Scribd
Upload
1 views15 pages

ASK Using Integer Class SIMT

The document discusses Integer Programming, focusing on maximizing profit under constraints with non-negative integer variables. It explains the Branch-and-Bound method for solving integer programs, including graphical solutions and problem trees that illustrate the process of finding optimal solutions. The document also touches on cost minimization problems and the pruning of suboptimal branches in the solution tree.

Uploaded by

fuad syarifuddin rauf
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
1 views15 pages

ASK Using Integer Class SIMT

The document discusses Integer Programming, focusing on maximizing profit under constraints with non-negative integer variables. It explains the Branch-and-Bound method for solving integer programs, including graphical solutions and problem trees that illustrate the process of finding optimal solutions. The document also touches on cost minimization problems and the pruning of suboptimal branches in the solution tree.

Uploaded by

fuad syarifuddin rauf
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 15

Analisa Sistem

Keputusan

Integer Programming

• Dr. Valeriana Lukitosari


1
Integer Programming
 Consider the following integer program.
Maximize P = 14X1 + 16X2
Subject to: 4X1 + 3X2 < 12 (resource A)
5X1 + 8X2 < 24 (resource B)
where X1, X2 are non-negative integers
 An integer program is just like an LP, but restrict-
ting the solution to integers (whole numbers).
 When solved as a linear program (allowing
fractional values), the following is obtained.
LP solution: X1 = 1 5/7 X2 = 1 5/7 P = 51 3/7
 The following slide shows graphical solution by
finding the most attractive lattice point.
2 Integer solution: X1 = 0 X2 = 3 P = 48
Graphical Solution
of Integer Program
 Rounding the LP solution generally won’t
be correct.

3
Branch-and-Bound Method
 Consider a modified Company Furniture problem.
Maximize P = 6XT + 8XC
Subject to: 30XT + 20XC < 310 (wood)
5XT + 10XC < 113 (labor)
where XT, XC are non-negative integers
 The above will be solved as a series of LPs.
 Problem 1 (fractions okay): XT = 4.2, XC = 9.2, P = 98.8
 The above is partitioned into two sub-problems (LPs):
 Problem 2: XT < 4 Problem 3: XT > 5
 Problem 1 is the parent problem.
 XT is the branching variable.
 Each child LP has all constraints of parent LP, plus one more.
 The value P = 98.8 is the upper bound on profit.
4
Problem 1 Graphical Solution

5
Problem Tree

6
Graphical Solutions to
Problems 2 and 3

7
The Problem Tree
 The problem tree gives the genealogy of the LPs
being solved.
 Each child LP is defined by a constraint involving the
branching variable, chosen (arbitrarily) because its
value is non-integer.
 One child has constraint:
branching variable < (largest integer < current value)
 The sibling has constraint:
branching variable > (smallest integer > current value)
 None of the problems have integer restrictions.
 Solutions will be found however in which all
variables happen to have integers.
 The P of the child LP can never be better than that
of its parent. Do you know why?
8
Finding New Branching Point
 A problem having one or more non-integer
solution values is the next branching point.
 It will be the one with greatest P. (Problem 2)

9
Best-Solution-So-Far
 Problem 3 provides an LP solution coinci-
dentally involving all integers, making it an
integer solution and best-solution-so-far.
 Its profit of 94 is the current lower bound on P.
 But Problem 2 has a greater P. It is the next
parent, with XC as branching variable.
 Its 98.4 profit is the current upper bound on P.
 Problem 4 has all Problem 2 constraints plus:
 XC < 9
 Problem 5 has all Problem 2 constraints plus:
 XC > 10
10
Solving More LPs

11
The Tree Gets Pruned
 Problem 4 has the new best-solution-so-far.
 A problem with worse Ps than that of the
best-solution-so-far is pruned from the tree.

12
Optimal Solution Found
 The tree cannot grow further. There is no
branching point left. The best-solution-so-far is
optimal.
 Cost minimization problems are solved similarly
with reversed orientation. Consider:
Minimize C = 4X1 + 3X2 + 5X3
Subject to: 2X1 - 2X2 + 4X3 > 7
2X1 + 4X2 - 2X3 > 4
where X1, X2, X3 are non-negative integers
 The C of any child is worse than that of its parent.
 The branching point has smallest C. Prune
problems having greater Cs than that of the best-
13 solution-so-far.
Completed Tree for
Cost Minimization Problem

14
Terima kasih

15

You might also like