9.7 Practice Problems
Problem 9.7.1. Formulate: a firm may build up to three warehouses, at sites with fixed costs \(100\), \(120\), \(90\) and capacities \(50\), \(60\), \(40\); it must store \(80\) units; storage costs \(2\), \(1.5\), \(2.5\) per unit at the three sites. Minimise total cost.
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Solution. Let \(y_j \in \{0, 1\}\) open site \(j\) and \(x_j \geq 0\) be the units stored there. Minimise \(100y_1 + 120y_2 + 90y_3 + 2x_1 + 1.5x_2 + 2.5x_3\) subject to \(x_1 + x_2 + x_3 = 80\), \(x_j \leq c_jy_j\) with \(c = (50, 60, 40)\). Opening sites \(1\) and \(2\) (capacity \(110\)) with \(x_2 = 60\), \(x_1 = 20\) costs \(220 + 90 + 40 = 350\); sites \(2\) and \(3\) with \(x_2 = 60\), \(x_3 = 20\) cost \(210 + 90 + 50 = 350\) as well; sites \(1\) and \(3\) hold only \(90\) and cost \(190 + 100 + 75 = 365\) with \(x_1 = 50\), \(x_3 = 30\). So the optimum is \(350\), attained in two ways.
Problem 9.7.2. Solve the knapsack problem: maximise \(10y_1 + 13y_2 + 7y_3 + 8y_4\) subject to \(4y_1 + 6y_2 + 3y_3 + 5y_4 \leq 10\), \(y \in \{0, 1\}^4\), and compare with its LP relaxation.
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Solution. The value per unit weight is \(2.5\), \(2.17\), \(2.33\), \(1.6\). The LP relaxation fills by ratio: \(y_1 = 1\), \(y_3 = 1\) (weight \(7\)), then \(y_2 = \frac 36 = \frac 12\), value \(10 + 7 + 6.5 = 23.5\). Among integer choices of weight at most \(10\): \(\{1, 2\}\) weight \(10\), value \(23\); \(\{1, 3\}\) value \(17\); \(\{2, 3\}\) weight \(9\), value \(20\); \(\{1, 4\}\) value \(18\); \(\{3, 4\}\) value \(15\); \(\{2, 4\}\) weighs \(11\), and every triple weighs more than \(10\). The optimum is \(y_1 = y_2 = 1\), value \(23\), with LP bound \(23.5\).
Problem 9.7.3. Model the condition “if product \(A\) is made (\(x_A > 0\)) then at least \(10\) units of product \(B\) must be made”, with \(x_A \leq 100\).
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Solution. Introduce \(y \in \{0, 1\}\) with \(x_A \leq 100y\) and \(x_B \geq 10y\). If \(x_A > 0\) then \(y = 1\) and \(x_B \geq 10\); if \(y = 0\) then \(x_A = 0\) and \(x_B \geq 0\) only.
Problem 9.7.4. Derive the Gomory cut from the \(x_1\) row of the optimal tableau of Example 9.3.2, which is \(x_1 + \frac 14s_1 - \frac 12s_2 = 3\), and explain the result.
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Solution. The right-hand side \(3\) is an integer, so this row gives no cut: \(x_1\) is already integral at the LP optimum. A Gomory cut needs a row whose basic variable is fractional, here the \(x_2\) row.
Problem 9.7.5. Solve Example 9.3.2 by best-bound search and count the nodes. Does the order matter here?
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Solution. The root (\(21\)) branches into \(x_2 \leq 1\) (\(20.67\)) and \(x_2 \geq 2\) (\(18\)). Best bound expands \(20.67\) first, giving \((3, 1)\) with \(19\) and \((4, 0)\) with \(20\). The incumbent \(20\) now exceeds the open bound \(18\), which is pruned. Five LPs are solved, the same as depth first; on larger problems best bound usually solves fewer.
Problem 9.7.6. A company has goals: profit at least Rs. 1000 (priority \(1\)) and overtime at most \(10\) hours (priority \(2\)). With profit \(40x_1 + 30x_2\), labour \(3x_1 + 4x_2\) in a week with \(60\) regular hours, and \(x_1 + x_2 \leq 30\), find the preemptive solution.
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Solution. Priority \(1\): profit \(\geq 1000\) is attainable (for example \(x_1 = 25\)). Priority \(2\): minimise overtime \(3x_1 + 4x_2 - 60\) subject to \(40x_1 + 30x_2 \geq 1000\). Labour per rupee of profit is \(\frac 3{40} = 0.075\) for \(x_1\) and \(\frac 4{30} = 0.133\) for \(x_2\), so use \(x_1\) only: \(x_1 = 25\), labour \(75\), overtime \(15\), which misses the overtime goal by \(5\) hours. No plan meets both goals: the profit goal forces at least \(75\) hours.
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