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15 views

Optimization hw1

Uploaded by

m1017023095
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MFE 5100 Homework#1 Fall 2024

Shiteng Ma, 224040170


September 17, 2024

Problem 1
Decision Variables:
• Y: Number of year-round workers.
• S: Number of summer workers.

• W: Number of winter workers.


• H: Number of half-year workers at cost c4
′ ′
• H : Number of half-year workers at cost c4

Objective Function
′ ′ ′
min Z = 4c1 Y + c2 S + c3 W + 2c4 H + 2c4 H + c5 ∗ max(Y + S, Y + H + H )

Constraints
′
• Y + W + H + h ≥ d1
• Y + S ≥ d2
• Y + S ≥ d3
′
• Y + H + H ≥ d4
• H ≤ u1
• Y ≥ 0.5 ∗ d1

• Y ≥ 0.5 ∗ d4
′
• Y, S, W, H, H ≥ 0

Problem 2
(a)
Index Sets
• k ∈ {1, 2, 3, 4, 5} sample points

Data
• distancek the predicted distance of k-th sample
• pk the power of k-th sample

1
Figure 1: The network diagram

Decision Variables
• m slope of the line

• b intercept of the line

Constraints
• m≥0

• b≥0

Formulation
X
min |distancek − (m ∗ pk − b)|
m,b
k∈K

s.t. m ≥ 0, b ≥ 0

(b)
By using Python and COPT, we can get the best fit of the model is that m = 3.57 and b = 26.43. The
value of m means when the power increases by 1 unit, the distance will increase 3.57 units on average
and the value of b means that when the power is zero, the average distance is 26.43 units. The reason
why we used the word average is that the output is just an estimation of the real formulation. So
there will always be an error between our estimation and the true value.

Problem 3
(a)
The diagram is shown in Figure 1.

(b)
Decision Variables
• ti denote the start time of task t, where i ∈ {A, B . . . , K}

2
Figure 2: The network diagram

Objective Function
min tK + 9

Constraints
• tB ≥ tA + 2
• tC ≥ tB + 3

• tD ≥ tB + 3
• tE ≥ tB + 3
• tF ≥ tD + 7
• tG ≥ tE + 3

• tH ≥ tE + 3
• tI ≥ max(tC + 5, tF + 4)
• tJ ≥ max(tF + 4, tG + 2, tH + 6)
• tK ≥ max(tI + 8, tJ + 6)

• ti ≥ 0 for i ∈ {A, B, . . . , K}

Problem 4
(a)
The soft demands’ diagram is shown in Figure 2.

3
(b)
Define parameters
• i: represents the sales outlet, i ∈{A,B,C}
• t: represents the period, t ∈{1,2,3}
• ci : the unit shipping cost from the manufacturing plant to sales outlet i

• s: the storage cost


• prod capt : the production capacity in period j
• max salesi, t: the maximum sales demand at sales outlet jin period i
• pricei,t : the price of sales outlet i in period t

• storage cap: the storage capacity of the manufacturing plant

Define decision variables


• xit : the quantity shipped from the manufacturing plant to sales outlet i in period t
• pt : the production quantity of the manufacturing plant in period t

• yt : the quantity of products stored at the end of period t

Objective function
3 X
X 2
X
min ci xit + syt
t=1 i t=1

Constraints
•
P
i xit + yt−1 ≤ prod capt

• xi,t ≤ max pricei, t


• yt = prod capt − i xi,j ,
P
i≥2
• yt ≤ storage cap

• xi,t , yt ≤ 0

(c)
The minimum cost is 1030.

Sales Outlet Transportation in Period 1 Transportation in Period 2 Transportation in Period 3


A 50.0 units 75.0 units 0.0 units
B 30.0 units 25.0 units 0.0 units
C 0.0 units 0.0 units 0.0 units
Period Inventory Quantity Stored to the Next Period
1 100.0 units
2 100.0 units

4
Problem 5
Define parameters
• i: represents the plant, i ∈ {A, B}

• j: represents the sales outlet, j ∈ {I, II, III}


• t: represents the period, t ∈ {1, 2}
• cij : the shipping cost from plant i to sales outlet j
• pti : the unit producing cost of plant i in period t

• qit : the producing capacity of plant i in period t


• stj : the selling price at sales outlet j in period t
• dtj : the maximum sales demand at sales outlet jin period t

• m: the inventory cost per unit


• li : the maximum storage capacity at plant i

Define decision variables


• xtij : the quantity shipped from plant to sales outlet in period
• yit : the production quantity of plant in period
• zit : the quantity of products stored at plant at the end of period

Objective function
2 X
X B X
III
max (stj xtij − cij xtij − pti yit − mzit )
t=1 i=A j=1

Constraints
P[
• j=1 III]xtij ≥ yit
PB P2
• i=A t=1 xtij ≥ dtj
P[
• zit = zit−1 + yit − j=1 III]xtij

• zi1 = 0
• zit ≤ li

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