Metropolitan University

Asignatura: Optimización II

Exercise Guide: Multi-objective Programming

For each of the following problems, if necessary, formulate them as a
Meta programming problem, and solve them using the Simplex method and the method
graph, if possible.

1.-Solve the following problem:

min Z Py P12 y12  P3y4  P4 y 3

x1 2x2 y1 y1 8 

x1 x 2 y2  y 2 1
x1x y  2 y  34 3
s.a
 
x 2 y4 y4 2
yi 0, y I 0; i 1,2,3,4.
x1 ,x 2 0

Solution:y1 y1 y 2 y 2 y 3 y4  0; y3 y 4 1; x1 2; x2 3.

2.- In a bakery industry, there is a desire to introduce the production of two new types of bread:
whole grain and rye, since the sale of their production is guaranteed. These breads are
they are mainly made from three ingredients: whole bran, wheat flour and
rye flour. To make 1 kg of whole grain bread, 350 g of whole bran is needed.
and 150 g of wheat flour are needed for the production of 1 kg of rye bread.
They need 250 g of wheat flour and 250 g of rye flour. The daily availability of
whole wheat bran is 210 kg, 115 kg of wheat flour and 100 kg of rye flour. The
beneficio que deja cada kg de pan integral es de 0.40 UM y 0.60 UM cada kg de pan de
rye.
Calculate the daily production of whole wheat and rye bread, if the following have been set
goals in order of priority:

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 Priority 1. It is desired to obtain a profit of at least 240 UM daily.
Priority 2. It is desired that the amount produced daily of whole grain bread be at
less than double that of rye.
Priority 3. It is desired that the daily amount of rye bread made not be
inferior a 300 kg.
What goals from the proposals have been fulfilled?

Solution:
Defining the following decision variables:
X1kg of whole wheat bread made daily
X2kg of rye bread produced daily
The model is as follows:

min Z Py P12 y1 2 P3y 3

0.35x1 210
0.25x2 100
0.15x1 0.25x2 115
0.4x10.6x y  2 y  1240 1
s.a
x1 2x2 y2  y2  0
x 2 y 3 y 3 300


y i 0, yi  0; I 1,2,3.
x1 ,x 2 0

That when solving it, it is reached that the optimal solution consists of producing 418,182 daily.
kg of whole grain bread and 209.091 kg of rye bread. The daily profit is 292.73 UM. The
whole grain bread production is exactly twice that of rye bread production, and
the production of the latter is approximately 209 kg daily. Therefore, it is fulfilled,
the 1st and 2nd goal and not the 3rd.

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3.-Solve the following problem:

min Z Py P12 y12  P3y 3 P4 y4 

x1x 2100
20x1 8x2 y1 y1 1600
x1 x 2 y2  y2  0
s.a x y2  y  3 45 3
y 3 y4  y4  15
y i 0, yi 0; i 1,2,3,4.
x1 ,x 2 0

Solution:y1 y2  y 2 y 3 y 4 0; y1 200; y3 5; y4  10; x1 50; x2 50.

A company has two types of machines A and B. For each hour of work on the
Machine A produces 20 pieces and Machine B produces 30 pieces per hour. For reasons of
the company's capacity cannot produce more than 600 pieces a day or less than 250.
Furthermore, due to the characteristics of the two machines, the cost per unit produced by
Machine A is 4 UM and 3 UM per unit produced by B. Determine the daily hours.
optimal for the two machines with the following goals and priorities:
Priority 1. The total daily cost does not exceed 2000 UM.
Priority 2. The daily working hours on machines A and B should be equal.
Priority 3. Maximize the number of daily pieces.

Solution:
Defining the following decision variables:
X1Number of daily working hours of machine A
X2Number of daily working hours of machine B
The model is as follows:

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 min Z Py P12 (y  
1 2 y 2)  P3 (20x1 30x2 )
20 times
1 30x
2 250
20x1 30x2 600
80x1 90x2 y1 y1 2000

s.a
x1 x 2 y2  y2  0
y i 0, yi 0; i 1,2.
x1 ,x 2 0

min Z Py P12 (y   

1 2 y 2)  P3 y 3
20x130x 250
2
80 times1 90x2  y1 y1 2000
x1x  y 2  y  20 2
s.a
20x130x y 2 600
3
y i 0, yi 0; i 1,2,3.
x1 ,x 2 0

That when solved, it is reached that the optimal daily working hours of machine A are 11.765.
and from machine B also 11.765 (an equilibrium in the hours of work per day is produced.
each type of machine). A total of 235.3 pieces of A and 352.95 pieces of B (total 588.25) will be produced with

a cost of 2000 UM.

5.-A company has two production lines for the same article. Line 1 produces
2 units per minute with a unit profit of 3000 UM, while chain 2
produce 3 units per minute with a profit of 5000 UM per unit. The cost of
storage per unit amounts to 10 UM. Calculate the weekly production time.
what should be assigned to each of the chains, if the company has set the following
goals and objectives in the following order of priorities.
Priority 1. Produce at least 30,000 units per week.
Priority 2. Storage costs do not exceed 450,000 UM per week.
· Priority 3. The weekly production time on chain 1 should be at least as much as in the
2, but no more than triple of 2.

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 Priority 4. Maximize weekly profit.

Solution:
Defining the following decision variables:
X1Production minutes of chain 1, per week
X2Production minutes of chain 2, per week
The model is as follows:

min Z Py P12 y12  P3 (y3 y 4)  P4 (6000x1 15000x2 )

2x1 3x2 y1 y1 
30000
10(2x1 3x2 )  y2  y 2 450000
x1x y   2y  30 3
s.a
x1 3x2 y4  y 4 0
yi 0, y I 0; i 1,2,3,4.
x1 ,x 2 0

The optimal production times are 9,000 minutes per week for each of the
chains (there is neither excess nor defect in the third goal, there is a defect of 18,000 minutes)

in the fourth goal). 45,000 products are produced per week (there is an excess of 15,000
units in the first goal) with a storage cost of 450,000 UM (there are neither
neither excess nor deficiency in the second target) and a profit of 189 million UM.

A company employs two different production processes to produce a product.

Each of the processes requires the use of three machines M1, M2, and M3. To manufacture a
product unit according to the chosen production process needs to be used in each of the
machines the hours indicated in the following table:
Proceso 1 Proceso 2
M1 1 3
M2 4 2
M3 3 4

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For one unit of product manufactured with process 1, 55 UM are obtained and with the process
2 produce 75 UM. The cost of an hour of machine time is 5 UM. Each machine is
available 60 hours. The company proposes the following goals in order of priority:
Priority 1. Obtain a benefit of at least 300 UM.
Priority 2. The number of hours worked on machines M1 and M2 should match.
Priority 3. The number of hours worked on machine M3 shall not exceed 2 times the
number of hours worked on machine M1.
Calculate the optimal units that should be assigned to each production process.

Solución:
Defining the following decision variables:
X1Units produced with process 1, per hour
X2Units produced with process 2, per hour
The model is as follows:

min Z Py P12 (y   

1 2 y 2)  P3 y 3
x13x 60
2
4x1 2x2 60
3x1 4x2 60
15x130x y   2y 
1300 1
s.a
x1 3x2 (4x1 2x2 )  y2  y 2 0
 
3x1 4x2 2(x1 3x2 )  y 3 y 3 0
y i 0, yi  0; i 1,2,3.
x1 ,x 2 0

The optimal production units are 20/7 with process 1 and 60/7 with process 2.
(there is neither excess nor defect in the first goal). The number of hours worked by the
machines 1 and 2 coincide at 200/7 28.57 hours (there is neither excess nor deficiency in the second)
The machine 3 will work 300/7. 42.86 hours (there is a defect in the third goal of
100/7 14.26 horas).

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A cheese factory produces three types of cheese: cured cheese, semi-cured cheese and
fresh cheese. For this, two types of milk are used, sheep's milk and goat's milk. The
The factory is equipped with two types of machines. Machine 1 uses 70 liters of water per hour.
sheep's milk and 200 liters of goat's milk to produce 9 kilograms of cured cheese, 2
kilograms of semi-mature cheese and 5 kilograms of fresh cheese. With machine 2, it
They obtain 10, 5, and 4 kilograms of each cheese respectively every hour with an expenditure of

100 liters of sheep's milk and 80 liters of goat's milk. Taking into account the studies of
the demand for the three products the company estimates it must produce at least 900 per day and
300 kilograms of cured and semi-cured cheese, respectively, and no more than 800.
kilograms of fresh cheese. The benefits per kilogram produced of each type of cheese
they are 4, 6, and 7 respectively. The company's management has considered the
next goals and objectives in the following order of priorities:
Priority 1. The amount of milk used for cheese production should not exceed
14,000 liters daily for sheep milk and 20,000 liters daily for goat milk.
Priority 2. The amount of goat milk should not exceed that of sheep milk.
Priority 3. Maximize benefits.
Calculate the number of hours per day that the machines should operate.

Solution:
Defining the following decision variables:
X1Hours per day that machine 1 must operate
X2Hours per day that the machine must operate 2
The model is as follows:

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 min Z P(y1  y12)  P2 (y3)  P3 ((4(9x1 10x2 )  6(2x1 5x2 )  7(5x1 4x2 ))
9x110 times
2 900
2x1 5x2 300
5x1 4x2 800
70x1100x y   2y 
114,000 1
s.a
200 times1 80x2 y2  y 2 20,000
70x1 100x2 200x1 80x2 y 3 y 3 0 

y i 0, yI  0; i 1,2,3.
x1 ,x 2 0

The solution to the problem consists of operating 19.44 hours a day with machine 1, 126.39

hours a day with the machine 2. 14,000 liters of sheep's milk are used ( and1 y1 0 ) y

14,000 liters of goat milk (and2 6000; y2  0 ). Therefore, the same are used

amount of sheep and goat milk (and3 y 3 0 The maximum benefit obtained is

14000 UM.

A chemical plant manufactures two products A1 and A2, with three raw materials M1, M2, and M3. The
The following technological table shows the raw material costs per kg of product.
manufactured, as well as their availabilities for the upcoming period of time:

A1 A2 Disponibilidad

M14 10 18

M212 4 20

M36 7 22

In the production process, electricity, water, and time are also consumed in
machines, being the costs of each manufactured product:

Energy (kW/kg Water (m3/kg) Time (h/kg)

A1 3 16 1.5

A2 2 23 1.8

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 The costs of raw materials are 56 Bs. for M1, 43 Bs. for M2, and 79 Bs. for
M3; 17 Bs. elkWde energy; 56 Bs elm3from water; the machine time is 3000 Bs/h
in regular time and 4500 Bs/hen during overtime. The plant management wishes
build a production control model, taking into account the following order of
prioridades:

P1: No superar las disponibilidades de materias primas.

P2: Keep energy consumption below 6MW and water consumption below
above 73dam3, making it doubly important to fulfill the first one.
P3: The regular time availability is 32,000 hours that is desired to be utilized in its
totality. The possibility is accepted, if necessary, to do extra hours up to a
maximum of 12000h.
P4: El presupuesto disponible es de 3 millones de Bs.
P5: The demand for A1 is between 900 and 1300kg, and that of A2 is close to 1400kg.

9.-The company in charge of the quality control of the water supplied to Caracas from the
La Mariposa reservoir has three water quality control stations located in the
reservoir. Taking as the origin of coordinates of a two-dimensional Cartesian system the
outflow collector of the reservoir and the measurement unit elhm, the three control stations
they are at the points indicated in the table.

Station x
I (x1,x2)
1 (2,10)
2 (9,20)
3 (12,1)

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For technical reasons, the company is required to place a fourth station in the reservoir.
it aims for the total distance from its location to the other three existing stations
and the outlet collector is minimal. Due to the way connections are made between the
stations and the collector, these must be made between the pairs of points rectangularly,
this means that if, for example, the new station is located in x1= 8 yx2= 5, will be at
distance ( 8–2 ) + ( 10–5 ) = 11hm from station 1, etc.
Formulate a goal programming model that solves the stated problem, and
find its solution.

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