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Question 1 (20 Points)

The year is 2030. Alka Yagnik is making a comeback. You are a high-powered audio-
visual studio executive and your current task is to decide what songs to include on two
new albums of Alka Yagnik that your recording company is slated to produce. Note that a
song, if selected, must be added in its entirety to an album. Alka has recorded two types
of songs that we will categorize as “romantic” tunes and “dance” tunes. The details of all
the recorded songs are given in the table below.

S. No Type of Song Duration (mins)

1 Romantic 5.01
2 Romantic 7.43
3 Dance 6.49
4 Romantic 7.71
5 Dance 6.85
6 Dance 7.33
7 Dance 6.84
8 Romantic 6.88
9 Dance 5.05
10 Dance 5.84
11 Dance 6.54
12 Romantic 6.98
13 Romantic 6.85
14 Romantic 7.25
15 Romantic 6.29

Moreover, the songs selected to appear on the two albums must satisfy the following
conditions:

1. A song can appear on at most one album

2. Duration of Album #1 can be at most 40 minutes
3. Duration of Album #2 can be at most 35 minutes
4. Each album must have at least two and at most four romantic tunes
5. Album #1 must have at least three dance tunes

(a) Formulate an integer program that will determine a feasible allocation of Alka
Yagnik’s songs to each album such that the total duration of songs in the two albums
is maximized.c

(b) Using your formulation in part (a), determine any feasible allocation of songs to
albums. Your allocation must be such that it should not be possible to add any further
songs to either Album 1 or Album 2. If the optimum total duration of songs in both
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albums is 74.80 minutes, what is the percentage deviation of your (feasible) objective
function value from optimality? (3 Points)

(c) Now suppose that you wish to model the condition that either Song 6 or Song 10 but
not both can be in Album #1. What constraints would you add to part (a) to model
this restriction? (2 Points)

(d) Now suppose that if either Song 12 or Song 13 (or both) is included in Album #1,
then Song 15 must not be included in both albums. Add appropriate constraint(s) to
part (a) to satisfy this restriction. (3 Points)

(e) Now suppose that you wish to model the restriction that if at least two out of the three
songs, namely Songs 9, 10, 11, are on Album #1, then at most one of the two songs,
Song 5 and Song 6, must be on Album #2. What constraints would you add to your
model in part (a) to account for this restriction? (3 Points)
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Question 2 (20 Points)

Consider the following 0-1 integer programming problem:

Maximize
subject to:

You are given a partially completed branch-and-bound tree below, where the labels at the
center of the nodes indicate the order in which the nodes were evaluated, i.e., its LP
relaxation was solved. The notation indicates that a linear programming
relaxation at the node labeled k was solved and the objective function value is q. The
notation indicates that the solution to the LP relaxation at node k is
given by , , , . An active node is defined as one that still
needs to be explored and cannot be fathomed.
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You are required to complete the branch-and-bound tree and determine the optimal
solution to the problem. Towards this end, answer the following questions.

(a) What is the current incumbent (or candidate) solution? (1)

(b) What is the best upper bound on the problem at this stage? (1)

(c) What are the active nodes in the tree at this stage? (1)

(d) Formulate the linear programming relaxation to be solved at Node 5. (3)

(e) Graphically represent the formulation from part (d) and determine the optimal
solution at this node and corresponding objective function value. Clearly indicate the
corner points of the feasible region, the feasible integer points, and optimal solution.
(4)

(f) Based on your solution to part (d), did the incumbent value change? If yes, what is
the new incumbent solution? (1)

(g) What are the active nodes in the branch-and-bound tree at this stage? (1)

(h) From the solution shown at Node 6, select an appropriate branching variable and
determine the optimal solution at Node 7. Did your incumbent solution change? (4)

(i) Determine the optimal solution at Node 8. Can the branch-and-bound process be
terminated at Node 8? If yes, explain your reasoning. If not, continue branching and
determine the optimal solution to the problem. (4 points)
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Question 3 (25 Points)

Consider a General Assignment Problem (GAP) problem, where a set of

jobs are to be assigned to a set of machines.
The 6 jobs require 7, 5, 9, 8, 6, 4 units of work respectively, and the 5 machines have a
capacity of 11, 8, 8, 14, 9 units of work respectively.
Each job must be assigned to exactly one machine and it is not necessary to use all the 5
machines.
The cost incurred if job is scheduled on machine is given in the table below:

Table 1. Costs of assigning jobs to machines, job requirements, and machine

capacities

  Job 1 Job 2 Job 3 Job 4 Job 5 Job 6

Machine 1 3 7 5 11 9 2
Machine 2 5 8 7 1 8 1
Machine 3 4 4 8 3 7 7
Machine 4 2 3 3 6 3 8
Machine 5 1 6 9 5 4 9

(a) Formulate an integer programming model to determine an assignment of jobs to

machines that minimizes the total cost and does not exceed the machine capacities.
Clearly define your decision variables, objective function, and constraints.

(b) Now suppose that Job 2 and Job 5 must be scheduled on the same machine. Add
suitable constraint(s) to your formulation in part (a) to model this requirement.

(c) In addition to the assignment costs given above, suppose that a fixed cost is incurred
when machine is operated. The fixed cost of operating a machine for each of
these five machines are given by 25, 30, 24, 19 and 17, respectively. Modify the
formulation in part (a) to incorporate this fixed cost. Define any new variables, if
required.

(d) Referring to your formulation in part (c), write an inequality that models the condition
that at most 4 out of the 6 machines can be in operation.
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(e) Referring to your formulation in part (c), write an inequality (or inequalities) that
models the following condition: If Machine is in operation, then at least 20% of its
capacity must be used.

(f) Referring to your formulation in part (c), write an inequality (or inequalities) that
models the following condition: If Machine 1 is operated, then at most three of the
machines can be operated.

(g) Referring to your formulation in part (c), give a constraint to model the following
condition: if at least two out of the three machines 1, 2, and 3, are in operation, then
at least one of the machines 4 or 5 must be in operation. (They don’t necessarily have
to have jobs assigned to them if they are in operation.)
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Question 4

In this problem, you are given a branch-and-bound tree resulting from a maximization
problem defined in terms of four variables. Each of the four variables is an integer
variable, i.e., at any feasible solution, all the variables have to take on integer values. The
labels at the center of the nodes indicate the order in which the nodes were evaluated, i.e.,
its LP relaxation was solved. The notation means that a linear programming
relaxation at the node labeled k was solved and the objective function value is q. The
notation indicates that the solution to the LP relaxation at node k is
given by , , , . An active node is defined as one that still
needs to be explored and cannot be fathomed.

Figure 1. Branch-and-Bound Tree #1

z1LP  110.5
1
x1   2.25, 2.75, 3.5, 4.5 

x2  2
2
z LP  108.1
2
x 2   2.47, 2, 3.58, 4.42 

x1  2
3
z LP  105.2
3
x 3   2, 2, 3.41, 4.58 

x4  4
4
z LP  104
4
x 4   2, 2, 4, 4 
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(a) What is the best lower bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 1?

(b) What is the best upper bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 1?

(c) How many nodes are still active in the branch-and-bound tree in Figure 1?

Figure 2. Branch-and-Bound Tree #2

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z1LP  110.5
1
x1   2.25, 2.75, 3.5, 4.5 

x2  2 x2  3
2
z LP  108.1 5
zLP  110.2
2 5
x 2   2.47, 2, 3.58, 4.42 
x 5   2, 3, 3.41, 4.58 
x1  2 x3  3
3
z LP  105.2
3 6
x 3   2, 2, 3.41, 4.58 
6
z LP  108.7
x4  4 x 6   0.833, 4.16, 3, 5 
4
z LP  104
4
x 4   2, 2, 4, 4 

(d) What is the best lower bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 2?

(e) What is the best upper bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 2?

(f) How many nodes are still active in the branch-and-bound tree in Figure 2?
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Figure 3. Branch-and-Bound Tree #3

z1LP  110.5
1
x1   2.25, 2.75, 3.5, 4.5 

x2  2 x2  3
2
z LP  108.1 5
z LP  110.2
2 5
x 2   2.47, 2, 3.58, 4.42 
x5   2, 3, 3.41, 4.58 
x1  2 x3  3 x3  4
3
z LP  105.2
3 6 7
x 3   2, 2, 3.41, 4.58 
7
6
z LP  108.7 z LP  109
x4  4 x 6   0.833, 4.16, 3, 5  x 7   2, 3, 4, 4 
4
z LP  104
4
x 4   2, 2, 4, 4 

(g) What is the best lower bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 3? (1
point)

(h) What is the best upper bound on the optimal solution that can be deduced from
the branch-and-bound tree in Figure 3?

(i) How many nodes are still active in the branch-and-bound tree in Figure 3?

(j) Comment on whether the optimal solution has been found. If yes, what is the
optimum objective function value? Else, state the next step in the branch-and-bound
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process.