (9)

0 ≤ x1 ≤ 5, x2 ≥ 0 (10)

(a) Plot the feasible region graphically.

(b) Show graphically that multiple optimal solutions exist.

(c) Write down the set of feasible optimal solutions (not necessarily corner points).

3. Consider following LP Problem

min : Z = 9x1 + 8x2 (11)

subject to

x1 − 2x2 ≤ 3 (12)

3x1 − 4x2 ≥ 5 (13)

6x1 − 7x2 = 8 (14)

x1 , x2 ≥ 0 (15)

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 (a) Plot it graphically and identify all the corner point solutions.

(b) Solve it graphically.

4. Solve the problem graphically

max : Z = 2x1 + x2 (16)

subject to

x1 + 2x2 ≤ 14 (17)

3x1 − x2 ≥ 2 (18)

x1 + 4x2 ≤ 18 (19)

x1 , x2 ≥ 0 (20)

5. Resolve the following problem using the Graphical Method:

max : Z = 3x1 + 2x2 (21)

subject to

2x1 + x2 ≤ 18 (22)

2x1 + 3x2 ≥ 42 (23)

3x1 + x2 ≤ 24 (24)

x1 , x2 ≥ 0 (25)

3 Simplex Method

1. Use simplex method to solve the following L.P.P.

max : Z = 2x1 + 4x2 + x3 + x4 (26)

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 subject to

x1 + 3x2 + x4 ≤ 4 (27)

2x1 + x2 ≤ 3 (28)

x2 + 4x3 + x4 ≤ 3 (29)

x1 , x2 , x3 , x4 ≥ 0 (30)

2. Use simplex method to solve the following L.P.P.

max : Z = 4x1 + 3x2 + 4x3 + 6x4 (31)

subject to

x1 + 2x2 + 2x3 + 4x4 ≤ 80 (32)

2x1 + 2x3 + x4 ≤ 60 (33)

3x1 + 3x2 + x3 + x4 ≤ 80 (34)

x1 , x2 , x3 , x4 ≥ 0 (35)

3. Use simplex method to solve the following L.P.P.

max : Z = x1 − 3x2 + 2x3 (36)

subject to

32x1 − x2 + 2x3 ≤ 7 (37)

−2x1 + 4x2 ≤ 12 (38)

−4x1 + 3x2 + 8x3 ≤ 80 (39)

x1 , x2 , x3 ≥ 0 (40)

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 4. Use simplex method to solve the L.P.P.

min : Z = −x1 − 2x2 + x3 (41)

subject to

2x1 + x2 + x3 ≤ 14 (42)

4x1 + 2x2 + 3x3 ≤ 28 (43)

2x1 + 5x2 + 5x3 ≤ 30 (44)

x1 , x2 , x3 ≥ 0 (45)

5. Use simplex method to solve the L.P.P.

max : Z = 15x1 + 6x2 + 9x3 + 2x4 (46)

subject to

2x1 + x2 + 5x3 + 0.6x4 ≤ 10 (47)

3x1 + x2 + 3x3 + 0.25x4 ≤ 12 (48)

7x1 + x4 ≤ 35 (49)

x1 , x2 , x3 , x4 ≥ 0 (50)

4 Big-M method

1. Use penalty (or Big M) method to solve the following LPP:

max : Z = 6x1 + 4x2 (51)

subject to

2x1 + 3x2 ≤ 30 (52)

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 3x1 + 2x2 ≤ 24 (53)

x1 + x4 ≥ 3 (54)

x1 , x2 ≥ 0 (55)

Is the solution unique? If not give two different solutions.

2. Use penalty (or Big M) method to solve the following LPP:

max : Z = 2x1 + x2 + 3x3 (56)

subject to

x1 + x2 + 2x3 ≤ 5 (57)

2x1 + 3x2 + 4x3 = 12 (58)

x1 , x2 , x3 ≥ 0 (59)

3. Use penalty (or Big M) method to solve the following LPP:

max : Z = x1 + 2x2 + 3x3 − x4 (60)

subject to

x1 + 2x2 + 3x3 = 15 (61)

2x1 + x2 + 5x3 = 20 (62)

x1 + 2x2 + x3 + x4 = 10 (63)

x1 , x2 , x3 , x4 ≥ 0 (64)

4. Solve the following LPP by using the big M method:

max : Z = −x1 + 3x2 (65)

subject to

x1 + 2x2 ≥ 2 (66)

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 3x1 + x2 ≤ 3 (67)

x1 ≤ 4 (68)

x1 , x2 ≥ 0 (69)

5. Solve the following LPP by using the big M method:

min : Z = 4x1 + 6x2 (70)

subject to

−2x1 + 3x2 = 3 (71)

4x1 + 5x2 ≥ 10 (72)

4x1 + 8x2 ≥ 5 (73)

x1 , x2 ≥ 0 (74)

5 Two Phase simplex Method

1. Solve the following LPP by using two phase simplex method:

min : Z = x1 + x2 + x3 (75)

subject to

x1 − 3x2 + 4x3 = 5 (76)

x1 − 2x2 ≤ 3 (77)

2x2 + x3 ≥ 4 (78)

x1 , x2 , x3 ≥ 0 (79)

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2. Solve the following LPP by using two phase simplex method:

max : Z = 12x1 + 15x2 + 9x3 (80)

subject to

8x1 + 16x2 + 12x3 ≤ 250 (81)

4x1 + 8x2 + 10x3 ≥ 80 (82)

7x1 + 9x2 + 8x3 = 105 (83)

x1 , x2 , x3 ≥ 0 (84)

3. Solve the following LPP by using two phase simplex method:

max : Z = 5x1 + 8x2 (85)

subject to

3x1 + 2x2 ≥ 3 (86)

x1 + 4x2 ≥ 4 (87)

x1 + x2 + = 4 (88)

x1 , x2 ≥ 0 (89)

4. Using two phase method show that the following LPP has unbounded solution.

max : Z = 3x1 − 3x2 + x3 (90)

subject to

x1 + 2x2 − x3 ≥ 5 (91)

−3x1 − x2 + x3 ≤ 4 (92)

x1 , x2 , x3 ≥ 0 (93)

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5. Solve the following LPP by using two phase simplex method:

max : Z = 2x1 − 4x2 + 3x3 (94)

subject to

5x1 − 6x2 + 2x3 ≥ 5 (95)

−x1 + 3x2 + 5x3 ≥ 8 (96)

2x1 + 5x2 − 4x3 ≤ 4 (97)

x1 , x2 , x3 ≥ 0 (98)

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