Scribd
Upload
92 views

Integer Programming

This document discusses three types of integer programming models: 1) Total integer model where all decision variables must have integer values. 2) 0-1 integer model where decision variables can only have values of 0 or 1. 3) Mixed integer model where some but not all decision variables must have integer values. Examples of each type of model are then provided to illustrate how they can be formulated.

Uploaded by

Cher Na
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
92 views

Integer Programming

This document discusses three types of integer programming models: 1) Total integer model where all decision variables must have integer values. 2) 0-1 integer model where decision variables can only have values of 0 or 1. 3) Mixed integer model where some but not all decision variables must have integer values. Examples of each type of model are then provided to illustrate how they can be formulated.

Uploaded by

Cher Na
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 10

INTEGER

PROGRAMMING
Total Integer Model – all the decision
variables are required to have integer
solution values.

Three Types of
Integer 0-1 Integer Model – all the decision
variables have integer values of 0 to
Programming 1.

Models
Mixed Integer Model – some of the
decision variables (but not all) are
required to have integer solutions.
Total Integer Model Example
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. The owner has a budget
of $40,000 for purchasing machines and 200 square feet of available floor space. The owner wants to
know how many of each type of machine to purchase to maximize the daily increase in profit. The
machine purchase prices and space requirements are as follows.
Decision variables:
X = number of presses
Y = number of lathes

Objective function:
maximize Z = 100X + 150Y

Constraints:
8,000X + 4,000Y ≤ 40,000
15X + 30Y ≤ 200
X, Y ≥ 0 and integer
The Branch and Bound Method
1. Find the optimal solution to the linear programming model with he integer restrictions relaxed.
2. At node 1, let the relaxed solution be the upper bound and the rounded-down integer solution be the lower
bound.
3. Select the variable with the greatest fractional part of the branching. Create two new constraints for this
variable reflecting the partitioned integer values. The result will be a new ≤ and a new ≥ constraint.
4. Create two new nodes, one for the ≤ constrain and one for the ≥ constraint.
5. Solve the relaxed linear programming model with the new constraint added at each of these nodes.
6. The relaxed solution is the upper bound at each node, and the existing maximum integer solution (at any
node) is the lower bound.
7. If the process produces a feasible integer solution with the greatest upper bound value of any ending node,
the optimal integer solution has been reached. If a feasible integer solution does not emerge, branch from
the node with he greatest upper bound.
8. Return to step 3
0-1 Integer Model Example
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. The expected daily usage and
cost and land requirements for each facility follow. The community has a $120,000 construction
budget and 12 acres of land. 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.
Decision variables:
W = construction of a swimming pool
X = construction of a tennis center
Y = construction of an athletic field
Z = construction of a gymnasium

Objective function:
maximize Z = 300W + 90X + 400Y + 150Z
Constraints:
35000W + 10000X + 25000Y + 90000Z ≤ 120,000
4W + 2X + 7Y + 3Z ≤ 12
W+X≤1
W + X + Y + Z = 0 or 1
A Mixed Integer Model Example
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; 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.
Decision variables:
X = condominiums purchased
Y = acres of land purchased
Z = bonds purchased

Objective function:
maximize Z = 9000X + 1500Y + 1000Z
Constraints:
50000X + 12000Y + 8000Z ≤ 250,000
X≤4
Y ≤ 15
Z ≤ 20
Y≥0
X, Z ≥ 0 and integer

You might also like