Devoir en recherche opérationnelle

Semestre 7 : Groupe B Gestion

Equipe :
ELHAJJAJI Reda
HAIMEUR Ranya
ELBOUDALI Aymen
Encadré par : Pr.MALIKI

Cas 1: A portfolio selection problem

The objective in this asset portfolio is to maximize return and taking into consideration the
constraints: minimize risk.
 X1: Bonds
X2: Stocks
X3: Term deposits
X4: Saving account
X5: Real estate
X6: Gold
X7: The borrowing

 The objective function:

Max Z = X1*105% + X2*109% + X3*104% + X4*103%+ X5*107% + X6*111% -

X7*106%
NB: For the assets without an interest, we include the excepted increase in the objective
function.
 Linear Programming model
x1+x2+x3+x4+x5+x6 <= 1.000.000 + x7
x1>= 30% (x1+x2+x3+x4+x5+x6)
x3<= 10% (x1+x2+x3+x4+x5+x6)
x3+x4 >= 10% (x1+x2+x3+x4+x5+x6)
x7 <= 150 000
x6 <= 100 000
x6 <= 8% ( 100 000+ x7)
 x7<= 50% x5
3x1+ 10x2+ 2x3 + 1x4+ 5x5 + 20x6 <= 4,5 ∑Xn
5%x1+ 2%x2+ 4%x3+ 3%x4>= 2,5% ∑Xn

Cas 2 : A diet example

 Variables
X1: Brent cereal
X2: Dry cereal
X3: Oatmeal
X4: Oat bran
X5: Egg
X6: Bacon
X7: Orange
X8: Milk
X9: Orange juice
X10: Wheat toast
 The objective function:
The objective is to minimize cost:
Max Z= 0,19X1+ 0,22X2+ 0,10X3+ 0,12X4+ 0,10X5+ 0,09X6+ 0,40X7+ 0,16X8+ 0,50X9+
0,07X10

 Constraints:

90X1+ 110X2+ 100X3+ 90X4+75X5+ 35X6+ 65X7+ 100X8+ 120X9+ 65X10 >=
420 : The dietitian wants the breakfast to include at least 420 calories
 2X2+ 2X3 +2X4+ 5X5+ 3X6+ 4X8+ X10 >= 20 The dietitian wants the breakfast to
include at least 20 grams of fat
 270X5+ 8X6+ 12X8 <= 30 no more than 30 milligrams of cholesterol
 6X1+ 4X2+ 2X3+ 3X4+ X5+ X7+ X10 >= 5 at least 5 milligrams of iron
 20X1+ 48X1+ 12X3+ 8X4+ 30X5+ 52X7+ 250X8+ 3X9+ 26X10 >=400 at least 400
milligrams of calcium
 3X1+ 4X2+ 5X3+ 6X4+ 7X5+ 2X6+ 1X7+ 9X8+ X9+ 3X10 >= 20 at least 20 grams
of protein
 5X1+ 2X2+ 3X3+ 4X4+ X7+ X10 >= 12 at least 12 grams of fiber
 Linear Programming model
90X1+ 110X2+ 100X3+ 90X4+75X5+ 35X6+ 65X7+ 100X8+ 120X9+ 65X10 >= 420
2X2+ 2X3 +2X4+ 5X5+ 3X6+ 4X8+ X10 >= 20
270X5+ 8X6+ 12X8 <= 30
6X1+ 4X2+ 2X3+ 3X4+ X5+ X7+ X10 >= 5
20X1+ 48X1+ 12X3+ 8X4+ 30X5+ 52X7+ 250X8+ 3X9+ 26X10 >=400
3X1+ 4X2+ 5X3+ 6X4+ 7X5+ 2X6+ 1X7+ 9X8+ X9+ 3X10 >= 20
5X1+ 2X2+ 3X3+ 4X4+ X7+ X10 >= 12
X1, x2,x3, x4, x5, x6, x7, x8, x9, x10 >= 0

Cas 3: Advertising
In this probem, the decision variables are:
DTV is the number of times daytime TV is used

ETV is the number of times daytime TV is used

DN is the number of times daytime TV is used

SN is the number of times daytime TV is used

R is the number of times daytime TV is used

 The objective function:

To maximize the total exposure quality units for the overall media selection plan.
Max Z = 65DTV+90ETV+40DN+60SN+20R

 Linear Programming model

The constraints are:
Avaibility of media:
DTV<=15
ETV<=10
DN<=25
SN<= 4
R<=30

Budget
Advertising budget is not more than $30,000
1500DTV+3000ETV+400DN+1000SN+100R<=30000
Television Restrictions
DTV+ ETV >=10
1500DTV + 3000ETV <=18,000
Customers Reached
1000DTV+2000ETV+1500DN+2500SN+300R>=50000

Cas 5: A Work-scheduling problem

The problem in this case is to minimize salaries while taking into consideration the
availability constraints of employees according to time slots.
 PT refer to part-time teller
 FT refer to full-time teller ( Total of FT tellers is 12 )

 The objective function:

Min Z= 24(PT1+ PT2+PT3+PT4+PT5) + 75FT

 Linear Programming model

FT+ PT1 >= 10 (9am-10-am)

FT+ PT1+PT2 >= 12 (10am-11am)
½ FT +PT1+ PT2+ PT3>= 14 (11am-12am)
½ FT +PT1+ PT2+ PT3+PT4 >= 16 (12am-1pm)
FT+PT2+PT3+PT4+PT5 >= 18 (1pm-2pm)
FT+PT3+PT4+PT5 >= 17 (2pm-3pm)
FT+PT4+PT5 >= 15 (3pm-4pm)
FT+PT5 >=10 (4pm-5pm)
PT1+ PT2 +PT3 +PT4 +PT5 <= 10+12+14+16…..+10
FT, PT1, PT2, PT3, PT4, PT5 > 0

Cas 6 : Chargement CARGO

L’avion comporte 3 compartiments. Pour optimiser le revenu tout en tenant compte des
contraintes, les 4 types de marchandises transportées doivent être présents dans chacun des
compartiments 1, 2 et 3.
 Soit : C1, C2 et C3 les compartiments
Xcn’.n : Quantité de la marchandise n’ dans le compartiment n
Exemple : Xc1.1 : Quantité du café dans le compartiment 1
Xc1.2 : Quantité du cacao dans le compartiment 2
 La fonction objective : Maximiser le revenu
Max Z= 320(Xc1.1+Xc1.2+Xc1.3) + 400(Xc2.1+Xc2.2+Xc2.3) + 360(Xc3.1+Xc3.2+Xc3.3)
+ 290(Xc4.1+Xc4.2+Xc4.3)
 Le programme linéaire du problème :
500Xc1.1+700Xc2.1+600Xc3.1+Xc4.1<= 7000
500Xc1.2+700Xc2.2+600Xc2.3+400Xc2.4 <= 8000

500Xc1.3+700Xc2.3+600Xc3.3+400Xc4.3<=6000

Xc1.1+Xc1.2+Xc1.3<=20
Xc2.1+Xc2.2+Xc2.3<=16
Xc3.1+Xc3.2+Xc3.3<=25
Xc4.1+Xc4.2+Xc4.3<=13
Xc1.1+Xc2.1+Xc3.1+Xc4.1<=12
Xc1.2+Xc2.2+Xc3.2+Xc4.2<=10
Xc1.3+Xc2.3+Xc3.3+Xc4.3<=18

Cas 8 : Investment problem

The Blacksburg national Bank want to invest 100.000$ in five bonds: A-B-C-D-E
The objective is to maximize the annual return of bonds invested
 The objective function:

Max Z = 9,5%A+ 8%B+ 9%C+ 9%D+ 9%E

 Linear Programming model

B+E >= 50000 (invest at least 50% of the money in short term issues)
A+D+E <= 50000 (no more than 50% in high risk bonds)
A+ B+ D >= 300000 (At least 30% of the
funds should go in tax-free investments)
9,5%A+ 8%B+ 9%D >= 40% (9,5%A+ 8%B+ 9%C+ 9%D+ 9%E) (At least 40% of the
total return should be tax free)

Cas 9 :Recycling Yield

 Variables
X1.1: tons of newsprint pulp produced from newspaper
X1.2: tons of packaging produced from newspaper
X2.1: tons of newsprint pulp produced from mixed paper
X2.2: tons of packaging produced from mixed paper
X2.3: tons of print stock pulp produced from mixed paper
X3.1: tons of newsprint pulp produced from white office paper
X3.2: tons of packaging pulp produced from white office paper
X3.3: tons of print stock pulp produced from white office paper
X4.1: tons of newsprint pulp produced from cardboard
X4.2: tons of packaging pulp produced from cardboard

 The objective function:

Max Z=
15*(X1.1+X1.2)+16*(X2.1+X2.2+X2.3)+19*(X3.1+X3.2+X3.3)+17*(X4.1+X4.2)+6.5*X1.1+
11*X1.2+9.75*X2.1+12.25*X2.2+9.5*X2.3+4.75*X3.1+7.75*X3.2+8.5*X3.3+7.5*X4.1+8.5*X4.2

 Constraints

X1.1+X1.1=< 600: The quantities of newspapers used to manufacture the pulp of newspapers and
packaging must not exceed 600 tons.

X2.1+X2.2+X2.3 =<500: The quantities of White office paper used to manufacture pulp for
newspapers, packaging and print stock must not exceed 300 tons.

X3.1+X3.2+X3.3 =<300: The quantities of cardboard used to manufacture newspaper and

packaging pulp must not exceed 400 tons.
X4.1+X4.2=< 400: we have to make at least 500 tons
0.85*X1.1+0.9*X2.1+0.9*X3.1+0.8*X4.1>=500 
0.8*X1.2+0.8*X2.2+0.85*X3.2+0.7*X4.2>=600
0.7*X2.3+0.8*X3.3>=300

 Linear Programming model

X4.1+X4.2=< 400
X3.1+X3.2+X3.3 =<300
X2.1+X2.2+X2.3 =<500
X1.1+X1.1=< 600
0.85*X1.1+0.9*X2.1+0.9*X3.1+0.8*X4.1>=500 
0.8*X1.2+0.8*X2.2+0.85*X3.2+0.7*X4.2>=600
0.7*X2.3+0.8*X3.3>=300
 Cas 10 : Production Scheduling
 Variables
XAi number of model GM3A motors produced in month i.
XBi number of model GM3B motors produced in month i.
XCi level of on-hand inventory for GM3A at the end of month i.
XDi level of on-hand inventory for GM3B at the end of month i.
 The objective function:

Max Z= 10(XA1+XA2)+11(XA3+XA4)+6(XB1+XB2)+6,60(XB3+XB4) +
0.18(XC1+XC2+XC1+XC2) + 0.13(XD1+XD2+XD1+XD2 )
 Constraints

Warehouse Space
XA3+XB3 ≤3300
Labour
1,3XA4+0,9XB4 ≥ 2240
Demand
XB3+XD2-XD3=1400
Non-Negativity
XAi ,XBi, XCi,XDi >=0