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Solutions to Some Optional Problems

Exercise 1: The formulation is:

displaymath1829

Exercise 2: Let tex2html_wrap_inline1379 be a 0,1 variable which equals 1 if route j is used, 0 otherwise. Then the vehicle routing problem can be formulated as a set covering problem:

displaymath1830

Exercise 3: Let tex2html_wrap_inline1847 starting time of operation j.

displaymath1831

Then the formulation is:

displaymath1832

The first set of constraints are the precedence constraints and the last two sets are the noninterference constraints.

Exercise 4: First we solve the problem as a linear program with LINDO. The solution is tex2html_wrap_inline1851 , tex2html_wrap_inline1853 . Rounding it yields tex2html_wrap_inline1855 , tex2html_wrap_inline1853 which fails to satisfy the constraint tex2html_wrap_inline1859 .

In fact, the only feasible integer solution is

displaymath1833

and it cannot be obtained by simple rounding.

Exercise 5: The enumeration tree is given in Figure 8.

   figure925
Figure 8: Enumeration tree

Three optimum integer solutions were found, namely

displaymath1834

each with value z=5.

Exercise 6

From the enumeration tree of Exercise 5, we see that only one branching is necessary since both subproblems tex2html_wrap_inline1885 and tex2html_wrap_inline1887 are inactive by reason of integrality. The better solution is tex2html_wrap_inline1889 with value tex2html_wrap_inline1891 .

Exercise 7

MAX 4 X1 + 7 X2 + 6 X3 + 5 X4 + 4 X5
SUBJECT TO
   2) 5 X1 + 8 X2 + 3 X3 + 2 X4 + 7 X5 <= 112
   3) X1 + 8 X2 + 6 X3 + 5 X4 + 4 X5 <= 109
END
GIN 5

ENUMERATION COMPLETE. BRANCHES= 6 PIVOTS= 20

OBJECTIVE FUNCTION VALUE  151.000

VARIABLE      VALUE      REDUCED COST
      X1      14.000           -4.000
      X2        .000           -7.000
      X3        .000           -6.000
      X4      19.000           -5.000
      X5        .000           -4.000

Exercise 8

Since tex2html_wrap_inline1893 does not satisfy the knapsack constraint tex2html_wrap_inline1895 , it follows that tex2html_wrap_inline1897 must hold for all solutions of the knapsack problem.

Similarly for tex2html_wrap_inline1899 .

MAX 8 X1 + 11 X2 + 6 X3 + 4 X4 
SUBJECT TO
   2) 5 X1 + 7 X2 + 4 X3 + 3 X4  <= 14
   3) X1 +  X2 +  X3 <= 2
   3) X1 +  X2 +  X4 <= 2
END
SUB X1 1
SUB X2 1
SUB X3 1
SUB X4 1

OBJECTIVE FUNCTION VALUE  21.000

VARIABLE      VALUE      REDUCED COST
      X1        .000            0.000
      X2       1.000           -3.000
      X3       1.000           -2.000
      X4       1.000            0.000



Michael A. Trick
Tue Sep 24 10:47:49 EDT 1996