MATH39011

Mathematical Programming
Examples 5
1. Solve the following pure integer linear program
Minimize 7x
1
+3x
2
+4x
3
subject to x
1
+2x
2
+3x
3
8
3x
1
+x
2
+x
3
5
x
1
; x
2
; x
3
0 and integer.
(a) by Gomorys cutting planes
(b) by branch and bound, providing a solution tree.
2. Repeat Q1. for the following:
Minimize 4x
1
+5x
2
subject to x
1
+4x
2
5
3x
1
+2x
2
7
x
1
; x
2
0 and integer.
Display the cuts graphically.
3. Solve Q2 for x
1
only integer, using
(a) Gomorys mixed integer cut
(b) The method of branch and bound
Solutions
Q1. x

= (0; 5; 0)
T
Q2. x

= (2; 1)
T
Q3. x

= (2;
3
4
)
T
1