Chapter 9 Integer Programming 1.

(IP(
Programming

4. Mathematical (MP)
programming
fixes
Max

S.t. 5t
FIR
constraint
set / feasible region.

Yesit fits fits

then to is an

① LP is a
special case of MP.

his fix is linear, i.e. fix:ITE

(ii) S 32)
=

Ac 5.x
=

<, 0 3

② I:S = 2
"
IR"

IP:at is
Med least
one, but
not all
components of are

required to be
integers.

In this chapter, we'll

only consider IP and MIP which can

be reduced to LP by dropping the on 22.

integer requirement
SILP) Max z ETT
=
(MILP) Max z Ex
=
+
Y
S.t. Az 5
=
3.4. (A. Arl
(2) 5
=

Ecco.
It
is

The LP obtained by dropping the integer requirement

is
one called corresponding LP or LP relaxation.
lat
ageing problem e

Afirm has an budget

investment of $14 (thousand dollars).

Now, thereare 4 projects:

investment

Pl P2 PS Pk
(thousand
cash
required 5 I 7 3
dollars (

13 15.
expected return 12 11

A project
can be selected or not. One can select
not a

fraction ofa project.

Question:How to place money to maximize the total expected
retwin?

S
let selected.
xj = 1,
if project;is
to 0, selected.
it project;is not

binaiy decision
variable.

Max
-

S.t.
-
?

-
 Let's extend the fundamental model
by considering more constraints:

CK At 3
most be selected.
projects can

(2) Atmost
o ne
ofthe first
3
projects can be selected.

13. If P, is selected, then PC should also be selected.

14) If P, is selected, then Ps can be

not selected.
15) Either PC or Ps should be selected, but both.
not

16) If Ps is selected,
not then PCis selected.
not
(I) eg
variable to take one
a
ofseveral values. on

(A) suppose I can take values from 94,8, 13].

only
on

Exercise
-

13].
se can
only take on values from 38:4. 8,
(B) restricting take
to on discontinuous values.

be can take either 0 or between 1 & u.

Exercise
-

I can take either x a=

70 or 12x <u.
(II) oogical
constraints

(A)constraint feasibility. His active or not.

Assume ties is bounded:

M.
=> S. t. fix) b+M FE.

I it
y 0,
let =
fixes b is known to be active.

1. otherwise.

ify=a.
=>

S
-

it y 1, =

=>
:Ex
(B) Alternative constraint.

Consider a situation:222 or xe3b.

 Generally speaking, consider an alternative constraint:

fiib, &
E fact) 1b2 &

&
if either &
or is
satisfied, but not
necessarily both,

we call,

S iffile=b,
Wi 0,
=

is active

1. otherwise

active
0, iffax) b,
wr =
= is

1. otherwise.

then, the alternative constraint

can be modeled as:

↳
f,(x) b,

I
=
+
MN,

f2(5) b2 MW2
=
+

Wi W2
+
= 1 ⑤

Wi 0
= or 1, =1.2.

I represented
Noting that can be
by
Wi W2 + =
1. => W2 1
=
-
W,

f,(x)

I
= b, MW,
+

=>
fz(x) b2
= M(1
+ -
Wis

Wi 0
= or 1.
IC) conditional constraint.:
implies false, 1b2.

if 2x, 3x,
+
> 2 then 5x2 -
7x3 3

This satisfied,
implication is not
only when

22. 3x232
+ & 522-7es > 3.

A B.

By Be

Morgan'slawis the

original
=>
constraint
is equivalentas
22 +
372 = 2. and /or 52-723= 3.

least
lat one
of them is active satisfieds).

->?
(D) K-fold alternative:

k
least
at of set constraints should be
suppose a of

satisfied.

file, bii =1.2, ..., m.

Assume.:file, bi + MiF i

E active/satisfied.
let Wi = 0, if it should be
constraint

1, otherwise

then?
(IV) wear
functions

(A) fixed cost problem.

In a
production problem, 3 machines need
different to
be rented

to produce 3 products (P., P2, Ps).

Pi P2 PS limitation.
machine rent
<per week) $200 $150 $100

labor
unit requirement. 3 his 2hrs 6hrs 150 his per week

materials 4un.7s 3 units 4units 160 units perweek.

unit
c ost $6 4
$ $8

$12 $8 $15.
selling price

Question:Formulate it IP as to the total

as an so Max
weekly

profit.

27
2;be number
of Pjproduced in each week. j=1. 2. 3.

objfun:Max weekly profit total revenue - total cost.

total revenue
I

total machine rent.

cost
cost = -
 Pi P2 PS
machine rent
<per week) $200 $150 $100
(j)

S Pjis
Let 0
yj = /
if not
produced.

1, otherwise.

S
rent
of machinej 0,
ifyj 0
=> = =

wj, if
yj 1.
=

weekly
=>
machine rent=

objfix:(122, 8x2 36x, 823)

=> + +
15x3) -
4x2
+ +

(2004, 150y2 100y3)

-
+ +

6x,
=

472 723 +
-

200y,
-

15072 -
100Ys.

P, P2 Ps Limitation
labor
unit requirement. 3 his 2hrs 6hrs 150 his week
per

materials 4un.7s 3 units 4units 160 units perweek.

IP
=> model:

62, 472 773

Max
+
+
-

200y,
-

15042-100Ys.

S.t. 32, 2x2 +

+
623 2150 (labor)

4x, +
3x2 42,
+
1160 (materials

3. T2. 2330. int

yj. 0
= or 1,
j=1.2. 3.

Question:Is it a model?
correct
 We should have that
if yj=0, then
2
= 0.

i.e. ifyj= 1,
x;0
S ifyj 0,xj = 0
=

to
byis bounded from
model this, assume above, i.e.
022; 1Mj.
Then,

ifyj = 1,
2;30 =

S 0235 Mj. =

ifyj 0,xj = 0
=

?
=>

IP
=> model:

Max 6x, +

472 723 +
-

200y,
-

15042 -
100Ys.

S.t. 32, +
2x2 + 623 2150 (labor)

4x, 3x2
+
42,
+
1160 (materials

0
12;< Mj yj j1.2.3
=

3. T2. 2330. int

yj. 0
= or 1,
j=1.2. 3.
 I.
In general, fixed cost

fixs
I
"+ dx, as
=

↳
x 0
=

(02x =
h>
(d>0>

I
Let
y 1, if 2x0
=

0,if x 0 =

then.

S
fix> - c dx,
+

ify 1 =

0,
ifI 0.
=

=> fixes cy + dx

S
=

02x = Uy

1.
y 0 or
=
(B) Piecewise linear curve.

Define 8:1i=1.2.3) as the

(1 amount of 20 lies in the ith

interval.

asite

I 0

t
5 -
=
=

Question:Is the formulation

complete?

we should also have that,

8220, 8,
if then 4 ⑫

S
=

8320, 82 6 ②
if then
=

for &, if 8230, => 8, 4

S if
=

S2 =

0. =0 8.
=
4

lety,
G1,
=

if 82>0

wise.
->

for &, 8320.82 6

(ifif
=

83 0.0182 =6
=

G1.if
bt yz =
8330

0, otherwise.
 8c 6.
if

I
yz = 1, y, 1, =
=
=
.

ify2 0,y, =

1,
=
0182
=
= 6

ify2 0, y, 0, 82 0.
=
=
=

=>

As for 83,

8320, 0283=5
if
I
or
y2 1.
=
->

if 83 =

0, 0r
yz = 0, 83
= 0
=

=>

linear model is:

0, 82 83,y 58, 8 383

+

x
+

S
= + + =

4y,f8,24,6y228226y1,0283-542.
y, F0 or 1, yz 0
=

or 1.

Verify:

y, yz P; =
=
=

y, 1,yz
= 0
=
=)
↑

y, 0,yz 1 =>
=
=

y, yz 1 =>
=

=
In general, N linear segments. (piecewise linear functions

↳j:length of 5th linear segment.

for ith linear

segment:(j=1...., N-1).

S if exceeds the 5th interval.

yj 1,
=
ze

0. otherwise.

Then, L, y, S, h

E
=
1St:

2nd wN-1th:
↳jyj =
8j=bjyj -
1

Nth: 0 = Sw = LYN-1
(2) 222,0 [x 3
=

y 9
=

I -
5
-
x,

x,81229
+
4x
= 7

if
S if
Wi -
1, 0 2=3 x, x 0 =x = 3

S
=

0, otherwise 0, otherwise

(if4 if42x17
=7 x,

E
r =
x x2 I

0. Other:se 0, otherwise

W3
E
1
if8 2x29 as
92, if82219
= -

0, otherwise 0, otherwise.

x=
=>

Question:How to model y?

when =2<3 Wi=I, y 2x,

I
0 or =

4 [x 17 or W2 1,
=
y 9-72
=

8 2x19 or WS =
1,
y =
-
5 +
23

y=
=>
Question:How to model is 22. 2s?

for 2,:

ifWi 1, 012, 13
=

S if W, 0,= x, 0
=
=>
-

for 22:

ifW2 1, 7
E
41x2 =

=>
=

if W2 0,xc 0
= =

for xe3,

ifWs 82 23 29
E
1,
=

=>
ifW3 0,
=
x3 0
=

Also, exactly one

ofthese 3 Will is 1.

->
-

in general,
(9W2 -x2) ( 5Ws + 23)

E
x x, xz x3, y 2x,
= + + + +
-
=

042, =3W,, TW2,

4W21x2 = 8W32x3 19W3

Wi +W2 +W3 = 1, Wi 0=
or 1.
ris

I0
x 0
=

fixes -

1 12x = 2

2, x 4
3 =