Sol2 - t balance at Macy’s PS t payment at month t to Sacks PB t payment at month t to Bllomingdale’s PM t payment at month t to Macy’s min z

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
AMS 341 Spring, 2010 Homework Set # 2 — Solution Notes #3, 3.8: Let B,H,A,P be the amounts of investment of the bank in bonds, home loans, auto loans, and personal loans, repectively. max 0 . 1 B + 0 . 16 H + 0 . 13 A + 0 . 2 P s . t . B + H + A + P 500000 P - B 0 H - A 0 P - 0 . 25( B + H + A + P ) 0 B,H,A,P 0 #3, 3.10: We can deFne: C i B i : # number of cheese cakes, black forest cakes baked in month i IC i IB i : # number of cheese cakes, black forest cakes in inventory at the end of month i min z = 3 C 1 + 3 . 4 C 2 + 3 . 8 C 3 + 2 . 5 B 1 + 2 . 8 B 2 + 3 . 4 B 3 + 0 . 5( IC 1 + IC 2 ) + 0 . 4( IB 1 + IB 2 ) s . t . C 1 + B 1 65 C 2 + B 2 65 C 3 + B 3 65 IC 1 + 40 = C 1 IC 2 + 30 = IC 1 + C 2 20 = IC 2 + C 3 IB 1 + 20 = B 1 IB 2 + 30 = IB 1 + B 2 10 = IB 2 + B 3 All variables 0 #8 3.11: Let BS t the ending balance at Saks in month t , BB t the ending month t balance at Bloomingdale’s, and BM t the ending month
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: t balance at Macy’s. PS t payment at month t to Sacks, PB t payment at month t to Bllomingdale’s, PM t payment at month t to Macy’s. min z = ∑ 36 t =1 ( PS t + PB t + PM t ) s . t . PB t + PS t + PM t ≤ 5000 t = 1 , 2 ,..., 36 BS = 20000 BB = 50000 BM = 40000 BS 36 = 0 BB 36 = 0 BM 36 = 0 BS t = BS t-1-( PS t-. 005 BS t-1 ) t = 1 , 2 ,..., 35 BB t = BB t-1-( PB t-. 01 BB t-1 ) t = 1 , 2 ,..., 35 BM t = BM t-1-( PM t-. 015 BM t-1 ) t = 1 , 2 ,..., 35 All variables ≥...
View Full Document

This note was uploaded on 05/03/2010 for the course AMS 341 taught by Professor Arkin,e during the Spring '08 term at SUNY Stony Brook.

Ask a homework question - tutors are online