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Solutions to Some Optional Problems

Exercise 1: The formulation is:

displaymath1915

Exercise 2: Let tex2html_wrap_inline1449 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:

displaymath1916

Exercise 3: Let tex2html_wrap_inline1933 starting time of operation j.

displaymath1917

Then the formulation is:

displaymath1918

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_inline1937 , tex2html_wrap_inline1939 . Rounding it yields tex2html_wrap_inline1941 , tex2html_wrap_inline1939 which fails to satisfy the constraint tex2html_wrap_inline1945 .

In fact, the only feasible integer solution is

displaymath1919

and it cannot be obtained by simple rounding.

Exercise 5: The enumeration tree is given in Figure 9.

   figure971
Figure 9: Enumeration tree

Three optimum integer solutions were found, namely

displaymath1920

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_inline1971 and tex2html_wrap_inline1973 are inactive by reason of integrality. The better solution is tex2html_wrap_inline1975 with value tex2html_wrap_inline1977 .

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_inline1979 does not satisfy the knapsack constraint tex2html_wrap_inline1981 , it follows that tex2html_wrap_inline1983 must hold for all solutions of the knapsack problem.

Similarly for tex2html_wrap_inline1985 .

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

Exercise 9.

(a) Nearest Neighbor starting from city 1 yields the tour

1 - 4 - 8 - 9 - 10 - 13 - 14 - 11 - 12 - 15 - 7 - 5 - 6 - 2 - 3 - 1

of length 89.

Applying 2-opt, we get the following improvements: replace 1-3 and 2-6 by 1-2 and 3-6 for a gain of 6. The new tour is

1 - 2 - 3 - 6 - 5 - 7 - 15 - 12 - 11 - 14 - 13 - 10 - 9 - 8 - 4 - 1

Replace 3-6 and 5-7 by 3-5 and 6-7 for a gain of 2. The new tour

1 - 2 - 3 - 5 - 6 - 7 - 15 - 12 - 11 - 14 - 13 - 10 - 9 - 8 - 4 - 1

has lenth 81.

(b) We start Nearest Insertion with the tour 5 - 6 - 5 of length 6.

Then we insert city 7 at a cost of 4+5-3=6 (note that there is a tie. We could have inserted city 9 instead). The new tour is 5 - 6 - 7 - 5. Then the nodes are inserted in the following order: 9 (between 6 and 7), 11 (between 7 and 9), 12 (between 7 and 11), 10 (between 9 and 11), 14 (between 10 and 11), 8 (between 9 and 10), 13 (between 8 and 10), 4 (between 8 and 9), 2 (between 4 and 9 ), 1 (between 2 and 4), 15 (between 11 and 12) and finally 3 (between 5 and 7). The resulting tour is

1 - 2 - 9 - 6 - 5 - 3 - 7 - 12 - 15 - 11 - 14 - 10 - 13 - 8 - 4 - 1

and has length 79. There is no improvement with 2-opt.

(c) We start Furthest Insertion with the tour 1 - 15 - 1 of length 46. Then city 3 is inserted followed by city 13. The new tour is 1 - 3 - 15 - 13 with length 60. The remaining nodes are inserted in the folowing order: 6 (between 13 and 15), 14 (between 6 and 13), 5 (between 6 and 15), 11 (between 5 and 15), 7 (between 5 and 11), 10 (between 13 and 14), 9 (between 6 and 14), 12 (between 11 and 15), 12 (between 11 and 15), 4 (between 1 and 13), 8 (between 4 and 13) and finally 2 (between 1 and 3). The resulting tour

1 - 2 - 3 - 15 - 12 - 11 - 7 - 5 - 6 - 9 - 14 - 10 - 13 - 8 - 4 - 1

has length 81. There is no improvement with 2-opt.

(d) We take as the central point on the map the midpoint between 5 and 10. The resulting tour obtained by applying the sweep heuristic is

7 - 3 - 5 - 6 - 2 - 1 - 4 - 8 - 9 - 13 - 10 - 14 - 11 - 15 - 12 - 7

and it has length 80.

Applying the 2-opt heuristic, we replace 9-13 and 10-14 by 9-10 and 13-14, thus reducing the length of the tour by 1. The new tour

1 - 2 - 6 - 5 - 3 - 7 - 12 - 15 - 11 - 14 - 13 - 10 - 9 - 8 - 4 - 1

has length 79.


next up previous contents
Next: About this document Up: A Tutorial on Integer Previous: Heuristics

Michael A. Trick
Sun Jun 14 12:49:07 EDT 1998