Year: 2024-2025

Spring Semester

Introduction to Operations Research

and Decision Support
Dr. Amany Magdy
Dr. Hillal M. Elshehabey
 Revision

2
 Integer Programming

3
Introduction

■ In the linear programming models formulated and solved in the previous lectures,
the implicit assumption was that solutions could be fractional or real numbers
(i.e., non-integer). However, non-integer solutions are not always practical.

■ When only integer solutions are practical or logical, it is sometimes assumed that
non-integer solution values can be “rounded off” to the nearest feasible integer
values.
Introduction

■ This method would cause little concern if, for example, 𝑥1 = 8000.4 nails were
rounded off to 8,000 nails because nails cost only a few cents apiece.

■ However, if we are considering the production of jet aircraft and 𝑥1 = 7.4 jet
airliners, rounding off could affect profit (or cost) by millions of dollars.

■ In this case we need to solve the problem so that an optimal integer solution is
guaranteed. In this chapter the different forms of integer linear programming
models are presented.
Integer Programming Models - Types of Models

Total Integer Model: All decision variables required to have integer

solution values.

0-1 Integer Model: All decision variables required to have integer

values of zero or one.

Mixed Integer Model: Some of the decision variables (but not all)
required to have integer values.
A Total Integer Model (1 of 4)

■ The owner of a machine shop is planning to expand by purchasing some new

machines—presses and lathes.

■ The owner has estimated that each press purchased will increase profit by $100 per
day and each lathe will increase profit by $150 daily.

■ The number of machines the owner can purchase is limited by the cost of the
machines and the available floor space in the shop.
A Total Integer Model (2 of 4)
■ Machine purchase prices and space requirements:

Required
Machine Floor Space (ft.2) Purchase Price

Press 15 $8,000

Lathe 30 4,000
■ The owner has a budget of $40,000 for purchasing machines and 200 square feet of
available floor space.
■ The only difference is that in this problem, the decision variables are restricted to
integer values because the owner cannot purchase a fraction, or portion, of a
machine.
A Total Integer Model (3 of 4)
■ The owner wants to know how many of each type of machine to purchase to
maximize the daily increase in profit.
Integer Programming Model:

Maximize Z = $100x1 + $150x2

subject to:
$8,000x1 + 4,000x2  $40,000
15x1 + 30x2  200 ft2
x1, x2  0 and integer
x1 = number of presses
x2 = number of lathes
A Total Integer Model (4 of 4)
■ The decision variables in this model are restricted to whole machines.

■ The fact that both decision variables, 𝑥1 and 𝑥2 can assume any integer value greater
than or equal to zero is what gives this model its designation as a total integer
model.
A 0 - 1 Integer Model (1 of 9)

■ A community council must decide which recreation facilities to construct in its

community. Four new recreation facilities have been proposed—a swimming
pool, a tennis center, an athletic field, and a gymnasium.

■ The council wants to construct facilities that will maximize the expected daily
usage by the residents of the community, subject to land and cost limitations.
A 0 - 1 Integer Model (2 of 9)

■ The community has a $120,000 construction budget and 12 acres of land.

■ The expected daily usage and cost and land requirements for each facility follow:

Expected Usage Land Requirement

Recreation
(people/day) Cost ($) (acres)
Facility
Swimming pool 300 35,000 4
Tennis Center 90 10,000 2
Athletic field 400 25,000 7
Gymnasium 150 90,000 3
A 0 - 1 Integer Model (3 of 9)

■ Because the swimming pool and tennis center must be built on the same part of the
land parcel, however, only one of these two facilities can be constructed.

■ The council wants to know which of the recreation facilities to construct to

maximize the expected daily usage.
A 0 - 1 Integer Model (4 of 9)

■ The model for this problem is formulated as follows:

Integer Programming Model:
Maximize Z = 300x1 + 90x2 + 400x3 + 150x4
subject to:
$35,000x1 + 10,000x2 + 25,000x3 + 90,000x4  $120,000
4x1 + 2x2 + 7x3 + 3x4  12 acres
x1 + x2  1 facility
x1, x2, x3, x4 = 0 or 1
x1 = construction of a swimming pool
x2 = construction of a tennis center
x3 = construction of an athletic field
x4 = construction of a gymnasium
A 0 - 1 Integer Model (5 of 9)
■ 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 (𝑥1 ) or the tennis center (𝑥2 ) can be constructed, but not both.
In order for the sum of 𝑥1 and 𝑥2 to be less than or equal to one, either of the
variables can have a value of one, or both variables can equal zero. This is also
referred to as a mutually exclusive constraint.
A 0 - 1 Integer Model (6 of 9)

■ If the community had specified that either the swimming pool (𝑥1 ) or the tennis
center (𝑥2 ) 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). In this manner,
the model forces a choice between the two facilities. For this reason, it is often
called a multiple-choice constraint.
A 0 - 1 Integer Model (7 of 9)

■ Another type of 0–1 model constraint is a conditional constraint. In a conditional

constraint, the construction of one facility is conditional upon the construction of
another.

■ If the tennis center 𝑥2 is conditional upon construction of the swimming pool

𝑥1 , this condition is formulated as

𝑥2 ≤ 𝑥1
A 0 - 1 Integer Model (8 of 9)

■ 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.
A 0 - 1 Integer Model (9 of 9)
■ A variation of this type of conditional constraint is the 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

𝑥2 ≤ 𝑥1

■ This constraint makes 𝑥1 and 𝑥2 equal the same value, either zero or one.
A Mixed Integer Model (1 of 4)
■ 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;
A Mixed Integer Model (2 of 4)

■ 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.
A Mixed Integer Model (3 of 4)

Integer Programming Model:

Maximize Z = $9,000x1 + 1,500x2 + 1,000x3
subject to:
50,000x1 + 12,000x2 + 8,000x3  $250,000
x1  4 condominiums
x2  15 acres
x3  20 bonds
x2  0
x1, x3  0 and integer
x1 = condominiums purchased
x2 = acres of land purchased
x3 = bonds purchased
A Mixed Integer Model (4 of 4)

■ Notice that in this model, the solution values for condominiums (𝑥1 ) and
municipal bonds 𝑥3 must be integers. It is not possible to invest in a fraction of a
condominium or to purchase part of a bond. However, it is possible to purchase
less than an acre of land (i.e., a portion of an acre). Thus, two of the decision
variables (𝑥1 and 𝑥3 ) are restricted to integer values, whereas the other variable
𝑥2 can take on any real value greater than or equal to zero.