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Ling-Chieh Kung
Road map
Integer programming
Route selection
Road map
Item 1 2 3 4
Value ($) 16 22 12 8
Weight(kg) 5 7 4 3
x2 + x3 + x4 ≥ 1.
I Suppose we must select at most two items among items 1, 3, and 4:
x1 + x3 + x4 ≤ 2.
2x2 + x3 + x4 ≥ 2.
I If-else:
I If item 2 is selected, select item 3:
x2 ≤ x3 .
I If item 1 is selected, do not select items 3 and 4:
2(1 − x1 ) ≥ x3 + x4 .
g1 (x) − b1 ≤ M1 z
g2 (x) − b2 ≤ M2 (1 − z).
gi (x) ≤ bi , i = 1, 2, 3.
Fixed-charge constraints
Basic formulation
I Let the decision variables be
xi = production quantity at factory i, i = 1, ..., n,
(
1 if some products are produced at factory i, i = 1, ..., n,
yi =
0 o/w.
I Objective function:
n
X n
X
min Ci xi + Si yi .
i=1 i=1
I Capacity limitation:
xi ≤ Ki ∀i = 1, ..., n.
I Demand fulfillment:
n
X
xi ≥ D.
i=1
Setup costs
I How may we know whether we need to pay the setup cost at factory i?
I If xi > 0, yi must be 1; if xi = 0, yi should be 0.
I So the relationship between xi and yi should be:
xi ≤ Ki yi ∀i = 1, ..., n.
I If xi > 0, yi cannot be 0.
I If xi = 0, yi can be 0 or 1. Why yi will always be 0 when xi = 0?
I Finally, binary and nonnegative constraints:
xi ≥ 0, yi ∈ {0, 1} ∀i = 1, ..., n.
Fixed-charge constraints
x ≤ M y.
Road map
xj ∈ {0, 1}
∀j ∈ J.
xj ∈ {0, 1} ∀j ∈ J
yi ∈ {0, 1} ∀i ∈ I.
s.t. yij ≤ xj ∀i ∈ I, j ∈ J
X
yij = 1 ∀i ∈ I
j∈J
xj ∈ {0, 1} ∀j ∈ J
yij ∈ {0, 1} ∀i ∈ I, j ∈ J.
Remarks
Road map
I Job splitting:
I Non-preemptive problems.
I Preemptive problems.
I Performance measurement:
I Makespan (the time that all jobs
are completed).
I (Weighted) total completion time.
I (Weighted) number of delayed
jobs.
I (Weighted) total lateness.
I (Weighted) total tardiness.
I And more.
I Obviously, splitting jobs does not help for this problem (Why?).
I Because the machine can start job 2 only after job 1 is completed, we
have x2 ≥ x1 + p2 as a constraint. But what if job 2 should be
scheduled before job 1?
xi + pj − xj ≤ M zij
xj + pi − xi ≤ M (1 − zij ).
min w
X
s.t. w ≥ pj xij ∀i ∈ I
j∈J
X
xij = 1 ∀j ∈ J
i∈I
xij ∈ {0, 1} ∀i ∈ I, j ∈ J.
Road map
I For node k ∈ V :
I We must select exactly one incoming arc:
X
xik = 1.
i∈V,i6=k
u1 = 1
2 ≤ ui ≤ n ∀i ∈ V \ {1}
ui − uj + 1 ≤ (n − 1)(1 − xij ) ∀(i, j) ∈ E, i 6= 1, j 6= 1.
Complete formulation