Appendix 9A Page 164

Solutions to Problems: 9A
A-1.

Integer Programming Using Microsoft Solver (refer to Problem 5 in text).

m=
k=
Customer
1
2
3
4
VC
FC
0.0002

100
3
N
500
1000
100
50

F
50000
30000
18000
20000

1
5
1
3
7
0.25
500

Bank
2
2
5
4
1
0.7
600

3
1
4
5
3
0.5
400

Customer
1

N
2000

F
50000

1
5

Bank
2
3
3
1

M=
Z =
k=

100
3
11%

4000

30000

i=

0.00030137

1000

18000

200

20000
VC =
FC =

7
0.3
300

1
0.6
400

3
0.8
150

Appendix 9A Page 165

Bank
Customer
1
2
3
4

Customer
1
2
3
4

MIN:
X11

Bank Float
1
2
27397 10959
6575 32877
1184
1578
1534
219

1534
6
X12

0
0
Constraints
0
0

X13
572
9
1

ADJUSTABLE VARIABLES
2
3
0.0000
1.0000
0.0000
1.0000
0.0000
0.0000
0.0000
0.0000
0.0000
1.0000

1
1.0000
0.0000
1.0000
1.0000
0.0000

3
5479
26301
1973
658

X21 X22
682
5
0

1
125
250
25
13

X23
0

X31
120
9

Y
X
X
X
X

Variable Cost
2
3
350
250
700
500
70
50
35
25

X32

X33

X41 X42
0

X43

Y1

Y2

683

500

Y3 Sum
400
1

Sign

Value

9A.2

Appendix 9A Page 166

0
1

0
0

1
0

1
1
-1

0
1

2E11

2E11

0
0

0
1

-1

9A.2

9A.2

9A.2

<

9A.3

-98

<

9A.6

<

9A.6

-98

<

9A.6

ADJUSTABLE VARIABLES
Bank 1
2
3
Customer
1.000 1.000 1.000 Y
1
0.000 0.000 1.000 X
2
1.000 0.000 0.000 X
3
1.000 0.000 0.000 X
4
0.0000 1.000 0.000 X
Customer
1
2
3
4

1
150685
36164
16274
8438

Bank Float
2
90411
216986
37973
1205

MIN: 87851
X11 X12 X13 X21 X22
0
0
31737 37364 0

Variable Cost
1
2
3
600
1200 1600
1200 2400 3200
300
600
800
60
120
160

3
30137
144658
27123
3616

X23
0

X31 X32
16574 0

X33
0

X41
0

X42
1325

X43
0

Y1
300

Y2
400

Y3 Sum
150
Sign Value

Appendix 9A Page 167

Constraints
0
0

1
1

0
1

0
0

1
0

1
0

1
A-2.

0
1
-1

0
0

1
-1

Integer Programming Using Microsoft Solver (refer to Problem 6 in text).

Customer
1
2
3

N
2000
10000
4000

F
500
900
1500

1
6
5
1
0.55
350

VC
FC
m=
k=

100
3

Customer
N
F
1
1
2000
500
6
2 10000
900
5
3
4000
1500
1
VC
0.55
FC
350
0.0002 = daily opportunity rate

Bank
2
2
1
4
0.2
550

3
1
3
6
0.7
250

Bank
2
2
1
4
0.2
550

3
1
3
6
0.7
250

M=
Z=
k=
i=

100
3
10%
0.000273973

1 =
1 =
1 =
1 =
1
3 <
-98 <
-99 <
-1 -99 <

1
1
1
1
3
0
0
0

9A.2
9A.2
9A.2
9A.2
9A.3
9A.6
9A.6
9A.6

Appendix 9A Page 168

Bank
Customer
1
2
3

Customer
1
2
3

MIN:
X11

Bank Float
1
2
1315
438
9863
1973
1315
5260

922
6
X12 X13 X21

0 838
Constraints
0
1

1
1.0000
0.0000
0.0000
1.0000

3
219
5918
7890

ADJUSTABLE VARIABLES
2
3
1.0000
0.0000 Y
1.0000
0.0000 X
1.0000
0.0000 X
0.0000
0.0000 X

1
1100
5500
2200

X23

X22
397
3

X31
351
5

X32 X33
0

Y1

Y2

350

550

Y3 Sum
0

0
1

Variable Cost
2
3
400
1400
2000
7000
800
2800

0
1
-1

Sign

Value

9A.2

9A.2

9A.2

<

9A.3

-99

<

9A.6

Appendix 9A Page 169

1
0

0
0

-1
0

-98

<

9A.6

<

9A.6

Appendix 9A Page 170

Bank
Customer
1
2
3
Customer
1
2
3

1
1.000
0.000
0.000
1.000

Bank Float
1
2
1644
548
12329
2466
1644
6575

MIN: 10158
X11 X12 X13
0
948
0
Constraints
0
1
0

X21
0

X22
4466

ADJUSTABLE VARIABLES
2
3
1.000 0.000 Y
1.000 0.000 X
1.000 0.000 X
0.000 0.000 X
Variable Cost
1
2
3
1100 400
1400
5500 2000 7000
2200 800
2800

3
274
7397
9863

X23
0

X31
3844

X32
0

X33
0

Y1
350

0
1

0
1

1
1

Y3
0

0
1

Y2
550

-1
0

-1
0

Sum
Sign

Value

9A.2

9A.2

9A.2

<

9A.3

-99

<

9A.6

-98

<

9A.6

<

9A.6