Question

Universal Mines Inc. operates three mines in West Virginia. The ore from
each mine is separated into two grades before it is shipped; the daily
production capacities of the mines, as well as their daily operating costs,
are as follows
Universal has committed itself to deliver 54 tons of high-grade ore and
High-Grade Ore, Low-Grade Ore, Operating Cost,
tones/day tones/day $1000/day
Mine I 4 4 20
Mine II 6 4 22
Mine III 1 6 18
of a day the mine is open. Formulate the mathematical model. Solution
Let 𝒙𝟏, 𝒙𝟐 and 𝒙𝟑, respectively, denote the numbers of days that mines I, II,
and III will be operated during the upcoming week. Then the objective
(measured units in $1000) is
Minimum 𝒛 = 𝟐𝟎𝒙𝟏 + 𝟐𝟐𝒙𝟐 + 𝟏𝟖𝒙𝟑 (1)
The high-grade ore requirement is
𝟒𝒙𝟏 + 𝟔𝒙𝟐 + 𝒙𝟑 ≥ 𝟓𝟒 (2)
and the high-grade ore requirement is
𝟒𝒙𝟏 + 𝟒𝒙𝟐 + 𝟔𝒙𝟑 ≥ 𝟔𝟓 (3)
As no mine may operate a negative number of days, three hidden
constraints are 𝒙𝟏, 𝒙𝟐 and 𝒙𝟑 ≥ 𝟎. Moreover, as no mine may operate more
than 7 days in a week, three other hidden constraints are 𝒙𝟏, 𝒙𝟐 and 𝒙𝟑 ≤ 𝟕.
Finally, in view of the labor contracts, Universal Mines has nothing to gain
in operating a mine for part of a day; consequently, 𝒙𝟏, 𝒙𝟐 and 𝒙𝟑 are
required to be integral. Combining the hidden conditions with Equations
(1), (2), and (3) , the mathematical program is obtained as follows
Minimum 𝒛 = 𝟐𝟎𝒙𝟏 + 𝟐𝟐𝒙𝟐 + 𝟏𝟖𝒙𝟑
Subject to
𝟒𝒙𝟏 + 𝟔𝒙𝟐 + 𝒙𝟑 ≥ 𝟓𝟒
𝟒𝒙𝟏 + 𝟒𝒙𝟐 + 𝟔𝒙𝟑 ≥ 𝟔𝟓
𝒙𝟏 ≤ 𝟕
 𝒙𝟐 ≤ 𝟕
𝒙𝟑 ≤ 𝟕
With: all variables nonnegative and integral

Question
Find the dual
Max 𝒛 = 𝟏𝟐𝒙𝟏 + 𝟒𝒙𝟐
Subject to 𝟒𝒙𝟏 + 𝟕𝒙𝟐 ≤ 𝟓𝟔
𝟐𝒙𝟏 + 𝟓𝒙𝟐 ≥ 𝟐𝟎
𝟓𝒙𝟏 + 𝟒𝒙𝟐 = 𝟒𝟎
𝒙𝟏, 𝒙𝟐 ≥ 𝟎
Solution The primal problem can be taken the following
standard form
Max 𝒛 = 𝟏𝟐𝒙𝟏 + 𝟒𝒙𝟐
Subject to 𝟒𝒙𝟏 + 𝟕𝒙𝟐 ≤ 𝟓𝟔
−𝟐𝒙𝟏 − 𝟓𝒙𝟐 ≤ −𝟐𝟎
𝟓𝒙𝟏 + 𝟒𝒙𝟐 ≤ 𝟒𝟎
−𝟓𝒙𝟏 − 𝟒𝒙𝟐 ≤ −𝟒𝟎
The dual of the problem can be obtained as follows

Min 𝒘 = 𝟓𝟔𝒚𝟏 − 𝟐𝟎𝒚𝟐 + 𝟒𝟎𝒚𝟑 − 𝟒𝟎𝒚𝟒

Subject to 𝟒𝒚𝟏 − 𝟐𝒚𝟐 + 𝟓𝒚𝟑 − 𝟓𝒚𝟒 ≥ 𝟏𝟐
𝟕𝒚𝟏 − 𝟓𝒚𝟐 + 𝟒𝒚𝟑 − 𝟒𝒚𝟒 ≥ 𝟒

Question

Solve the following linear programming problem

Max Z = 40x1 + 30x2
2
 Subject 10x1 + 6x2 ≤ 35
x1 + x2 ≤ 4
x1, x2 ≥ 0
Solution
𝑥1 𝑥2 𝑥1 𝑥2
0 5.8 0 4
3.5 0 4 0

0
0 0.5
1 1.5 2 2.5 3 4

Corner points Z = 40x1 + 30x2

(3.5,0) Z = 140
(2.75,1.25) Z = 147.5
(Optimal solution)
(0,4) Z = 120

3
 Z
= 147.5

2 3
The solution of node 2, with The solution of node 3, with
constraint 𝐱𝟏 𝟐 added. constraint 𝐱𝟏 𝟑 added.

Max Z = 40x1 + 30x2 Max Z = $3x1 + $4x2

Subject to Subject
to

x
x 𝑥
x
7

0
0 0.5 1 1.5 2
2.5 3 3.5 4 4.5

Corner points Z = 40x1 + 30x2

(2,0) Z = 80
(2, 2) Z = 140
(Optimal solution)
(0,4) Z = 120

4
7

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Corner points Z = 40x1 + 30x2

(3,0) Z = 120
(3.5, 0) Z = 140
(3, 0.83) Z = 144.9
(Optimal solution)

Z = 145

4 5

The solution of node 4, The solution of node 5, with

with constraint x added. constraint 𝐱𝟐 𝟏 added.

Max Z = 40x1 + 30x2 Max Z = $3x1 + $4x2

Subject to

x Subject to
x
x
𝑥
𝑥

5
 7

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Corner points Z = 40x1 + 30x2

(3,0) Z = 120
(3.5, 0) Z = 140
(Optimal solution)

x 1 = 2 .75
x 2 = 1 .25
Z = 147 .5

x1 = 2 x1 = 3
x2 = 2 x 2 = 0 .83
Z = 140 Z = 145

x 1 = 3 .5 Infeasible
x2 = 0 Solution
Z = 140

Question

Solve the following transportation problem using least cost method

D1 D2 D3 Supply
6
 S1 100 140 75 300
S2 90 20 110 320
S3 60 130 220 380
Demand 250 550 200 1000

Solution

D1 D2 D3 Supply
100 140 75 300
S1 100 zero
100 200
90 20 110 320 zero
S2
320
60 130 220 380
S3 130 zero
250 130
550
Demand 250 zero 230 zero 200 zero 1000

𝑻𝒐𝒕𝒂𝒍 𝒄𝒐𝒔𝒕 = 𝟏𝟒𝟎 × 𝟏𝟎𝟎 + 𝟕𝟓 × 𝟐𝟎𝟎 + 𝟐𝟎 × 𝟑𝟐𝟎 + 𝟔𝟎 × 𝟐𝟓𝟎 +

𝟏𝟑𝟎 × 𝟏𝟑𝟎 = $𝟔𝟕𝟑𝟎𝟎

Question
Draw a PERT network diagram for a construction project with the
activity given below
Immediate Duration (Week)
Activity predecessor
(s) Optimistic Most likely Pessimistic
A - 7 16 28
B A 4 19 25
C A 10 16 37
D B 7 13 37
E B, C 13 19 33
F B 19 22 33
G D, E 4 7 19
H F, G 13 19 49
I B, C 13 25 37
J H,I 7 13 19
7
 a. Identify the critical path and project completion time.
b. Determine the probability of completing the project in two years.
(104 weeks)

Solution
Expected time Variance
𝑷−𝑶𝟐
Activity Dij=𝑶 +𝟒𝑴+𝑷
𝟔 ( )
𝟔
A(1,2) 16.5 12.25
B(2,3) 17.5 12.25
C(2,4) 18.5 20.25
D(3,5) 16 25
E(4,5) 20.33 11.11
F(3,6) 23.33 5.44
G(5,6) 8.5 6.25
H(6,7) 23 36
I(4,7) 25 16
J(7,8) 13 4

Critical path is A, C, E, G, H, J
Project completion time =99.83
Expected
Activity variance
time
A(1,2) 16.5 12.25
C(2,4) 18.5 20.25
E(4,5) 20.33 11.11
G(5,6) 8.5 6.25
H(6,7) 23 36
J(7,8) 13 4
Total 99.83 89.96
8
 𝝈 . 𝟒𝟖

𝑿 − 𝝁 𝟏𝟎𝟒 − 𝝁 𝟏𝟎𝟒 − 𝟗𝟗. 𝟖𝟑

𝑷(𝑿 ≤ 𝟏𝟎𝟒) = 𝑷 ( ≤ ) = 𝑷 (𝒛 ≤
) = 𝑷(𝒛 ≤ 𝟎. 𝟒𝟒)
𝝈 𝝈 𝟗. 𝟒𝟖
= 𝟎. 𝟓 + 𝟎. 𝟏𝟕𝟎𝟎 = 𝟎. 𝟔𝟕

Question
Find the shortest path from node 1 to node 6 using backward approach. the following
network.

11
6
M3 M5
7
5 6 M7
M1 M2

M4 M6
9 8
3

Solution

M1, M2, M4, M6, M7

5 + 9 + 3 +8 = 25