MASSACHUSETTS INSTITUTE OF TECHNOLOGY

15.053 Optimization Methods in Management Science (Spring 2007) Problem Set 10, Due May 11th, 2007
You will need 88 points out of 104 to receive a grade of 5
Problem 1: Help Your Friend Pack! (22 points) At the end of the Spring semester, Doug needs to rent a U-Haul to transport his stuff to a new apartment. In order to do this, he needs to pack some of his items into boxes and then pack everything into the back of a U-Haul truck. Fortunately, he has boxes left over from a previous move. Since Doug is living on a Ph.D. stipend, hed like fit all of his stuff into as small a truck as possible. The following tables list the different items that need to be packed as well as the available boxes. For this problem, assume that the listed items cannot be split between boxes. Item # 1 2 3 4 5 6 Item Textbooks CDs and DVDs Computer Board Games Electronics Sports Equipment Box # 1 2 3 4 5 6 Size (ft.3) 20 20 25 25 30 30 Size (ft.3) 11 12 17 18 22 26

Please note that a box does not need to be packed completely full. For instance, a 30 ft.3
box could be packed with the Computer, CDs and DVDs or with the Board Games, CDs
and DVDs.
Part A: (4 points)
Please formulate an Integer Program to determine if all of the packed items can fit into a
truck that provides 120 ft.3 of space. (Hint: One of the decisions involved is which boxes
to use.)
Part B: (2 points)
Reformulate the Integer Program from Part A to minimize the truck space required to
pack all of the boxes.

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Part C: (6 points) Solve the Integer Program from Part B using Excel. When optimizing your model in Excel, please configure the following Excel Solver options: Add appropriate binary constraints in the Subject to Constraints box Select Assume Linear Model in the Options screen Select Assume Non-Negative in the Options screen Set Max Time to 600 second in the Options screen Set Iterations to 5000 in the Options Screen Set Tolerance to 0.01% in the Options Screen Remember to add integrality constraints in Excel and lower the solution Part D: (2 points)
Based on your Excel solution to Part C, what can you say about the answer to Part A?
Part E: (2 points)
The following additional items also need to be put into the moving truck, but do not need
to be packed. How would this change your formulation from Part B?
Item # 7 8 9 10 Item Desk Dressers Couch Bed Size (ft.3) 45 50 55 60

Part F: (6 points)
For each of the following logical restrictions, please write the constraint or constraints
necessary to model the restriction within this problem. (Note: You do not need to rewrite
the full Integer Program.)
i.) The Textbooks and the Electronics cannot be packed in the same box.
ii.) The 30 ft.3 boxes can have at most two items packed in them.
iii.)If we use both box #5 and #6, we cant use both box #3 and box #4. (One of the
25 or 30 ft.3 boxes needs to be reserved for a friend).

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Problem 2: Piecewise Linear Costs with a Fixed Charge (22 points) Cleaver, the very entrepreneurial MIT Beaver, is self-publishing two new books to sell to MIT students. The first book, Building My Dam, is a 50 page non-fiction account of Cleavers struggles to reach manhood while growing up in a poor urban river. As seems to be the case with many of these stories, Cleavers book is a patchwork of fictional embellishment with some unintentional plagiarism thrown in for good measure. The second book is a 100 page self-help book titled Leave It to Cleaver. (Think Dr. Phil, but with a really pronounced overbite.) Cleaver has estimated that he can sell up to 200 copies of Building My Dam for $9.95 and up to 500 copies of Leave It to Cleaver for $14.95. (Note: Cleaver may choose not to print and sell any copies of a book or he may choose to sell any amount up to the demand.) In order to produce his books, Cleaver has worked out a deal with a local print shop. For each book, Cleaver must pay a fixed charge for typesetting. In addition to the fixed charge, due to the rushed nature of Cleavers order, the prices for printing increase slightly as the total number of pages increases. All of the problem details are listed in the tables below: Building My Dam 50 200 $9.95 $1000 Price End (# pages) 5,000 10,000 25,000 50,000 100,000 Leave It to Cleaver 100 500 $14.95 $2500 Printing Costs (dollars / page) $0.10 $0.12 $0.15 $0.17 $0.20

Number of Pages Customer Demand Sales Price Typesetting Costs Price Start (# pages) 1 5,001 10,001 25,001 50,0001

For example, if Cleaver prints 32,000 pages total, he would pay:

(5,000 * $0.10 + 5,000 * $0.12 + 15,000 * $0.15 + 7,000 * $0.17) = $4540 in printing
charges.
Part A: (4 points)
Draw the graph of the piecewise linear printing costs as a function of the total number of
pages printed.
Part B: (4 points)
As demonstrated in class, rewrite the piecewise linear cost function and the
corresponding constraints using Integer Programming techniques. (Note: At this point,
we are only considering a function of the total number of pages printed. Dont worry
about splitting out the two books.)
Part C: (6 points)

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Write the cost function and constraints necessary to model the fixed charge for the two
books. (Note: You should ignore Part A and Part B while doing this part.) (Hint: Its
helpful if you utilize the customer demand in your constraints.)
Part D: (4 points)
Write a constraint tying the number of copies of each book printed (as represented in
Part C) to the total number of pages printed (as represented in Part B).
Part E: (4 points)
Put it all together to write the full Integer Program to help Cleaver maximize his profits
from the two books. (Note: Dont forget the sales price!)

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Problem 3: Branch and Bound Trees (16 points) Solve the following two problems using the Branch and Bound method. For each problem, you should draw the full branch and bound tree. For each node of the tree, please write the optimal solution and optimal objective value for the corresponding Linear Programming relaxation. Additionally, for each subtree, please indicate which case of the branch and bound method applies (Please refer to the lecture notes for a description of each of the 4 cases). For this problem, you MUST solve your LPs geometrically. Part A: (8 points) min 4x1 + 5x2 s.t. x1 + 4x2 5 3x1 + 2x2 7 x1 , x2 0; x1 , x2 integer Part B: (8 points) max x1 + x 2

s.t.

x 1 2x 2 0 2x1 + x 2 2 2x1 + 2x 2 1

x1 , x 2 {0,1} (Note: Remember to translate the binary constraints for the LP relaxation.)

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Problem 4: Branch and Bound Cases (10 points) While running the Branch and Bound method, we eventually reach the following node, which still needs to be processed:

27

After simplifying our problem based on the branching that has already occurred, we are left with the following Minimization problem, with some coefficients left unspecified (i.e. c1, c2, a1, and a2).

min c1 x6 + c2 x7 +15 s.t. a1 x6 + a2 x7 15 x6 {0,1}, x7 {0,1}

Our current incumbent has an objective value of 34.
For each of the following parts, please provide example values for the parameters c1, c2,
a1, and a2 such that the condition listed is satisfied. You should assume that the
parameters only take integer values.
Part A: (2 points)
Node 27 is fathomed due to infeasibility of the LP relaxation.
Part B: (2 points)
Node 27 is fathomed where the solution to the LP relaxation is IP feasible and the
incumbent does not change.
Part C: (2 points)
Node 27 is fathomed where the solution to the LP relaxation is IP feasible and the
incumbent is updated to the new objective value.
Part D: (2 points)
Node 27 is fathomed where the solution to the LP relaxation is not IP feasible.
Part E: (2 points)
Node 27 is not fathomed.

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Problem 5: Branch and Bound Analysis (12 points) An Integer Programming problem with two integer variables, x1 and x2, has been partially solved using the Branch and Bound method. We represent below the current enumeration tree. At each node, we have provided the optimal cost of the corresponding Linear Programming relaxation and specified whether the LP solution is IP feasible (IP) or not IP feasible (NIP).

zLP(1) = 60 NIP

zLP(2) = 59.8 NIP

zLP(3) = 56.7 NIP

4
zLP(4) = 50.2 NIP

5
zLP(5) = 48 IP

6
zLP(6) = 51 IP

7
zLP(7) = 53.4 NIP

Part A: (3 points)
Does this enumeration tree result from a Maximization or Minimization problem?
Part B: (3 points)
What is the incumbent? What nodes have been fathomed and what nodes are active?
Part C: (3 points)
Provide an interval for the optimal cost assuming all cost coefficients in the objective
function are integers.
Part D: (3 points)
If the original objective function was 3x1 + 6x2, what can we say about the optimal
objective value for the Integer Program?

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Problem 6: Cutting Planes, Geometry, and the Dual Simplex Method (22 points) In this problem, we will walk step-by-step through the process of solving an Integer Program by hand using Gomory cuts and applying the dual simplex method. Along the way, you will update the two-dimensional feasible region to demonstrate the effect of the Gomory cuts. As the title suggests, this problem covers a lot of material. Each part is intended to build on the previous part, so please be sure to ask for help if you get stuck. Consider the following Integer Program: max 2x1 + 4x2 s.t. 2x1 + x2 5 4x1 + 4x2 5 x1 , x2 0; x1 , x2 integer The optimal tableau for the Integer Programs Linear Programming relaxation is provided in the table below. z 1 0 0 x1 0 1 0 x2 0 0 1 s1 2/3 1/3 1/3 s2 5/6 -1/12 1/6 rhs 15/2 5/4 5/2

Part A: (2 points)
Graph the feasible region for the LP relaxation of the Integer Program specified above.
Part B: (2 points)
Generate the Gomory cut for the constraint with an rhs of 5/2 in the optimal tableu
provided above (i.e. the second constraint).
Part C: (2 points)
Write the cut from Part B in terms of the initial variables, x1 and x2.
(Hint: s1 = 5 2x1 x2 and s2 = 5 + 4x1 4x2).
Part D: (1 point)
Update the feasible region you drew in Part A to include the reformulated cut you
generated in Part C. Label this cut Cut 1.
Part E: (2 points)
Update the optimal tableau from above to add the cut from Part B.
Part F: (2 points) Apply the dual simplex method to find the new optimal tableau starting from the updated tableau you generated in Part D. Part G: (2 points)

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Generate the Gomory cut for the constraint with an rhs of 3/4 in the optimal tableau you
generated in Part E (i.e. the first constraint).
Part H: (2 point)
Write the cut from Part F in terms of the initial variables, x1 and x2.
Part I: (1 point)
Update the feasible region you drew in Part A to include the reformulated cut you
generated in Part G. Label this cut Cut 2.
Part J: (2 points)
Update the optimal tableau from Part E to add the cut from Part F.
Part K: (2 points)
Apply the dual simplex method to generate the optimal tableau starting from the updated
tableau you generated in Part I.
Part L: (2 points)
Determine the optimal IP solution and objective value from the optimal tableau you
generated in Part J.
Challenge Problem L: (10 points) Consider the Integer Programming problem:

min x n+1 s.t 2x1 + 2x 2 + L + 2x n + x n+1 = n xi {0,1}

Show that any branch and bound algorithm that uses Linear Programming relaxations to compute lower bounds, and branches by setting a fractional variable to either zero or one, will require the enumeration of an exponential number of subproblems when n is odd.

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