Department of Industrial Engineering

IEE 574 Applied Deterministic Operations Research

Final Sample

Name: 1. Consider the following quadratic programming problem:

2 max f (x) = 8x1 x2 1 + 4 x2 x2 s.t. x1 + x2 2 (QP ) x1 , x2 0

Grade:

(a). Write down the KKT condition for the problem (QP).

(b). Use the modied simplex method to solve the problem (QP) (Perform at most 2 simplex iterations).

IEE 574 Final 1

2. Consider the following IP problem: max z = 220x1 + 80x2 s.t. 5 x1 + 2 x2 2x1 x2 x 1 + 2 x 2 x1 , x2 0 16 4 4 and integers

Use branch and bound algorithm to solve this problem by hand. For each subproblem, solve its LP relaxation graphically.

IEE 574 Final 2

3. Professor Z needs to schedule six round-trips between Boston and Washington, D.C in the next month. The route is served by three airlines: Eastern, US Air, and Continental, and there is no penalty for the purchase of one-way tickets. Each airline oers bonus miles for frequent iers. Eastern gives 1000 miles per (one-way) ticket plus 5000 extra miles if the number of tickets in a month reaches 2 and another 5000 miles if the number exceeds 5. US Air gives 1500 miles per trip plus 10,000 extra for each 6 tickets. Continental gives 1800 miles plus 7000 extra for each 5 tickets. Professor Z wishes to allocate the 12 one-way tickets among the three airlines to maximize the total number of bonus miles earned. Formulate the problem as an integer programming problem. Dene ALL variables explicitly and explain the objective and constraints.

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4. Daw Chemical owns two plants that manufacture a basic chemical compound for two customers at the rate of 660 and 800 tons per month. The monthly production capacity of plant 1 is between 400 and 800 tons and that of plant 2 is between 450 and 900 tons. The production costs per ton in plant 1 and 2 are $ 25 and $ 28, respectively. Raw material for the plants is provided by two suppliers, who are contracted to ship at least 500 and 700 tons per month for plants 1 and 2 at the cost of $200 and $210 per ton, respectively. Daw Chemical also pays for the transportation cost of both the raw materials and the nal compound. The costs per ton of transporting the raw material from supplier 1 to plant 1 and 2 are $ 10 and $12, respectively. Similar cots from supplier 2 are $9 and $13, respectively. The transportation costs per ton from plant 1 to clients 1 and 2 are $ 3 and $ 4, and from plant 2 are $ 5 and $ 2, respectively. Assuming that 1 ton of raw material produces 1 ton of the nal compound, formulate the problem as a minimal cost network ow problem.

IEE 574 Final 4