Branch and Bound Method

Branch and bound is a general framework for solving

integer variable problems. Enumeration of integer solutions
follows a tree structure as shown in fig (next slide).
 The idea behind the branch and bound is to minimize the
growing of the tree as much as possible.
 'Branching' expands the tree of solutions, whereas by
estimating a 'bound' on the best value of the objective
function, the expansion of the tree is limited only in the
most promising part.
 Continued……..

Node: Any partial or complete

solution.
Bud or bud node: A partial
solution that can grow. May
be feasible or infeasible.
Leaf or leaf node: A complete
solution.
Incumbent: The best feasible
solution found so far.
Branching: The process of
creating child node/ nodes
from a bud node.
Bounding: Estimating the best
 Continued….

Bounding function should be an optimistic

estimator. So, it should be an underestimate for
minimization and overestimate for
maximization.
Only the bud nodes have bound values. Leaf
nodes have the objective function values.
A good estimate of the bound value helps
improving efficiency of the method.
Selection of proper bounding function is
therefore the key to the success of the Branch-
and-Bound method.
Example: Four persons to perform four tasks
Problem:
Minimize z=x1 + 4x2.
Subject to 2x1 + x2 ≤ 8
x1 + 2x2 ≥ 6
x1, x2 ≥0 x1 , x2 are integer. Ignore the
integrality constraints and solve the problem as a regular LP.
Solution:

10 4 26
x1  , x2  , z 
3 3 3
is the lower bound of all feasible solution.
(0,8)

x2

(0,3)

x1 (4,0) (6,0)

Problem at 1
 z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x1 3
x2 x1 x2  0 x1 , x2 integer
x1  3

(0,3) Optimal Solution

x1  3, x2  3 , z  9
2

x1 (4,0) (6,0)

Problem at 2
 z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1 4

(0,3)
x1  4

x1 (4,0) (6,0)

Problem at 3
 z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1 3
x1  3
x2 1
(0,3)

x2  1

x1 (4,0) (6,0)

Problem at 4
 z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1  3 x1 3
x2 2
(0,3)

x2  2

x1 (4,0) (6,0)

Problem at 5