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OR6205 M5 Practice Exam

This document contains two practice problems for deterministic operations research. The first problem involves formulating a linear program to maximize profit for a saw mill that produces two types of logs. The objective is to maximize profit from log sales minus costs of destroying unusable sawdust. Constraints include daily machine time availability and relationships between logs processed and sawdust/pressed wood products produced. The second problem involves solving a multi-part linear programming problem graphically and algebraically. It asks the test taker to find optimal solutions, infeasible regions, alternative objectives, and construct an initial basic feasible solution using the Big M method.

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Mohan Bolla
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222 views

OR6205 M5 Practice Exam

This document contains two practice problems for deterministic operations research. The first problem involves formulating a linear program to maximize profit for a saw mill that produces two types of logs. The objective is to maximize profit from log sales minus costs of destroying unusable sawdust. Constraints include daily machine time availability and relationships between logs processed and sawdust/pressed wood products produced. The second problem involves solving a multi-part linear programming problem graphically and algebraically. It asks the test taker to find optimal solutions, infeasible regions, alternative objectives, and construct an initial basic feasible solution using the Big M method.

Uploaded by

Mohan Bolla
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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25

DETERMINISTIC OPERATIONS RESEARCH

3UDFWLFH([DP

Problem 1 (25 points)


A saw mill makes two products for log-home kits: fir logs and spruce logs which can be
sold at profits of $16 and $20, respectively. Each spruce log requires .4 hours of
processing time on the bark peeler and 1 hour on a slab saw. Each fir log requires .5
hours on the peeler and .7 hours on the slab saw. Each log then, regardless of type,
requires .3 hours on the planer. Because of maintenance requirements and labor
restrictions, the bark peeler is available 10 hours per day, the slab saw 12 hours per day,
and the planer 14 hours per day. Bark and sawdust are by-products of these operations.
All the bark can be put through a chipper and sold in unlimited quantities to a nearby
horticulture supplier. Dried fir sawdust can be directed to a similar market, at a net profit
of $1.40 per processed log. Limited amounts of the spruce sawdust can be made into
marketable pressed-wood products, but the rest must be destroyed. For each spruce log
produced, enough sawdust (5 pounds) is generated to make 3 pressed-wood products,
which after manufacturing can be sold at a unit profit of $2 per pressed-wood product.
However, the market can absorb only 60 of the pressed-wood products per day and the
remaining spruce sawdust must be destroyed at a cost of $0.60 per pound. The saw mill
wishes to make the largest possible profit, considering the cost of destroying the unusable
spruce sawdust.

Formulate a linear program for this problem. Do not solve. Define your variables before
you use them. Also describe in a few words what your objective function and each of
your constraints represents.

Solution
!Let f and s be the number of fir logs and spruce logs produced and sold
per day, respectively;
!Let prwood be the number of pressed-wood products made and sold per day;
!Let waste (lbs) be the spruce sawdust to be destroyed each day;

max=16*f + 20*s + 1.40*f + 2*prwood - .60*waste;!maximize profit minus cost;

.5*f + .4*s <= 10; !bark peeler daily availability;


.7*f + 1*s <= 12; !slab saw daily availability;
.3*f + .3*s <= 14; !planer daily availability;
5*s = (5/3)*prwood + waste;!spruce sawdust produced daily =
sawdust used for making pressed wood products + waste.
Note that (5/3) lbs of sawdust makes one pressed-wood product;
prwood <= 60;
! all variables are >=0;

Problem 2 (75 points)


Consider the following linear programming problem P:
Minimize z= x1 -2 x2
Subject to x1 + x2 ≥ 2 (1)
-x1 + x2 ≥ 1 (2)
x2 ≤ 3 (3)
____________________________________
x2 ≥ 0
x1 unconstrained in sign

Let the surplus of constraint (1) and (2) be x3 and x4, respectively, and the slack of
constraint (3) be x5. Answer the following independent questions:
1 Solve the problem graphically:
Identify the feasible region by its corner points (coordinates x1 and x2 ) and shade
it. Find the optimal point on the graph and write the optimal values of the
variables and z, below.
x1* = -1 x2* =3 x3* =0 x4* =3 x5* =0 z* =-7
2 Determine the optimal solution, if instead of minimization the objective was
maximization. A(1/2,3/2)
3 Write an objective function that has multiple optima on the feasible region of
problem P. min x1 + x2, min -x1 + x2 , max x2; or any positive multiple of them.
4 Determine a right hand side value of constraint (3) that renders the problem
infeasible. Note that there are many values with that property.
Any value less than 3/2; for example 1.2.
5 What is the optimal solution if constraint (3) is removed from the formulation?
The problem has no optimal solution, or it has an unbounded z-value.
6 Construct the initial basic solution by adding artificial variables and making the
necessary variable transformations so that you can apply the Big M method to
Problem P. Set up Big M method iteration (0) tableau. Indicate the entering and
leaving variable and perform a single iteration. Write the resulting basic solution
of iteration (1) and indicate whether it is feasible or infeasible to Problem P.
Indicate on the graph the point this basic solution corresponds to and the
constraints (if any) that are violated.
the optimal
Problem 2 – Question 1 Solution
point x2

C
3
(-1,3) B

1 A

-1 2
x1
Extreme points: A(1/2,3/2), B(2,3) and C(-1,3).

Problem 2 – Question 6 Solution


Min Z = X1 - 2 X2
subject to
1) X1 + X2 >= 2
2) -X1 + X2 >= 1
3) X2 <= 3
and X1 unconstrained, X2 >= 0.

Transformation of X1: X1 = X1+ - X1- ; Conversion to maximization;


Subtracting surplus, adding slacks and artificials:

Max -Z = - X1+ + X1- + 2 X2 - MX6 - MX7 ; or


0) -Z + X1+ - X1- - 2 X2 + MX6 + MX7 = 0
subject to
1) X1+ - X1- + X2 - X3 + X6 = 2
2) - X1+ + X1- + X2 - X4 + X7 = 1
3) X2 + X5 = 3

Subtracting M*eq(1) + M*eq(2) from (0)eq we have the new (0) eq:
-Z + X1+ - X1- + (-2M-2)X2 + Mx3 + Mx4 = -3M

Solve by the Simplex Method:


Bas |Eq | Coefficient of | Right
Var |No|Z | X1+ X1- X2 X3 X4 X5 X6 X7 | side
___|__|__|_______________________________________________________
| | | -2M M M | -3M
Z | 0 | -1| 1 -1 -2 0 0 0 0 0 | 0
X6 | 1 | 0| 1 -1 1 -1 0 0 1 0 | 2 X2 enters, X6 leaves
X7 | 2 | 0| -1 1 1* 0 -1 0 0 1 | 1 the basis
X5 | 3 | 0| 0 0 1 0 0 1 0 0 | 3

Bas |Eq| Coefficient of | Right


+ -
Var |No| Z| X1 X1 X2 X3 X4 X5 X6 X7 | side
___|__|__|_______________________________________________________
| | | -2M 2M M -M 2M | -M
Z | 0 |-1| -1 +1 0 0 -2 0 0 +2 | +2
X6 | 1| 0 | 2* -2 0 -1 1 0 1 -1 | 1
X2 | 2| 0 | -1 1 1 0 -1 0 0 1 | 1
X5 | 3| 0 | 1 -1 0 0 1 1 0 -1 | 2

The current BS is: X1+ = X1- = 0, which implies that X1=0;


X3=X4=X7=0; X2 =1, X5=2, X6=1
It is infeasible to problem P because the artificial variable X6 is positive.
The constraint that is associated with that variable is violated, i.e. constraint (1).

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