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ps1, ENGR 62, Stanford

The document introduces four optimization problems to be solved as linear programs. Problem 1 involves allocating consulting tasks to consultants at minimum cost. Problem 2 formulates feeding chickens at minimum cost as a linear program. Problem 3 formulates a production problem to maximize daily profit. Problem 4 involves converting linear programs between standard and vector forms and representing absolute value constraints.

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0% found this document useful (0 votes)
200 views3 pages

ps1, ENGR 62, Stanford

The document introduces four optimization problems to be solved as linear programs. Problem 1 involves allocating consulting tasks to consultants at minimum cost. Problem 2 formulates feeding chickens at minimum cost as a linear program. Problem 3 formulates a production problem to maximize daily profit. Problem 4 involves converting linear programs between standard and vector forms and representing absolute value constraints.

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suudsfiin
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Introduction to Optimization MS&E 111/ENGR 62, Autumn 2008-2009, Stanford University Instructor: Ashish Goel Handout 1: Homework 1.

Given 9/29/08. Due 10/6/08 in class.

Collaboration policy: You can solve the Excel problems with a partner. If you choose to do so, both of you should turn in a copy of the Answer Report and clearly indicate who you worked with. Additionally, on any problem you can discuss general strategies with other students in this class but can not collaborate on the actual nal answer. You can not discuss the HW with anyone not in the class. Problem 1 The XYZ Corporation is undergoing a radical restructuring and needs to hire consultants to help in several key areas. XYZ has contracts with four consultants (A,B,C, and D). The table below indicates, for each of the consultants, what they charge per hour and how many hours they have available to work for XYZ. Consultant A B C D rate/hr $300/hr $250/hr $350/hr $200/hr total hours available 60 60 50 40

XYZ has four main tasks that need to be completed. The table below indicates how many hours XYZ estimates that it would take each consultant to perform each task. If no amount of time is indicated for the consultant to complete a task, then the consultant cannot perform the task. Consultant A B C D hrs/task 1 30 30 25 hrs/task 2 20 30 25 hrs/task 3 30 25 40 hrs/task 4 40 25 40

XYZ want to determine how to allocate tasks to consultants at minimum cost. Note that all tasks must be completed, but not all consultants need to be used to their full availability. You may also allow consultants to split tasks. If they do so, you can assume that each consultant gets a constant fraction of the task completed per unit of time worked. For example, Consultant A would complete 1/2 of task 1 in 15 hours. a) Formulate this problem as an LP. Clearly indicate your decision variables, your objective function, and your constraints.

b) Solve this in Excel. Attach the Answer Report to your HW. Be sure to indicate on it if you worked with anyone else. c) A manager at XYZ has decided to enter into bundled contracts with consultants A and B. XYZ has agreed to pay each of them $6000 in exchange for up to 30 hours of work. Any additional work done by those consultants will be at their regular rate. So, for example, if A works any amount less than or equal to 30 hours, XYZ will pay A $6000. If A works 31 hours, XYZ will pay A $6300. The total amount of hours these consultants can work is the same as before. Modify your LP to take this constraint into account. Again, clearly indicate your decision variables, your objective function, and your constraints. d) Solve this LP in Excel and attach your Answer Report.

Problem 2 A chicken farmer is trying to decide what to use as feed and is considering using a combination of feeds from local suppliers. The farmer would like to feed the chickens at minimum cost while making sure the chickens get an adequate supply of calories and vitamins. The cost, calorie content, and vitamin supply of each feed is given in the table below: Contents Calories (per lb) Vitamins (units per lb) Cost (per lb) Feed Type A 500 50 $1 Feed Type B 700 25 $2

Each chicken requires at least 600 calories per day and 40 units of vitamins. As an additional constraint, the farmer would like at least half of the diet to consist of feed type B for public relations purposes. Formulate this problem as a linear program. Again, clearly indicate your decision variables, your objective function, and your constraints.

Problem 3 A company produces two kinds of products. A product of the rst type requires 1/4 hours of assembly labor, 1/8 hours of testing, and $1.20 worth of raw materials. A product of the second type requires 1/3 hours of assembly, 1/3 hours of testing, and $0.90 worth of raw materials. Given the current personnel of the company, there can be at most 90 hours of assembly labor and 80 hours of testing each day. Products of the rst and second type have a market value of $9 and $8, respectively. a) Formulate a linear programming problem that can be used to maximize the daily prot of the company.

b) Suppose that up to 50 hours of overtime assembly labor can be scheduled, at a cost of $7 per hour. Modify the linear program from a) to incorporate this change. Clearly specify the entire new LP, not just any changes.

Problem 4

a) Convert the following LP with the two decision variables z1 , z2 maximize subject to 2z1 + z2 z1 z2 z1 + z2 3 z1 0

to the vector notation form minimize subject to cT x Ax b x0

Clearly indicate what x, c, A, and b are. If you have added or replaced any decision variables, clearly indicate the relationship between the original decision variables and the new ones. Also, clearly indicate the relationship between the value of your new objective function and the original one. b) Show how |x1/2| 1/2 can be represented in terms of linear constraints. c) If |x 1/2| 1/2 could be represented in terms of linear constraints, then we could represent binary variables in LPs. In one concise sentence, explain why this is true. d) Can |x 1/2| 1/2 be represented in terms of linear constraints? Explain your answer in one concise sentence.

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