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HW 1

1)

Indicate graphically whether each of the following linear programs has a feasible solution. Graphically
determine the optimal solution, if one exists, or show that none exists.

a) Maximize 𝑧 = 𝑥1 + 2𝑥2

subject to:

𝑥1 − 2𝑥2 ≤ 3,
𝑥1 + 𝑥2 ≤ 3,
𝑥1 ≥ 0, 𝑥2 ≥ 0
b) Minimize 𝑧 = 𝑥1 + 𝑥2 ,

subject to:

𝑥1 − 𝑥2 ≤ 2
𝑥1 − 𝑥2 ≤ −2,
𝑥1 ≥ 0, 𝑥2 ≥ 0
c) Redo (b) with the objective function -> Maximize 𝑧 = 𝑥1 + 𝑥2

d) Maximize 𝑧 = 3𝑥1 + 4𝑥2 ,

subject to:

𝑥1 − 2𝑥2 ≥ 4
𝑥1 + 𝑥2 ≤ 3
𝑥1 ≥ 0, 𝑥2 ≥ 0

2)

Feed to three units is split into three streams: FA, FB, and Fc. Two products are produced P1 and P2
(see following figure), and the yield in weight percept by unit is:

Yield (weight %) Unit A Unit B Unit C


𝑃1 40 30 50
𝑃2 60 70 50

Each stream has values in $/lb as follows:

Stream F 𝑃1 𝑃2
Value .40 .60 .30

Because of capacity limitations, certain constraints exist in the stream flows:

1. The total input feed must not exceed 10,000 lb/day.


2. The feed to each of the units A, B, and C must not exceed 5000 lb/day.
3. No more than 4000 lb/day of 𝑃1 , can be used, and no more than $7000 lb/day of 𝑃2 can be use

In order to determine the values of FA, FB, and Fc that maximize the daily
profit, prepare a mathematical statement of this problem as a linear programming
problem. Do not solve it.

3)

An oil refinery has to blend gasoline. Suppose that the refinery wishes to blend four
petroleum constituents into three grades of gasoline: A, B, and C. Determine the mix
of the four constituents that will maximize profit.

The availability and costs of the four constituents are given in the following table:

Constituent Maximum Quantity Cost per Barrel


Available
(1) Butene 3000 13
(2) Straight run 2000 15.3
(3) Thermally cracked 4000 14.6
(4) Catalytically cracked 1000 14.9

To maintain the required quality for each grade of gasoline, it is necessary to specify
certain maximum or minimum percentages of the constituents in each blend. These are
shown in the following table, along with the selling price for each grade.

Grade Specification Selling Price per Barrel


A Not more than 15% of 1 16.2
Not less than 40% of 2
Not more than 50% of 3
B Not more than 10% of 1 15.75
Not less than 10% of 2
C Not more than 20% of 1 15.3

Assume that all other cash flows are fixed so that the "profit" to be maximized is total
sales income minus the total cost of the constituents. Set up a linear programming
model for determining the amount and blend of each grade of gasoline.

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