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PROBLEM
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CONSTRAINTS
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Al wishes to know which investment plan maximizes the amount of money that can be accumulated by the beginning of year 6.
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as equality constraints.
To do this, let At, Bt, Ct, and Dt be the amount invested in
investment A, B, C, and D, respectively, at the beginning of year t for each t where the investment is available and will mature by the end of year 5.
beginning of year t (and so available for investment in a later year). Thus, the amount invested at the beginning of year t plus Rt must equal the number of dollars available for investment at that time.
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TO DO
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above for the beginning of each of the 5 years to obtain the five functional constraints for this problem.
Formulate a complete linear programming model for this
problem.
Solve this model by the simplex model.
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ASSUMPTIONS
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the year t. Bt Amount invested in investment B at the beginning of the year t. Ct Amount invested in investment C at the beginning of the year t. Dt Amount invested in investment D at the beginning of the year t. Rt Amount not invested at the beginning of the year t.
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EQUATIONS
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Objective function:
A1+B1+R1 =60,000 A2+B2+C2+R2 =R1 A3+B3+R3 =R2+1.40A1 A4-1.70B1+R4 =R3+1.40A2 D5+R5 =R4+1.40A3+1.70B2
SOLUTION
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LINGO
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