Question

A) Suppose you have modeled a linear program that includes the decision variables x1 and x2....

A) Suppose you have modeled a linear program that includes the decision variables x1 and x2. You wish to incorporate the additional restriction that |x1 − x2| = 0, 5, or 12. Show how you would formulate this problem as an ILP.

B)  Suppose you have modeled an ILP that includes includes a variable z, which is restricted to be at least 0, no more than 20, and integer-valued. You wish to incorporate the additional restriction that z does not take on any value in the set {4, 5, 6, 7, 8}. Show how you would formulate this problem as an ILP. (Hint: Can you write this as an either-or constraint?)

Math   Advanced-Math   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Consider the following linear programming problem Maximize $1 X1 + $3 X2 Subject To X1 +...
Consider the following linear programming problem Maximize $1 X1 + $3 X2 Subject To X1 + X2 ≤ 4 Constraint A X1 - X2 ≤ 1 Constraint B X1, X2 ≥ 0 Constraint C Note: Report two digits after the decimal point. Do NOT use thousands-separators (,) 1 - Which of the following is the correct standard maximization form for the above linear programming problem Answer CorrectNot Correct Answer CorrectNot Correct Answer CorrectNot Correct Answer CorrectNot Correct Z - X1...
Suppose that X1 and X2 are independent standard normal random variables. Show that Z = X1...
Suppose that X1 and X2 are independent standard normal random variables. Show that Z = X1 + X2 is a normal random variable with mean 0 and variance 2.
Suppose X1 and X2 are independent expon(λ) random variables. Let Y = min(X1, X2) and Z...
Suppose X1 and X2 are independent expon(λ) random variables. Let Y = min(X1, X2) and Z = max(X1, X2). (a) Show that Y ∼ expon(2λ) (b) Find E(Y ) and E(Z). (c) Find the conditional density fZ|Y (z|y). (d) FindP(Z>2Y).
Consider the following linear programming problem: Maximize 40 X1 + 30 X2 + 60X3 Subject to:...
Consider the following linear programming problem: Maximize 40 X1 + 30 X2 + 60X3 Subject to: X1 + X2 + X3 ≥ 90 12 X1 + 8 X2 + 10 X3 ≤ 1500 X1 = 20 X3 ≤ 100 X1 , X2 , X3 ≥ 0 How many slack, surplus, and artificial variables would be necessary if the simplex algorithm were used to solve this problem?
Consider a regression of y on two explanatory variables, x1 and x2, which are potentially correlated...
Consider a regression of y on two explanatory variables, x1 and x2, which are potentially correlated (though not perfectly). Say that x1 can take on any value between 1 and 100. A researcher draws a random sample of observations, with information on y, x1 and x2. She runs a regression on this sample, which we refer to as regression A. She then takes the subset of the data where x1 is restricted to only take values between 1 and 50,...
Duality Theory: Consider the following LP (x1, x2 are your variables, all other values are constants):...
Duality Theory: Consider the following LP (x1, x2 are your variables, all other values are constants): max ax1+bx2 cx1+dx2≤e fx1−gx2≤h ix1+jx2≤k x1,x2≥0 The solution to the dual has the following values (using conventional primal-dual notation in terms of variable numbering): y1 = 0 y2 = 3 y3 = 5 With the understanding of complementary slackness, what all are constraints of the original, primal problem which we know must be tight? 1. Constraint 1 2. Constraint 2 3. Constraint 3
1.Consider a regression of y on two explanatory variables, x1 and x2, which are potentially correlated...
1.Consider a regression of y on two explanatory variables, x1 and x2, which are potentially correlated (though not perfectly). Say that x1 can take on any value between 1 and 100. A researcher draws a random sample of observations, with information on y, x1 and x2. She runs a regression on this sample, which we refer to as regression A. She then takes the subset of the data where x1 is restricted to only take values between 1 and 50,...
Consider the following linear program Max 5x1+5x2+3x3 St x1+3x2+x3<=3 -x1+ 3x3<=2 2x1-x2 +2x3<=4 2x1+3x2-x3<=2 xi>=0 for...
Consider the following linear program Max 5x1+5x2+3x3 St x1+3x2+x3<=3 -x1+ 3x3<=2 2x1-x2 +2x3<=4 2x1+3x2-x3<=2 xi>=0 for i=1,2,3 Suppose that while solving this problem with Simplex method, you arrive at the following table: z x1 x2 x3 x4 x5 x6 x7 rhs Row0 1 0 -29/6 0 0 0 11/6 2/3 26/3 Row1 0 0 -4/3 1 0 0 1/3 -1/3 2/3 Row2 0 1 5/6 0 0 0 1/6 1/3 4/3 Row3 0 0 7/2 0 1 0 -1/2 0...
Let the vectors a and b be in X = Span{x1,x2,x3}. Assume all vectors are in...
Let the vectors a and b be in X = Span{x1,x2,x3}. Assume all vectors are in R^n for some positive integer n. 1. Show that 2a - b is in X. Let x4 be a vector in Rn that is not contained in X. 2. Show b is a linear combination of x1,x2,x3,x4. Edit: I don't really know what you mean, "what does the question repersent." This is word for word a homework problem I have for linear algebra.
7. Suppose you have the following utility function for two goods: u(x1, x2) = x 1/3...
7. Suppose you have the following utility function for two goods: u(x1, x2) = x 1/3 1 x 2/3 2 . Suppose your initial income is I, and prices are p1 and p2. (a) Suppose I = 400, p1 = 2.5, and p2 = 5. Solve for the optimal bundle. Graph the budget constraint with x1 on the horizontal axis, and the indifference curve for that bundle. Label all relevant points (b) Suppose I = 600, p1 = 2.5, and...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT