hw4sol - 3.11.4 Let Ai = Units of bond i bought at ask...

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3.11.4) Let Ai = Units of bond i bought at ask price and Bi = units of bond i sold at bid price Ct = cash on hand after year t payments are received (measured in current $) max z = 980B1 + 970B2 + 960B3 + 940B4 -990A1 -985A2 - 972A3 - 954A4 st C1 = 100(A1 - B1) + 80(A2 - B2) + 70(A3 - B3) + 60(A4 - B4) C2 = 10C1/9 + {110(A1 - B1) + 90(A2 - B2) + 80(A3 -B3) + 50(A4 - B4)} C3 = 10C2/9 + {1100(A1-B1)+1120(A2-B2) +1090(A3 - B3)+1110(A4 - B4)} A1, A2, A3, A4 1000, B1, B2, B3, B4 1000 All variables 0 3.Review 52. Define BOX = tons of purchased boxboard TIS = tons of purchased tissue NEWS = tons of purchased newsprint BOOK = tons of purchased book paper BOX1 = tons of boxboard sent through de-inking TIS1 = tons of tissue sent through de-inking NEWS1 = tons of newsprint sent through de-inking BOOK1 = tons of book paper sent through de-inking BOX2 = tons of boxboard sent through asphalt dispersion TIS2 = tons of tissue sent through asphalt dispersion NEWS2 = tons of newsprint sent through asphalt dispersion BOOK2 = tons of book paper sent through asphalt dispersion PBOX = available boxboard pulp PTIS = available tissue pulp PNEWS = available newsprint pulp PBOOK = available book paper pulp PBOXi = boxboard pulp used for grade i paper PTISi = tissue pulp used for grade i paper PNEWSi = newsprint pulp used for grade i paper PBOXi = boxboard pulp used for grade i paper A correct formulation is min z = 5BOX + 6TIS + 8NEWS + 10BOOK + 20BOX1 + 20TIS1 + 20NEWS1 + 20BOOK1 + 15BOX2 + 15TIS2 + 15NEWS2 + 15BOOK2 s.t. BOX1 + BOX2 BOX TIS1 + TIS2 TIS NEWS1 + NEWS2 NEWS BOOK1 + BOOK2 BOOK .135BOX1 + .12BOX2 = PBOX
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This note was uploaded on 03/03/2009 for the course IEOR 161 taught by Professor Lim during the Fall '08 term at Berkeley.

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hw4sol - 3.11.4 Let Ai = Units of bond i bought at ask...

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