Emgt501 HW (2002)
Emgt501 HW (2002)
Emgt501 HW (2002)
HW #1
3.1-4
3.1-11
3.4-16
Due Day: Sep 12
3.1-4 Use the graphical method to solve the problem:
Maximize Z 2x1 x 2 ,
subject to
x2 10
2 x1 5 x2 60
x1 x2 18
3x1 x2 44
and
x1 0, x 2 0.
3.1-11 The Omega Manufacturing Manufacturing Company has
discontinued the production of a certain unprofitable product line.
This act created considerable excess production capacity.
Management is considering devoting this excess capacity to one
ore more of three products; call them products 1, 2, and 3. The
available capacity on the machines that might limit output is
summarized in the following table:
Available Time
Machine Type (Machine Hours per Week)
Milling machine 500
Lathe 350
Grinder 150
The number of machine hours required for each unit of the
respective products is
Productivity coefficient (in machine hours per unit)
Machine Type Product 1 Product 2 Product 3
Milling machine 9 3 5
Lathe 5 4 0
Grinder 3 0 2
The sales department indicates that the sales potential for products 1
and 2 exceeds the maximum production rate and that the sales
potential for product 3 is 20 units per week. The unit profit would
be $50, $20, and $25, respectively, on products 1, 2, and 3. The
objective is to determine how much of each product Omega should
produce to maximize profit.
(a) Formulate a linear programming model for this problem.
(b) Use a computer to solve this model by the simplex method.
3.4-16 A cargo plane has three compartments for storing cargo:
front, center, and back. These compartments have capacity limits
on both weight and space, as summarized below:
Weight Space
Capacity Capacity
Compartment (Tons) (Cubic Feet)
Front 12 7,000
Center 18 9,000
Back 10 5,000
2 4 6 8 10 12 x1
3-1-11
(a) Let
x1 number of units of product 1
x 2 number of units of product 2
x 3 number of units of product 3
Maximize Z 50x1 20x 2 25x 3 ,
subject to 9 x1 3x 2 5x 3 500
5x1 4 x 2 350
3x1 2 x 3 150
x 3 20
x1 0, x 2 0, x 3 0.
(b)
x1* 26.1965
x2 * 54.7619
x3 * 20
Z * 2904.7619
3-4-16 x1F # of tons of cargo type 1 in F conpartmen t
x1C # of tons of cargo type 1 in C conpartmen t
x1B # of tons of cargo type 1 in B conpartmen t
x2 F # of tons of cargo type 2 in F conpartmen t
x2C # of tons of cargo type 2 in C conpartmen t
x2 B # of tons of cargo type 2 in B conpartmen t
x3 F # of tons of cargo type 3 in F conpartmen t
x3C # of tons of cargo type 3 in C conpartmen t
x3 B # of tons of cargo type 3 in B conpartmen t
x4 F # of tons of cargo type 4 in F conpartmen t
x4C # of tons of cargo type 4 in C conpartmen t
x4 B # of tons of cargo type 4 in B conpartmen t
Max P 320 x1F 320 x1C 320 x1B 400 x2 F 400 x2C 400 x2 B
360 x3 F 360 x3C 360 x3 B 290 x4 F 290 x4C 290 x4 B
s.t. x1F x2 F x3 F x4 F 12
x1C x2C x3C x4C 18
x1B x2 B x3 B x4 B 10
x1F x1C x1B 20
x2 F x2C x2 B 16
x3 F x3C x3 B 25
x4 F x4C x4 B 13
500 x1F 700 x2 F 600 x3 F 400 x4 F 7000
500 x1C 700 x2C 600 x3C 400 x4C 9000
500 x1B 700 x2 B 600 x3 B 400 x4 B 5000
1 1 1 1 1 1 1 1
x1F x2 F x3 F x4 F - x1C - x2C - x3C - x4C 0
12 12 12 12 18 18 18 18
1 1 1 1 1 1 1 1
x1F x2 F x3 F x4 F - x1B - x2 B - x3 B - x4 B 0
12 12 12 12 10 10 10 10
and
x1F 0, x1C 0, x1B 0, x2 F 0, x2C 0, x2 B 0,
x3 F 0, x3C 0, x3 B 0, x4 F 0, x4C 0, x4 B 0.
Maximize Z 2 x1 4 x2 3x3 ,
subject to
3x1 4 x2 2 x3 60
2 x1 x2 2 x3 40
x1 3x2 2 x3 80
and
x1 0, x2 0, x3 0.
(b) Work through the simplex method step by step in tabular form.
(c) Use a software package based on the simplex method to solve
the problem.
EMGT 501
HW #2
Answer
4.4-6
(b), (c)
4.4-6 (b)
Basis Z X1 X2 X3 X4 X5 X6 RHS
Z 1 -2 -4 -3 0 0 0 0
X4 0 3 4 2 1 0 0 60
X5 0 2 1 2 0 1 0 40
X6 0 1 3 2 0 0 1 80
Z 1 1 0 -1 1 0 0 60
X2 0 3/4 1 1/2 1/4 0 0 15
X5 0 5/4 0 3/2 -1/4 1 0 25
X6 0 -5/4 0 1/2 -3/4 0 1 35
Z 1 11/6 0 0 5/6 2/3 0 230/3
X2 0 1/3 1 0 1/3 -1/3 0 20/3
X3 0 5/6 0 1 -1/6 2/3 0 50/3
X6 0 -5/3 0 0 -2/3 -1/3 1 80/3
(c)
Optimal solution ( x1 *, x2 *, x3 *, x4 *, x5 *, x6 *) (0, 20 / 3, 50 / 3, 0, 0, 80 / 3)
with Z 230 / 3.
EMGT 501
HW #3
6.1-4
6.1-5
Dual Formulation of DEA
6.1-4
For each of the following linear programming models, give your recommendation on
which is the more efficient way (probably) to obtain an optimal solution: by applying the
simplex method directly to this primal problem or by applying the simplex method directly
to the dual problem instead. Explain.
2 x1 x2 x3 20 x j 0, for j 1, 2, 3, 4, 5.
and
x1 0, x2 0, x3 0.
6.1-5
Consider the following problem.
Maximize Z x1 2 x2 x3 ,
subject to
x1 x2 2 x3 12
x1 x2 x3 1
and
x1 0, x2 0, x3 0.
(a) Construct the dual problem.
(b) Use duality theory to show that the optimal solution
for the primal problem has Z 0.
Formulate the Dual Form of the DEA Problem
Primal Form of DEA
s
Max
u y
r 1
r rk
v x
s.t.
i ik 1
i 1
s m
u y v x
r 1
r rj
i 1
i ij 0
( j 1 ~ n)
ur 0, vi 0.
EMGT 501
HW#3
Answer
6.1-4
6.1-5
Dual Formulation of DEA
6.1-4 (a) Dual formulation becomes
Min 25 y1 25 y2 40 y3 90 y4 20 y5
s.t. 3 y1 1y2 5 y3 1y4 2 y5 10
1y1 2 y2 1y3 1y4 1y5 4
2 y1 3 y2 2 y3 1y4 1y5 7
y1 , y2 , y3 , y4 , y5 0.
# of constraints of Dual = 3
# of constraints of Primal = 5
So, Dual is better than Primal because the size
of B-1 in Dual is smaller than that of Primal.
(b) Dual formulation becomes
Min 6 y1 15 y2
s.t. y 4y 2
1 2
3 y1 6 y2 5
2 y1 5 y2 3
3 y1 7 y2 4
y1 y2 1
# of constraints of Dual = 5
# of constraints of Primal = 3
So, Primal is better than Dual because the size
of B-1 in Primal is smaller than that of Dual.
6.1-5
(a)
Min 12 y1 1y2
s.t. y1 y2 1
y1 y2 2
2 y1 y2 1
y1 0, y2 0
(b)
It is clear that Z*=0, y1*=0, y2*=0.
Primal Form Dual Form
s
Max u y
r 1
r rk
Min
s.t.
m
s.t.
n
v x
i 1
i ik 1
[ ] x ik x ij j 0
s m
j1
u y v x
r 1
r rj
i 1
i ij 0 i 1~ m
n
( j 1 ~ n)
y rj j y rk
[ j ] j1
ur 0, vi 0. r 1~ s
: URS , j 0.
EMGT 501
HW#4
10.3-1
10.4-5
10.3-1
You and several friends are about to prepare a lasagna dinner. The
tasks to be performed, their immediate predecessors, and their
estimated durations are as follows:
Tasks that
Task Task Description Must Precede Time
A Buy the mozzarella cheese* 30 minutes
B Slice the mozzarella A 5 minutes
C Beat 2 eggs 2 minutes
D Mix eggs and ricotta cheese C 3 minutes
E Cut up onions and mushrooms 7 minutes
F Cook the tomato sauce E 25 minutes
G Boil large quantity of water 15 minutes
H Boil the lasagna noodles G 10 minutes
I Drain the lasagna noodles H 2 minutes
J Assemble all the ingredients I, F, D, B 10 minutes
K Preheat the oven 15 minutes
L Bake the lasagna J, K 30 minutes
* There is none in the refrigerator.
A C E F
START FINISH
B D
Using the PERT three-estimate approach, Sharon has obtained the
following estimates of the duration of each activity.
(a) Find the estimate of the mean and variance of the duration of
each activity.
(b) Find the mean critical path.
(c) Use the mean critical path to find the approximate probability
that the advertising campaign will be ready to launch within
57 days.
(d) Now consider the other path through the project network.
Find the approximate probability that this path will be
completed within 57 days.
(e) Since these paths do not overlap, a better estimate of the
probability that the project will finish within 57 days can be
obtained as follows. The project will finish within 57 days if
both paths are completed within 57 days. Therefore, the
approximate probability that the project will finish within 57
days is the product of the probabilities found in parts (c) and
(d). Perform this calculation. What does this answer say
about the accuracy of the standard procedure used in part (c)?
HW #4
Answer
10.3-1
10.4-5
10.3-1 Start 0
a) 2 7
A 30 C E G 15 K 15
5 3 25 10
B D F H
10 J I 2
30 L
Finish 0
b) Start A B J L Finish * critical path
Length 75 minutes
Start C D J L Finish
Length 45 minutes
Start E F J L Finish
Length 72 minutes
Start G H I J L Finish
Length 67 minutes
Start K L Finish
Length 45 minutes
c, d & e)
Activity ES EF LS LF Slack Critical Path
Start 0 0 0 0 0 Yes
A 0 30 0 30 0 Yes
B 30 35 30 35 0 Yes
C 0 2 30 32 30 No
D 2 5 32 35 30 No
E 0 7 3 10 3 No
F 7 32 10 35 3 No
G 0 15 8 23 8 No
H 15 25 23 33 8 No
I 25 27 33 35 8 No
J 35 45 35 45 0 Yes
K 0 15 30 45 30 No
L 45 75 45 75 0 Yes
Finish 75 75 75 75 0 Yes
Critical Path: Start A B J L Finish
f)
Dinner will be delayed 3 minutes because of the
phone call. If the food processor is used, then
dinner will not be delayed because there was 3
minutes of slack and 5 minutes of cutting time
saved.
10.4 – 5
a) Activity 2
A 12 0
B 23 16
C 15 1
D 27 9
E 18 4
F 6 4
b)
Start A C E F Finish Length 51 days
* critical path
d p 57 50
d) 1.4 P(T 57) 0.9192
2
p 25
Player 2
Strategy
1 2 3 4
1 5 0 3 1
Player 1 2 2 4 3 2
3 3 2 0 4
A B C
A 0.7 0.2 0.1
B 0.2 0.75 0.05
C 0.1 0.1 0.8
What are the steady-state market shares for the two major breweries?
16.5 - 6.
A soap company specializes in a luxury type of bath soap. The
sales of this soap fluctuate between two levels - “Low” and “High” -
depending upon two factors: (1) whether they advertise, and (2) the
advertising and marketing of new products being done by competitors.
The second factor is out of the company’s control, but it is trying to
determine what its own advertising policy should be. For example, the
marketing manager’s proposal is to advertise when sales are low but
not to advertise when sales are high. Advertising in any quarter of a
year has its primary impact on sales in the following quarter.
Therefore, at the beginning of each quarter, the needed information is
available to forecast accurately whether sales will be low or high that
quarter and to decide whether to advertise that quarter.
The cost of advertising is $1 million for each quarter of a year in
which it is done. When advertising is done during a quarter, the
probability of having high sales the next quarter is 1/2 or 3/4, depending
upon whether the current quarter’s sales are low or high. These
probabilities go down to 1/4 or 1/2 when advertising is not done during
the current quarter. The company’s quarterly profits (excluding
advertising costs) are $4 million when sales are high but only $2 million
when sales are low. (Hereafter, use units of millions of dollars.)
(a) Construct the (one-step) transition matrix for each of the following
advertising strategies: (i) never advertise, (ii) always advertise, (iii)
follow the marketing manager’s proposal.
(b) Determine the steady-state probabilities manually for each of the
three cases in part (a).
(c) Find the long-run expected average profit (including a deduction for
advertising costs) per quarter for each of the three advertising strategies
in part (a). Which of these strategies is best according to this measure of
performance?
HW #6
ANSWER
16.5-4
16.5-6
16.5-4
Run the OR courseware and we can find
1 0.346
2 0.385
3 0.269
which means the steady - state market share
for A and B are 0.346 and 0.385 respective ly.
16.5-6
(a ) Let 0 Low
1 High
0 1
0 34 1
Never advertise P 4
11 1
2 2
0 1
0 12 1
Never advertise P 2
11 3
4 4
0 1
0 12 1
Marketing Manager' s Proposal P 2
11 1
2 2
(b)
Never advertise ( 2 , 1 )
3 3
Always advertise ( 1 , 2 )
3 3
Marketing Manager' s Proposal ( 1 , 1 )
2 2
(c)
Never advertise profit 2 2 1 4 2 2 million
3 3 3
Always advertise profit 1 2 2 4 1 2 1 million
3 3 3
Proposal profit 1 (2 1) 1 4 2.5 million
2 2
So the best is to never advertise.
HW #7
17.2-3
17.5-1
17.5-9
Due Day: Dec. 2
17.2-3
Mom-and-Pop’s Grocery Store has a small adjacent parking lot
with three parking spaces reserved for the store’s customers.
During store hours, cars enter the lot and use one of the spaces at a
mean rate of 2 per hour. For n = 0, 1, 2, 3, the probability Pn that
exactly n spaces currently are being used is P0 = 0.2, P1 = 0.3,
P2 = 0.3, P3 = 0.2.
(a) Describe how this parking lot can be interpreted as being a
queueing system. In particular, identify the customers and the
servers. What is the service being provided? What constitutes a
service time? What is the queue capacity?
(b) Determine the basic measures of performance - L, Lq, W, and
Wq - for this queueing system.
(c) Use the results from part (b) to determine the average length of
time that a car remains in a parking space.
17.5-1
Consider the birth-and-death process with all n 2 (n 1, 2, ),
0 3, 1 2, 2 1, and n 0 for n = 3, 4, …
(a) Display the rate diagram.
(b) Calculate P0, P1, P2, P3, and Pn for n = 4, 5, ...
(c) Calculate L, Lq, W, and Wq.
17.5-9
A certain small grocery store has a single checkout stand with a full-
time cashier. Customers arrive at the stand “randomly” (i.e., a
Poisson input process) at a mean rate of 30 per hour. When there is
only one customer at the stand, she is processed by the cashier
alone, with an expected service time of 1.5 minutes. However, the
stock boy has been given standard instructions that whenever there
is more than one customer at the stand, he is to help the cashier by
bagging the groceries. This help reduces the expected time required
to process a customer to 1 minute. In both cases, the service-time
distribution is exponential.
(a) Construct the rate diagram for this queueing system.
(b) What is the steady-state probability distribution of the number of
customers at the checkout stand?
(c) Derive L for this system. (Hint: Refer to the derivation of L for
the M/M/1 model at the beginning of Sec. 17.6.) Use this
information to determine Lq, W, and Wq.
HW #7
ANSWER
17.2-3
17.5-1
17.5-9
17.2-3 (a)
0 1 2 3 4 ...
2 2 2 2
0 3
(b) P1 P0 P0
1 2
0 1 3 2 3
P2 P0 P0 P0
1 2 2 2 2
0 12 3 2 1 3
P3 P0 P0 P0
1 2 3 2 2 2 4
P4 P5 0
3 3 3
P0 P1 P2 P3 1 P0 1
2 2 4
4
so, P0
19
6 6 3
Hence, P1 , P2 , P3 .
19 19 19
27
W L 19 109 0.9
30
19
Lq 12
Wq 19 52 0.4
30
19
17.5-9
(a)
0 30 1 30 2 30
0 1 2 3 ...
1 40 2 60 3 60
0 10
(b) P1 P0 , P2 P0 ,
1 2 1
1
P n 1 P0
n
n 0
1
n 1 1 2
n 1
1
P0 n 1
1
1 n 1 2
1 1
1 1 30 1
1
1 1 2 40 1 30
60
2 0.4
5
n 2 (30)
n
Pn P0 (0.6) 2
1 n
(n 1)
1 2 n 1
5 40(60)
n 1
(c) L n Pn 0.6 n
1 n
2
n 0 n 1
0.6 1
2 n 1 n 1
2
n 1
0.6 12
1 1 6
2
1 2 5
6 3
Lq L (1 P0 ) (1 0.4)
5 5
6 1
W
30 25
L 5
Lq 3 1
Wq 5
30 50
HW #8
19.3-2
19.3-14
Due Day: Dec. 12
19.3-2
The demand for a product is 600 units per week, and the items are
with drawn at a constant rate. The setup cost for placing an order to
replenish inventory is $25. The unit cost of each item is $3, and the
inventory holding cost is $0.05 per item per week.
(a) Assuming shortages are not allowed, determine how often
to order and what size the order should be.
(b) If shortages are allowed but cost $2 per item per week,
determine how often to order and what size the order should be.
19.3-14
In the basic EOQ model, suppose the stock is replenished uniformly
(rather than instantaneously) at the rate of b items per unit time until
the order quantity Q is fulfilled. Withdrawals from the inventory are
made at the rate of a items per unit time, where a < b.
Replenishments and withdrawals of the inventory are made
simultaneously. For example, if Q is 60, b is 3 per day, and a is 2
per day, then 3 units of stock arrive each day for days 1 to 20, 31 to
50, and so on, whereas units are withdrawn at the rate of 2 per day
every day. The diagram of inventory level versus time is given
below for this example.
HW #8
Answer
19.3-2
19.3-14
19.3-2 2 aK Q
Q t
h a
(a)
a 600, a 25, a 0.05
2aK
(2)(600)( 25)
Q 774.60
h (0.05)
774.60
t 1.29 [ weeks]
600
(b) 2aK p h (2)(600)( 25) 2 0.05
Q
h p (0.05) 2
784.22
2aK p (2)(600)( 25) 2
s
h ph (0.05) 2 0.05
765.09
Q
t 1.31 [ weeks]
a
19.3-14
(b a )Q
(a) Maximum Inventory
b
Q
Length of Inventory
b
Avg. Inventory in Interval
(b a )Q
I
2b
aK (b a )hQ
T ac
Q 2b
(b) T aK (b a )h
2 0
Q Q 2b
2abK
Q
(b a )h