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Integer Programming: Solving The Problem So That An Optimal Integer Solution Is Guaranteed

1) Integer programming models aim to find optimal integer solutions to problems. There are three basic types: total integer models where all variables are integers, 0-1 models where variables are 0 or 1, and mixed integer models where some variables are integer. 2) Integer programming problems can be used to maximize profits from purchasing machines given budget/space constraints, or to maximize community recreation facility usage given cost/space limits. 3) Various integer constraints can be used such as mutually exclusive, multiple choice, conditional, corequisite constraints. 4) Graphical analysis shows simply rounding fractional solutions may not be optimal and another integer solution could yield higher profits.

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Jerry Lim
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35 views

Integer Programming: Solving The Problem So That An Optimal Integer Solution Is Guaranteed

1) Integer programming models aim to find optimal integer solutions to problems. There are three basic types: total integer models where all variables are integers, 0-1 models where variables are 0 or 1, and mixed integer models where some variables are integer. 2) Integer programming problems can be used to maximize profits from purchasing machines given budget/space constraints, or to maximize community recreation facility usage given cost/space limits. 3) Various integer constraints can be used such as mutually exclusive, multiple choice, conditional, corequisite constraints. 4) Graphical analysis shows simply rounding fractional solutions may not be optimal and another integer solution could yield higher profits.

Uploaded by

Jerry Lim
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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INTEGER PROGRAMMING

Solving the problem so that an optimal integer solution is guaranteed.


Integer Programming Models
Three (3) Basic Types:

1. total integer model


• all the decision variables are required to have integer solution values
2. 0–1 integer model
• all the decision variables have integer values of zero or one
3. mixed integer model
• some of the decision variables (but not all) are required to have
integer solutions.
A Total Integer Model Example
The owner of a machine shop is planning to The owner has a budget of $40,000 for purchasing
expand by purchasing some new machines— machines and 200 square feet of available floor space.
presses and lathes. The owner has estimated that The owner wants to know how many of each type of
each press purchased will increase profit by $100 machine to purchase to maximize the daily increase in
per day and each lathe will increase profit by $150
daily. The number of machines the owner can profit.
purchase is limited by the cost of the machines
and the available floor space in the shop. The
machine purchase prices and space requirements
are as follows:
0 – 1 Integer Model
A community council must decide which recreation The community has a $120,000 construction budget
facilities to construct in its community. Four new and 12 acres of land. Because the swimming pool
recreation facilities have been proposed—a swimming and tennis center must be built on the same part of
pool, a tennis center, an athletic field, and a the land parcel, however, only one of these two
gymnasium. The council wants to construct facilities
that will maximize the expected daily usage by the facilities can be constructed. The council wants to
residents of the community, subject to land and cost know which of the recreation facilities to construct
limitations. The expected daily usage and cost and to maximize the expected daily usage. The model
land requirements for each facility follow: for this problem is formulated as follows:
• In this model, the decision variables can have a solution value of either zero or one. If a facility is not
selected for construction, the decision variable representing it will have a value of zero. If a facility is
selected, its decision variable will have a value of one.
• The last constraint, x1 + x2 … 1, reflects the contingency that either the swimming pool 1x12 or the tennis
center 1x22 can be constructed, but not both - mutually exclusive constraint.
• If the community had specified that either the swimming pool 1x12 or the tennis center 1x22 must be built,
but not both, then the last constraint would become an equation, x1 + x2 = 1. This would result in a solution
that would include x1 = 1 or x2 = 1, but both would not equal one (nor would both equal zero). - multiple-
choice constraint.
• A variation of the multiple-choice constraint can be used to formulate a situation in which some
specific number of facilities out of the total must be constructed.
• For example, if the community council had specified that exactly two of the four facilities must be
built, this constraint would be formulated as:

• If, alternatively, the council had specified that no more than two facilities must be constructed,
the constraint would be:

• conditional constraint - the construction of one facility is conditional upon the construction of
another.
• Suppose, for example, that the pet project of the head of the community council is the swimming
pool, and she also believes the tennis center is frivolous.
• Thus, the tennis center (x2) is conditional upon construction of the swimming pool (x1). This
condition is formulated as:
• Notice that the tennis center (x2) cannot equal one (i.e., be selected) unless the pool (x1) equals
one. If the pool (x1) equals zero (i.e., it is not selected), then the tennis center (x2) must also
equal zero. However, this condition does allow the pool (x1) to equal one and be selected and the
tennis center to equal zero and not be selected.
• corequisite constraint - wherein if one facility is constructed, the other one will also be
constructed and vice versa. For example, suppose the council worked out a political deal among
themselves, wherein if the pool is accepted, the tennis center must also be selected and vice
versa. This constraint is written as:
A Mixed Integer Model

Nancy Smith has $250,000 to invest in three


alternative investments—condominiums, land,
and municipal bonds. She wants to invest in the
alternatives that will result in the greatest
return on investment after 1 year.
Each condominium costs $50,000 and will
return a profit of $9,000 if sold at the end of
1 year; each acre of land costs $12,000 and will
return a profit of $1,500 at the end of 1 year;
and each municipal bond costs $8,000 and will
result in a return of $1,000 if sold at the end of
1 year. In addition, there are only 4
condominiums, 15 acres of land, and 20
municipal bonds available for purchase.
Integer Graphical Solution
• It may seem logical that an easy way to solve integer programming problems is to round off
fractional solution values to integer values.
• However, that can result in less-than-optimal (i.e., suboptimal) results. This outcome can be seen
by using graphical analysis.
However, one of the difficulties of simply rounding down non-integer values is that another integer
solution may result in a higher profit (i.e., in this problem, there may be an integer solution that will result
in a profit higher than $950)

• The dots indicate integer solution points, and the point


x1 = 2, x2 = 5 is the rounded-down solution.
• Notice that as the objective function edge moves
outward through the feasible solution space, there is an
integer solution point that yields a greater profit than
the rounded-down solution.
• This solution point is x1 = 1, x2 = 6. At this point, Z =
$1,000, which is $50 more profit per day for the
machine shop than is realized by the rounded-down
integer solution.

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