IMEN215 Spring 2020

Homework #3 Solution
Note: This solution may contain typos or errors. If you find them, please let the instructor know. Thanks.

Problem #3

Maximize 𝑍 = 3𝑥1 − 2𝑥2 + 4𝑥3

Subject to 𝑥1 + 2𝑥2 + 4𝑥3 ≤ 22 + 𝑀(1 − 𝑦1 )

2𝑥1 + 3𝑥2 − 𝑥3 ≤ 20 + M(1 − y2 )

3𝑥1 + 𝑥2 + 3𝑥3 ≥ 18 − M(1 − y3 )

2𝑥1 − 𝑥2 + 3𝑥3 ≥ 17 − M(1 − y4 )

⚫ y1 + 𝑦2 + 𝑦3 + 𝑦4 ≥ 3

⚫ y1 + 𝑦2 + 𝑦3 + 𝑦4 ≤ 1

⚫ y1 + 𝑦2 + 𝑦3 + 𝑦4 ≤ 2

Problem #4

(a) Let xi = 1 if project i is selected, 0 otherwise

Maximize 18x1 + 16𝑥2 + 12𝑥3 + 25𝑥4 + 14𝑥5

Subject to 6x1 + 18𝑥2 + 10𝑥3 + 9𝑥4 + 4𝑥5 ≤ 30

xi ∈ {0,1} for i=1,2,3,4,5

(b)

⚫ x1 + 𝑥2 + 𝑥3 + 𝑥4 = 2

⚫ x1 − 𝑥3 = 0

⚫ x1 − 𝑥3 ≤ 0