1. Oct 25, 2008

marazmatika

Hello,

I'm studying operations research - linear programming maximization. minimization problems

All tasks in my textbook seem to be very easy ( I've transportation, diet .... examples )

Please if anybody knows where I can find more complicated models where you'll need to think which variables to involve and it won't be easy to guess at the first look , do not hesitate and
tell me.

you can post some problems here. even one complicated task will make a deal

I'm a new girl in this forum and though I have looked through the rules I might be breaking some of them as I'm new. Please don't resent

I've loved getting to know this forum :)

2. Oct 25, 2008

HallsofIvy

If you google on "Linear Programing Examples" you will get more urls than I can copy here.

3. Oct 25, 2008

marazmatika

Yeah, I've tried google but I was wondering if anyone had specific COMPLICATED example

maybe somebody has been studying it and remembers tricky examples

Thanks I've searched and some of them are pretty good :)

Last edited: Oct 26, 2008
4. Nov 15, 2008

wacking

M. Felipe Calderón has \$1000 available for investment at the beginning of the trading week. At the start of every day of the week (Monday to Friday), he has the following investment opportunity available:
If he invests X dollars on that day and matches that initial investment with X/2 dollars the next day, then he will receive a total return of 2X dollars on the third day.
In order to facilitate his decision making process, M. Calderón decides to make the following assumptions:
1. If an initial investment is not matched on the subsequent day, the initial investment is lost.
2. Any return that is due on any given day can be reinvested immediately.
3. Cash carried forward from one day to the next does not accrue interest.
4. Borrowing money is not allowed.
a) Assuming that M. Calderón wishes to determine an investment schedule that maximizes his total cash on Saturday, formulate a linear program for this problem. Make sure to clearly define the decision variables and to indicate the various units/measures involved.
b) Solve this problem using Excel. Remember to provide a complete answer which includes the optimal value for each variable and the resulting profit and to include all relevant Excel outputs.
c) Reformulate the original linear program (as in a)) to account for the decision to relax assumption 2 and to suppose instead that there is a reinvestment delay of 1 day.
d) Reformulate the original linear program (as in a)) to account for the decision to relax assumption 3 and using a daily interest rate of 1%.