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Linear: - They Represent Yes/no Rather Than Quantity. - Logical Implications

The document discusses some key differences between formulating integer programs and linear programs, noting that integer programs involve binary variables representing yes/no choices rather than quantities. It provides tips for correctly formulating integer programs, such as carefully defining variables and writing constraints as linear even if they involve logical implications. The document emphasizes that properly formulating integer programs requires practice to do so efficiently.

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Deepika Padukone
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49 views13 pages

Linear: - They Represent Yes/no Rather Than Quantity. - Logical Implications

The document discusses some key differences between formulating integer programs and linear programs, noting that integer programs involve binary variables representing yes/no choices rather than quantities. It provides tips for correctly formulating integer programs, such as carefully defining variables and writing constraints as linear even if they involve logical implications. The document emphasizes that properly formulating integer programs requires practice to do so efficiently.

Uploaded by

Deepika Padukone
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Formulation of Integer Programs

• Is it different from formulating linear programs? Why?


• Can be tricky due to binary variables:
– they represent yes/no rather than quantity.
– Logical implications.
• Identify/define variables carefully.
• Write constraints so that they are linear constraints
– at least one of x1 and x2 must be zero.
– x1.x2 = 0 Is it linear?
– x1 + x2 ≤ 1
• Requires practice to formulate integer programs correctly and
efficiently.
Maximize 17x1+10x2+15x3…+9x7
43x1+28x2+34x3…+23x7 ≤ 100
x1+x2 ≤ 1
x3+x4 ≤ 1
x3 ≤ x1+x2
x4 ≤ x1+x2
xi =0,1
y1,y2,y3,y4 : to produce or not (binary)
x1,x2,x3,x4 : quantities to produce (cont.)
Mixed Integer Program
Maximize 70x1+60x2+90x3+80x4 – (50000y1+40000y2+70000y3+60000y4)
y1+y2+y3+y4 ≤ 2
y3≤ y1+y2
y4≤ y1+y2
α, β binary
=1 if constraint is enforced, 0 otherwise
5x1+3x2+6x3+4x4 ≤6000+50000(1- α)
4x1+6x2+3x3+5x4 ≤6000+50000(1- β )
α+β≥1
xi ≤10000yi  i Forcing
Constraint
xi ≥0, yi , α, β =0,1,
xi = 1 if tower located in
location i
Minimize ∑xi

Location A must be
covered by at least one
tower
x1+x6 ≥ 1
x1+x2 ≥ 1
x2+x3 ≥ 1
x1+x3+x6 ≥ 1
x3+x4+x5 ≥ 1
x3+x4+x6 ≥ 1
x2+x5 ≥ 1
x4+x5 ≥ 1
xi =0,1  i
A
1 6
B
D
F
2 3
C
4
E

G 5 H
x1+x6 ≥ 1 x1 x2 x3 x4 x5 x6
x1+x2 ≥ 1 A 1 1
x2+x3 ≥ 1 B 1 1
x1+x3+x6 ≥ 1 C 1 1
x3+x4+x5 ≥ 1 D 1 1 1
x3+x4+x6 ≥ 1 E 1 1 1
x2+x5 ≥ 1 F 1 1 1
x4+x5 ≥ 1 G 1 1
H 1 1
a1 a2 a3 a4 a5 a6

Minimize ∑xj
∑ajxj ≥ 1
xj = 0,1  j
Set Covering Model
Gen. 1 Gen. 2 Gen. 3
Why ?
Capacity 2400 2100 3300
Fixed Cost 6000 5000 4000
Cost/MW 8 9 7

Period 1 Period 2
Demand 3200 5700
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10

A 1 1 1
B 1 1 1 1 1
C 1 1 1 1
D 1 1 1
E 1 1 1
F 1 1
G 1 1 1 1
H 1 1 1
I 1 1 1
6 4 7 5 4 6 5 3 7 6
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10

A 1 1 1
B 1 1 1 1 1
C 1 1 1 1
D 1 1 1
E 1 1 1
F 1 1
G 1 1 1 1
H 1 1 1
I 1 1 1

6 4 7 5 4 6 5 3 7 6

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