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Chapter 6 Integer Linear Programming: Multiple-Choice

This document provides a chapter summary and multiple choice questions for a chapter on integer linear programming (ILP). The summary covers key concepts in ILP including: - ILP problems involve decision variables that must be integers - LP relaxation involves solving the problem without integer constraints to provide bounds - Branch and bound is an algorithm that solves ILP problems by solving a series of LP problems - Binary variables can model selection problems and have values of 0 or 1

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100% found this document useful (5 votes)
4K views39 pages

Chapter 6 Integer Linear Programming: Multiple-Choice

This document provides a chapter summary and multiple choice questions for a chapter on integer linear programming (ILP). The summary covers key concepts in ILP including: - ILP problems involve decision variables that must be integers - LP relaxation involves solving the problem without integer constraints to provide bounds - Branch and bound is an algorithm that solves ILP problems by solving a series of LP problems - Binary variables can model selection problems and have values of 0 or 1

Uploaded by

w3n123
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© © All Rights Reserved
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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Ch.

6 Integer Linear Programming TB-93

Chapter 6 Integer Linear Programming

Multiple-Choice
1. An integrality condition indicates that some (or all) of the?
a. RHS values for constraints must be integer
b. objective function coefficients must be integer
c. constraint coefficients must be integer
d. decision variables must be integer

ANSWER: D

2. Variables which are not required to assume strictly integer values are referred to as
a. strictly non-integer.
b. continuous.
c. discrete.
d. infinite.

ANSWER: B

3. One approach to solving integer programming problems is to ignore the integrality conditions and solve the
problem with continuous decision variables. This is referred to as
a. quickest solution method.
b. LP satisficing.
c LP relaxation.
d. LP approximation.

ANSWER: C

4. How is an LP problem changed into an ILP problem?


a. by adding constraints that the decision variables be non-negative.
b. by adding integrality conditions.
c. by adding discontinuity constraints.
d. by making the RHS values integer.

ANSWER: B

5. The LP relaxation of an ILP problem


a. always encompasses all the feasible integer solutions to the original ILP problem.
b. encompasses at least 90% of the feasible integer solutions to the original ILP problem.
c. encompasses different set of feasible integer solutions to the original ILP problem.
d. will not contain the feasible integer solutions to the original ILP problem.

ANSWER: A

6. The objective function value for the ILP problem can never
a. be as good as the optimal solution to its LP relaxation.
b. be as poor as the optimal solution to its LP relaxation.
c. be worse than the optimal solution to its LP relaxation.
d. be better than the optimal solution to its LP relaxation.

ANSWER: D
TB-94 SM&DA: Test Bank

7. For maximization problems, the optimal objective function value to the LP relaxation provides what for the
optimal objective function value of the ILP problem?
a. An upper bound.
b. A lower bound.
c. An alternative optimal solution.
d. An additional constraint for the ILP problem.

ANSWER: A

8. For minimization problems, the optimal objective function value to the LP relaxation provides what for the
optimal objective function value of the ILP problem?
a. An upper bound.
b. A lower bound.
c. An alternative optimal solution.
d. An additional constraint for the ILP problem.

ANSWER: B

9. In the B & B algorithm, B & B stands for


a. Brooks and Baker
b. Best Bound
c. Best Branch
d. Branch and Bound

ANSWER: D

10. The B & B algorithm solves ILP problems


a. by solving for each variable separately.
b. by solving for the integer variables first.
c. by solving a series of LP problems.
d. by solving smaller ILP problems.

ANSWER: C

11. How are general integrality requirements indicated in the Excel Solver?
a. Specifying the INT option for the appropriate changing cells.
b. Specifying the INT option for the constraint rows.
c. Adding additional RHS values to constraints.
d. Choosing the BIN setting in the Value field in the Solver Parameters dialog box.

ANSWER: A

12. What does Solver's default optimality tolerance factor of 5% accomplish?


a. Stops B & B after 5% of all solutions are examined.
b. Stops B & B when any feasible ILP solution is 5% from the current ILP solution.
c. Stops B & B when any ILP solution is within 5% of the LP relaxation.
d. Stops B & B when no more than 5% of the changing cells have integer values.

ANSWER: C

13. Which of the following are potential pitfalls of using a non-zero suboptimality tolerance factor?
a. No assurance the returned solution is optimal.
b. No assurance the returned solution is integer.
c. The true optimal solution may be worse than the returned solution.
Ch. 6 Integer Linear Programming TB-95

d. There are no pitfalls to consider since the Solver will obtain solutions quicker.

ANSWER: A

14. How is the suboptimality factor set in Solver?


a. By adding a constraint for the decision variables who's RHS is the desired suboptimality level.
b. By choosing the optimal option in the Solver Options dialog box.
c. By choosing the 100% Precision field in the Solver Options dialog box.
d. By entering the tolerance in the Tolerance field in the Solver Options dialog box.

ANSWER: D

15. Which of the following is not a benefit of using binary variables?


a. With only 2 values, Solver can work faster.
b. Binary variables are useful in selection problems.
c. Binary variables can replace some IF() conditions.
d. Binary variables can enforce logical conditions.

ANSWER: A

16. What are binary integer variables?


a. Variables with any two values, a and b.
b. Variables with values 0 and 1.
c. Variables whose sum of digits is 2.
d. Variables with values between 0 and 1.

ANSWER: B

17. How are binary variables specified in the Solver dialog box?
a. By replacing RHS values in constraints with 0 or 1.
b. By specifying changing cells as INT and as non-negative.
c. By specifying changing cells as BIN.
d. By selecting Assume Binary Model in the Solvers Options dialog box.

ANSWER: C

18. An ILP problem has 5 binary decision variables. How many possible integer solutions are there to this
problem?
a. 5
b. 10
c. 25
d. 32

ANSWER: D

19. Consider the constraint


X3 + X4 + X5 + X6 + X7 > 27
representing Air Express’ Monday worker requirement. Why was a “>” used versus an “=”?
a. The “>” is needed to accommodate workers held over from Sunday.
b. Solver only accepts “>” constraints.
c. The “>” is less restrictive.
d. The “=” will always produce an infeasible constraint.

ANSWER: C
TB-96 SM&DA: Test Bank

20. A company wants to select no more than 2 projects from a set of 4 possible projects. Which of the following
constraints ensures that no more than 2 will be selected.
a. X1 + X2 + X3 + X4 = 2
b. X1 + X2 + X3 + X4  2
c. X1 + X2 + X3 + X4  2
d. X1 + X2 + X3 + X4  0

ANSWER: B

21. A company wants to select 1 project from a set of 4 possible projects. Which of the following constraints
ensures that only 1 will be selected.
a. X1 + X2 + X3 + X4 = 1
b. X1 + X2 + X3 + X4  1
c. X1 + X2 + X3 + X4  1
d. X1 + X2 + X3 + X4  0

ANSWER: A

22. If a company produces Product 1, then it must produce at least 150 units of Product 1. Which of the
following constraints enforce this condition?
a. X1 < 150Y1
b. X1 - 150Y1 > 0
c. X1Y1 < 150
d. X1 > 150 + Y1

ANSWER: B

23. A production company wants to ensure that if Product 1 is produced, production of Product 1 not exceed
production of Product 2. Which of the following constraints enforce this condition?
a. X1 > M2Y2
b. X1 < M2X2
c. X1 < M1Y1 , X1 < Y1X2
d. X1 < X2

ANSWER: D

24. A company must invest in project 1 in order to invest in project 2. Which of the following constraints ensures
that project 1 will be chosen if project 2 is invested in?
a. X1 + X2 = 0
b. X1 + X2 = 1
c. X1 - X2  0
d. X1 - X2  0

ANSWER: C

25. If a company selects Project 1 then it must also select either Project 2 or Project 3. Which of the following
constraints enforce this condition?
a. X1 – X2 – X3 > 0
b. X1 + (X2 – X3) < 0
c. X1 + X2 + X3 < 2
d. X1 – X2 – X3 < 0

ANSWER: D
Ch. 6 Integer Linear Programming TB-97

26. If a company selects either of Project 1 or Project 2 (or both), then either Project 3 or Project 4 (or both) must
also be selected. Which of the following constraints enforce this condition?
a. X1 + X2 < 2(X3 + X4)
b. X1 + X2 < X3 + X4
c. X1 – X3 = X2 – X4
d. X1 + X2 + X3 + X4 < 2

ANSWER: A

27. The setup cost incurred in preparing a machine to produce a batch of product is an example of a
a. fixed charge.
b. random charge.
c. sunk cost.
d. variable cost.

ANSWER: A

28. A manufacturing company has costs associated with production preparation and with per unit production.
The per unit production costs are referred to as
a. decision variables.
b. production cost constraint coefficients.
c. variable costs.
d. marginal costs.

ANSWER: C

29. A company is developing its weekly production plan. The company produces two products, A and B, which
are processed in two departments. Setting up each batch of A requires $60 of labor while setting up a batch
of B costs $80. Each unit of A generates a profit of $17 while a unit of B earns a profit of $21. The company
can sell all the units it produces. The data for the problem are summarized below.

Hours required by
Operation A B Hours
Cutting 3 4 48
Welding 2 1 36

The decision variables are defined as

Xi = the amount of product i produced


Yi = 1 if Xi > 0 and 0 if Xi = 0

What is the objective function for this problem?


a. MAX: 17 X1 + 21 X2
b. MAX: 17 X1 + 21 X2 - 60 Y1 - 80 Y2
c. MIN: 17 X1 + 21 X2 - 60 Y1 - 80 Y2
d. MIN: 60 Y1 + 80 Y2

ANSWER: B

30. A company is developing its weekly production plan. The company produces two products, A and B, which
are processed in two departments. Setting up each batch of A requires $60 of labor while setting up a batch
of B costs $80. Each unit of A generates a profit of $17 while a unit of B earns a profit of $21. The company
can sell all the units it produces. The data for the problem are summarized below.
TB-98 SM&DA: Test Bank

Hours required by
Operation A B Hours
Cutting 3 4 48
Welding 2 1 36

The decision variables are defined as

Xi = the amount of product i produced


Yi = 1 if Xi > 0 and 0 if Xi = 0

Which of the following constraints creates the link between setting up to produce A's and making some A's
for this problem?
a. X1  16Y1
b. X1 - Y1 = 0
c. X1 - 18Y1 > 0
d. =if(X1 > 0, Y1 = 1, Y1 = 0)

ANSWER: A

31. A company is developing its weekly production plan. The company produces two products, A and B, which
are processed in two departments. Setting up each batch of A requires $60 of labor while setting up a batch
of B costs $80. Each unit of A generates a profit of $17 while a unit of B earns a profit of $21. The company
can sell all the units it produces. The data for the problem are summarized below.

Hours required by
Operation A B Hours
Cutting 3 4 48
Welding 2 1 36

The decision variables are defined as

Xi = the amount of product i produced


Yi = 1 if Xi > 0 and 0 if Xi = 0

What is the appropriate value for M1 in the linking constraint for product A?
a. 2
b. 3
c. 16
d. 18

ANSWER: C

32. A company is developing its weekly production plan. The company produces two products, A and B, which
are processed in two departments. Setting up each batch of A requires $60 of labor while setting up a batch
of B costs $80. Each unit of A generates a profit of $17 while a unit of B earns a profit of $21. The company
can sell all the units it produces. The data for the problem are summarized below.

Hours required by
Operation A B Hours
Cutting 3 4 48
Welding 2 1 36

What is the appropriate formula to use in cell E8 of the following Excel implementation of the ILP model for
this problem?
Ch. 6 Integer Linear Programming TB-99

A B C D E
1 Fixed charge problem
2
3
4 Product A Product B
5 Number to produce
6
7 Unit profit 17 21 Total profit:
8 Fixed cost 60 80
9
10 Resources Hours required Used Available
11 Cutting 3 4 48
12 Welding 2 1 36
13
14 Binary variables
15 Linking constraints

a. =SUMPRODUCT(B5:C5,B7:C7) - SUMPRODUCT(B8:C8,B14:C14)
b. =SUMPRODUCT(B8:C8,B14:C14) - SUMPRODUCT(B5:C5,B7:C7)
c. =SUMPRODUCT(B5:C5,B7:C7) - B8:C8
d. =SUMPRODUCT(B5:C5,B7:C7) - SUMPRODUCT(B8:C8,B15:C15)

ANSWER: A

33. A company is developing its weekly production plan. The company produces two products, A and B, which
are processed in two departments. Setting up each batch of A requires $60 of labor while setting up a batch
of B costs $80. Each unit of A generates a profit of $17 while a unit of B earns a profit of $21. The company
can sell all the units it produces. The data for the problem are summarized below.

Hours required by
Operation A B Hours
Cutting 3 4 48
Welding 2 1 36

What is the appropriate formula to use in cell B15 of the following Excel implementation of the ILP model
for this problem?

A B C D E
1 Fixed charge problem
2
3
4 Product A Product B
5 Number to produce
6
7 Unit profit 17 21 Total profit:
8 Fixed cost 60 80
9
10 Resources Hours required Used Available
11 Cutting 3 4 48
12 Welding 2 1 36
13
TB-100 SM&DA: Test Bank

14 Binary variables
15 Linking constraints

a. = B5 - MIN($E$11/B11, $E$11/C11)*B14
b. =B5 - MIN($E$11/B11, $E$12/B12)
c. =B5 - $E$12/B12*B14
d. =B5 - MIN($E$11/B11, $E$12/B12)*B14

ANSWER: D

34. A company is planning next month's production. It has to pay a setup cost to produce a batch of X 4's so if it
does produce a batch it wants to produce at least 100 units. Which of the following pair of constraints shows
the relationship(s) between the setup variable Y4 and the production quantity variable X 4?
a. X4  M4Y4, X4  100
b. X4  M4Y4, X4 = 100 Y4
c. X4  M4Y4, X4  100 Y4
d. X4  M4Y4, X4  100 Y4

ANSWER: C

35. A company will be able to obtain a quantity discount on component parts for its three products, X 1, X2 and
X3 if it produces beyond certain limits. To get the X 1 discount it must produce more than 50 X1's. It must
produce more than 60 X2's for the X2 discount and 70 X3's for the X3 discount. How many binary variables
are required in the formulation of this problem?
a. 3
b. 6
c. 9
d. 12

ANSWER: A

36. A company will be able to obtain a quantity discount on component parts for its three products, X 1, X2 and
X3 if it produces beyond certain limits. To get the X 1 discount it must produce more than 50 X1's. It must
produce more than 60 X2's for the X2 discount and 70 X3's for the X3 discount. How many decision variables
are required in the formulation of this problem?
a. 3
b. 6
c. 9
d. 12

ANSWER: C

37. A company will be able to obtain a quantity discount on component parts for its three products, X 1, X2 and
X3 if it produces beyond certain limits. To get the X 1 discount it must produce more than 50 X1's. It must
produce more than 60 X2's for the X2 discount and 70 X3's for the X3 discount. Which of the following pair
of constraints enforces the quantity discount relationship on X 3?
a. X31 < M3Y3 , X32 > 50Y3
b. X31 < M3Y3 , X31 > 50
c. X32 > (1/50)X31 , X31 < 50
d. X32 < M3Y3 , X31 > 50Y3

ANSWER: D
Ch. 6 Integer Linear Programming TB-101

38. A wedding caterer has several wine shops from which it can order champagne. The caterer needs 100 bottles
of champagne on a particular weekend for 2 weddings. The first supplier can supply either 40 bottles or 90
bottles.

The relevant decision variable is defined as

X1 = the number of bottles supplied by supplier 1

Which set of constraints reflects the fact that supplier 1 can supply only 40 or 90 bottles?
a. X1  40 Y11, X1  90(1 - Y11)
b. X1 = 40Y11 + 90Y12 , Y11 + Y12 < 1
c. X1 = 40Y1 + 90(1 - Y1) , Y1 = 0 OR 1
d. X1 = 40Y11 + 90Y12 , Y11 + Y12 = 1

ANSWER: B

39. The branch-and-bound algorithm starts by


a. relaxing all the integrality conditions in an ILP and solving the resulting LP problem.
b. relaxing all the RHS values in an ILP and solving the resulting LP problem.
c. solving two LP problems in which X1 is set at 0 and 1 respectively.
d. determining the most likely RHS values and solving for them.

ANSWER: A

40. Any integer variable in an ILP that assumes a fractional value in the optimal solution to the relaxed LP
problem can be designated
a. a diverging variable.
b. a branching variable.
c. a bifurcating variable.
d. a splitting variable.

ANSWER: B

41. The optimal relaxed solution for an ILP has X1 = 3.6 and X2 = 2.9. If we branch on X1, what constraints
must be added to the two resulting LP problems?
a. X1  3, X1  4
b. X1 = 4
c. 3  X1, X1  4
d. X1  3, X1  4

ANSWER: D

42. A sub-problem in a B & B is solved and found infeasible. Should the B & B algorithm continue further
analysis on this candidate problem?
a. Yes, a feasible solution may be found when additional constraints are added.
b. Yes, removing a constraint in further analysis may restore feasibility.
c. No, further constraints will further reduce the feasible region.
d. No, the result cannot occur so re-examine the formulation and start over.

ANSWER: C
TB-102 SM&DA: Test Bank

Problems

43. A small town wants to build some new recreational facilities. The proposed facilities include a swimming
pool, recreation center, basketball court and baseball field. The town council wants to provide the facilities
which will be used by the most people, but faces budget and land limitations. The town has $400,000 and 14
acres of land. The pool requires locker facilities which would be in the recreation center, so if the swimming
pool is built the recreation center must also be built. Also the council has only enough flat land to build the
basketball court or the baseball field. The daily usage and cost of the facilities (in $1,000) are shown below.

Formulate the ILP for this problem.

Cost
Variable Facility Usage ($1,000) Land
X1 Swimming pool 400 100 2
X2 Recreation center 500 200 3
X3 Basketball court 300 150 4
X4 Baseball field 200 100 5

ANSWER:
MAX: 400 X1 + 500 X2 + 300 X3 + 200 X4
Subject to: 100 X1 + 200 X2 + 150 X3 + 100 X4  400 budget
2 X1 + 3 X2 + 4 X3 + 5 X4  14 land
X1 - X2  0 pool and recreation center
X3 + X4  1 basketball and baseball
Xi = 0, 1

44. A small town wants to build some new recreational facilities. The proposed facilities include a swimming
pool, recreation center, basketball court and baseball field. The town council wants to provide the facilities
which will be used by the most people, but faces budget and land limitations. The town has $400,000 and 14
acres of land. The pool requires locker facilities which would be in the recreation center, so if the swimming
pool is built the recreation center must also be built. Also the council has only enough flat land to build the
basketball court or the baseball field. The daily usage and cost of the facilities (in $1,000) are shown below.

Cost
Variable Facility Usage ($1,000) Land
X1 Swimming pool 400 100 2
X2 Recreation center 500 200 3
X3 Basketball court 300 150 4
X4 Baseball field 200 100 5

Based on this ILP formulation of the problem and the indicated optimal solution what values should go in
cells B5:G12 of the following Excel spreadsheet?

MAX: 400 X1 + 500 X2 + 300 X3 + 200 X4


Subject to: 100 X1 + 200 X2 + 150 X3 + 100 X4  400 budget
2 X1 + 3 X2 + 4 X3 + 5 X4  14 land
X1 - X2  0 pool and recreation center
X3 + X4  1 basketball and baseball
Xi = 0, 1
Ch. 6 Integer Linear Programming TB-103

Solution: (X1, X2, X3, X4) = (1, 1, 0, 1)

A B C D E F G
1
2
3 Facilities
4 Pool Rec center Basketball Baseball Total usage:
5 Select (0=no, 1=yes)
6 Usage
7
8 Resources Used Available
9 Cost
10 Land
11 Pool & Rec center
12 Basket or Baseball

ANSWER:
A B C D E F G
1
2
3 Facilities
4 Pool Rec center Basketball Baseball Total usage:
5 Select (0=no, 1=yes) 1 1 0 1 1100
6 Usage 400 500 300 200
7
8 Resources Used Available
9 Cost 100 200 150 100 400 400
10 Land 2 3 4 5 10 14
11 Pool & Rec center 1 -1 0 0 0 0
12 Basket or Baseball 0 0 1 1 1 1

45. A small town wants to build some new recreational facilities. The proposed facilities include a swimming
pool, recreation center, basketball court and baseball field. The town council wants to provide the facilities
which will be used by the most people, but faces budget and land limitations. The town has $400,000 and 14
acres of land. The pool requires locker facilities which would be in the recreation center, so if the swimming
pool is built the recreation center must also be built. Also the council has only enough flat land to build the
basketball court or the baseball field. The daily usage and cost of the facilities ( in $1,000) are shown below.

Cost
Variable Facility Usage ($1,000) Land
X1 Swimming pool 400 100 2
X2 Recreation center 500 200 3
X3 Basketball court 300 150 4
X4 Baseball field 200 100 5

Based on this ILP formulation of the problem what formulas should go in cells F5:F12 of the following Excel
spreadsheet?

MAX: 400 X1 + 500 X2 + 300 X3 + 200 X4


Subject to: 100 X1 + 200 X2 + 150 X3 + 100 X4  400 budget
2 X1 + 3 X2 + 4 X3 + 5 X4  14 land
X1 - X2  0 pool and recreation center
TB-104 SM&DA: Test Bank

X3 + X4  1 basketball and baseball


Xi = 0, 1

A B C D E F G
1
2
3 Facilities
4 Pool Rec center Basketball Baseball Total usage:
5 Select (0=no, 1=yes)
6 Usage 400 500 300 200
7
8 Resources Used Available
9 Cost 100 200 150 100 400
10 Land 2 3 4 5 14
11 Pool & Rec center 1 -1 0
12 Basket or Baseball 1 1 1

ANSWER:
Cell Formula Copied to
F5 =SUMPRODUCT($B$5:$E$5,B6:E6)
F6-F8 Nothing
F9 =SUMPRODUCT($B$5:$E$5,B9:E9) F10:F12

46. A research director must pick a subset of research projects to fund over the next five years. He has five
candidate projects, not all of which cover the entire five-year period. Although the director has limited funds
in each of the next five years, he can carry over unspent research funds into the next year. Additionally, up to
$30K can be carried out of the five-year planning period. The following table summarizes the projects and
budget available to the research director.

Project Funds Required (in $000s) Benefit


Project 1 2 3 4 5 (in $000s)
1 $70 $40 $30 $15 $15 $160
2 $82 $35 $20 $20 $10 $190
3 $55 $10 $10 $5 $125
4 $69 $17 $15 $12 $8 $139
5 $75 $20 $25 $30 $45 $174
Budget $225K $60K $60K $50K $50K

Define the ILP formulation for this capital budgeting problem.

ANSWER:

Let Xi = 0 if project i not selected, 1 if project i selected for i=1, 2, 3, 4, 5


Let Cj = amount carried out of year j, j =1, 2, 3, 4, 5

MAX 160X1 + 190X2 +125X3 +139X4 +174X5


Subject to:
70X1 + 82X2 + 55X3 + 69X4 + 75X5 + C1 = 225
40X1 + 35X2 + 10X3 + 17X4 + 20X5 + C2 = 60 + C1
30X1 + 20X2 + 10X3 + 15X4 + 25X5 + C3 = 60 + C2
15X1 + 20X2 + 5X3 + 12X4 + 30X5 + C4 = 50 + C3
15X1 + 10X2 + 8X4 + 45X5 + C5 = 50 + C4
C5 < 30
Xi binary, C1, C2, C3, C4, C5 > 0
Ch. 6 Integer Linear Programming TB-105

Questions 47-49 pertain to the following problem, formulation, and spreadsheet implementation.

A research director must pick a subset of research projects to fund over the next five years. He has five candidate
projects, not all of which cover the entire five-year period. Although the director has limited funds in each of the
next five years, he can carry over unspent research funds into the next year. Additionally, up to $30K can be
carried out of the five-year planning period. The following table summarizes the projects and budget available to
the research director.

Project Funds Required (in $000s) Benefit


Project 1 2 3 4 5 (in $000s)
1 $70 $40 $30 $15 $15 $160
2 $82 $35 $20 $20 $10 $190
3 $55 $10 $10 $5 $125
4 $69 $17 $15 $12 $8 $139
5 $75 $20 $25 $30 $45 $174
Budget $225K $60K $60K $50K $50K

The following is the ILP formulation and a spreadsheet model for the problem.

Let Xi = 0 if project i not selected, 1 if project i selected for i=1, 2, 3, 4, 5


Let Cj = amount carried out of year j, j =1, 2, 3, 4, 5

MAX 160X1 + 190X2 +125X3 +139X4 +174X5


Subject to:
70X1 + 82X2 + 55X3 + 69X4 + 75X5 + C1 = 225
40X1 + 35X2 + 10X3 + 17X4 + 20X5 + C2 = 60 + C1
30X1 + 20X2 + 10X3 + 15X4 + 25X5 + C3 = 60 + C2
15X1 + 20X2 + 5X3 + 12X4 + 30X5 + C4 = 50 + C3
15X1 + 10X2 + 8X4 + 45X5 + C5 = 50 + C4
C5 < 30
Xi binary, C1, C2, C3, C4, C5 > 0

A B C D E F G H
1 Year
2 Project Select Benefit 1 2 3 4 5
3 1 0 $160 $70 $40 $30 $15 $15
4 2 1 $190 $82 $35 $20 $20 $10
5 3 1 $125 $55 $10 $10 $5 $0
6 4 0 $139 $69 $17 $15 $12 $8
7 5 1 $174 $75 $20 $25 $30 $45
8 Yearly Capital Required $212 $65 $55 $55 $55
9 Capital Carried to Next Year $13 $8 $13 $8 $3
10 Capital Carried from Last Year $0 $13 $8 $13 $8
11 Adjusted Budget Limit $225 $60 $60 $50 $50
12 Actual Budgeted Amounts $225 $60 $60 $50 $50
13
14
15 Project Value Accrued: $489

47. What values would you enter in the Solver Parameter dialog box for the above Excel spreadsheet?

Set Target Cell:


TB-106 SM&DA: Test Bank

By Changing Cells:

Subject to the Constraints:

ANSWER:
Set Target Cell:
D15
By Changing Cells:
B:3:B7,D9:H9
Subject to the Constraints:
B3:B7 binary
D11:H11 = D12:H12
H9 < 30

48. What formulas should go in cells D8:H8 and D11:H11 of the above Excel spreadsheet?

ANSWER:
Cell Formula Copied to
D8 =SUMPRODUCT(D3:D7,$B$3:$B$7) E8:H8
D11 =D8 + D9 – D10 E11:H11

49. What formula should go in cell D15 of the above Excel spreadsheet?

ANSWER:
=SUMPRODUCT(B3:B7,C3:C7)

50. A company has four projects, numbered 1 through 4. If any project is selected for implementation, each
lowered numbered project must also be selected for implementation. Formulate the constraints to enforce
these conditions.

ANSWER:
Let Xi = 0 if project i not selected, 1 if project i selected for i=1, 2, 3, 4

X4 < X3
X3 < X2
X2 < X1

51. An investor has $500,000 to invest and wants to maximize the money they will receive at the end of one year.
They can invest in condos, apartments and houses. The profit after one year, the cost and the number of units
available are shown below.

Formulate the ILP for this problem.

Profit Cost Number


Variable Investment ($1,000) ($1,000) Available
X1 Condos 6 50 10
X2 Apartments 12 90 5
X3 Houses 9 100 7

ANSWER:
MAX: 6 X1 + 12 X2 + 9 X3
Subject to: 50 X1 + 90 X2 + 100 X3  500
X1  10
Ch. 6 Integer Linear Programming TB-107

X2  5
X3  7
Xi  0 and integer

52. An investor has $500,000 to invest and wants to maximize the money they will receive at the end of one year.
They can invest in condos, apartments and houses. The profit after one year, the cost and the number of units
available are shown below.

Profit Cost Number


Variable Investment ($1,000) ($1,000) Available
X1 Condos 6 50 10
X2 Apartments 12 90 5
X3 Houses 9 100 7
Based on this ILP formulation of the problem and the indicated optimal integer solution values what values
should go in cells B5:F12 of the following Excel spreadsheet?

MAX: 6 X1 + 12 X2 + 9 X3
Subject to: 50 X1 + 90 X2 + 100 X3  500
X1  10
X2  5
X3  7
Xi  0 and integer

Solution: (X1, X2, X3) = (1, 5, 0)

A B C D E F
1 Investment selection
2
3 Investment
4 Condos Apartments Houses Profit:
5 Number Invested
6 Profit
7
8 Resources Used Available
9 Cost
10 Condos
11 Apartments
12 Houses

ANSWER:
A B C D E F
1 Investment selection
2
3 Investment
4 Condos Apartments Houses Profit:
5 Number Invested 1 5 0 66
6 Profit 6 12 9
7
8 Resources Used Available
9 Cost 50 90 100 500 500
TB-108 SM&DA: Test Bank

10 Condos 1 0 0 1 10
11 Apartments 0 1 0 5 5
12 Houses 0 0 1 0 7

53. An investor has $500,000 to invest and wants to maximize the money they will receive at the end of one year.
They can invest in condos, apartments and houses. The profit after one year, the cost and the number of units
available are shown below.

Profit Cost Number


Variable Investment ($1,000) ($1,000) Available
X1 Condos 6 50 10
X2 Apartments 12 90 5
X3 Houses 9 100 7

Based on this ILP formulation of the problem what formulas should go in cells E5:E12 of the following Excel
spreadsheet?

MAX: 6 X1 + 12 X2 + 9 X3
Subject to: 50 X1 + 90 X2 + 100 X3  500
X1  10
X2  5
X3  7
Xi  0 and integer

A B C D E F
1 Investment selection
2
3 Investment
4 Condos Apartments Houses Profit:
5 Number Invested
6 Profit 6 12 9
7
8 Resources Used Available
9 Cost 50 90 100 500
10 Condos 1 10
11 Apartments 1 5
12 Houses 1 7

ANSWER:
Cell Formula Copied to
E5 =SUMPRODUCT($B$5:$D$5,B6:D6)
E6-E8 Nothing
E9 =SUMPRODUCT($B$5:$D$5,B9:D9) E10:E12

54. A company wants to build a new factory in either Atlanta or Columbia. It is also considering building a
warehouse in whichever city is selected for the new factory. The following table shows the net present value
(NPV) and cost of each facility. The company wants to maximize the net present value of its facilities, but it
only has $15 million to invest.

Formulate the ILP for this problem.


Ch. 6 Integer Linear Programming TB-109

NPV Cost
Variable Decision ($million) ($million)
X1 Factory in Columbia 3 10
X2 Factory in Atlanta 4 8
X3 Warehouse in Columbia 2 6
X4 Warehouse in Atlanta 1 5

ANSWER:
MAX: 3 X1 + 4 X2 + 2 X3 + X4
Subject to: 10 X1 + 8 X2 + 6 X3 + 5 X4 < 15
X1 + X2 = 1
X3 + X4  1
X3 - X1  0
X4 - X2  0
Xi = 0,1

55. A company wants to build a new factory in either Atlanta or Columbia. It is also considering building a
warehouse in whichever city is selected for the new factory. The following table shows the net present value
(NPV) and cost of each facility. The company wants to maximize the net present value of its facilities, but it
only has $15 million to invest.

NPV Cost
Variable Decision ($million) ($million)
X1 Factory in Columbia 3 10
X2 Factory in Atlanta 4 8
X3 Warehouse in Columbia 2 6
X4 Warehouse in Atlanta 1 5

Based on this ILP formulation of the problem and the indicated optimal solution what values should go in
cells B6:G14 of the following Excel spreadsheet?

MAX: 3 X1 + 4 X2 + 2 X3 + X4
Subject to: 10 X1 + 8 X2 + 6 X3 + 5 X4 < 15
X1 + X2 = 1
X3 + X4  1
X3 - X1  0
X4 - X2  0
Xi = 0,1

Solution: (X1, X2, X3, X4) = (0, 1, 0,1)

A B C D E F G
1
2
3 Facilities
4 Columbia Atlanta Columbia Atlanta
5 Factory Factory Warehouse Warehouse Total NPV:
6 Select (0=no, 1=yes)
7 NPV
8
TB-110 SM&DA: Test Bank

9 Resources Used Available


10 Cost
11 Factory
12 Warehouse
13 Columbia
14 Atlanta

ANSWER:
A B C D E F G
1
2
3 Facilities
4 Columbia Atlanta Columbia Atlanta
5 Factory Factory Warehouse Warehouse Total NPV:
6 Select (0=no, 1=yes) 0 1 0 1 5
7 NPV 3 4 2 1
8
9 Resources Used Available
10 Cost 10 8 6 5 13 15
11 Factory 1 1 1 1
12 Warehouse 1 1 1 1
13 Columbia -1 1 0 0
14 Atlanta -1 1 0 0

56. A company wants to build a new factory in either Atlanta or Columbia. It is also considering building a
warehouse in whichever city is selected for the new factory. The following table shows the net present value
(NPV) and cost of each facility. The company wants to maximize the net present value of its facilities, but it
only has $16 million to invest.

NPV Cost
Variable Decision ($million) ($million)
X1 Factory in Columbia 3 10
X2 Factory in Atlanta 4 8
X3 Warehouse in Columbia 2 6
X4 Warehouse in Atlanta 1 5

Based on this ILP formulation of the problem and the indicated optimal solution what formulas should go in
cells F6:F14 of the following Excel spreadsheet?

MAX: 3 X1 + 4 X2 + 2 X3 + X4
Subject to: 10 X1 + 8 X2 + 6 X3 + 5 X4 < 15
X1 + X2 = 1
X3 + X4  1
X3 - X1  0
X4 - X2  0
Xi = 0,1

Solution: (X1, X2, X3, X4) = (0, 1, 0,1)

A B C D E F G
1
Ch. 6 Integer Linear Programming TB-111

2
3 Facilities
4 Columbia Atlanta Columbia Atlanta
5 Factory Factory Warehouse Warehouse Total NPV:
6 Select (0=no, 1=yes) 0 1 0 1 5
7 NPV 3 4 2 1
8
9 Resources Used Available
10 Cost 10 8 6 5 13 15
11 Factory 1 1 1 1
12 Warehouse 1 1 1 1
13 Columbia -1 1 0 0
14 Atlanta -1 1 0 0

ANSWER:
Cell Formula Copied to
F6 =SUMPRODUCT($B$6:$E$6,B7:E7)
F7-F9 Nothing
F10 =SUMPRODUCT($B$6:$E$6,B10:E10) F11:F14

57. A company wants to build a new factory in either Atlanta or Columbia. It is also considering building a
warehouse in whichever city is selected for the new factory. The following table shows the net present value
(NPV) and cost of each facility. The company wants to maximize the net present value of its facilities, but it
only has $16 million to invest.

NPV Cost
Variable Decision ($million) ($million)
X1 Factory in Columbia 3 10
X2 Factory in Atlanta 4 8
X3 Warehouse in Columbia 2 6
X4 Warehouse in Atlanta 1 5

Based on this ILP formulation of the problem what is the optimal solution to the problem?

MAX: 3 X1 + 4 X2 + 2 X3 + X4
Subject to: 10 X1 + 8 X2 + 6 X3 + 5 X4 < 15
X1 + X2 = 1
X3 + X4  1
X3 - X1  0
X4 - X2  0
Xi = 0,1

ANSWER:

Objective
X1 X2 X3 X4 Function Cost Feasible Optimal
1 0 0 0 3 10 Yes No
1 0 1 0 5 16 No
0 1 0 0 4 6 Yes No
0 1 0 1 5 13 Yes Yes
TB-112 SM&DA: Test Bank

58. A city wants to locate 2 new fire fighting ladder trucks to maximize the number of tall buildings which they
can cover within a 3 minute response time. The city is divided into 4 zones. The fire chief wants to locate no
more than one of the trucks in either Zone 1 or Zone 2. The number of tall buildings in each zone and the
travel time between zones is listed below.

Formulate the ILP for this problem.

To zone
No. tall buildings From zone 1 2 3 4
50 1 0 2 1 6
90 2 2 0 4 5
60 3 1 4 0 1
70 4 6 5 1 0

ANSWER:
MAX: 200 X1 + 140 X2 + 180 X3 + 130 X4
Subject to: X1 + X2 + X3 + X4 = 2
X1 + X2  1
Xi = 0, 1

59. A city wants to locate 2 new fire fighting ladder trucks to maximize the number of tall buildings which they
can cover within a 3 minute response time. The city is divided into 4 zones. The fire chief wants to locate no
more than one of the trucks in either Zone 1 or Zone 2. The number of tall buildings in each zone and the
travel time between zones is listed below.
To zone
No. tall buildings From zone 1 2 3 4
50 1 0 2 1 6
90 2 2 0 4 5
60 3 1 4 0 1
70 4 6 5 1 0

Based on this ILP formulation of the problem what values should go in cells B5:G24 of the following Excel
spreadsheet?

Let Xi = 1 if truck located in zone i, 0 otherwise

Zone Covers these zones With this many buildings


1 1, 2, 3 200
2 1, 2 140
3 1, 3, 4 180
4 3, 4 130

MAX: 200 X1 + 140 X2 + 180 X3 + 130 X4


Subject to: X1 + X2 + X3 + X4 = 2
X1 + X2  1
Xi = 0, 1

A B C D E F G
1 Firetruck location
2
3 Times To zone
4 From zone 1 2 3 4
5 1
Ch. 6 Integer Linear Programming TB-113

6 2
7 3
8 4
9 Buildings in zone
10
11 Coverage (0=no,1=yes) To zone
12 From zone 1 2 3 4
13 1
14 2
15 3
16 4
17
18 Total
19 Location selected coverage
20 Buildings covered
21
22 Requirements Used Available
23 2 truck limit
24 Zone 1 or 2

ANSWER:
A B C D E F G
1 Firetruck location
2
3 Times To zone
4 From zone 1 2 3 4
5 1 0 2 1 6
6 2 2 0 4 5
7 3 1 4 0 1
8 4 6 5 1 0
9 Buildings in zone 50 90 60 70
10
11 Coverage (0=no,1=yes) To zone
12 From zone 1 2 3 4
13 1 1 1 1 0
14 2 1 1 0 0
15 3 1 0 1 1
16 4 0 0 1 1
17
18 Total
19 Location selected 1 0 1 0 coverage
20 Buildings covered 200 140 50 0 250
21
22 Requirements Used Available
23 2 truck limit 1 1 1 1 2 2
24 Zone 1 or 2 1 1 1 1

60. A city wants to locate 2 new fire fighting ladder trucks to maximize the number of tall buildings which they
can cover within a 3 minute response time. The city is divided into 4 zones. The fire chief wants to locate no
more than one of the trucks in either Zone 1 or Zone 2. The number of tall buildings in each zone and the
travel time between zones is listed below.
TB-114 SM&DA: Test Bank

To zone
No. tall buildings From zone 1 2 3 4
50 1 0 2 1 6
90 2 2 0 4 5
60 3 1 4 0 1
70 4 6 5 1 0

Based on this ILP formulation of the problem what formulas should go in cells B13:B16, B20:E20, F20, and
F23:F24 of the following Excel spreadsheet?

Let Xi = 1 if truck located in zone i, 0 otherwise

Zone Covers these zones With this many buildings


1 1, 2, 3 200
2 1, 2 140
3 1, 3, 4 180
4 3, 4 130

MAX: 200 X1 + 140 X2 + 180 X3 + 130 X4


Subject to: X1 + X2 + X3 + X4 = 2
X1 + X2  1
Xi = 0, 1

A B C D E F G
1 Firetruck location
2
3 Times To zone
4 From zone 1 2 3 4
5 1 0 2 1 6
6 2 2 0 4 5
7 3 1 4 0 1
8 4 6 5 1 0
9 Buildings in zone 50 90 60 70
10
11 Coverage (0=no,1=yes) To zone
12 From zone 1 2 3 4
13 1 1 1 1 0
14 2 1 1 0 0
15 3 1 0 1 1
16 4 0 0 1 1
17
18 Total
19 Location selected 1 0 1 0 coverage
20 Buildings covered 200 140 50 0 250
21
22 Requirements Used Available
23 2 truck limit 1 1 1 1 2 2
24 Zone 1 or 2 1 1 1 1

ANSWER:
Cell Formula Copied to
B13 =IF(B5<3,1,0) E13:E16
Ch. 6 Integer Linear Programming TB-115

B20 =SUMPRODUCT($B$9:$E$9,B13:E13) C20:E20


F20 =SUMPRODUCT($B$19:$E$19,B20:E20)
F23 =SUMPRODUCT($B$19:$E$19,B23:E23) F24

61. A company needs to hire workers to cover a 7 day work week. Employees work 5 consecutive days with 2
days off. The demand for workers by day of the week and the wages per shift are:

Days of Week Workers Required Shift Days off Wage


Sunday 54 1 Sun & Mon 900
Monday 50 2 Mon & Tue 1000
Tuesday 36 3 Tue & Wed 1000
Wednesday 38 4 Wed & Thur 1000
Thursday 42 5 Thur & Fri 1000
Friday 40 6 Fri & Sat 900
Saturday 48 7 Sat & Sun 850

Formulate the ILP for this problem.

ANSWER:
MIN: 900 X1 + 1000 X2 + 1000 X3 + 1000 X4 + 1000 X5 + 900 X6 + 850 X7
Subject to: X2 + X3 + X4 + X5 + X6  54
X3 + X4 + X5 + X6 + X7  50
X4 + X5 + X6 + X7 + X1  36
X5 + X6 + X7 + X1 + X2  38
X6 + X7 + X1 + X2 + X3  42
X7 + X1 + X2 + X3 + X4  40
X1 + X2 + X3 + X4 + X5  48
Xi  0 and integer

62. A company needs to hire workers to cover a 7 day work week. Employees work 5 consecutive days with 2
days off. The demand for workers by day of the week and the wages per shift are:

Days of Week Workers Required Shift Days off Wage


Sunday 54 1 Sun & Mon 900
Monday 50 2 Mon & Tue 1000
Tuesday 36 3 Tue & Wed 1000
Wednesday 38 4 Wed & Thur 1000
Thursday 42 5 Thur & Fri 1000
Friday 40 6 Fri & Sat 900
Saturday 48 7 Sat & Sun 850

MIN: 900 X1 + 1000 X2 + 1000 X3 + 1000 X4 + 1000 X5 + 900 X6 + 850 X7


Subject to: X2 + X3 + X4 + X5 + X6  54
X3 + X4 + X5 + X6 + X7  50
X4 + X5 + X6 + X7 + X1  36
X5 + X6 + X7 + X1 + X2  38
X6 + X7 + X1 + X2 + X3  42
X7 + X1 + X2 + X3 + X4  40
X1 + X2 + X3 + X4 + X5  48
Xi  0 and integer
TB-116 SM&DA: Test Bank

Based on this ILP formulation of the problem and the optimal solution (X1, X 2, X3, X4, X5, X6) = (2, 10, 16,
6, 14, 8, 6) what values should go in cells B5:J13 of the following Excel spreadsheet?

A B C D E F G H I J
1 Workforce planning
2
3 Days on = 1, Days off = 0 Workers Wages per
4 Shift Sun Mon Tues Wed Thur Fri Sat Scheduled Worker
5 1
6 2
7 3
8 4
9 5
10 6
11 7
12 Available Total wages:
13 Required

ANSWER:
A B C D E F G H I J
1 Workforce planning
2
3 Days on = 1, Days off = 0 Workers Wages per
4 Shift Sun Mon Tues Wed Thur Fri Sat Scheduled Worker
5 1 0 0 1 1 1 1 1 2 900
6 2 1 0 0 1 1 1 1 10 1000
7 3 1 1 0 0 1 1 1 16 1000
8 4 1 1 1 0 0 1 1 6 1000
9 5 1 1 1 1 0 0 1 14 1000
10 6 1 1 1 1 1 0 0 8 900
11 7 0 1 1 1 1 1 0 6 850
12 Available 54 50 36 40 42 40 48 Total wages: 60100
13 Required 54 50 36 38 42 40 48

63. A cellular phone company wants to locate two new communications towers to cover 4 regions. The company
wants to minimize the cost of installing the two towers. The regions that can be covered by each tower site
are indicated by a 1 in the following table:

Tower Sites
Region 1 2 3 4
A 1 1
B 1 1 1
C 1 1 1
D 1 1
COST ($000s) 200 150 190 250

Formulate the ILP for this problem.

ANSWER:
MIN: 200 X1 + 150 X2 + 190 X3 + 250 X4
Subject to: X2 + X4  1
Ch. 6 Integer Linear Programming TB-117

X1 + X3 + X4  1
X1 + X2 + X3  1
X1 + X4  1
X1 + X2 + X3 + X4 = 2
Xi = 0, 1

64. A cellular phone company wants to locate two new communications towers to cover 4 regions. The company
wants to minimize the cost of installing the two towers. The regions that can be covered by each tower site
are indicated by a 1 in the following table:

Tower Sites
Region 1 2 3 4
A 1 1
B 1 1 1
C 1 1 1
D 1 1
COST ($000s) 200 150 190 250

MIN: 200 X1 + 150 X2 + 190 X3 + 250 X4


Subject to: X2 + X4  1
X1 + X3 + X4  1
X1 + X2 + X3  1
X1 + X4  1
X1 + X2 + X3 + X4 = 2
Xi = 0, 1

Based on this ILP formulation of the problem and the solution (X 1 , X2 , X3 , X4)=(1, 1, 0, 0) what values
should go in cells B6:G14 of the following Excel spreadsheet?

A B C D E F G
1
2
3 Tower location
4 1 2 3 4 Total
5 Location selected coverage
6 Cost
7
8 Towers
9 Requirements Covering Required
10 Region A
11 Region B
12 Region C
13 Region D
14 Towers Required

ANSWER:
A B C D E F G
1
2
3 Tower location
4 1 2 3 4 Total
5 Location selected 1 1 0 0 coverage
TB-118 SM&DA: Test Bank

6 Cost 200 150 190 250 350


7
8 Towers
9 Requirements Covering Required
10 Region A 1 1 1 1
11 Region B 1 1 1 1 1
12 Region C 1 1 1 2 1
13 Region D 1 1 1 1
14 Towers Required 1 1 1 1 2 2

65. A cellular phone company wants to locate two new communications towers to cover 4 regions. The company
wants to minimize the cost of installing the two towers. The regions that can be covered by each tower site
are indicated by a 1 in the following table:

Tower Sites
Region 1 2 3 4
A 1 1
B 1 1 1
C 1 1 1
D 1 1
COST ($000s) 200 150 190 250

MIN: 200 X1 + 150 X2 + 190 X3 + 250 X4


Subject to: X2 + X4  1
X1 + X3 + X4  1
X1 + X2 + X3  1
X1 + X4  1
X1 + X2 + X3 + X4 = 2
Xi = 0, 1

Based on this ILP formulation of the problem what formulas should go in cells F6:F14 of the following Excel
spreadsheet?

A B C D E F G
1
2
3 Tower location
4 1 2 3 4 Total
5 Location selected 1 1 0 0 coverage
6 Cost 200 150 190 250 350
7
8 Towers
9 Requirements Covering Required
10 Region A 1 1 1 1
11 Region B 1 1 1 1 1
12 Region C 1 1 1 2 1
13 Region D 1 1 1 1
14 Towers Required 1 1 1 1 2 2

ANSWER:
Cell Formula Copied to
Ch. 6 Integer Linear Programming TB-119

F5 =SUMPRODUCT($B$5:$E$5,B6:E6)
F6-F9 Nothing
F10 =SUMPRODUCT($B$5:$E$5,B10:E10) F11:F14

66. A company produces three products which must be painted , assembled, and inspected. The machinery must
be cleaned and adjusted before each batch is produced. They want to maximize their profits for the amount
of operating time they have. The unit profit and setup cost per batch are:

Product Profit per unit Setup cost per batch


1 9 500
2 10 600
3 12 650

The operation time per unit and total operating hours available are:

Operating Time per Unit


Operation Product 1 Product 2 Product 3 Operating Hours Available
Paint 1 2 2 400
Assemble 2 3 2 600
Inspection 2 4 3 540

Formulate the ILP for this problem.

ANSWER:
Xi = amount of product i produced
Yi = 1 if product i produced, 0 otherwise

MAX: 9 X1 + 10 X2 + 12 X3 - 500 Y1 - 600 Y2 - 650 Y3


Subject to: 1 X1 + 2 X2 + 2 X3  400
2 X1 + 3 X2 + 2 X3  600
2 X1 + 4 X2 + 3 X3 < 540
X1  M1 Y1 OR 270 Y1
X2  M2 Y2 OR 135 Y2
X3 < M3 Y3 OR 180 Y3
Yi = 0,1
Xi  0 and integer

67. A company produces three products which must be painted , assembled, and inspected. The machinery must
be cleaned and adjusted before each batch is produced. They want to maximize their profits for the amount
of operating time they have. The unit profit and setup cost per batch are:

Product Profit per unit Setup cost per batch


1 9 500
2 10 600
3 12 650

The operation time per unit and total operating hours available are:

Operating Time per Unit


Operation Product 1 Product 2 Product 3 Operating Hours Available
Paint 1 2 2 400
Assemble 2 3 2 600
TB-120 SM&DA: Test Bank

Inspection 2 4 3 540

Based on this ILP formulation of the problem and the optimal solution (X 1 , X2 , X3) = (270, 0, 0), what values
should go in cells of the following Excel spreadsheet.

ANSWER:
Xi = amount of product i produced
Yi = 1 if product i produced, 0 otherwise

MAX: 9 X1 + 10 X2 + 12 X3 - 500 Y1 - 600 Y2 - 650 Y3


Subject to: 1 X1 + 2 X2 + 2 X3  400
2 X1 + 3 X2 + 2 X3  600
2 X1 + 4 X2 + 3 X3 < 540
X1  M1 Y1 OR 270 Y1
X2  M2 Y2 OR 135 Y2
X3 < M3 Y3 OR 180 Y3
Yi = 0,1
Xi  0 and integer

A B C D E F G
1 Fixed Charge Problem
2
3
4 Product 1 Product 2 Product 3
5 Number to Product
6
7 Unit Profit Profit:
8 Fixed Cost
9
10 Resources Hours Required Used Available:
11 Paint
12 Assemble
13 Inspect
14
15 Binary Variables
16 Linking Constraints

ANSWER:
A B C D E F G
1 Fixed Charge Problem
2
3
4 Product 1 Product 2 Product 3
5 Number to Product 270 0 0
6
7 Unit Profit 9 10 12 2430 Profit:
8 Fixed Cost 500 600 650 (500) 1930
9
10 Resources Hours Required Used Available:
11 Paint 1 2 2 270 400
Ch. 6 Integer Linear Programming TB-121

12 Assemble 2 3 2 540 600


13 Inspect 2 4 2 540 540
14
15 Binary Variables 1 0 0
16 Linking Constraints 0 0 0

68. A certain military deployment requires supplies delivered to four locations. These deliveries come from one
of three ports. Logistics planners wish to deliver the supplies in an efficient manner, in this case by
minimizing total ton-miles. The port-destination data, along with destination demand is provided in the
following table.

Destination
Port D1 D2 D3 D4
A 75 88 103 56
B 105 76 101 85
C 43 80 95 62
Demand 500 600 450 700

The ports are supplied by one of two supply ships. These ships travel to a particular port where their supplies
are off-loaded and shipped to the requesting destinations. Ship S1 carries 1200 tones of supplies while Ship
S2 carries 1120 tons of supplies. These ships can only go to a single port and each port can only
accommodate one ship. Assume the costs for a ship to travel to a port are not part of the objective function.

Formulate the ILP for this problem capturing the ship choice of ports and the supply-to-demand transportation
from the ports to the destinations.

ANSWER:

Let Yij be 1 if ship i travels to port j, for i=S1, S2 and j=A, B, C


Xjk be the tons shipped from port j=A, B, C to Destination k=D1, D2, D3, D4

Minimize 75X11 + 88X12 + 103X13 + 56X14 + 105X21 + 76X22 + 101X23 + 85X24 +


43X31 + 80X32 + 95X33 + 62X34
Subject to:
Y11 + Y21 < 1
Y12 + Y22 < 1
Y13 + Y23 < 1
Y11 + Y12 + Y13 = 1
Y21 + Y22 + Y23 = 1
X14 + X15 + X16 + X17 < 1200Y11 + 1120Y21
X24 + X25 + X26 + X27 < 1200Y12 + 1120Y22
X34 + X35 + X36 + X37 < 1200Y13 + 1120Y23
X14 + X24 + X34 > 500
X15 + X25 + X35 > 600
X16 + X26 + X36 > 450
X17 + X27 + X37 > 700
Yij. Xjk > 0

Questions 69-71 pertain to the following problem, formulation, and spreadsheet implementation.

A certain military deployment requires supplies delivered to four locations. These deliveries come from one
of three ports. Logistics planners wish to deliver the supplies in an efficient manner, in this case by
TB-122 SM&DA: Test Bank

minimizing total ton-miles. The port-destination data, along with destination demand is provided in the
following table.

Destination
Port D1 D2 D3 D4
A 75 88 103 56
B 105 76 101 85
C 43 80 95 62
Demand 500 600 450 700

The ports are supplied by one of two supply ships. These ships travel to a particular port where their supplies
are off-loaded and shipped to the requesting destinations. Ship S1 carries 1200 tones of supplies while Ship
S2 carries 1120 tons of supplies. These ships can only go to a single port and each port can only
accommodate one ship. Assume the costs for a ship to travel to a port are not part of the objective function.

The following is the ILP formulation and a spreadsheet model for the problem.

Let Yij be 1 if ship i travels to port j, for i=S1, S2 and j=A, B, C


Xjk be the tons shipped from port j=A, B, C to Destination k=D1, D2, D3, D4

Minimize 75X11 + 88X12 + 103X13 + 56X14 + 105X21 + 76X22 + 101X23 + 85X24 +


43X 31 + 80X32 + 95X33 + 62X34
Subject to:
Y11 + Y21 < 1
Y12 + Y22 < 1
Y13 + Y23 < 1
Y11 + Y12 + Y13 = 1
Y21 + Y22 + Y23 = 1
X14 + X15 + X16 + X17 < 1200Y11 + 1120Y21
X24 + X25 + X26 + X27 < 1200Y12 + 1120Y22
X34 + X35 + X36 + X37 < 1200Y13 + 1120Y23
X14 + X24 + X34 > 500
X15 + X25 + X35 > 600
X16 + X26 + X36 > 450
X17 + X27 + X37 > 700
Yij. Xjk > 0

A B C D E F G H I J K L
1 Destinations
2 Ports D1 D2 D3 D4
3 A 75 88 103 56
4 B 105 76 101 85
5 C 43 80 95 62 Ship Loads
6 1200 1120
7 D1 D2 D3 D4 Shipped Supply S1 S2
8 A 0 0 0 0 0 1120 0 1 1 <= 1
9 B 0 0 0 0 0 0 0 0 0 <= 1
10 C 0 0 0 0 0 1200 1 0 1 <= 1
11 Received 0 0 0 0 1 1
12 Demand 500 600 450 700
13
14 Cost 0
Ch. 6 Integer Linear Programming TB-123

69. What formula would go into cell E14?

ANSWER: =SUMPRODUCT(B3:E5,B8:E10)

70. What formula would go into cells G8:G10?

ANSWER:
Cell Formula Copied to
G8 =H8*H$6+I8*I$6 G9:G10

71. What formula would go into cells B11:E11 and cells F8:F10?

ANSWER:
Cell Formula Copied to
B11 =SUM(B8:B10) C11:E11
F8 =SUM(B8:E8) F9:F10

72. The following ILP is being solved by the branch and bound method. You have been given the initial relaxed
IP solution. Complete the entries for the 3 nodes and label the arcs when you branch on X 1.

MAX: 35 X1 + 45 X2
Subject to: 35 X1 + 55 X2  250
65 X1 + 25 X2  340
X1, X2  0 and integer

Initial solution
X1 = . 4.6X2 = 1.6
Obj = 233.9

X1=
X2 =
Obj =

X1= X1=
X2 = X2 =
Obj = Obj =

ANSWER:
TB-124 SM&DA: Test Bank

X1= 4.6
X2 = 1.6
Obj = 233.9
X1  4 X1  5

X1= 4.0 X1= 5.0


X2 = 2.0 X2 = 0.6
Obj = 230.0 Obj = 202.0

73. The following ILP is being solved by the branch and bound method. You have been given the initial relaxed
IP solution. Complete the entries for the 3 nodes and label the arcs when you branch on X 2.

MAX: 50 X1 + 40 X2
Subject to: 2 X1 + 4 X2  40
3 X1 + 2 X2  30
X1, X2  0 and integer

Initial solution
X1 = 5.0
X2 = 7.5
Obj = 550

X1=
X2 =
Obj =

X1= X1=
X2 = X2 =
Obj = Obj =

ANSWER:
Ch. 6 Integer Linear Programming TB-125

X1= 5.0
X2 = 7.5
Obj = 550

X2  7 X2  8

X1= 5.3 X1= 4


X2 = 7 X2 = 8
Obj = 546.67 Obj = 520
TB-126 SM&DA: Test Bank

Project 6.1 Air Operations Planning

As part of a joint airpower operations staff, you have been tasked to develop a new set of contingency plans for
one squadron of F-1s, one squadron of F-2s, and one squadron of F-3s. The first mission you are given to plan
involves four targets, two airfields (AF-1 and AF-2), and two command and control bunkers (CCB-1 and CCB-2).
Each target must be attacked and destroyed to a particular level and these damage requirements are stated in terms
of lbs of bombs on target. These levels have been defined as a minimum of 20,000 lbs on CCB-1, a minimum of
22,000 lbs on CCB-2, but no more than 40,000 lbs for either. The airfields must be damaged to a minimum of
10,000 lbs each, no more than 25,000 lbs each, and damage of up to 40,000 lbs on the two airfields combined.

There are certain constraints you have to take into account such as fuel requirements and bomb loads carried by
each aircraft. Naturally, an aircraft burns fuel to and from the target as well as during time over the target. The
following table summarizes these requirements:

Fuel mission to Fuel mission to Fuel mission Fuel mission


BOMBS (lbs) AF-1 AF-2 to CCB-1 to CCB-2
AIRCRAFT
F-1 1800 3500 3200 3900 3100
F-2 2200 3900 3400 3300 4200
F-3 2000 4600 4200 3000 3200

Planners have indicated you can plan on having 180,000 lbs of fuel on hand for the mission and an essentially
unlimited supply of bombs, though your plan should indicate how many bombs are dropped in total and by each
squadron. All fuel levels in the above table are provided in terms of lbs of fuel. Assume the fuel requirements
indicated are for the complete trip.

There are 16 aircraft in each of the three squadrons. The F-1s and F-2s can fly up to two sorties each while the F-
3s can support up to a total of 1.5 sorties each.

Additionally, there are two Unmanned Aerial Vehicles (UAVs) available for battle damage assessment, UAV-1
and UAV-2. Your plan will task these UAV assets to cover particular missions over the targets though you do not
need to include details of the coverage (e.g., you will not worry about fuel, routing, etc.)

There are a total of 60 UAV missions available, 30 for each of UAV-1 and UAV-2. Due to differing capabilities,
the “utility” of each UAV differs by target. The utility table is

AF1 AF2 CCB1 CCB2


UAV-1 4 6 8 10
UAV-2 8 8 4 6

Additional constraints have been added (for a variety of reasons). These must be included in your analysis.
These are:

(1) F-3s can only hit 1 of the 4 targets; you decide which target that is and how many missions the F-3s
fly against that target.
(2) Any targets hit by F-1s are ONLY hit by F-1s.
(3) All F-1 strikes must be photographed (by the UAVs).
(4) Every strike, if photographed, is covered by UAV-1 or UAV-2, but there is to be no overlap of target
coverage by the two assets (e.g., either UAV-1 or UAV-2 will cover AF-1, but not both).
(5) All three aircraft types must be employed within the mission plan.

Formulate this problem as a mixed integer programming problem. Implement the model in Excel and interpret
the resulting solution to include the following items:
Ch. 6 Integer Linear Programming TB-127

1. Total bombs required?


2. How many bombs are placed on each target?
3. Which target does the F-3 squadron service?
4. Which target does the F-1 squadron service?
5. How busy is each squadron in terms of both missions and bombs dropped?

ANSWER:

Decision Variables:

Xij defined as aircraft/UAV type i attacks/photos target j

where
i=1 if F-1,
2 if F-2,
3 if F-3,
4 if UAV-1, and
5 if UAV-2
and
j=1 if AF-1,
2 if AF-2,
3 if CCB-1, and
4 if CCB-2.

Then define Yij as binary variable, 1 if Xij > 0 and 0 otherwise.

Maximize
1800(X11 + X12 + X13 + X14) + 2200(X21 + X22 + X23 + X24) + 2000(X31 + X32 + X33 + X34) + 4X41 + 8X42 + 8X43 +
10X44 + 8X51 + 8X52 + 4X53 + 6X54

subject to:
{Fuel constraint}
3500X11 + 3200X12 + 3900X13 + 3100X14 +
3900X21 + 3400X22 + 3300X23 + 4200X24 +
4600X31 + 4200X32 + 3000X33 + 3200X34 <= 180,000
{F-1 Sorties}
X11 + X12 + X13 + X14 <= 32
{F-2 Sorties}
X21 + X22 + X23 + X24 <= 32
{F-3 Sorties}
X31 + X32 + X33 + X34 <= 24
{UAV Missions}
X41 + X42 + X43 + X44 <= 30
X51 + X52 + X53 + X54 <= 30
{AF-1 Destruction}
1800X11 + 2200X21 + 2000X31 >= 10,000
1800X11 + 2200X21 + 2000X31 <= 25,000
{AF-2 Destruction}
1800X12 + 2200X22 + 2000X32 >= 10,000
1800X12 + 2200X22 + 2000X32 <= 25,000
{AF-1 & AF-2 Combined Destruction}
1800X11 + 2200X21 + 2000X31 + 1800X12 + 2200X22 + 2000X32 <= 40,000
{CCB-1 Destruction}
1800X13 + 2200X23 + 2000X33 >= 20,000
TB-128 SM&DA: Test Bank

1800X13 + 2200X23 + 2000X33 <= 40,000


{CCB-2 Destruction}
1800X14 + 2200X24 + 2000X34 >= 22,000
1800X14 + 2200X24 + 2000X34 <= 40,000
{Linking Constraints }
Xij – 100Yij <= 0 i=1,2,3,4,5; j=1,2,3,4

Additional constraints follow.


{F-3 hits single target, additional constraint (1)}
Y31 + Y32 + Y33 + Y34 <= 1
{Targets hit by F-1 only hit by F-1, additional constraint (2)}
2Y11 + Y21 + Y31 <= 2 (AF-1)
2Y12 + Y22 + Y32 <= 2 (AF-2)
2Y13 + Y23 + Y33 <= 2 (CCB-1)
2Y14 + Y24 + Y34 <= 2 (CCB-2)
{Every F-16 strike photographed, additional constraint (3)}
X11 – X41 - X51 <= 0 (AF-1)
X12 – X42 - X52 <= 0 (AF-2)
X13 – X43 - X53 <= 0 (CCB-1)
X14 – X44 - X54 <= 0 (CCB-2)
{Every target covered uniquely by a UAV, additional constraint (4)}
Y41 + Y51 <= 1 (AF-1)
Y42 + Y52 <= 1 (AF-2)
Y43 + Y53 <= 1 (CCB-1)
Y44 + Y54 <= 1 (CCB-2)
{All aircraft types used, additional constraint (5)}
X11 + X12 + X13 + X14 > 0
X21 + X22 + X23 + X24 > 0
X31 + X32 + X33 + X34 > 0

{Non-negativity}
Xij >= 0 , Yij >= 0 for all i=1,2,3,4,5; j=1,2,3,4.

See WeaponsTargeting.xls:

Interpret solution questions…

b.1. Total bombs – 111,392.5 pounds


b.2. Bombs per target:
AF-1: 25,000 pounds
AF-2: 10,000 pounds
CCB-1: 40,000 pounds
CCB-2: 35,852.5 pounds
b.3. F-3 services the CCB-2 target
b.4. F-1 services the AF-2 target
b.5. How busy is each squadron

Num Missions Rate Used Pounds Bombs % of Total


F-1 5.6 17.5% 10,000 8.98%
F-2 29.5 92.2% 65,000 58.35%
F-3 17.09 71.2% 35,852 32.67%
Ch. 6 Integer Linear Programming TB-129

Project 6.2 Dayton Electronics Manufacturing Inc. (DEMI)

The Dayton Electronic Manufacturing, Inc (DEMI) company manufactures two styles of remote keyless
entry systems (the X30 and the X40) that various auto dealers supply to customers when a new (or used)
automobile is purchased. DEMI currently operates four production facilities located in Springfield OH, Hartford,
New Orleans, and Orlando. The manufactured items are shipped from the plants to regional distribution centers
located in Trenton, Chicago and Seattle. It is from these regional locations that the product is distributed
nationwide.
As more automobile manufactures include keyless entry as a standard option, and DEMI finds itself
locked out of the manufacturer market, demand for DEMI's products have decreased. As a result, management is
contemplating closing one or more of its production facilities. Distribution facilities are not currently being
considered for closing.
Each production facility carries a fixed operating cost and a variable cost associated with building each of
the products. Data has been compiled on production costs, resource availability, and resource usage at each of the
production plants. That information is summarized in the table below.

Production Production
Fixed Cost Cost Time (hr/100) Available
Per Month (per 100) X30 - X40 Hours
Plant ($1000) X30 – X40 per Month
Springfield 53 1100 1300 6 6 720
Hartford 38 1100 1250 7 8 780
New Orleans 25 1000 1000 5 5 530
Orlando 28 1200 1500 5 9 680

The entry systems are sold nationwide at the same prices: $24 for the X30 and $30 for the X40.
Current monthly demand projections at each distribution center for both products are given in the
following table.

Demand
Trenton Chicago Seattle
X30 2200 3100 4000
X40 4500 5800 6000

The transportation costs between each plant and each distribution center, which are the same for either
product, are shown in the following table:

Cost per 100 To


From Trenton Chicago Seattle
Springfield $200 $270 $450
Hartford $100 $200 $700
New Orleans $250 $240 $300
Orlando $180 $220 $350

DEMI's problem is to

 Determine which of the plants to close and which to keep open.


 Determine the number of X30 and X40 to be produced at each plant.
 Determine a shipping pattern from the plants to the distribution centers.
 Maximize the net total monthly profit. If any plants were closed, what was the impact of the closing on
profits?
 Do not exceed the production capacities at any plant.
TB-130 SM&DA: Test Bank

Formulate DEMI's problem as a fixed charge, integer program. Implement your model in Excel and solve the
model to answer DEMI's questions.

ANSWER:

Use the following decision variables in your formulation:

Xi = Total X30s produced at plant i


Zi = Total X40s produced at plant i
Xij = X30s produced at plant i, shipped to distribution center j
Zij = X40s produced at plant i, shipped to distribution center j

Maximize:
11 X1 + 11 X2 + 10 X3 + 12 X4 +
13 Z1 + 12.5Z2 + 10 Z3 + 15 Z4 -
2 X11 - 2.7 X12 - 4.5 X13 - 1 X21 - 2 X22 - 7 X23 -
2.5 X31 - 2.4 X32 - 3 X33 - 1.8 X41 - 2.2 X42 - 3.5 X43 -
2 Z11 - 2.7 Z12 - 4.5 Z13 - 1 Z21 - 2 Z22 - 7 Z23 -
2.5 Z31 - 2.4 Z32 - 3 Z33 - 1.8 Z41 - 2.2 Z42 - 3.5 Z43 -
53000 Y1 - 38000 Y2 - 25000 Y3 - 28000 Y4
Subject to:
Compute the total production at each facility. First for X30:
X11 + X12 + X13 = X1
X21 + X22 + X23 = X2
X31 + X32 + X33 = X3
X41 + X42 + X43 = X4
Then for X40:
Z11 + Z12 + Z13 = Z1
Z21 + Z22 + Z23 = Z2
Z31 + Z32 + Z33 = Z3
Z41 + Z42 + Z43 = Z4
Ensure production does not exceed hours capacity, but redefine these constraints as linking constraints. Data
scaled to whole numbers.
6 X1 + 6 Z1 < 72000 Y1
7 X2 + 8 Z2 < 78000 Y2
5 X3 + 5 Z3 < 53000 Y3
5 X4 + 9 Z4 < 68000 Y4
Ensure each distribution center its demand. First for X30 units:
X11 + X21 + X31 + X41 < 20
X12 + X22 + X32 + X42 < 30
X13 + X23 + X33 + X43 < 50
Then for X40 units:
Z11 + Z21 + Z31 + Z41 < 50
Z12 + Z22 + Z32 + Z42 < 60
Z13 + Z23 + Z33 + Z43 < 70
Finally, the non-negativity requirements:
Xi , Zi , Xij , Zij > 0 for all i and j, Yi are 0 or 1.

The spreadsheet implementation and solution is the following and is available in Project 6-2.xls.
Ch. 6 Integer Linear Programming TB-131

Dayton Electronics Manufacturing Inc

Total X30 X30 X30 X30


X30 Production X30 Profit Production Production Sales
Trenton Chicago Seattle Production Per Unit Time Cost Price
Springfield 0.000 0.000 0.000 0.00 $ 13.00 0.06 $ 11.00 $ 24.00
Hartford 2200.000 2428.000 0.000 4628.00 $ 13.00 0.07 $ 11.00 $ 24.00
New Orleans 0.000 0.000 0.000 0.00 $ 14.00 0.05 $ 10.00 $ 24.00
Orlando 0.000 672.000 4000.000 4672.00 $ 12.00 0.05 $ 12.00 $ 24.00
Shipped Total
Actual 2200 3100 4000
Min Demand 0 0 0
Max Demand 2200 3100 4000 Total X40 X40 X40 X40
X40 Production X40 Profit Production Production Sales
Trenton Chicago Seattle Profit Production Per Unit Time Cost Price
Springfield 0.000 0.000 0.000 0.00 $ 16.00 0.06 $ 14.00 $ 30.00
Hartford 4500.000 1200.000 0.000 5700.00 $ 18.00 0.08 $ 12.00 $ 30.00
New Orleans 0.000 4600.000 6000.000 10600.00 $ 20.00 0.05 $ 10.00 $ 30.00
Orlando 0.000 0.000 0.000 0.00 $ 15.00 0.09 $ 15.00 $ 30.00
Shipped
Actual 4500 5800 6000
Min Demand 0 0 0
Max Demand 4500 5800 6000
Shipping Cost Production Time Open Linking Fixed
Trenton Chicago Seattle Actual Limit Plant? Constraint Cost
Springfield $ 2.0 $ 2.7 $ 4.5 0.00 720 0 0.00 $ 53,000.00
Hartford $ 1.0 $ 2.0 $ 7.0 779.96 780 1 -0.04 $ 38,000.00
New Orleans $ 2.5 $ 2.4 $ 3.0 530.00 530 1 0.00 $ 25,000.00
Orlando $ 1.8 $ 2.2 $ 3.5 233.60 680 1 -446.40 $ 28,000.00

Profit $ 281,353.60

According to the model, the Springfield plant should close. The production plan for the remaining three plants is

X30 Shipping Plan To


From Total X30s Produced Trenton Chicago Seattle
Springfield 0
Hartford 4628 2200 2428
New Orleans 0
Orlando 4672 672 4000

X40 Shipping Plan To


From Total X40s Produced Trenton Chicago Seattle
Springfield 0
Hartford 5700 4500 1200
New Orleans 10600 4600 6000
Orlando 0

The total net monthly profit realized based on the above shipping plan is $281,353.60. This is an increase of
$52,451 in profit were all four plants to remain open. Interestingly, if all four plants remain open, Springfield is
used while Orlando, while open, is not utilized at all. This solution does not violate any plant capacity constraints
and each distribution center receives 100% of its demand.

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