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  • Branch and Bound Method

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    Hưng Phạm
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    The document describes the branch and bound method for solving integer programs. It involves relaxing the integer program to a linear program to obtain an upper bound (UB) on the optimal solution. The search space is narrowed by branching on the variable with the largest fractional part, solving two new linear programs with that variable rounded down or up. This process continues recursively until an optimal integral solution is found or all branches are proven infeasible. An example demonstrates the method of branching on the variable with the largest fractional value at each node until an integral solution is reached.

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    Branch and bound method

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    The document describes the branch and bound method for solving integer programs. It involves relaxing the integer program to a linear program to obtain an upper bound (UB) on the optimal solution. The search space is narrowed by branching on the variable with the largest fractional part, solving two new linear programs with that variable rounded down or up. This process continues recursively until an optimal integral solution is found or all branches are proven infeasible. An example demonstrates the method of branching on the variable with the largest fractional value at each node until an integral solution is reached.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views14 pages

    Branch and Bound Method

    Uploaded by

    Hưng Phạm
    The document describes the branch and bound method for solving integer programs. It involves relaxing the integer program to a linear program to obtain an upper bound (UB) on the optimal solution. The search space is narrowed by branching on the variable with the largest fractional part, solving two new linear programs with that variable rounded down or up. This process continues recursively until an optimal integral solution is found or all branches are proven infeasible. An example demonstrates the method of branching on the variable with the largest fractional value at each node until an integral solution is reached.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 14

    Branch and bound

    method

    Online lecture
    Thinh Tien Nguyen, Ph.D.
    Integer program

    maximize

    subject to:
    IP
    Relaxation program

    maximize

    subject to:
    LP

    ● UB: value of at
    Branch and bound method

    IP  UB

    ● The bound narrows the integral-solution search


    ●
    Assume is a decimal component of
    An integral solution appears only in the domain
    Common rules

    ● Always start with the decimal component that has


    the greatest fractional part
    ● Solve 2 new linear programs where

    for the th component that we start with


    ● Select the new program which gives more optimal
    result than the other to continue the process
    ● Continue until we reach an optimal integral solution
    ● If there are more than one option, compare them
    Example

    maximize

    subject to
    Example 5.56

    maximize maximize

    subject to subject to
    Example

    Skip
    Example 1.33

    maximize maximize

    subject to subject to
    Example

    Infeasible
    Skip
    maximize
    Example
    subject to
    Example 6.167

    maximize maximize

    subject to subject to
    Example

    Infeasible
    Example

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