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Chapter 2 - Introduction to Optimization & Linear Programming : S-1
———————————————————————————————————————————
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Chapter 2
Introduction to Optimization & Linear Programming
1. If an LP model has more than one optimal solution it has an infinite number of alternate optimal
solutions. In Figure 2.8, the two extreme points at (122, 78) and (174, 0) are alternate optimal solutions,
but there are an infinite number of alternate optimal solutions along the edge connecting these extreme
points. This is true of all LP models with alternate optimal solutions.
2. There is no guarantee that the optimal solution to an LP problem will occur at an integer-valued extreme
point of the feasible region. (An exception to this general rule is discussed in Chapter 5 on networks).
3. We can graph an inequality as if they were an equality because the condition imposed by the equality
corresponds to the boundary line (or most extreme case) of the inequality.
4. The objectives are equivalent. For any values of X1 and X2, the absolute value of the objectives are the
same. Thus, maximizing the value of the first objective is equivalent to minimizing the value of the
second objective.
5. a. linear
b. nonlinear
c. linear, can be re-written as: 4 X1 - .3333 X2 = 75
d. linear, can be re-written as: 2.1 X1 + 1.1 X2 - 3.9 X3 ≤ 0
e. nonlinear
6.
Chapter 2 - Introduction to Optimization & Linear Programming : S-2
———————————————————————————————————————————
—
7.
8.
Chapter 2 - Introduction to Optimization & Linear Programming : S-3
———————————————————————————————————————————
—
9.
X1
X2
0 5 10 15 20 25
5
10
15
20
(0, 15) obj = 300
(0, 12) obj = 240
(6.67, 5.33) obj =140
(11.67, 3.33) obj = 125
(optimal solution)
10.
Chapter 2 - Introduction to Optimization & Linear Programming : S-4
———————————————————————————————————————————
—
11.
12.
Chapter 2 - Introduction to Optimization & Linear Programming : S-5
———————————————————————————————————————————
—
13. X1 = # of TV spots, X2 = # of magazine ads
MAX 15 X1 + 25 X2 (profit)
ST 5 X1 + 2 X2 < 100 (ad budget)
5 X1 + 0 X2 ≤ 70 (TV limit)
0 X1 + 2 X2 ≤ 50 (magazine limit)
X1, X2 ≥ 0
14. X1 = tons of ore purchased from mine 1, X2 = tons of ore purchased from mine 2
MIN 90 X1 + 120 X2 (cost)
ST 0.2 X1 + 0.3 X2 > 8 (copper)
0.2 X1 + 0.25 X2 > 6 (zinc)
0.15 X1 + 0.1 X2 > 5 (magnesium)
X1, X2 ≥ 0
X1
(14,15)
X2
10
20
10
20
30
40
(14,0)
(0,25)
(10,25)
15X1
+25X2
=400
15X1
+25X2
=775
Chapter 2 - Introduction to Optimization & Linear Programming : S-6
———————————————————————————————————————————
—
15. X1 = number of generators, X2 = number of alternators
MAX 250 X1 + 150 X2
ST 2 X1 + 3 X2 ≤ 260
1 X1 + 2 X2 ≤ 140
X1, X2 ≥ 0
16. X1 = number of generators, X2 = number of alternators
MAX 250 X1 + 150 X2
ST 2 X1 + 3 X2 ≤ 260
1 X1 + 2 X2 ≤ 140
X1≥ 20
X2 ≥ 20
Chapter 2 - Introduction to Optimization & Linear Programming : S-7
———————————————————————————————————————————
—
d. No, the feasible region would not increase so the solution would not change -- you'd just have
extra (unused) wiring capacity.
17. X1 = proportion of beef in the mix, X2 = proportion of pork in the mix
MIN .85 X1 + .65 X2
ST 1X1 + 1 X2 = 1
0.2 X1 + 0.3 X2 ≤ 0.25
X1, X2 ≥ 0
18. R = number of Razors produced, Z = number of Zoomers produced
MAX 70 R + 40 Z
Chapter 2 - Introduction to Optimization & Linear Programming : S-8
———————————————————————————————————————————
—
ST R + Z ≤ 700
R – Z ≤ 300
2 R + 1 Z ≤ 900
3 R + 4 Z ≤ 2400
R, Z ≥ 0
19. P = number of Presidential desks produced, S = number of Senator desks produced
MAX 103.75 P + 97.85 S
ST 30 P + 24 S ≤ 15,000
1 P + 1 S ≤ 600
5 P + 3 S ≤ 3000
P, S ≥ 0
20. X1 = acres planted in watermelons, X2 = acres planted in cantaloupes
MAX 256 X1 + 284.5 X2
ST 50 X1 + 75 X2 ≤ 6000
X1 + X2 ≤ 100
X1, X2 ≥ 0
Chapter 2 - Introduction to Optimization & Linear Programming : S-9
———————————————————————————————————————————
—
21. D = number of doors produced, W = number of windows produced
MAX 500 D + 400 W
ST 1 D + 0.5 W ≤ 40
0.5 D + 0.75 W ≤ 40
0.5 D + 1 W ≤ 60
D, W ≥ 0
22. X1 = number of desktop computers, X2 = number of laptop computers
MAX 600 X1 + 900 X2
ST 2 X1 + 3 X2 ≤ 300
X1 ≤ 80
X2 ≤ 75
X1, X2 ≥ 0
X1
X2
0 25 50 75 100 125
25
50
75
100 (0, 80) obj = 22760
(60, 40) obj =26740
(optimal solution)
(100, 0) obj = 25600
0
Chapter 2 - Introduction to Optimization & Linear Programming : S-10
———————————————————————————————————————————
—
23. T= number of TV ads to run, M = number of magazine ads to run
MIN 500 T + 750 P
ST 3T + 1P ≥ 14
-1T + 4P ≥ 4
0T + 2P ≥ 3
T, P ≥ 0
Case 2-1: For The Lines They Are A-Changin’
Errata: In the first printing, this case refers to file “Fig. 2-8.xls” but the actual file name is “Fig2-8.xls”
1. 200 pumps, 1566 labor hours, 2712 feet of tubing.
Chapter 2 - Introduction to Optimization & Linear Programming : S-11
———————————————————————————————————————————
—
2. Pumps are a binding constraint and should be increased to 207, if possible. This would increase
profits by $1,400 to $67,500.
3. Labor is a binding constraint and should be increased to 1800, if possible. This would increase
profits by $3,900 to $70,000.
4. Tubing is a non-binding constraint. They’ve already got more than they can use and don’t need any
more.
5. 9 to 8: profit increases by $3,050
8 to 7: profit increases by $850
7 to 6: profit increases by $0
6. 6 to 5: profit increases by $975
5 to 4: profit increases by $585
4 to 3: profit increases by $390
Chapter 2 - Introduction to Optimization & Linear Programming : S-12
———————————————————————————————————————————
—
7. 12 to 11: profit increases by $0
11 to 10: profit increases by $0
10 to 9: profit increases by $0
8. 16 to 15: profit increases by $0
15 to 14: profit increases by $0
14 to 13: profit increases by $0
9. The profit on Aqua-Spas can vary between $300 and $450 without changing the optimal solution.
10. The profit on Hydro-Luxes can vary between $233.33 and $350 without changing the optimal
solution.

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Ch 02

  • 1. Chapter 2 - Introduction to Optimization & Linear Programming : S-1 ——————————————————————————————————————————— — Chapter 2 Introduction to Optimization & Linear Programming 1. If an LP model has more than one optimal solution it has an infinite number of alternate optimal solutions. In Figure 2.8, the two extreme points at (122, 78) and (174, 0) are alternate optimal solutions, but there are an infinite number of alternate optimal solutions along the edge connecting these extreme points. This is true of all LP models with alternate optimal solutions. 2. There is no guarantee that the optimal solution to an LP problem will occur at an integer-valued extreme point of the feasible region. (An exception to this general rule is discussed in Chapter 5 on networks). 3. We can graph an inequality as if they were an equality because the condition imposed by the equality corresponds to the boundary line (or most extreme case) of the inequality. 4. The objectives are equivalent. For any values of X1 and X2, the absolute value of the objectives are the same. Thus, maximizing the value of the first objective is equivalent to minimizing the value of the second objective. 5. a. linear b. nonlinear c. linear, can be re-written as: 4 X1 - .3333 X2 = 75 d. linear, can be re-written as: 2.1 X1 + 1.1 X2 - 3.9 X3 ≤ 0 e. nonlinear 6.
  • 2. Chapter 2 - Introduction to Optimization & Linear Programming : S-2 ——————————————————————————————————————————— — 7. 8.
  • 3. Chapter 2 - Introduction to Optimization & Linear Programming : S-3 ——————————————————————————————————————————— — 9. X1 X2 0 5 10 15 20 25 5 10 15 20 (0, 15) obj = 300 (0, 12) obj = 240 (6.67, 5.33) obj =140 (11.67, 3.33) obj = 125 (optimal solution) 10.
  • 4. Chapter 2 - Introduction to Optimization & Linear Programming : S-4 ——————————————————————————————————————————— — 11. 12.
  • 5. Chapter 2 - Introduction to Optimization & Linear Programming : S-5 ——————————————————————————————————————————— — 13. X1 = # of TV spots, X2 = # of magazine ads MAX 15 X1 + 25 X2 (profit) ST 5 X1 + 2 X2 < 100 (ad budget) 5 X1 + 0 X2 ≤ 70 (TV limit) 0 X1 + 2 X2 ≤ 50 (magazine limit) X1, X2 ≥ 0 14. X1 = tons of ore purchased from mine 1, X2 = tons of ore purchased from mine 2 MIN 90 X1 + 120 X2 (cost) ST 0.2 X1 + 0.3 X2 > 8 (copper) 0.2 X1 + 0.25 X2 > 6 (zinc) 0.15 X1 + 0.1 X2 > 5 (magnesium) X1, X2 ≥ 0 X1 (14,15) X2 10 20 10 20 30 40 (14,0) (0,25) (10,25) 15X1 +25X2 =400 15X1 +25X2 =775
  • 6. Chapter 2 - Introduction to Optimization & Linear Programming : S-6 ——————————————————————————————————————————— — 15. X1 = number of generators, X2 = number of alternators MAX 250 X1 + 150 X2 ST 2 X1 + 3 X2 ≤ 260 1 X1 + 2 X2 ≤ 140 X1, X2 ≥ 0 16. X1 = number of generators, X2 = number of alternators MAX 250 X1 + 150 X2 ST 2 X1 + 3 X2 ≤ 260 1 X1 + 2 X2 ≤ 140 X1≥ 20 X2 ≥ 20
  • 7. Chapter 2 - Introduction to Optimization & Linear Programming : S-7 ——————————————————————————————————————————— — d. No, the feasible region would not increase so the solution would not change -- you'd just have extra (unused) wiring capacity. 17. X1 = proportion of beef in the mix, X2 = proportion of pork in the mix MIN .85 X1 + .65 X2 ST 1X1 + 1 X2 = 1 0.2 X1 + 0.3 X2 ≤ 0.25 X1, X2 ≥ 0 18. R = number of Razors produced, Z = number of Zoomers produced MAX 70 R + 40 Z
  • 8. Chapter 2 - Introduction to Optimization & Linear Programming : S-8 ——————————————————————————————————————————— — ST R + Z ≤ 700 R – Z ≤ 300 2 R + 1 Z ≤ 900 3 R + 4 Z ≤ 2400 R, Z ≥ 0 19. P = number of Presidential desks produced, S = number of Senator desks produced MAX 103.75 P + 97.85 S ST 30 P + 24 S ≤ 15,000 1 P + 1 S ≤ 600 5 P + 3 S ≤ 3000 P, S ≥ 0 20. X1 = acres planted in watermelons, X2 = acres planted in cantaloupes MAX 256 X1 + 284.5 X2 ST 50 X1 + 75 X2 ≤ 6000 X1 + X2 ≤ 100 X1, X2 ≥ 0
  • 9. Chapter 2 - Introduction to Optimization & Linear Programming : S-9 ——————————————————————————————————————————— — 21. D = number of doors produced, W = number of windows produced MAX 500 D + 400 W ST 1 D + 0.5 W ≤ 40 0.5 D + 0.75 W ≤ 40 0.5 D + 1 W ≤ 60 D, W ≥ 0 22. X1 = number of desktop computers, X2 = number of laptop computers MAX 600 X1 + 900 X2 ST 2 X1 + 3 X2 ≤ 300 X1 ≤ 80 X2 ≤ 75 X1, X2 ≥ 0 X1 X2 0 25 50 75 100 125 25 50 75 100 (0, 80) obj = 22760 (60, 40) obj =26740 (optimal solution) (100, 0) obj = 25600 0
  • 10. Chapter 2 - Introduction to Optimization & Linear Programming : S-10 ——————————————————————————————————————————— — 23. T= number of TV ads to run, M = number of magazine ads to run MIN 500 T + 750 P ST 3T + 1P ≥ 14 -1T + 4P ≥ 4 0T + 2P ≥ 3 T, P ≥ 0 Case 2-1: For The Lines They Are A-Changin’ Errata: In the first printing, this case refers to file “Fig. 2-8.xls” but the actual file name is “Fig2-8.xls” 1. 200 pumps, 1566 labor hours, 2712 feet of tubing.
  • 11. Chapter 2 - Introduction to Optimization & Linear Programming : S-11 ——————————————————————————————————————————— — 2. Pumps are a binding constraint and should be increased to 207, if possible. This would increase profits by $1,400 to $67,500. 3. Labor is a binding constraint and should be increased to 1800, if possible. This would increase profits by $3,900 to $70,000. 4. Tubing is a non-binding constraint. They’ve already got more than they can use and don’t need any more. 5. 9 to 8: profit increases by $3,050 8 to 7: profit increases by $850 7 to 6: profit increases by $0 6. 6 to 5: profit increases by $975 5 to 4: profit increases by $585 4 to 3: profit increases by $390
  • 12. Chapter 2 - Introduction to Optimization & Linear Programming : S-12 ——————————————————————————————————————————— — 7. 12 to 11: profit increases by $0 11 to 10: profit increases by $0 10 to 9: profit increases by $0 8. 16 to 15: profit increases by $0 15 to 14: profit increases by $0 14 to 13: profit increases by $0 9. The profit on Aqua-Spas can vary between $300 and $450 without changing the optimal solution. 10. The profit on Hydro-Luxes can vary between $233.33 and $350 without changing the optimal solution.