Benha University IND301_Advanced Operations Research

Faculty of Engineering at Shoubra Assignment #1 1st term 2022/23 (231)

Industrial Engineering Program Subject: Integer Programming

[1] Solve the following integer linear programming problem by using fractional cut:
Max. Z = 3X1 + 4X2
S. t. 2X1 + 1X2 ≤ 6
2X1 + 3X2 ≤ 9,
X1 , X2 ≥ 0, and integers.
The optimal solution as shown in the following table:
Cj 3 4 0 0 solution

CBi B.V. X1 X2 S1 S2
3 X1 1 0 3/4 -1/4 9/4
4 X2 0 1 -1/2 1/2 3/2
Zj 3 4 1/4 5/4 51/4
Cj - Zj 0 0 -1/4 -5/4

[2] The non-integer optimal solution of an linear programming problem is given below.
Find the all integer optimal solution.
Cj 4 6 2 0 0 0 solution
CBi B.V. X1 X2 X3 S1 S2 S3
4 X1 1 0 0 3/10 1/5 0 5/2
6 X2 0 1 0 1/20 1/5 0 5/4
2 X3 0 0 1 1/4 0 1 25/4

[3] Solve the following integer linear programming problems by fractional cut:
(a)
Max. Z = 6 X1 + 8 X2
S.t. 4 X1 + 5 X2 ≤ 22
5 X1 + 8 X2 ≤ 30
X1 , X2 ≥ 0 and integer
(b)
Max. Z = 3 X1 + X2 + 3 X3
S.t. - X1 + 2 X2 + X3 ≤ 4
4 X2 - 3X3 ≤ 2
X1 – 3 X2 + 2 X3 ≤ 3
X1 , X2 , X3 ≥ 0 and integer

Dr. Sayed Ali Zayan 1