Integer Progra ng Back to the several types of Integer Programming Models: 1) All Integer Programming: explained (sheet 3) 2) Mixed Integer Programming: Explained (sheet 3) 3) [0-1] Integer Programming: we will repeat it again When Xi and X2 represent binary variables designating whether projects 1 and 2 have been completed, the following special constraints ‘ormulated: e Just one product must be produced (either - or) M+X.= 1 ¢ Selecting one product prevent selecting the other one or neither one se! M+Xe < 1 (.e.) Projects 1 and 2 are [White exeltsiys e Selecting one product or selecting both of them X+X 21 e Both products can be selected simultaneously or neither M1 - X= 0 (le.) Project (1) is a @SEEEREIn for project (2) e Selecting project (1) depends on selecting project (2) firstly, also we can select project (2) ONLY. X1- Xe < 0 (ie.) Project (1) is on project (2)Tower Engineering Corporation is considering undertaking several proposed projects for the next fiscal year. The projects, the number of engineers and the number of support personnel required for each project, and the expected profits for each project are summarized in the following table: : % > Bloieck s- % 123 4 5 8 Engineers Required 20 55 47 #38 90 63 Support Personnel Required 15 45 50 40 70 70 Profit ($1,000,000s) 10 18 20 15 36 22 Formulate an integer program that ma: constraints: 4) Use no sss than 475 engineers 2) no mde than 150 support personnel 3) ro ane? project 6 or project ison) both must bedone) Co/27/? femetry 4) Project 2 can be done only if project a is done ComaTe: ay 5) project 5 is done, project 3 must not be done and vice versa <7 mez go 6) No more than three projects are to be done. Max Xi + 18X2 + 2X3 + 1.5X4 + 3.6Xs + 2.2X6 (1) 20X1 + 55X2 + 47X3 + 38X4 + 90Xs + 63X6 < 175 (2) 15X1 + 45X2 + 50X3 + 40X4 + 70Xs + 70X56 < 150 @) Xs = X6 RY, Vo e0 @ X%& < K0@ K,X,Ke () Xs+Xs <1 (@ Xi + X.+ Xs + Xst+ Xst+ Xo <3 ier a capital budgeting example with five projects from which to select. Let Xi = 1 if project i is selected, 0 if not, for i = 1....,5. Write the appropriate Xp 4p constraint(s) for each condition. Conditions are independent. eer than three projects. b. “if project Chdsenproject 4 c. Sif project 4 is chosen, project § must a Projects cost 100, 200, 150, 75, an respectively. The budgétis 450. of projects 4, 2, and 3 can be chosen. a Xi+ X2.+Xs+Xs+Xs 23 b. Xs < Xa © Xi+ Xs<1 d. 100X1 + 200 X2 + 150X3 + 75X4 + 300Xs < 450 e. Xi+ X2+X3 <2Grush Consulting has five projects to consider. Each will require time in the next two quarters according to the table below. Project Time in first quarter Time in second quarter Revenue 4A 5 8 42000 xB 3 12 40000 a 7 5 15000 % oD 2 3 5000 Ar O€ 15 1 20000 Revenue from each project is also shown. Develop a model whose solution would de ‘pf projects C and | D. Let A=1 if project A is selected, 0 otherwise; same for B, C, D, and E Max 12000A + 10000B + 15000C + 5000D oS sy tla axa) St. 5A+3B+7C +2D+15E < 25 < Ghee bon] 8A +12B+5C+3D+1E < 20 C+D<1 —+ notdo both projects C&D The following questions refer to a capital budgeting problem with six projects represented by 0-1 variables X1, X2, X3, X4, X5, and X6: a. Two of the projects 1, 3, 5, and must be undertaken, 7) 4% 44% 4Xp=2 a b. if projects 3 and § must be undertaken, they must be undertaken simultaneously c. project 4 or 4 must be undertaken, but not both. =X +x, 34 Tae @. project 4 cannot be undertaken unis projects 4 and 3 also are undertaken. Erinn a. Xq + X3 + Xp + Xp=2 b. Xy = XH ON TKS c. Xq+Xqet aXe sX and SX OL XOS X, 1 Ks RS TEN NS SEEcost: we must add (X) variable, where (X) refers to no. of units. st; we must add (Y) variable, where (Y) = 1 if project is accepted or} = Oif project is rejected i) The Westfall Company has a con’ fact to produce 10,000 garden hoses for a large discount chain. Westfall has four different machines that can produce this kind of hose. Because these machines are from different manufacturers and use differing technologies, their specifications are not the same. FY ¥ ' to Sat 4 Machine Up Production Run Per Hose Capacity heses m1 750 Yi 125 x, 6000 wz 2 500 Ye 1.50 x 2 7500 x3 3 1.00 x, 4000 xy a 2.00 xy 5000 . This problem requires two different kinds of decision variables. Clearly define each kind. The company wants to minimize total cost. Give the objective function. . Give the constraints for the problem. |. Write a constraint to ensure that [ftmachine 4 is used, machine 1 cannot be. a, Let X= the number of hoses produced on machine i 1 if machine i is used, = O otherwise b. Min 1.25X1 + 1.5Xe + Xs + 2X4 + 750V1 + 5O0V2 + 1000Ys + 3004 c. Xi+X2+Xs+X4 = 10000 X1 < 6000 Yi X2 = 7500 Ye X3 < 4000 Ys Xa S$ 5000 Ya d. Vi+¥asiHansen Controls has been awarded a contract for a large number of control panels. this demand, it will use its exisfing plants in San Diego and Houston, and Sreriereer pany i Tulsa, St. Louis, and Portland. Finished control panels are to beGhippedyo Seattle, Denver, and Kansas City. Pertinent information is given in the table. o given in erie Cook ee Sources |G Seattle Denver Kansas City Capacity ‘San Diego m Sm Tyee. B14 2,500 Houston 10x, Bx22 bre, 2,500 Tulsa 9X5 4X52 3% 57 10,000 St. Louis Wye 6 Meo 27u3 10,000 Portland aXe 10%62 We 10,000 3,000 8,000 9,000 Develop a model whose solution would reveal which plants to build and the optimal shipping schedule. Solution Let — Xjj= the number of panels shipped from source (i) to destination (j) Yj = Lif planti is built or = O if plant is rejected (i= 3,4,5) Min = 5X11 + 7X12 + 8X13 + 10Xa1 + 8X22 + 6X23 + 9X31 + 4X32 + 3X33 + 12X41 + 6X42 + 2X43 + 4X51 + 10Xs2 + 11X53 + 350000 Ys + 200000 Y4 + 480000 Ys s.t. XutXun+Xis < 2500 Xai + Xa + Xos < 2500 Xai + Xaz + Xss < 10000 Ys Source Xa+Xa+Xs < 10000 Ys Xsi+Xe+Xss < 10000 Ys Xai + Xai + Xai + Xa + X51 = 3000 Xu +Xa+Xn+Xe+Xe = 8000 Destindfich Xi3 + X23 + X33 + Xa +Xs3 = 9000 Xj 20 and Y= Oorl } Non negativity constraintsHawkins Manufacturing Company produces connecting rods for 4- and 6-cylinder automobile engines using the same production line. The cost required to set up the production line to produce the 4-cylinder connecting rods is $2000, and the cost required to set up the production line for the 6- cylinder connecting rods is $3500. Manufacturing costs are $15 for each 4-cylinder connecting rod and/ $18 for each 6-cylinder connecting rod. Hawkins makes a decision at the end of each week as to which product will be manufactured the following week. If a production changeover is necessary from one week to the next, the weeker used to reconfigure the production line. Once the line has been set up, the weekly production are 6000 6-cylinder connecting rods and 8000 4-cylinder connecting rods. Let x4 = the number of 4-cylinder connecting rods produced next week x6 = the number of 6-cylinder connecting rods produced next week if the production line is to produce the 4-cylinder connecting rods; 0 if otherwise if the production line to produce the 6-cylinder connecting rods; 0 if otherwise 1. Write an objective function for minimizing the cost of production for next week. a. Min 15 X4 + 18 X6 + 2000 S4 + 3500 S6 c, Min 15 X4 + 18 X6 = 2000 S4 + 3500 S6 b. Min 15 X4 + 18 X6 - 2000 S4 + 3500 S6 d, Min 15 X4 + 18 X6 < 2000 S4 + 3500 S6 S 2. Using the decision variables x4 ana @ constraint that limits next week's production of the 4-cylinder connecting rods to either (or 8000 units. a. X4-< 8000 S4 b, X4 < 8000 c. X4 > 8000 d. $4 =< 8000 . Using the decision variables x6 and s6, write a constraint that limits next week's production of the 6-cylinder connecting rods to either 0 or 6000 units. a. X6 < 6000 b. X6 < 6000 S6 c. X6 = 6000 d. $6 < 6000 . Write constraint that the company must accept one of the two cylinder connecting rods a. S4-S6 =1 b, S44+S6 =1 c. S4-S6<1 d. S4+S6<1 II fysu accept 6. ca leader Yorumush aceptt Cyan “rn Summary Table for Given data: y < i Fixed cake Variable Cost ‘4-cylinder connecting $2,000 $15 8,000 6-cylinder connecting rods $3,500 $18 y 6,000 Answers: 1 2 3 47 Multiple Choices — Theoretical Concepts 4. Which of the following is the most useful contribution of integer programming? a. finding whole number solutions where fractional solutions would not be appropriate b. using 0-1 variables for modeling flexibility c. increased ease of solution d. provision for solution procedures for transportation and assignment problems 2. In a model, X, 2 0 and integer, X2 > 0, and X; = 0, 1. Which solution would not be feasible? a x1 =5,x2=3,%3=0 C. x1 = 2, X2 = 3, Xs = 578 b. x1 = 4, x2 = .389, x3 = 1 d. x1 =0, x2 =8,% =0 3. Rounded solutions to linear programs must be evaluated for a. feasibility and optimality. c. relaxation and boundedness. b. sensitivity and duality. d. each of the above is true, 4, Rounding the solution of an LP Relaxation to the nearest integer values provides @. a feasible but not necessarily optimal integer solution. b. an integer solution that is optimal. c. an integer solution that might be neither feasible nor optimal. 4d. an infeasible solution. 5. The solution to the LP Relaxation of a maximization integer linear program provides a. an upper bound for the value of the objective function, b. a lower bound for the value of the objective function, . an upper bound for the value of the decision variables. d. a lower bound for the value of the decision variables. 6. The graph of a problem that requires x; and x2 to be integer has a feasible region a. the same as its LP relaxation. c. of horizontal stripes. b. of dots. d. of vertical stripes. 7. The 0-1 variables in the fixed cost models correspond to a. a process for which a fixed cost occurs. c. the number of units produced. b. the number of products produced. d. the actual value of the fixed cost. 8. Sensitivity analysis for integer linear programming a. can be provided only by computer. b. has precisely the same interpretation as that from linear programming. . dées not have the same interpretation and should be disregarded. d. is most useful for 0-1 models. 9. Let and x; be 0-1 variables whose values indicate whether projects 1 and 2 are not done or are done. Which answer below indicates that project 2 can be done only if project 1 is done? amt =1 c. x1 x2 50 b. xi +x =2 d. x1-x2 208 10. Let x: , x2, and xs be 0-1 variables whose values indicate whether the projects are not done (0) or are done (1). Which answer below indicates that at least two of the projects must be done? a M+e2+%~ 22 CG XM te+x% =2 bo atx+xss2 d. m-%=0 11. If the acceptance of project A is conditional on the acceptance of project B, and vice versa, the appropriate constraint to use is a a. multiple-choice constraint. ¢. mutually exclusive constraint, b. Kk out of n alternatives constraint. d. corequisite constraint. 12. In an all-integer linear program, a. all objective function coefficients must be integer. b. all right-hand side values must be integer. c. all variables must be integer. d. all objective function coefficients and right-hand side values must be integer. 13. To perform sensitivity analysis involving an integer linear program, it is recommended to a. use the dual prices very cautiously. b. make multiple computer runs. use the same approach as you would for a linear program. d. use LP relaxation. 14, Modeling a fixed cost problem as an integer linear program requires a. adding the fixed costs to the corresponding variable costs in the objective function. b. using 0-1 variables. using multiple-choice constraints. d. using LP relaxation. 15. Most practical applications of integer linear programming involve a. only 0-1 integer variables and not ordinary integer variables. b. mostly ordinary integer variables and a small number of 0-1 integer variables. only ordinary integer variables. d. a near equal number of ordinary integer variables and 0-1 integer variables. 16. Assume that we are using 0-1 integer programming model to solve a capital budgeting problem and xj = 1 if project jis selected and xj= 0, otherwise. The constraint (x + x2 + x3 + x4 = 2) means that out of the projects must be selected. A) exactly 1, 2 C)at least 2, 4 B) exactly 2,4 D) at most 1, 2 17. In a 0-1 integer programming model, if the constraint 21 - x2 = 0, it means when project 1is project 2 be selected. A) can also C) can never B) can sometimes D) must also 18. In a 0-1 integer programming model, if the constraint x1 - x2 < 0, it means when project 2 is selected, project 1 be selected. A) must always C) can never B) can sometimes D) is already19, In formulating a mixed integer programming problem, the constraint x1 + x2 < 500y1 where y1 is a 0-4 variable and x1 and x2 are continuous variables, then x1 + x2 = 500 if y1is: ©) 0ori. D) none above End of Ch. (7)