Minimize: Z = 4x1 + 2x2 + x3 Subject to: 2x1 + 3x2 + 4x3 ≤ 14 3x1 + x2 + 5x3 ≥ 4 x1 + 4x2 + 3x3 ≥ 6 x1, x2, x3≥ 0
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Example 1. The Big M Method solve LP with mixed constraints
Minimize: Z = 4x1 + 2x2 + x3
Subject to: 2x1 + 3x2 + 4x3 ≤ 14
3x1 + x2 + 5x3 ≥ 4
x1 + 4x2 + 3x3 ≥ 6
x1, x2, x3≥ 0
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- This problem is based on Motorolas online method for choosing suppliers. Suppose Motorola solicits bids from five suppliers for eight products. The list price for each product and the quantity of each product that Motorola needs to purchase during the next year are listed in the file P06_93.xlsx. Each supplier has submitted the percentage discount it will offer on each product. These percentages are also listed in the file. For example, supplier 1 offers a 7% discount on product 1 and a 30% discount on product 2. The following considerations also apply: There is an administrative cost of 5000 associated with setting up a suppliers account. For example, if Motorola uses three suppliers, it incurs an administrative cost of 15,000. To ensure reliability, no supplier can supply more than 80% of Motorolas demand for any product. A supplier must supply an integer amount of each product it supplies. Develop a linear integer model to help Motorola minimize the sum of its purchase and administrative costs.Consider the following primal LP problem:Maximize X1 + 2X2 – 9X3 + 8X4 – 36X5Subject to 2X2 – X3 + X4 – 3X5 ≤ 40 X1 – X2 + 2X4 – 2X5 ≤ 10 X1 ≥ 0, X2 ≤ 0, X3 ≥ 0, X4 ≥ 0, X5 ≥ 0 (a) Write the dual of the LP above, using variables Y1, Y2, etc.(b) Sketch the feasible region of the dual LP in 2 dimensions, and use the graphical method to find the dual optimalsolution (Plot an isovalue line corresponding to the feasible solution, move the line in improving direction, findthe last one touching the feasible region, and any point(s) on the intersection of the last isovalue line andfeasible region are optimal solutions)(c) Using complementary slackness conditions, - write equations which must be satisfied by the optimal primal solution X* - which primal variables must be zero?(d) Using the information in (c), determine the optimal primal solution X* (e) Compare the optimal objective values of the primal and dual solutionsConsider the following all-integer linear program: Max 5x1 + 8x2 s.t. 6x1 + 5x2 ≤ 28 11x1 + 5x2 ≤ 46 x1 + 2x2 ≤ 8 x1, x2 ≥ 0 and integer Find the optimal solution to the LP Relaxation. If required, round your answers to two decimal places. x1= fill in the blank 2 x2= fill in the blank 3 Optimal Solution to the LP Relaxation fill in the blank 4 Round down to find a feasible integer solution. If your answer is zero enter “0”. x1= fill in the blank 5 x2= fill in the blank 6 Feasible integer solution fill in the blank 7 Find the optimal integer solution. If your answer is zero enter “0”. x1= fill in the blank 8 x2= fill in the blank 9 Optimal Integer Solution fill in the blank 10
- Consider the following all-integer linear program: Max 5x1 + 8x2 s.t. 6x1 + 5x2 ≤ 28 11x1 + 5x2 ≤ 46 x1 + 2x2 ≤ 8 x1, x2 ≥ 0 and integer Find the optimal solution to the LP Relaxation. If required, round your answers to two decimal places. x1= fill in the blank 2 x2= fill in the blank 3 Optimal Solution to the LP Relaxation fill in the blank 4 Round down to find a feasible integer solution. If your answer is zero enter “0”. x1= fill in the blank 5 x2= fill in the blank 6 Feasible integer solution fill in the blank 7 Find the optimal integer solution. If your answer is zero enter “0”. x1= fill in the blank 8 x2= fill in the blank 9 Optimal Integer Solution fill in the blank 10 Is it the same as the solution obtained in part (b) by rounding down?Determine whether the problem has multiple solutions, unbounded solutions, or no feasible solutions.Maximize z = 10x1 + 11x2 + 7x3, subject to 2x1 + 3x2 − 9x3 ≤ 72 2x1 + 5x2 − 10x3 ≥ 100 x1 ≥ 0, x2 ≥ 0, x3 ≥ 0 The problem has multiple solutions. The problem has unbounded solutions. T he problem has no feasible solutions.Consider the following LP model in standard form, with a row for the objective function Z. a) Put it into Canonical form ( or Simplex Tableau form) with basic variables X1, X2 , and X3. b) Determine the association BFS (Basic Feasible Solution) and the new formula for the objective function Z Minimize 10X1 + 4X2 Sujbject to 3X1 + 2X2 - X3 = 60 7X1 + 2X2 - X4 = 84 3X1 + 6X2 -X5 = 72 X1, X2, X3 , X4 , X5 >= 0
- Consider the following all-integer linear program. Max 1x1 + 1x2 s.t. 5x1 + 7x2 ≤ 42 1x1 + 5x2 ≤ 20 2x1 + 1x2 ≤ 15 x1, x2 ≥ 0 and integer (b)Solve the LP Relaxation of this problem. ( ) at (x1, x2) = ( )Solve by the Big M – method: Maximize Ζ= x1 + 2x2 −3x3 + x4 Subject to x1 +2x2 +3x3 =15 2x1 +x2 + 5x3 = 20 x1 +2x2 +x3 +x4 = 10 x1 + 4x2 +6x3 ≤ 5 Where x x x x1, 2, 3, 4 ≥ 0We have 60 meters of fence and want to fence a triangular shaped area. Please formulate an NLP (do not try to solve) that will enable us to maximize the fenced area (Hint: The area of a triangle with sides of length a, b, and c is ( s (s – a) (s – b) (s – c))1/2, where s is half the parameter of the triangle).
- Consider the following all-integer linear program. Max 1x1 + 1x2 s.t. 5x1 + 7x2 ≤ 42 1x1 + 5x2 ≤ 20 2x1 + 1x2 ≤ 15 x1, x2 ≥ 0 and integer (b)Solve the LP Relaxation of this problem. ( ) at (x1, x2) = ( ) (c) Find the optimal integer solution. ( ) at (x1, x2) = ( )Solve using the simplex method the following problem:Maximize Z=3X1 + 2X2 subject to: 2X1+ X2 ≤ 18 2X1 + 3X2 ≤ 42 3X1 + X2 ≤ 24 X1 ≥ 0 , X2 ≥ 0Consider the following all-integer linear program. Max 5x1 + 8x2 s.t. 6x1 + 5x2 ≤ 25 10x1 + 4x2 ≤ 40 1x1 + 2x2 ≤ 8 x1, x2 ≥ 0 and integer (a) Graph the constraints for this problem. Use points to indicate all feasible integer solutions. (b) Find the optimal solution to the LP Relaxation. (Round your answers to three decimal places.) at (x1, x2) = Using this solution, round down to find a feasible integer solution. at (x1, x2) = (c) Find the optimal integer solution. at (x1, x2) = Is it the same as the solution obtained in part (b) by rounding down? YesNo