MSM3M02a:

Autumn 2010

Solution to Integer Programming: Problem Set 5

Dr. Y.B. Zhao (Mathematics, University of Birmingham) Q1. Proof. Let x S. Then
n

a0 x0 +
j =1

aj xj b,

lj xj uj , j = 0, 1, ..., n.

(i) If a0 > 0, then x0

n 1 b aj xj a0 j =1

1 = b aj xj aj xj a0 j :aj >0 j :aj <0

1 b aj lj a j uj a0 j :aj >0 j :aj <0 Similarly, if a0 < 0, then

n 1 1 x0 b a j xj = b aj xj a j xj a0 a0 j =1 j :aj >0 j :aj <0

1 b aj uj aj lj a0 j :aj >0 j :aj <0 (ii) If aj uj +

j :aj >0 j :aj <0

aj lj b

Then
n

a0 x0 +
j =1

a j xj =
j :aj >0

a j xj +
j :aj <0

aj xj
j :aj >0

aj uj +
j :aj <0

aj lj b

thus, a0 x0 + (iii) If

n j =1

aj xj b is redundant. aj lj +
j :aj >0 j :aj <0

aj uj > b

then
n

a0 x0 +
j =1

aj xj =
j :aj >0

aj xj +
j :aj <0

a j xj
j :aj >0

aj lj +
j :aj <0

a j uj > b

so there is no feasible point to S , i.e., S = .

(iv) When aj 0 for all i = 1, ..., m and cj < 0,we may decrease the variable xj (since decreasing xj can improve the objective value and keep the constraint Ax b being satised). Thus we may decrease xj until it reach its lower bound. Thus, xj = lj can be xed. Similarly, if aij 0 for all i = 1, ..., m and cj > 0, we may increase the variable to enlarge the function cT x and still keep feasible Ax b, until it reach the upper bound. Thus, xj = uj . Q2. We start with the third constraint 4x2 4x3 2x4 + 2x5 6 From this constraint (a) x2 = 1 = x3 = 1, thus x2 x3 (b) x2 = 1 = x4 = 1, thus x2 x4 (c) x5 = 1 = x3 = 1, thus x5 x3 (d) x5 = 1 = x4 = 1, thus x5 x4 (e) No solution satisfying x2 = x3 = 0, thus x2 + x3 1 (f) No solution satisfying x4 = x5 = 0, thus x4 + x5 1 Combining (1) and (5) implies that 2x3 x2 + x3 1 = x3 1/2, Similarly, combining (4) and (6) leads to 2x4 x4 + x5 1 = x4 1/2, so x4 = 1. so x3 = 1. (6) (5) (4) (3) (2) (1)

Substituting the indentities x3 = 1 and x4 = 1 into the original problem, we get the following simplied problem. max 1 + 8x1 6x2 7x5 s.t. 2x1 + x2 + 2x5 5 3x1 5x2 3x5 7 4x2 + 2x5 0 x1 , x2 , x5 {0, 1} The third constraint 4x2 + 2x5 0 implies that x2 = x5 = 0 which contradicts with the second constraint. Thus the original problem is infeasible (no feasible solution).

Q3. Divide both sides of the inequality by 10, 12 18 6 55 y1 + y2 + y3 + y4 . 10 10 10 10 Rounding up the left coecients to the nearest integer yields 2y1 + 2y2 + y3 + y4 55 10

which is a valid inequality for P . Since the right 55 = 5.5. by rounding up it to the 10 nearest integer. We have 2y1 + 2y2 + y3 + y4 6 which is valid for X. Q4. Consider the inequality 4y1 + 5y2 + 9y3 + 12y4 34. Dividing the inequality by 5 gives the valid inequality for X : 4 9 12 34 y1 + y2 + y3 + y4 . 5 5 5 5 As y 0, rounding down the coecients on the left to the nearest integer yields 4 9 12 34 y2 + y3 + 2y4 y1 + y2 + y3 + y4 5 5 5 5 so, we get the valid inequlity: y2 + y3 + 2y4 34 = 6.8. 5

4 Since y Z+ , the left-hand-side must be integer, and thus we have

y2 + y3 + 2y4 6.8 = 6, which is a valid inequality for X . Q5. (i) When b < 0, the set X is empty. (ii) When
n j =1 n j =1

aj = b, then

aj xj b is redundant.

(iii) When aj > b, any feasible point must satisfy that xj = 0, and thus xj = 0 is valid. (iv) When ai + aj > b, there is no feasible point satisfying xi = xj = 1, and thus xi + xj 1 which is a valid inequality for X. Q6. (i)* Let ( 1 , 1], i.e., 1 < 1. Consider the inequality 2 2 x1 + (1 )x2 y. We now prove that this inequality is valid for X and cut o the point (x1 , x2 , y ) = 1 1 (1, 0, 2 ). In fact, (1, 0, 2 ) does not satisfy the above inequality. So we only need to prove that it is a valid inequality. In fact, X can be represented as X = {(0, 0, 0), (x1 , x2 , 1) with 0 x1 1, 0 x2 1}. 3

Since if 0 x1 , x2 1, x1 + (1 )x2 + (1 ) = 1. This means all points in X satisfy the inequality x1 + (1 )x2 y, and hence it is valid for X. (ii) This is 2-dimensional case. If we represent X graphically. It is very easy to nd a valid inequality cutting o the point (9, 9/4). Notice that X = {(0, 0); (x, 1) with 0 x 4; (x, 2) with 0 x 8; (x, y 3) with 0 x 9}

The line crossing (9, 3) and (8, 2) will cut o the point (9, 9/4) and be valid for X. (iii) Dividing the inequality 9x1 + 12x2 + 8x3 + 17x4 + 13x5 50 by 12 leads to 8 17 13 50 9 x1 + x2 + x3 + x4 + x5 = 4.016. 12 12 12 12 12 Rouding up the left coecients to the nearest integer yields x1 + x2 + x3 + 2 x4 + 2 x5 50 , 12

when x X, the left is integer, thus the valid inequality is given by x1 + x2 + x3 + 2x4 + 2x5 5. However, the point x = (0, 25 , 0, 0, 0) is cut o by this inequality. 6