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Integer Programming Problem

Integer programming involves mathematical programming with constraints such that some or all variables must be integers. There are three main types: pure integer programming where all variables are integers, mixed integer programming where some variables can be real numbers, and zero-one integer programming where variables can only be 0 or 1. To solve integer programs, techniques like ignoring integer restrictions and rounding, or Gomory's cutting plane method which iteratively adds constraints to reduce the feasible region, can be used. While integer programming has practical applications, it also has limitations such as being complex, time-consuming, and having a restrictive solution process.

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33 views13 pages

Integer Programming Problem

Integer programming involves mathematical programming with constraints such that some or all variables must be integers. There are three main types: pure integer programming where all variables are integers, mixed integer programming where some variables can be real numbers, and zero-one integer programming where variables can only be 0 or 1. To solve integer programs, techniques like ignoring integer restrictions and rounding, or Gomory's cutting plane method which iteratively adds constraints to reduce the feasible region, can be used. While integer programming has practical applications, it also has limitations such as being complex, time-consuming, and having a restrictive solution process.

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sulthanajahan313
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© © All Rights Reserved
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INTEGER PROGRAMMING

PROBLEM
INTEGER PROGRAMMING (IP)

• Mathematical programming subject to the constraint


that the variable are integral is called integer
programming.
• If some of the variables are restricted to be integers
while others are real numbers, the problem is said to
be Mixed integer programming.
Minimise f(x) =CX
Subject to AX = B
X≥0
X an integer or mixed integer vector
INTEGER PROGRAMMING PROBLEM

A linear programming problem in which the domains of all (or


some) of the variables are restricted to be integral.
For example
• Transportation problem
The units to be shipped are automobiles, refrigerators
and so on.
• Production problem
The units to be produced are homes, swimming pools
and so on
GENERAL FORM

The general form of integer programming is as follows:


Maximise Z=c1x1 + c2x2 + c3x3 + …+
cnxn Subjected to constraints
a11x1 + a12x2+ a13x3 + …
+a1nxn=b1
a21x1 + a22x2 + a23x3 + …
+a2nxn=b2
. . . . . . . . . . . . . .

. . . . . . . . . . . . . .

am1x1 + am2x2 + am3x3 + …


+amnxn=bm
where x1 , x2 , x3 ,………, xn ≥ 0
TYPES OF INTEGER PROGRAMING
PROBLEMS

 Pure integer programming problem


All the decision variables contain integer values.

 Mixed integer programming problem


Only some of the decision variable contain integer values.

 Zero-one integer programming problem


All the decision variables should have integer values of 0 and 1 only.
HOW TO SOLVE AN INTEGER LINEAR
PROGRAMMING (ILP)
One way of getting an answer to ILP or MILP is to ignore
the integer restriction on variables and solve it as an
ordinary LPP and then round off the optimal solution to
nearest integers.

When the answers are in the neighbourhood of large


numbers. The method gives satisfactory results, but if the
answers are in the neighbourhood of small numbers. Such
rounding off will give totally wrong answers
ILP IN TWO DIMENSIONAL SPACE
Example:-

Solve the following ILP

Maximize φ(x) = 3x1 + 4x2 ; (1)

Subject to 2x1 + 4x2 ≤ 13


-2x1 + x2 ≤ 2 (2)
2x1 + 2x2 ≥1
6x1 – 4x2 ≤ 15

x1, x2 ≥ 0; (3)
x1, x2 integers (4)
SOLUTION;-
A(0.5, 0), φ(x) = 1.5
B(2.5, 0), φ(x) = 7.5
C(3.5, 1.5), φ(x) = 16.5
D(0.5, 3), φ(x) = 13.5
F(0, 0.5) φ(x) = 2
So optimal solution is at C(3.5, 1.5)
i.e; when x1 = 3.5, x = 1.5 and the maximum value of φ is
φ(3.5, 1.5) = 3×3.5+4×1.5 = 16.5
Now if we round off the optimal solution to nearest integers
(i.e, 0.5 to 0 or 1)
We can round off our solution
(3.5, 1.5) to (3, 1) , (3,2), (4,1), (4,2).
Of these (3,2), (4,1), (4,2) ae not feasible. So the only feasible solution
is (3,1).
So the optimal solution is, Φ(3,1) = 3×3+4×1 = 13
Now consider the given ILP problem.
i.e we restrict x1 and x2 to integers
Now the feasible solution is the set of points consisting of (1,0), (2,0),
(0,1), (1,1), (2,1), (3,1), (0,2), (1,2), (2,2)
Finding the value of φ t these points, we get

 Φ(1, 0) = 3  Φ(3, 1) = 13
 Φ(2, 0) = 6  Φ(0, 2) = 8
 Φ(0, 1) = 4  Φ(1, 2) = 11
 Φ(1, 1) = 7  Φ(2, 2) = 14
 Φ(2, 1) = 10

So the maximum value of φ is 14 at (2, 2). The


rounding off gives a wrong answer
CUTTING PLANE METHOD / GOMORY’S
CUTTING PLANE METHOD
• Developed by R s Gomory in 1956.
• Used to solve the integer linear programming problem using the dual
simplex method.
• Uirst solved using various techniques involved in a linear programming
model.
• If the optimal solution obtained is not an integer form, additional
constraints are required to be added to such solution, under gomory’s
method.
• By introducing additional constraints into linear programming
solution,the area of feasible region of original problem is reduced.
• In this reduced space, again search occurs.
• This reduction in the area of feasible region is known as cut.
• After the finite number of cuts an optimal solution can be obtained.
ADVANTAGES OF INTEGER
PROGRAMMING

 The solution is realistic in outlook and has a


demonstrated practical utility.
 It has a much wider scope.
LIMITATIONS OF INTEGER PROGRAMMING

 Costly and time consuming

 Difficult to understand

 Solution generation is to restrictive

 Too complex

 Limited scope

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