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Lesson 1 Integer Linear Programming

This document discusses integer programming, which extends linear programming models by requiring some or all variables to take on integer values. It provides examples of pure integer programming, where all variables are integers; mixed integer programming, where some variables can be non-integer; and 0-1 integer programming, where variables take on values of only 0 or 1. The examples show how to formulate integer programming problems mathematically and solve them using software. Integer programming solutions are never better than the linear programming solution but require integer values that are practical.

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34 views

Lesson 1 Integer Linear Programming

This document discusses integer programming, which extends linear programming models by requiring some or all variables to take on integer values. It provides examples of pure integer programming, where all variables are integers; mixed integer programming, where some variables can be non-integer; and 0-1 integer programming, where variables take on values of only 0 or 1. The examples show how to formulate integer programming problems mathematically and solve them using software. Integer programming solutions are never better than the linear programming solution but require integer values that are practical.

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baby Lhetty
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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I N T E G E R

L I N E A R
P R O G R A M M I N G
E X T E N S I O N S O F L P M O D E L S

S O U R C E : “ Q U A N T I T A T I V E A N A L Y S I S
F O R M A N A G E M E N T ”, R E N D E R E T . A L . ,
2 0 1 2
Integer Programming
• An integer programming model is a model that has constraints and
an objective function identical to that formulated by LP. The only
difference is that one or more of the decision variables has to take
on an integer value in the final solution.
• There are three types of integer programs: pure integer
programming; mixed-integer programming; and 0–1 integer
programming.
Example Problem of Pure-Integer
Programming
Example Problem of Pure-Integer
Programming
Example Problem of Pure-Integer
Programming
With only two variables and two constraints, we can employ the
graphical LP approach to generate the optimal solution which gives
us X1 = 3.75 chandeliers and X2 = 1.5 ceiling fans.

However, we recognize that we could not produce and sell a fraction


of a product. Here, we can deduce that we are dealing with an integer
programming problem.
Example Problem of Pure-Integer
Programming
The simplest approach was to round off the optimal fractional
solutions for X1 and X2 to integer values of X1 = 4 chandeliers and X2 =
2 ceiling fans.
Unfortunately, rounding can produce two problems. First, the new
integer solution may not be in the feasible region and thus is not a
practical answer. This is the case if we round to X1 = 4, X2 = 2.
Second, even if we round off to a feasible solution, such as X1 = 4 and
X1 = 1, it may not be the optimal feasible integer solution.
Example Problem of Pure-Integer
Programming
Important Note:
An important concept to understand is that an integer programming
solution can never be better than the solution to the same LP
problem. The integer problem is usually worse in terms of higher cost
or lower profit.

Note that this integer restriction results in a lower profit level than the
original optimal LP solution. As a matter of fact, an integer
programming solution can never produce a greater profit than the LP
solution to the same problem; usually, it means a lesser value.
What to use for large data
Although enumeration is feasible for some small integer programming
problems, it can be difficult or impossible for large ones.

When dealing with large integer programming problems, we use


computer software, e.g. QM for Windows or Mac.
Example Problem of Integer Programming
Using QM for Windows…
Example Problem of Mixed-Integer
Programming
There are many situations in which some of the variables are
restricted to be integers and others are not. The following is an
example of such a mixed-integer programming problem.
Example Problem of Mixed-Integer
Programming
Bagwell Chemical Company, in Jackson, Mississippi, produces two
industrial chemicals. Bagwell sells 50-pound bags of xyline for $85
and hexall in any weight for $1.50 per pound. The first product, xyline,
must be produced in 50-pound bags; the second, hexall, is sold by the
pound in dry bulk and hence can be produced in any quantity. Both
xyline and hexall are composed of three ingredients—A, B, and C—as
follows:
Example Problem of Mixed-Integer
Programming
If we let X = number of 50-pound bags of xyline produced and Y =
number of pounds of hexall (in dry bulk) mixed, Bagwell’s problem
can be described with mixed-integer programming:

Note that Y represents bulk weight of hexall and is not required to be integer valued.
Example Problem of Mixed-Integer
Programming
Example Problem of 0-1 Integer
Programming
• Quemo Chemical Company is considering three possible
improvement projects for its plant: a new catalytic converter, a new
software program for controlling operations, and expanding the
warehouse used for storage. Capital requirements and budget
limitations in the next two years prevent the firm from undertaking
all of these at this time. The net present value (the future value of
the project discounted back to the present time) of each of the
projects, the capital requirements, and the available funds for the
next two years are given.
Example Problem of 0-1 Integer
Programming
Example Problem of 0-1 Integer
Programming
• To formulate this as an integer programming problem, we identify
the objective function and the constraints as follows:
Example Problem of 0-1 Integer
Programming
• We define the decision variables as
Example Problem of 0-1 Integer
Programming
• The mathematical LP model is, thus,
Example Problem of 0-1 Integer
Programming
• The optimal solution is, thus,

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