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HW6

This document provides the details for Homework 6, which involves solving several linear programming problems. Students are asked to: 1) Write the dual linear programs for three provided primal linear programs and use the dual programs to find bounds on the optimal values. 2) Find the optimal solution to one dual linear program using complementary slackness given the optimal solution to the corresponding primal program. 3) Formulate a new linear program to model a production planning problem with additional switching costs between months, implement it in Excel, and find the new optimal production plan and cost.

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Thomas Rhee
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Download as PDF, TXT or read online on Scribd
131 views

HW6

This document provides the details for Homework 6, which involves solving several linear programming problems. Students are asked to: 1) Write the dual linear programs for three provided primal linear programs and use the dual programs to find bounds on the optimal values. 2) Find the optimal solution to one dual linear program using complementary slackness given the optimal solution to the corresponding primal program. 3) Formulate a new linear program to model a production planning problem with additional switching costs between months, implement it in Excel, and find the new optimal production plan and cost.

Uploaded by

Thomas Rhee
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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70-257 Optimization for Business HW 6

Homework 6
Due: Wednesday, October 9, 12:00pm
Grader: Melda Korkut

• Upload your completed assignment, including your Excel spreadsheet, to Canvas


• Cite all sources used (beyond course materials)

6.1 Consider the following LP:


min 2x1 + 4x2 + 3x3 + 6x4
s.t. x1 + 2x2 + 5x3 ≥ 1
x1 + x3 + 3x4 ≥ 2
x2 + 2x3 ≥ 10
x1 + 2x2 + x4 ≥ 6
x1 , x2 , x3 , x4 ≥ 0
a) Write its dual LP.
b) Use the dual LP to show that the primal LP’s optimal value is at least 12.
c) Which concept did you rely on to answer part (b)? A two-word answer will suffice.
6.2 Consider the following LP:
min 7x + 2y + 12z
s.t. x + y + z ≥ 1
x + 2y + 2z ≥ 2
x − 2y + 3z ≥ 1
a) Write its dual LP.
b) Use the dual LP to show that the primal LP’s optimal value is exactly 8.
c) Which concept did you rely on to answer part (b)? A two-word answer will suffice.
6.3 Consider the following LP:

max 6x1 + 10x2 + 9x3 + 20x4


s.t. 4x1 + 9x2 + 7x3 + 10x4 ≤ 600
x1 + x2 + 3x3 + 40x4 ≤ 400
3x1 + 4x2 + 2x3 + x4 ≤ 500
x1 , x2 , x3 , x4 ≥ 0

1
70-257 Optimization for Business HW 6

a) Write its dual LP.


b) The optimal solution to the primal LP is (x∗1 , x∗2 , x∗3 , x∗4 ) = ( 400
3
, 0, 0, 20
3
). Use comple-
mentary slackness to find the optimal solution (not the optimal value) to the dual LP.
6.4 In Lecture 11, we modeled and solved the following problem:
A manufacturer is deciding its production over the next four month planning horizon:
• Marketing has forecasted the exact demand for each month (see table below)
• Each month’s demand must be satisfied (no backlogging, lost sales, etc.)
• Production is limited to up to 200 units per month
• Up to 100 units can be stored at a holding cost of $2 per unit per month.

Month 1 2 3 4
Demand 100 150 150 250
Per-unit Production Cost $11 $14 $15 $16

Now suppose that there is an additional cost to switching production levels month to
month. This cost is $0.50 per unit – for example, if we produce 100 units in month 1 and
200 units in month 2, we will pay a switching cost of $50. (Assume that we can select any
initial production level for month 1 without a switching cost.)
a) Formulate a linear program to solve for the new optimal production plan. Make sure
your variables are clearly defined, and that your objective and constraints are written
out completely.
b) Implement your model in Excel.
c) What is the new optimal production plan? What is its cost?
Hint 1: The completed model and spreadsheet from Lecture 11 are available on Canvas.
You can and should build upon these.
Hint 2: You may find the modeling “tricks” from Lecture 10 useful.

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