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Integer Linear Programming

The B&B algorithm is used to solve integer and mixed integer linear programming problems. It involves setting an initial lower bound on the optimal objective value and fathoming subproblems that cannot produce a better solution. Unfathomed subproblems are branched on integer variables to create new subproblems, with the process repeating until the optimal solution is found.

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187 views10 pages

Integer Linear Programming

The B&B algorithm is used to solve integer and mixed integer linear programming problems. It involves setting an initial lower bound on the optimal objective value and fathoming subproblems that cannot produce a better solution. Unfathomed subproblems are branched on integer variables to create new subproblems, with the process repeating until the optimal solution is found.

Uploaded by

lmsm
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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INTEGER & MIXED INTEGER

LINEAR PROGRAMMING
PROBLEMS
NOTES
B&B ALGORITHM (For Computer Solution)

Assuming a maximization problem, set an initial lower bound z=-  on


the optimum objective value of ILP. Set I=0.

Step-1: (Fathoming/bounding). Select LP , the next sub problem to be


i
examined. Select LP i and attempt to fathom it using one of the three
conditions:
(a) The optimum z value of LP i cannot yield a better objective value
than the current lower bound.
(b) LP i yields a better feasible integer solution than the current lower
bound.
(c) LP i has no feasible solution.
B&B ALGORITHM

Two cases will arise


(a) If LP i is fathomed and better solution is found, update the lower
bound, if all sub problems have been fathomed, stop, the optimum
ILP is associated with the current finite lower bound. If no finite
lower bound exists the problem has no feasible solution. Else set
I=I+1, and repeat step-1.
(b) If LP i is not fathomed, go to step 2 for branching.

Step-2 (Branching) Select one of the integer variables x j , whose


*
optimum value x j in the Lpi solution is not integer. Eliminate the
region
B&B ALGORITHM

x   x  x  1
*
j j
*
j

By creating two LP subproblems that corresponds to

   
x j  x *j and x j  x *j  1
Set I=I+1 and go to step –1.
APPLICATION
• The Telfa corporation manufactures tables and chairs. A table
requires 1 hr of labor and 10 square board feet of wood, and a chair
requires 1 hour of labor and 6 square board feet of wood. Currently
5 hours of labor and 45 square board feet of wood are available.
Each table contributes $5 to profit and each chair contribute $4 to
profit. Formulate and solve the IP to maximize the Telfa’s profit.
•
Knapsack Problem

• Knapsack Problem
• A knapsack is to be filled with a selection from n possible items. If
Xj=1, then item j is selected for inclusion in the knapsack; otherwise
Xj=0. The available quantity of each item is limited to one unit and
each item has attributes of weight Wj and relative benefit Cj. The
problem is to select which of the n items should be packed in the
knapsack in order to maximize the total benefit contributed by the
items without violating a specified maximum weight W.
CARGO LOADING MODEL
Cargo Loading Models

(Page 362, Ex-2)

Five item are to be loaded in a vessel. The weight w, and volume v, together
with the value r, for item I are tabulated subsequently.

Item i Unit Weight Unit Volume Unit Worth


W, (tons) v, (yd3) r, (1000$)

1 5 1 4
2 8 8 7
3 3 6 6
4 2 5 5
5 7 4 4

The maximum allowable cargo weight and volume are 112 tons and 109 yd3
respectively. Formulate the ILP model and find the most valuable cargo.
SET COVERING PROBLEM
Exercise : Five daily newspapers are published in a certain country.
Each paper covering some of the nine regions of the country
as shown in the following table.

Newspaper Region Cost of the


Covered advertisement
1 1,2,4 3
2 2,3,6 4
3 4,5,6 3
4 5,7,8 7
5 6,8,9 5

Find the minimum total cost selection of newspapers such that the
advertisement covers the whole country.
RESOURCE ALLOCATION PROBLEM
Capital Budgeting Problem

The ICE Cold Refrigerator Company is considering investing in several


projects that have varying capital requirements over the next four years.
Faced with limited capital each year, management would like to select the
most profitable projects for capital expenditure. The estimated net
present value for each projects, the capital requirements, and the
available capital over the four-year period are given below.

Project net present value, capital requirements and available capital.

Project

Plant Warehouse New New


Expansion Expansion Machinery Product
Research
Estimated $90,000 $40,000 $10,000 $37,000 Capital
Net present available
Value

Year1 Capital: $15,000 $10,000 $10,000 $15,000 $40,000


Year2 Capital: $20,000 $15,000 $10,000 $50,000
Year3 Capital: $20,000 $20,000 $10,000 $40,000
Year4 Capital: $15,000 $5,000 $4,000 $10,000 $35,000

Maximize the net present value over all projects accepted.


SET COVERING PROBLEM
Exercise 3 (page 368)
Washington Country includes six towns that need emergency ambulance
service. Because of the proximity of some of the towns, a single station
may serve more than one community. The stipulation is that the station
must be within 15 minutes of driving time from the towns it serves. The
table below gives the driving times in minutes among the six towns.

1 2 3 4 5 6
1 0 23 14 18 10 32
2 23 0 24 13 22 11
3 14 24 0 60 19 20
4 18 13 60 0 55 17
5 10 22 19 55 0 12
6 32 11 20 17 12 0

Formulate an ILP whose solution will produce the smallest number of


stations and their locations.

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