HW4_soln - HW-4 Solution, IEOR162, Spring 09 3.6.4...

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HW-4 Solution, IEOR162, Spring 09 3.6.4 Variables: i x = fraction undertaken of investment i ( i = 1, 2, …, 9 ) max z = 1234 56789 14 17 17 15 40 12 14 10 12 x xxxxxxxx ++++++++ s.t. 1 234 56 7 89 12 54 6 6 30 6 48 36 18 50 xxxxxxxxx ++ ++++++ (Year 1) 1234 56789 3 7 6 23 5 4 3 2 0 xxxx xxxxx (Year 2) 01 i x ≤≤ , for all i = 1, 2, … , 9 3.10.1 Variables: t x = Production during month t t i = Inventory at end of month t. min 1 2 3 4 4 58 47 2 2226 zxxxxiiiii =++++ +− s.t. 11 50 ix =− 212 65 ii x =+ − 323 100 iix =+− 434 70 all variables 0 3.10.2 Variables: t x = Production during month t t i = Inventory at end of month t. min z = 123 1 2 3 13 14 15 2 2 2 x xx i i i +++ + + s.t. 52 0 =+ 10 x 15 1 0 2 x +≥ (Meet Period 1 Demand) 2 1 10 2 x i (Meet Period 2 Demand)
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HW-4 Solution, IEOR162, Spring 09 3 2 15 2 x i +≥ (Meet Period 3 Demand) all variables 0 3.11.1 The objective function given in Problem 1 is ‘double count’' a portion of the money received by Finco. For example, if $1 is invested in C and the proceeds of this investment is later
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HW4_soln - HW-4 Solution, IEOR162, Spring 09 3.6.4...

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