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Abstract
Integer programming can be applied in numerous business situations.
however, integer programming problems are generally more complex and time
consuming to solve than linear programming problems.
The aim of this research focuses upon the importance using spreadsheet software
package in solving the different models of integer linear programming, this
spreadsheet is simplifying in defeating the difficulty opposite to researchers and
graduate students who have competence and interest in operations research scopes. In
this research we identification four basis of integer programming :pure integer
programming model, mixed integer programming model, binary integer programming
model and mixed binary integer programming model. After that we take case study
for each model and formulate the mathematical model for each case study and so find
the optimal integer solution for each case study by using (solver tool) in excel
program by presenting different solver windows.
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Introduction ) (1
( & +! &+ # 7 / ! 7 =&# ,
+7 =&# & Program , =&# *& ( !
&+ + 04:+ + & ( ! ( & ! & ( & 1# ;
; + >: 3*& ( - , >! ; <*, 7 0$ & <*, 2# 7&1
/+! % # # ( ! ? %: ) Linearity .*,& " 7
+ 1 .- 04:& ( !& , ? 5 %:
+& (@+ ! & ( & ! )% & 6 ) $ *
&+ & + 4& ! & 4 ) & & A (&) ( $
0 E+ 2)% > ! 3* F& (@1 2)% >! 5* (C... . & %
)+ + + + 0 2# 0 ) & 1# 2
. <*, "& ': & .
1
: *+
( ! ( ! ? % & )$ & & !
8 ) # 3, & 3* .(... & &
.
&(Maximize)0 +G H&+ & <*,& - , '*& # &
.(Minimize)
.<: ,* 0 '*&
!& / ! & = & 5 Homogenous A
+ & & A 4 ? :$ & A %
...( 0?08)& A !& ! A
<*+, (divisibility) ?) F. 2 # H& & ?
+ + (4+ $ I 8 !
'*&+ 2 + '*& ! <*, $ )
(Andrew J.Mason2007).
The research problem - % 2(1
& (&) $J & ? $ G "& & 0!
* 2# =&# /! (&7 =# 5* 0 # *
= + +! * . # # ( "& !
# @ ># *, = * 2# & # /&! $ ! #
* + ? & 8 ) '* 0 2# . /!
348
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349
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Subject to:
n
i=1, 2,….., m
∑
j= 1
a ij x j ≤ ,= ,≥ b i
350
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- 7 /
351
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% 8 4 (b
, D5 # #$ - " % ' 7 ? ) -& (& <*,
+ + -7+ X1( !& (E) =&7 X1 H& ( 4 ) (
+ + ; 0 *,& . X2 ( !& (E ) &7 X2 H& ( 4
E+7& + . D5=sumproduct(B4:C4,B5:C5) 5 sumproduct 1? +) 0 :
(2)
=Sumproduct(B4:C4,B5:
C5)
=Sumproduct(B8:C8,$B$4:$C$4)
= Sumproduct(B9:C9,$B$4:$C$4)
8 4 (2)
- 7 / . 9 % (c
+ + #! Solver ( 0&+ / !(optimization) #$ * 1 , (& <*,
: & '*& #
+ J G & Solver parameter (* G . Tools 4 solver (
: & > 3* .( 3) E7& (set target cell)1
1
. 9 # ) 5 :%7 & % ;+ <)6 $ % . 9 %
5 =7 ; 7 0$ I 7 # : =7 ? ) <*, 0 sumproduct *
=7 )! ; - " % ' sumproduct(B4:C4,B5:C5)
+ % : & = <*, . 2 E7& C4*C5 =7 ; B4*B5
+ (LHS -) 0 & % . (( 5& -&1) ) A1
2 + E7& ( RHS -)9 & % 5& & % & = & %
>+ $ $ : 0 $C$4,$B$4 : $ : 2# 5&! & ? ) G!:
: <* $ : 0 ! & D9 # 2 D8 # ? ) N ! : <*,
++ E)++ 5 ! !++) ++ 8 &++ D9 ++ # 2++ D8 ++ # N++ ++ #
: 7& . ! !) ? ) <*,& D9 =sumproduct(B5:C5,B9:C9)
Andrew ) 1 . D9=sumproduct($B$4:$C$4,B9:C9): D9 # ? ) & $
of J.Mason “ Solving linear programs using Microsoft excel solver” university
(Auckland 2007
352
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set target # 2 & &! * D5 # - G # 2#
( 3 ) E7& cell
& 0 +G * '*& - , 2# *,& Min & Max -
+ =+# +! + # <*, Enter 91 2# ?7 # <*, .& .
.# ! Solver
. 9 % (3)
- 7 /
Changing Cell ($ 4 = ) ) 3 4 (d
+ ? - X2 4 & X1 4 =& 4 (1) !
& (@+1 0 + . ((+ ? : ) + 2 (C4:B4) : )) & %
C4:B4 0$ Solver parameter (* ( && (By changing cell) # "# J
.( 4) E7& By changing cell #
:
? )( ?
ارIJKا
353
2012/ 8 4
+ ) =
)
) (5)
- 7 /
Cell ) + + + + . + %& ! #$ '*& & % 7
3* ($D$9:$D$8 ) Add constraint (* ( && ( Reference
+ $F$9:$F$8 + : > (* A1 ( && constraint &(<=)
( 6 ) E7& ( & 2# 5&!
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Add (*+ + &+& ok . 2# ?7 (& #$ & % #
( 7 ) E7& Solver parameter (* G constraint
- 7 /
f
(&) '*& > & '*& &, # # 7 '*&
:& Assume linear model : '*& - ! !)
Solver option (* G Solver parameter (* && Option . ?7
(8) E7&
Assume Non- & . Assume linear modelP Solver Option (*
. ok . ?7 Negative
(8)
- 7 /
355
2012/ 8 4
(g
+ + .;4+ 2# &)!& '*& ! E) 7 #
<*+, + ( Solve parameter (* G ok . 2# ?7& Assume linear model
. (9) E7& Solver Results (* G &$ 7 . Solve . 2# ?7 (*
(9)
- 7 /
%& $ ! G1! -& Keep Solve Solution & * ( 9)
0 2# )! Restore Original Values * .(10) E7& .
. %& ,# &
@1 7< X1=1 )9@ A 7 6 (10) 56 ?! & =
(1000$)+ % ;+ ) 5% B < (X2=6 9@
356
2012/ 8 4
n
Maximize or Minimize Z= ∑j=1
cjx j
Subject to:
n
∑
j=1
a ij x j ≤ ,= ,≥ bi i=1, 2,….., m
5000X1+12000X2+8000X3 ≤ 250000
X1 ≤4
X2 ≤ 15
X3 ≤ 20
X1, X3 ≥ 0 and int eger
X2 ≥ 0
2 1
0 4000= 1 ! A % ( !& (acre)
357
2012/ 8 4
: -
# F= X1
I F =X2
#! F =X3
- %
E5=sumproduct(B4
:D4,B5:D5)
) . 9 8 4 (11)
- 7 /
& (12 ) E7& & ? & - # !
%
=
= . 9 % (12)
- 7 /
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2012/ 8 4
.+ 2+# ?7 : # 5 '*& & % 7 O # <*, F
(12 )<: E7& Add
) (13)
- 7 /
+ '*& ? 0 & '*& ! Option 2# ?7 3*
(14 ) E7&
'*&
OQaKb_K\[م ا
اتIQe^PfK
359
2012/ 8 4
Solver Parameter (*+ G Solver Options (* && Ok . ?7 ,
.(15 ) E7&
(15)
- 7 /
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Subject to:
n
∑ a ij x j ≤ ,= ,≥ bi i=1, 2,….., m
j=1
Xj=0 or 1 j=1,2,…..,n
: & # # 7 ? )
Max Z=300X1+90X2+400X3+150X4
S.T:
35000X1+10000X2+25000X3+9000X4 ≤ 120000
4X1+ 2X2+ 7X3+ 3X4 ≤ 12
361
2012/ 8 4
X1+ X2 ≤ 1
X1, X2, X3, X4 =0 or 1
/!
+% F+ = X4+7 # F = X3A# . F = X2 !# I&! F= X1
7 = :
. ; : # # 4$ 5 ! 1 E7&
- %
Sumproduct(B5:E5,B6:
E6)
) . 9 8 4 (18)
- 7 /
# !
$F$6 -
( ? : !
$B$5:$E$5
? % !
(1 & 0)
- 7 /
362
2012/ 8 4
!
'*&
0 !
?
- 7 /
9K! !
# 56 ?!
(21)
- 7 /
363
2012/ 8 4
&X1=1 !# I&! F ( 2# " 5* $ 4$ 5 ! %&
. 2# ! 6 700 " 3* ! X3=1 7 #
Fixed Cost ? I% (5
5&7 E) - #& 9 0 G , '* -
'*& 8 ) 7 = - <*, 3* / ! 4 $ - 3, I
(C... ( ! F 4 )- $ - 7. # # 7
(John A. Lawrence & others,1998:182) . ' 0! # & - <*, . &
$ - # 7 8 ) 0 4$ ? # 4$
. $ E7& & '*& #
% @? (4) *
2+ $:$ 0. ; *, ! &8 &)! ' H. $:$ =!)
+ =+# +% =# . # * ! - 2 3* ! =# . $
( John A. Lawrence : ) :# # # & ' % . 3*&
& others “ Applied management science “ john wiley & sons,Inc.1998 )
7H E# & ? I% 3 (3)
3 2 1 0 H
450 390 405 ($1000) & $ 1#
12.8 10.5 11.2 ( 1000)%& 5& )!
( John A. Lawrence & others “ Applied management science “ john wiley &
sons,Inc.1998 )
% H # 3 (4)
B A % H
10 12 ( 1000) =# %
( John A. Lawrence & others “ Applied management science “ john wiley &
sons,Inc.1998 )
% H : 7H % ) I% (5)
B A % H /0 H
15 18 1
10 13 2
14 16 3
( John A. Lawrence & others “ Applied management science “ john wiley &
sons,Inc.1998 )
364
2012/ 8 4
∑
j=1
X ij − Yi( ∑ d j ) ≤ 0
j =1
: -
j %& 2 i ) & =Xij
i ) # $ 1# =fi
j %& 2 i ) ( !& ( !& 1# =Cij
j %& # =# =dj
Subject to:
%& & )! % 5& = =# . 2 . & & %
..
x1A + x1B - 11.2Y1 ≤ 0
x2A + x2B -10.5Y2 ≤ 0
x3A + x3B - 12.8Y3 ≤ 0
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2012/ 8 4
xij ≥ 0 yi = 0 or 1
- 7 /
- %
=SUMPRODUCT(B
2:J2,B3:J3)
) . 9 8 4 (24)
- 7 /
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2012/ 8 4
OxxxxxxQfy [xxxxxxY[kV
$L$2 [فrKا
اتIxxxxxxQe^` bxxxxxxY{y [xxxxxxY[kV
(ةIxxxxQe^PK اbxxxxY{jKار)اIxxxJKا
$B$2:$J$2
(26) E7& & # 0 & '*& ! *,
- 7 /
. 2# ?7 Solver Parameters (* G (Solver Options) (* ok 2# ?7
(27) E7& $ ! # F Solve
367
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(27)
- 7 /
- 7 /
368
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369
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Arabic References -
+# "1 ! 1 " ! ! S1
.2006 5 -
3+# + "31 % -1 C 1! 516 3) E 3 " . 5 S2
.2005 &
1986 & # = " ( : # /&! " & & . . S3
.2010 2& ? (* ") 9I 3 % -" !. & S4
- English References
370