Resolved exercises

A refinery produces regular gasoline, extra, and ACPM for the

They have set a selling price of $4000, $4500, and $4100.
per gallon respectively. For the production of these
fuels, the company has an availability of 5000
gallons of crude oil and 7000 gallons of refined oil.
It has also been established that the cost of a gallon of crude oil is
3000 and the refined to 3500. Due to quality requirements, it is known
that regular gasoline must contain 40% crude oil and
60% refined oil; the premium gasoline must contain 30% of
crude oil and 70% refined oil; while ACPM
It must contain 50% of both oils. State the model of
linear programming in order to obtain the company's profit.

---------------P. P. PRICE/GALLON
REFINED CRUDE
CURRENT 40% 60% $4000
EXTRA 30% 70% $4500
ACPM 50% 50% $4100
AVAILABILITY 5000 7000
gallons gallons
PRICE/PER GALLON $3000 $3500

The first thing we do is define the variables to use in the

linear programming model:
X1Gallon of regular gasoline; X2Extra gasoline gallon; X3=
Gallon of ACPM; X4Gallon of crude oil; X5Gallon of
refined oil.
Now we define our objective function, which is:
Zmax= 4000X1+4500X2+4100X3-(3000X4+3500X5)
And the restrictions to which our problem is subjected are:

RESTRICTION OF CRUDE OIL PERCENTAGE:

R1 = 0.4X1 + 0.3X2 + 0.5X3 ≤ 5000

REFINED PERCENTAGE RESTRICTION:

R2 = 0.6X1 + 0.7X2 + 0.5X3 ≤ 7000

POSITIVITY RESTRICTIONS:

X1,X2,X3,X4,X5≤ 0

A petroleum company produces three types of gasoline.

Super, Normal, and Euro. They are obtained by mixing three qualities.
of raw that contains three components A, B, and C. The participation
of those components in the production of each crude
Restrictions:
RAW 1 2 3
A 80% 10% 5%
B 45% 30% 20%
C 30% 40% 25%

The specifications of the three types of gasoline are:

TYPE OF A B C
GASOLINE
SUPER ≥60% ≤25% ≥10%
NORMAL >=50% ≤30% ≤15%
EURO ≤40% >=35% ≥20%

The costs per barrel of crude A, B, and C are $650, $500, and $450.
respectively. The daily purchasing budget is $50
millions; the daily availability of crude B and C is limited
respectively to 3000 and 7000 barrels. Certain agreements oblige
buy at least 2500 barrels of A per day. The demands of the
Super and Normal gasoline are 2000 and 2500 barrels daily.
respectively, that must be met. The company wishes to
maximize the production of Euro gasoline.

WE DEFINE THE VARIABLES:

XCrude type = {A, B, C};

barrel units. And as assistance, we have variable C,
regarding each component of the crude oil.
Our objective function is, taking into account that the company
wants to maximize the production of Euro gasoline:
Zmax= XAE+XBE+XCE

Quantity restrictions:
0.8C1 + 0.1C2 + 0.05C3 ≥ 0.6 (XAS+XBS+XCS)
0.45C1 + 0.3C2 + 0.2C3 ≤ 0.25 (XAS+XBS+XCS)
0.3C1 + 0.4C2 + 0.25C3 ≥ 0.1 (XAS+XBS+XCS)
0.8C1 + 0.1C2 + 0.05C3 ≥ 0.5 (XAN+XBN+XCN)
0.45C1 + 0.3C2 + 0.2C3 ≤ 0.3 (XAN+XBN+XCN)

0.3C1 + 0.4C2 + 0.25C3 ≤ 0.15 (XAN+XBN+XCN)

0.8C1 + 0.1C2 + 0.05C3 ≤ 0.4 (XAE+XBE+XCE)
0.45C1 + 0.3C2 + 0.2C3 ≥ 0.35 (XAE+XBE+XCE)
0.3C1 + 0.4C2 + 0.25C3 ≥ 0.2 (XAE+XBE+XCE)
 Daily cost restriction:
650 (X +X +X +500 (X +X +X )+450 (X +X +X ) ≤ 50
AS AN AE BS BN BE CS CN CE

millions
Daily availability restriction of crude oils B and C:
XBS+XBN+XBE≤ 3000 barrels.
XCS+XCN+XCE≤ 7000 barrels.

Restriction on demands for Super and Regular gasoline:

(XAS+XBS+XCS≥ 2000 barrels

(XAN+XBN+XCN≥ 2500 barrels

Minimum crude oil purchase restriction A:

(X +X +X ≥ 2500 barrels.
AS AN AE

Positivity restriction:
Xij≥0 →i= Type of crude oil= {A, B, C}; j=Type of gasoline= {S, N, E}.

A company produces libraries and desks for which a

a selling price per unit set at $9000 and $10000
respectively. For the production of these items, the
the company has a monthly availability of 700 meters of
wood, 800 meters of pipe and 900 sheets of sandpaper. What
number of libraries and desks that need to be manufactured
monthly, if it is known that a library consumes 7 meters of
wood, 10 meters of pipe, and 6 sheets of sandpaper; while
the desk requires 10 meters of wood, 8 meters of tube, and 15
sheets of paper of sandpaper?

First of all, we determine our variables which are:

 X1Number of libraries; X2Number of desks.

Now, the objective function is:

Zmax=9000X1+10000X2

Restrictions:
· Restriction on the amount of wood to be used:
7X1+10X2≤ 700 m
· Restriction on the amount of tube to be used:
10X1+8X2≤800 m
· Restriction on the amount of sandpaper to be used:
6X1+15X2≤900 sheets
· Positivity restriction:
X1, X2greater than or equal to 0

4. An oil company produces three types of gasoline Super,

Normal and Euro. They are obtained by mixing three qualities of crude oil.
that contain three components A, B, and C. The involvement of those
components in the production of each crude are:
RAW 1 2 3
A 80% 10% 5%
B 45% 30% 20%
C 30% 40% 25%

The specifications of the three types of gasoline are:

TYPE OF 1 1 1
GASOLINE
SUPER >=60% ≤25% >=10%
NORMAL ≥50% ≤30% ≤15%
EURO ≤40% >=35% >=20%
Los costos por barril de crudo A, B y C es de $650, $500 y $450
respectively. The daily shopping budget is $50
millions; the daily availability of crude B and C is limited
respectively to 3000 and 7000 barrels. Certain agreements require
buy at least 2500 barrels of A per day. The demands of the
Super and Normal gasoline are 2000 and 2500 barrels per day
respectively, that must be met. The company wishes to
maximize the production of Euro gasoline.

WE DEFINE THE VARIABLES: Xij=> i = Type of crude = {A, B, C};

Type of gasoline = {S, N, E}; in units of barrels. And as help
we have variable C, with respect to each component of the
raw.

Our objective function is, taking into account that the company
wants to maximize the production of Euro gasoline:
Zmax = XAE + XBE + XCE

Quantity restrictions:
0.80XAS + 0.45XBS + 0.30XCS ≥ 0.60(XAS + XBS + XCS)
0.10XAS + 0.30XBS + 0.40XCS ≤ 0.25(XAS + XBS + XCS)
0.05XAS + 0.20XBS + 0.25XCS ≥ 0.10 (XAS + XBS + XCS)
0.80XAN + 0.45XBN + 0.30XCN ≥ 0.50(XAN + XBN + XCN)
0.10XAN + 0.30XBN + 0.40XCN ≤ 0.30(XAN + XBN + XCN)
0.05XAN + 0.20XBN + 0.25XCN ≤ 0.15 (XAN + XBN + XCN)
0.80XAE + 0.45XBE + 0.30XCE ≤ 0.40(XAE + XBE + XCE)
0.10XAE + 0.30XBE + 0.40XCE ≥ 0.35(XAE + XBE + XCE)
0.05XAE + 0.20XBE + 0.25XCE ≥ 0.20(XAE + XBE + XCE)

Daily cost restriction:

 650 (X +X +X +500 (X +X +X ) +450 (X +X +X ) ≤ 50
AS AN AE BS BN BE CS CN CE

millions
Daily availability restriction of crude oils B and C:
XBS+XBN+XBE≤ 3000 barrels.
XCS+XCN+XCE≤ 7000 barrels.

Restriction on demands for Super and Normal gasoline:

(XAS+XBS+XCS) ≥ 2000 barrels

AN+XBN+XCN≥ 2500 barrels

Minimum crude oil purchase restriction A:

(XAS+XAN+XAE>= 2500 barrels.

Positivity restriction:
Xij≥0 →i= Type of crude oil= {A, B, C}; j=Type of gasoline= {S, N, E}.

5. PROTRAC produces two lines of heavy machinery. One of its

product lines, called excavation team, are used for
primordial way in construction applications. The other line,
called forestry equipment, this is intended for the industry
sawmill. Both the largest machine in the line of equipment and
excavation (E9), as the largest of the entire forestry line (F9)
They are manufactured in the same department and with the same equipment.
Using the corresponding economic projections for
next month, the marketing manager of PROTRAC has
considering that during that period it will be possible to sell all the
E9 and F9 that the company is capable of producing. Management has
What to recommend now a production goal for the month?
Next. That is, how many E-9 and F-9 should they manufacture if the
PROTRAC management aims to maximize the contribution of the month
incoming to the profits?

The following important factors are taken into account:

The unit contribution margin of PROTRAC is $5000
for each E-9 sold and $4000 for each F-9.
Each product goes through machining operations, both
in department A like B.
For the production corresponding to the next month, these two
departments have available times of 150 and 160 hours,
respectively. The production of each E-9 requires 10 hours of
machining in department A and 20 hours in department B,
while each F-9 requires 15 hours in the department
A and 10 in B.
So that the administration fulfills a agreed arrangement with
the union, the total hours of work invested in the test of
finished products for the following month should not be beyond
10% below an agreed goal of 150 hours. These tests are
they carry out in a third department and has nothing to do with
the activities of departments A and B. Each E-9 is subjected to
to tests for 30 hours and each F-9 for 10. Given that the
10% of 150 is 15, the hours dedicated to the tests cannot be
less than 135.
In order to maintain its current position in the market, the can
Management has decreed as operational policy that it must
to build at least one F-9 for every three E-9 that are made
manufactured.
 One of the main distributors has ordered a total of
at least five E-9 and F-9 for next month, for which
it will have to produce at least that amount.
Then we take as our variables:
X = # machines E9
Y= # machines F9.
Our objective function will be:
Zmax= 5000X + 4000Y.
Restrictions:
· 10X + 15Y ≤ 150.
· 20X + 10Y ≤ 160.
· 30X + 10Y ≥ 135.
· X/Y ≤ 3.
· X + Y ≥ 5.
· X, Y ≥ 0.
6. Diet Problem
The diet problem was one of the first optimization problems. It concerned finding the best way to
economic to feed the army while ensuring certain levels at the same time
nutritional.
This type of problem can be framed in different ways, such as minimizing expenses.
purchase, diet for cattle, a weight loss diet that meets certain levels of
calorías
Example
We aim to feed the livestock on a farm with the most economical diet.
possible. This diet must contain four types of nutrients that we call A, B, C, and D. These
components are found in two types of feed M and N. The amount, in grams, of each
The component per kilo of these feeds is given in the following table:
A B C D

M 100 - 100 200

N - 100 200 100
The daily diet of an animal must consist of at least 0.4Kg of component A, 0.6Kg of
component B, 2Kg of component C, and 1.7Kg of component D. Compound M costs €0.2/Kg and
the compound N 0.08€/Kg. What quantities of feeds M and N should be purchased so that the expense of
food should be the least possible?
Solution
The decision variables are determined and represented algebraically. In this case:
X1: amount of feed M in Kg
X2: amount of feed N in Kg
The objective function is determined:
Minimize Z = 0.2·X1 + 0.08·X2

The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced from the required composition for the daily diet (in Kg):
In component A: 0.1·X1 + 0·X2 ≥ 0.4
In component B: 0·X1 + 0.1·X2≥ 0.6
In component C: 0.1·X1 + 0.2·X2≥ 2
In component D: 0.2·X1 + 0.1·X2 ≥ 1.7
All the conditions implicitly established by the nature of the
variables: that cannot be negative, that are integers, that can only take certain values
values, ... In this case, the only restriction is that the amounts of feed that make up the diet do not
they can be negative:
X1 ≥ 0
X2 ≥ 0
7. Troop transport
A military detachment made up of 50 engineering soldiers, 36 sappers, 22 from the forces
special forces, and 120 infantry soldiers as support troops, must be transported to a
important strategic position. In the base park there are 4 types of vehicles A, B, C,
and D, conditioned for troop transport. The number of people that each vehicle can
transport is 10, 7, 6, and 9, as detailed in the following table:
Engineers Shoemakers Forces Infantry
specials
A 3 2 1 4
B 1 1 2 3
C 2 1 2 1
D 3 2 3 1
The fuel needed for each vehicle to reach the destination point is estimated at 160,
80, 40, and 120 liters respectively. If we want to save fuel, how many vehicles of each
What type should be used so that the consumption is as low as possible?

The decision variables are determined and represented algebraically. In this case:
Xi: number of vehicles of each type that are used

X1: number of type A vehicles

X2: number of type B vehicles
X3: number of vehicles of type C
number of type D vehicles
The objective function is determined:
Minimize Z = 160·X1 + 80·X2 + 40·X3 + 120·X4
The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced from the soldiers that must be transported:
Engineers: 3·X1 + X2 + 2·X3 + 3·X4 ≥ 50
Sappers: 2·X1 + X2 + X3 + 2·X4 ≥ 36
Special forces: X1 + 2·X2 + 2·X3 + 3·X4 ≥ 22
Infantry: 4·X1 + 3·X2 + X3 + X4 ≥ 120
All the conditions implicitly established by the nature of the variables are expressed:
that cannot be negative, that must be whole, that can only take certain values, ... In
in this case the restrictions are that the number of vehicles cannot be negative and must be
also an integer number:
Xi ≥ 0
Xi son integers
8. Transportation of goods
For this type of problems, although they can be solved by the Simplex method, there is a
specific method of easier resolution: the transportation method or simplified method of
Simplex for transportation problems. This method saves quite a bit of time and calculations compared to
traditional Simplex method.
However, the problem is modeled in the same way.
Example
A manufacturer wants to ship several units of an item to three stores T1, T2, and T3. He has available
from two warehouses from where to make the shipment, A and B. In the first one, there are 5 units of this
article and in the second 10. The demand of each store is 8, 5, and 2 units respectively.
The transportation costs of an item from each warehouse to each store are expressed in the
table:
T1 T2 T3
A 1 2 4
B 3 2 1
How should transportation be carried out to be as cost-effective as possible?
Solution
The decision variables are determined, in this case:
Xi: number of units transported from each warehouse to each store

X1: number of units transported from warehouse A to store T1

X2: number of units transported from warehouse A to store T2
X3: number of units transported from warehouse A to store T3
X4: number of units transported from warehouse B to store T1
X5: number of units transported from warehouse B to store T2
X6: number of units transported from warehouse B to store T3
The objective function is determined:
Minimize Z = X1 + 2·X2 + 4·X3 + 3·X4 + 2·X5 + X6

The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced from the availability of units in each warehouse
as well as the demand of each store:
Availability in warehouse A: X1 + X2 + X3 = 5
Availability in warehouse B: X4 + X5 + X6 = 10
Store T1 demand: X1 + X4 = 8
Store T2 demand: X2 + X5 = 5
 Store T3 demand: X3 + X6 = 2
All the conditions implicitly established by the nature of the
variables: that cannot be negative, that are integers, that can only take certain values
values, ... In this case the restrictions are that the quantity of units cannot be negative and
it must also be an integer:
Xi ≥ 0
Xi is integers
9. Fruit trees
A farmer has a plot of 640m² to dedicate to the cultivation of fruit trees: orange trees,
pear trees, apple trees, and lemon trees. She wonders how she should divide the area of the plot.
among the varieties to achieve the maximum benefit knowing that:
each orange tree needs a minimum of 16m², each pear tree 4m², each apple tree 8m², and each lemon tree
12m².
has 900 hours of work per year, needing 30 hours per year for each orange tree, each pear tree
5 hours, each apple tree 10 hours, and each lemon tree 20 hours.
Due to the drought, the farmer has restrictions on irrigation: he has been allocated 200m³ of water.
annual water. The annual needs are 2m³ per orange tree, 1m³ per pear tree, 1m³ per
2m³ for each apple tree, and 2m³ for each lemon tree.

The unit profits are 50, 25, 20, and 30 € for each orange tree, pear tree, apple tree, and lemon tree.
respectively.

The decision variables are determined and represented algebraically. In this case:
X1: number of orange trees
number of pear trees
X3: number of apple trees
X4: number of lemon trees
The objective function is determined:
Maximize Z = 50·X1 + 25·X2 + 20·X3 + 30·X4
The constraints are determined and expressed as equations or inequalities of the variables of
decision. These restrictions are deduced from the needs of each plot tree, hours of
annual work, and irrigation needs:
Land needs: 16·X1 + 4·X2 + 8·X3 + 12·X4 ≤ 640
Annual hour requirements: 30·X1 + 5·X2 + 10·X3 + 20·X4 ≤ 900
Irrigation needs: 2·X1 + X2 + X3 + 2·X4 ≤ 200
All the conditions implicitly established by the nature of the
variables: that cannot be negative, that are integers, that can only take certain
values, ... In this case the restrictions are that the number of trees cannot be negative and
it must also be an integer:
Xi ≥ 0
Xi are whole numbers

10. Staff Assignment

A company has pre-selected 5 candidates to fill 4 job positions in that company.
The job positions consist of operating 4 different machines (one worker for each)
machine). The company tested the 5 workers on the 4 machines, performing the same
They all work on each of the machines, obtaining the following times:
Machine 1 Machine 2 Machine 3 Machine 4
Candidate 1 10 6 6 5
 Candidate 2 8 7 6 6
Candidate 3 8 6 5 6
Candidate 4 9 7 7 6
Candidate 5 8 7 6 5
Determine which candidates the company should select and to which machines they should be assigned.
The decision variables are determined, in this case:
Xij: action of the worker i being assigned to machine j (0 indicates that the worker has not)
has been assigned and 1 that has been assigned)
The objective function is determined:
Minimize Z = 10·X11 + 8·X21 + 8·X31 + 9·X41 + 8·X51 + 6·X12 + 7·X22 + 6·X32 + 7·X42 +
7·X52 + 6·X13 + 6·X23 + 5·X33 + 7·X43 + 6·X53 + 5·X14 + 6·X24 + 6·X34 + 6·X44 + 5·X54
The constraints are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are that each worker must be assigned to a single machine and not
no machine should be left without an assigned worker to it:
Each worker must be assigned to a single machine or none if not selected:
<!--[endif]-->X11 + X12 + X13 + X14≤ 1
<!--[if !supportLists]--> <!--[endif]-->X21 + X22 + X23 + X24≤ 1
<!--[endif]-->X31 + X32 + X33 + X34≤ 1
<!--[endif]-->X41 + X42 + X43 + X44≤ 1
<!--[endif]-->X51 + X52 + X53 + X54≤ 1
There must be a worker at each machine.
X11 + X21 + X31 + X41 + X51 = 1
X12 + X22 + X32 + X42 + X52 = 1
X13 + X23 + X33 + X43 + X53 = 1
<!--[endif]-->X14 + X24 + X34 + X44 + X54 = 1
All the conditions implicitly established by the nature of the variables are expressed:
that cannot be negative, that are integers, that can only take certain values. In
in this case the restrictions are that the assignments of workers to machines cannot be
negative and it must also be a boolean variable (0 is not assigned, 1 is assigned):
Xij ≥ 0
Xij is boolean
11. Minimum path
The problems known as shortest path problems deal with their
name indicates finding the minimum or shortest path between two points. This minimum can be the
distance between the origin and destination points or the time taken to travel from a
point to point. It is widely applied to communication network problems.
These types of problems can be solved by the Simplex method, however there are others
more efficient methods such as Dijkstra's algorithm or Bellman-Ford's.
Example
A person has to travel daily from village 1 to village 7. They are studying what is the
shortest route using a road map. The roads and their distances are
represented in the following figure:
Solution
The decision variables are determined, in this case:
Xij: action of moving from the village i to j (0 indicates no movement and 1 indicates there is movement)
displacement
The objective function is determined:
Minimize Z = 12·X12 + 4·X13 + 5·X24 + 3·X25 + 2·X34 + 10·X36 + 5·X42 + 2·X43 + 10·X45 +
3·X52 + 10·X54 + 2·X57 + 10·X63 + 4·X67
The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced from the balance between the possible paths that start from
each town and those who arrive at it (overlooking the paths that take us back to the starting point and
those coming from the destination point)
Balance of the village roads 1: X12 + X13 = 1
Balance of village roads 2: X24 + X25 - X12 - X42 - X52 = 0
Road balance of the town 3: X34 + X36 - X13 - X43 - X63 = 0
Village road balance 4: X42 + X43 + X45 - X24 - X34 - X54 = 0
Road balance of the town 5: X52 + X54 + X57 - X25 - X45 = 0
Balance of the village roads 6: X63 + X67 - X36 = 0
Balance of village paths 7: - X57 - X67 = -1
All the conditions implicitly established by the nature of the variables are expressed:
that cannot be negative, that must be whole numbers, that can only take certain values, ... In
in this case the restrictions are that the variables must be boolean (0 does not take the path, 1 does)
take), and therefore cannot be negative:
Xij ≥ 0
Xij is boolean
12. Localization
A company has the exclusive rights for the distribution of a product in 4 towns. In a study
The potential demand has been determined from the market, as shown in the following table:
Population 1 Population 2 Population 3 Population 4
3000 Units 2000 units 2500 units 2700 units
It is known that transportation costs are €0.02 per km and per unit transported. The distance in
The distance between the towns is what appears in the following table:
Population 1 Population 2 Population 3 Population 4
Population 1 - 25 35 40
Population 2 25 - 20 40
 Population 3 35 20 - 30
Population 4 40 40 30 -
To reduce transportation costs, it is decided to install a warehouse with a capacity of 6000.
units in two of these four populations. Determine in which populations the units should be installed
warehouses.
Solution
The decision variables are determined, in this case:
Xij: amount sent from warehouse i to the town j
Yi: warehouse located in population i (0 indicates that there is no warehouse and 1 that there is one)
The objective function is determined:
Minimize Z = 0.5·X12 + 0.7·X13 + 0.8·X14 + 0.5·X21 + 0.4·X23 + 0.8·X24 + 0.7·X31 +
0.4·X32 + 0.6·X34 + 0.8·X41 + 0.8·X42 + 0.6·X43
The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced as follows:
The units that are sent to each town from the warehouses must meet the
demand of said population:
X11 + X21 + X31 + X41 ≥ 3000
X12 + X22 + X32 + X42 ≥ 2000
X13 + X23 + X33 + X43 ≥ 2500
X14 + X24 + X34 + X44 ≥ 2700
Only two warehouses will be created:
o<!--[endif]-->Y1 + Y2 + Y3 + Y4 = 2
The number of units that each warehouse can send must be less than or equal to the
capacity of this:
X11 + X12 + X13 + X14 ≤ 6000 · Y1
X21 + X22 + X23 + X24 ≤ 6000 · Y2
X31 + X32 + X33 + X34 ≤ 6000·Y3
X41 + X42 + X43 + X44 ≤ 6000·Y4
All the conditions implicitly established by the nature of the variables are expressed:
that cannot be negative, that are integers, that can only take certain values, ... In
In this case, the restrictions are that the units sent from each warehouse cannot be
negative and also the variable that determines whether a warehouse will be created or not must be boolean (0 no
it is created, 1 it is created):

Xij≥ 0
Yi is boolean
13. Stock market investment
An investor has €50,000 to invest among the following four possibilities: stock market X,
stock Y, bonds X, and bonds Y, for a period of one year. A maximum of €10,500 can be invested
in bonds X, and a maximum of €10,000 in bonds Y. Investing in the X stock market carries a risk
considerable for it is determined not to invest more than a quarter of the total investment. The amount
invested in the stock market and it must be at least three times the amount invested in stock X. Furthermore, the
the investor requires that the investment in bonds be at least as large as half of the investment
in the bags. The annual net returns are estimated as shown in the following table:
Bag X Bag Y Bag X Bag Y
20% 10% 9% 11%

What is the optimal way to invest in order to achieve maximum profits?

Solution
The decision variables are determined, in this case:
X1: stock market investment X
X2: investment in stock market Y
X3: investment in bonds X
X4: investment in bonds Y
The objective function is determined:
Maximize Z = 0.2·X1 + 0.1·X2 + 0.09·X3 + 0.11·X4
The restrictions are determined and expressed as equations or inequalities of the variables of
decision. Such restrictions are deduced from the decisions made by the investor regarding the form
of investing and the maximum investment that can be made:
X1 + X2 + X3 + X4 ≤ 50000
X1 ≤ 12500
X3 ≤ 10500
X4 ≤ 10000
3·X1 - X2 ≤ 0
0.5·X1 + 0.5·X2 - X3 - X4 ≤ 0
All the conditions implicitly established by the nature of the variables are expressed:
that cannot be negative, that are integers, that can only take certain values, ... In
in this case, the only restriction is that investments cannot be negative:
Xi ≥ 0
14. Preparation of juices
A food company produces pear, orange, lemon, and tomato juices.
apple, in addition to two other types called H and G that are combined from
some of the previous ones. The availability of fruit for the upcoming period, as well as
the production costs and selling prices for the juices are given in the
table:
FRUIT availability_cost PRICE
MAXIMUM (KG) (PTAS/KG) SALE
(PTAS/L)
ORANGE (N) 32000 94 129
PERA (P) 25000 87 125
Lemon (L) 21000 73 110
TOMATO (T) 18000 47 88
APPLE (M) 27000 68 97

The specifications and selling prices of the combinations are provided in the table:
COMBINED SPECIFICATION PRICE
SALE
(PTAS/L)
H No more than 50% of M 100
No more than 20% of P
 No less than 10% of L
G 40% of N 120
35% of L
25% of P

The demand for various juices is high, so it is expected to sell out all the
production. For every kg of fruit, one liter of the corresponding juice is produced.
Determine the production levels of the seven juices, so that there are
maximum benefit in the coming period.
SOLUTION:
VARIABLES
Xij where X: amount of liters
I: (H=1, G=2)
J: (naranja= 1, pera= 2, limón=3, tomate=4, manzana = 5)
OBJECTIVE FUNCTION
Z(max)= 100X1 + 120X2 + 129(X11+X21) + 125(X12+X22) + 110(X13+X23) +
88(X14+X24) + 97(X15+X25)–94(X11+X21)–87(X12+X22)–73(X13+X23)–
47(X14+X24)–68(X15+X25)
100X1 + 120X2 + 35(X11+X21) + 38(X12+X22) + 37(X13+X23) + 41(X14+X24)
+ 29(X15+X25)
RESTRICTIONS
Concentration
X15 ≤ 0.50 X1
X12 ≤ 0.20 X1
X13 ≥ 0.10 X1
X12 + X13 + X15 + X11 + X14 = X1
X21 = 0.40 X2
0.35 X2
X22 = 0.25 X2
X21 + X23 + X22 + X24 + X25 = X2
Availability
X11 + X21 ≤ 32000
X12 + X22 ≤ 25000
X13 + X23 ≤ 21000
X14 + X24 ≤ 18000
X15 + X25 ≤ 27000
Positivity
Xi j ≥ 0 for all i = 1, 2 and j = 1, 2, 3, 4, 5

Proposed exercises
Formulate and build the models of the following problems
of linear programming:
An agent is arranging a skiing trip; he can take a
maximum of 10 people and has decided that at least they must go
4 men and 3 women. Their profit will be 10 pesos for each
woman and 15 pesos for each man. How many men and how many
Do women yield the highest profit?
A tailor has the following raw materials at his disposal:
16 m2 of cotton, 11 m2 of silk, and 15 m2 of wool. A suit.
requires: 2 m2 of cotton, 1 m2 of silk, and 1 m2 of wool. A
tunic requires: 1m2 of cotton, 2m2 of silk, and 3m2 of wool. If the
A suit is sold for $300 and a tunic for $500. How many pieces of
Each garment must be made by the tailor to obtain the maximum.
amount of money?
3).- MARY Furniture manufactures two products, tables and chairs that are
they must process through the assembly departments and
finished. Assembly has 60 hours available, finishing can
to manage up to 40 hours of work. The manufacturing of a table
requires 4 hours of assembly and 2 hours of finishing, while
a chair requires 2 hours of assembly and 2 hours of finishing. If the
profit is $80 per table and $60 per chair. What is the best one?
possible combination of tables and chairs to produce and sell for
obtain the maximum profit?
A brokerage firm offers two types of investments.
which generate income at a rate of 4% and 5% respectively. A
the client wishes to invest a maximum of $10,000 and that their annual income
at least $4500. insists that at least ¾ of the total
It must be reversed at 5%. The broker receives 1% of the income.
from the investment at 5% and 2% of the investment of 4%. How much
the broker will invest at each rate so that their fees are
maximums?
5).- A cargo airline company wants to maximize the
income obtained from the cargo transported by the company
It has a single plane designed to carry two types of cargo.
Normal load and fragile load. The company does not receive extra payment for
transport fragile cargo; however, to ensure certain
business contracts, the company has agreed to transport
at least 5 tons of fragile cargo. This type of cargo must
to be taken in a pressurized cabin. The capacity of the cabin
The principal is 20 tons of cargo. The pressurized cabin does not
it can carry more than 10 tons of cargo. The plane has
weight restriction that prevents you from carrying more than 20 tons of
load, to maintain the balance of the weight, the load of the cabin
pressurized must be less than or equal to two thirds of the weight of the
main cabin, plus one ton, the company receives $1000 for
ton of the two types of cargo it transports.
A investor has $10,000 that he would like to generate.
money by any means possible; wants to invest part in stocks, part
in bonds and place the rest in a savings account. The
Investor believes they can earn 8% with the money they invest in
stocks and the 7% that is invested in bonds. The bank pays 5% of
interest on savings accounts. As stocks are a
investment with certain risk, decides not to invest in stocks more than
what is put in the savings account. The investor will stay
with at least $2000 in the savings account in case you need money
in cash immediately. How much money should be invested in each
type?
A woman wants to design an exercise program.
weekly, including walking, biking, and swimming. To vary
The exercises plan to invest at least as much time on the bike.
like the combination of walking and swimming. In addition, he wants
swim at least two hours a week, because he/she likes swimming more
than the other exercises. Walking burns 600 calories per
per hour, you burn 300 calories cycling and 300 swimming.
calories per hour. He wants to burn at least 3000 calories in the
every other week of exercises. How many hours should he dedicate?
for each type of exercise if I want to minimize the number of hours
inverted?
A certain company has a subsidiary that supplies it with the cans that
needs to market its product in the subsidiary that produces
aluminum cans contain the lids made from metal sheets
rectangular. The dimensions of these sheets are 6cms x
15cms Two different sizes of lids are required, the diameter
the small ones are 3cm and the large ones are 6cm.
the production program on a given day is 20,000 lids
girls and 5000 large lids. What is the program?
minimize the total number of metal sheets used such
way to obtain the best combination of tapas from different
sizes that can be cut?
General Motors, which sells the most compact car, wants to make
advertising for this model through channel 13 of television, the
advertising will consist of short commercials of variable duration
that will be interspersed in a weekly program of 60 minutes. In which
The best singers of the continent and a comedian will be presented.
from the locality. General Motors insists on having at least 5 min.
commercials and the television station's regulations require when
Many commercials take 18 minutes in 60-minute programs.
at least, and that the duration of the commercials never exceeds
performance of the singers, the singers do not want to work anymore
of 30 min. Out of the 60 that the program lasts, so that the
comical is used for any period of time in which not
there will be commercials or when the singers are not working. By
experience of the television company, it is known that for each min.
If the singers are on the air, 6000 more viewers will be.
watching the show, for every minute that the comedian is working
3000 viewers will be watching the program, while for each
On average, 500 viewers are lost during commercials.
The comedian charges $200 per minute, the singers charge $1000 per.
min and the commercials $50 per min. If at General Motors you wish:
1).- Maximize the number of viewers by the end of the program
of 60 min.
2).- produce the program at minimum cost. What is the model for
use for each situation?
The company 'HOLSA' from Mexico wants to minimize them.
sheet waste, for which he/she assigns to his/her department of
production that optimizes the cost of the sheets according to the
consumer requirements. In particular, it will be done with the
most important consumer to whom three sizes are supplied
laminates to know: type 1: 30 cm x 60 cm and thickness of 8 mm; type
2:30 cm x 70 cm and thickness of 8 mm type 3:30 cm x 50 cm and
thickness of 8 mm. The necessary quantities are 10000, 15000 and
5000 per month respectively. If the sheets produced by the
the company dimensions are 30 cm x 180 cm with thickness
8 mm. What is the model to optimize waste?
A shoe company can produce three types of
shoes at their maximum capacity: dress shoes, work shoes and
sport
respectively. The shoe market has decreased as
consequence of the existing economic difficulties in the country
in such a way that there is an excess capacity of 550,650 and 300
units per day.
In plants, there are storage difficulties caused by
the decrease in sales. The three plants have: 10000, 8500
and 4000 square meters of space available respectively.
Dress shoes require 0.50 square meters for
storage, of 0.75 square meters for work and 0.40
square meters for sports. The company has
forecasted that the sales will be 700, 850, and 750 units
respectively for dress shoes, work shoes, and sports shoes.
What is the model that maximizes net utility?
12).- In a banquet hall, banquets are scheduled.
during the following
five days, the tablecloth requirements per banquet are:
12345
Numero de manteles : 80 60 100 130 200
The problem for the manager is that tablecloths are needed.
different from the ones he uses, so he will have to buy that type.
of tablecloths; the cost of each tablecloth is $40 and the cost of
send it to the laundry under urgent service to have it ready by
The two days is $10 per tablecloth.
What is the model that will allow the administrator to comply with
their requirements and also minimize the total cost?
A investor has $5000 that he wishes to invest,
two options are presented to him; A and B. The plan A guarantees that
each peso invested will produce $0.50 in a year, while the
planBle guarantees that every peso invested will produce $1.50 in
two years. How should that person invest in order to
How to maximize your profits at the end of three years?
A company manufactures three products: steering wheels, gaskets, and shafts.
the manager faces the problem of deciding which should be the best
production program for the next month. It has been determined
what is available when more than 1620 hours of time
production for the next month. there is no limit for it
metal supply for these three products, every hour of
production time costs $7.00 and each unit of metal costs
$2.20. All sales are cash and all costs must
to pay in cash for the fixed costs for the next month
The following month's expenses are $2,200 and a cash flow is required.
from $800 due to previous commitments. The cash balance to
The beginning of the month is $28,425.
TABLE OF TECHNICAL DATA.

HOURS OF UNITS OF
DEMAND
TIME OF METAL PRICE
FORECASTED OF
PRODUCT PRODUCTION NECESSARY UNITARY TO
THE CLIENTS (IN
PER UNIT PER UNIT CLIENT (IN $)
UNITS).
FABRICATED MANUFACTURED
FLYERS 4.5 3.25 $50.65 300
TOGETHER 1.8 4.70 $38.94 550
AXES 3.6 5.00 $50.20 320

Production can be carried out with sufficient speed to

allow its distribution within the same month. What should be the
production program for next month, in order to
to maximize profits?.