Integer Linear

Programming
 • When one or more variables in an LP problem
must assume an integer value, we have an
Integer Linear Programming (ILP) problem.

• ILPs occur frequently…

Introduction • Scheduling workers

• Manufacturing airplanes

• Integer variables also allow us to build more

accurate models for several common business
problems.
 MAX: 350X1 + 300X2 } profit
S.T.: 1X1 + 1X2 <= 200 } pumps
9X1 + 6X2 <= 1566 } labor
12X1 + 16X2 <= 2880 } tubing
Integrality X1, X2>= 0 } nonnegativity
Conditions X1, X2 must be integers } integrality

Integrality conditions are easy to state but make the

problem much more difficult (and sometimes impossible)
to solve.
 • Original ILP
MAX: 2X1 + 3X2
S.T.: X1 + 3X2 <= 8.25
2.5X1 + X2 <= 8.75
X1, X2 >= 0
Relaxation X1, X2 must be integers

• LP Relaxation
MAX: 2X1 + 3X2
S.T.: X1 + 3X2 <= 8.25
2.5X1 + X2 <= 8.75
X1, X2 >= 0
Integer
Feasible vs.
LP Feasible
Region
Solving ILP When solving an LP relaxation,
Problems sometimes you “get lucky” and obtain
an integer feasible solution.

This was the case in the original Blue

Ridge Tubs problem.

But what if we reduce the amount of

labor available to 1520 hours and the
amount of tubing to 2650 feet?
 The optimal solution to an LP relaxation of
an ILP problem gives us a bound on the
optimal objective function value.

For maximization problems, the optimal

relaxed objective function values is an
Bounds upper bound on the optimal integer value.

For minimization problems, the optimal

relaxed objective function values is a lower
bound on the optimal integer value.
 • It is tempting to simply round a
fractional solution to the closest
integer solution.
• In general, this does not work
Rounding reliably:
• The rounded solution may be
infeasible.
• The rounded solution may be
suboptimal.
 How Rounding
Down Can Result
in an Infeasible
Solution
Binary
Variables
Binary variables are integer variables that can
assume only two values: 0 or 1.

These variables can be useful in several

practical modeling situations….
 • The company has $250,000 available to invest in new
A Capital projects. It has budgeted $75,000 for continued support for
Budgeting these projects in year 2 and $50,000 per year for years 3, 4,

Problem: CRT and 5.

Technologies • Unused funds in any year cannot be carried over.

Defining the
Decision
Variables
Defining the
Objective
Function
Maximize the total NPV of selected projects

MAX: 141X1 + 187X2 + 121X3 + 83X4 + 265X5 + 127X6

Defining the
Constraints
Capital Constraints

• 75X1 + 90X2 + 60X3 + 30X4 + 100X5 + 50X6 <= 250 } year 1

• 25X1 + 35X2 +15X3 + 20X4 + 25X5 + 20X6 <= 75 } year 2
• 20X1 + 0X2 + 15X3 + 10X4 + 20X5 + 10X6 <= 50 } year 3
• 15X1 + 0X2 + 15X3 + 5X4 + 20X5 + 30X6 <= 50 } year 4
• 10X1 +30X2 +15X3 + 5X4 + 20X5 + 40X6 <= 50 } year 5

Binary Constraints

• All Xi must be binary

Implementing
the Model
 • Binary variables are also useful in
Binary Variables &
modeling several logical conditions
Logical Conditions

Of projects 1, 3 & 6, no more

than one may be selected

X1 + X3 + X6 <= 1
 Of projects 1, 3 & 6,
exactly one must be
selected
Binary Variables &
Logical Conditions
X1 + X3 + X6 = 1
 Project 4 cannot be selected
Binary Variables & unless project 5 is also selected
Logical Conditions

X4 – X5 <= 0
Set Covering Problem
The costs of opening seven nodes are as follows:
Node 1 Node 2 Node 3 Node 4 Node 5 Node 6 Node 7
125 85 70 60 90 100 110
The seven nodes can provide internet/cable coverage to the
following areas:
Node 1 Neighbourhoods: 1,3,4,6,9,10
Node 2 Neighbourhoods: 2,4,6,8
Node 3 Neighbourhoods: 1,2,5
Node 4 Neighbourhoods: 3,6,7,10
Node 5 Neighbourhoods: 2,3,7,9
Node 6 Neighbourhoods: 4,5,8,10
Node 7 Neighbourhoods: 1,5,7,8,9
SunOil- Plant Location