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I , Suppose we have branched 0,having
TABLE 58
on a subproblem (call it
obtained the following two subproblems:
optimal solution SOLo) 0 + ConstEinr rr 0 + Constrainr rr
ar;;;v;
Subproblem $ublr0bhm Sdpmbl€m 2. Subproblem some integer).
I
=
=, + I (i is ;;
setup cost or'9250 and a perunit production cost ofg2 are rncu.rred. At the end of each period a per_unir holding cost
i.
p,9*
5gbproblem
.
rtsiand
le optimal
I when we ,blem 5 of by choos
opumat sotution to subproblem I lcall it SOLI) iris xl _ ;r. where.rr< i. For some numberc( 0 < c < I)..(SOL0) C)SOLI will have the following three properties: ' +
havingxl = i and .i?t"ql:T 2 having 11_ 
l!"t q:." will I
exist at least one optimat solution to at least on; optimal solution
inventory level is 0. Each period tial production occurs a
i1
1. lHint: Suppo;
(l a i c
The vatue of .rr in C(SOL0)
equal i.
+
1t
.c)SOLt will
sub_
at
of $1 is incurred. a Solve for the costminimizing production schedule . usrng tle lbllowing decisioo variables: _r, = unil.s pro_
_c(SOL0) problem l.
+
(l 
c)SOLI will be feasible in
The zlalue for c{SOL0)
least as good as the zvalue
r (l  C)SOLI will be for SOLI.
b . Solve the costminimiziDg produclion schedule for usng Oe following variables: y,.s difined in part and x" = number_of unils produced during period i 1a.1 sat_ to lsty penod , demand.
mon*r = I if y 1f:9 dunng period ,.r and J.,, otherwise. *trs *" iioouced 9*", /, _ 0
o Options
hen a fea
Explain how this result can help when we graphically solve lnochandboutrd problems.l
c
to solve?
Wlich formulation took LINDO or LINGO
less time
nl
zyalue
*
During the next five periods, the demands h Table 5g be met on time. At the beginning of period l, the
tnyu.": of why rhe part (b) for1..,9i:. "xptanarion mutatton is solved faster than lhe pan (a) formuiaiion.
I
lor the LP
;asible inwe solved = 35, on
e.4
TIB BranchandEound llrlethod lor $olving l4ixed lnleger programming pmblems
Recall that, in a mixed If, some variables are required to be integers and others are al_ lowed to be either integers or nonintegers. To solve urnk"a n Lytf," Uranch_andbound method, modig, the method describetin Section 9.3 Uy variables that are required to be integers. Also, for a solution," ,rup."ir" ?"".,V a candidate solube tion,.it need only assign integer values to.tf,o""_uUulf"r'tfiul'ar" " .lq";r"0," be integers. To illustrate, Ier us solve the following mixed Ip:
IC
arl
lr_"iir!
.,
maxz:2xt + x.z
st.
x1, .r2
5x1 )_ 2x2
x1
*
<g x233
2
0; x1 integer
subproblem 2 is the candidate sorution z 3. x1 0, x2 3. we now solve suuproir". ouhin the can_ didale sorution z 1,,, = t. x, = ).me,varr; r canoraare e,._ ceeds the zvatue forthe subprobiem caiaut", .o ,uip.o from andthe subprobrem 3 caadidate (" ""#'i" "ri.irated = ::::id:*.,j,mixed Ip the optimal soruhon to the
As before, we begin by solving the Lp reraxation of the Ip rhe optimar solution of the LP relaxal.ion is z : j.,, i,*, = i. Because x, is ajlowed to ul nactlona, wedo nol branch on x2; if we did so, we would b'e excludingpoil;".d;lr"s between 2 and 3, and we don't want to do that. Thus, we must branch on.r1. This yields subproblems 2 and 3 in Figure 21. We, next choose to solve subproblem 2. The optimal solution to
:
:

i
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ia
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ne 0mllclrrd.0old tteh0d l0r $0hiry Llired lnbpr
fmgralnllir0 pmthlns
523
wdte its righthand side and each where 0 ="f < 1. implicit enumeration may be used to find an optimal solution. we have found an optimal the IP. then the curent node yields a new LB (in a max problem) and timal. lmplicit Enumeration In a 0l IP. Next.r. ablet coefrcient in the form [r] 2a TABLE +l Step 2b Rew te the constmint used to generate the cut as I 2 3 All terms with integer coefficients Then the cut is : all terms with fractional coemcients 4 All terms with iractional coefficients < 0 Slep Use the clual simplex to find the optimal solution to the LP relaxation. '. If the best completion is feasible and better than the date solution.a. arc (r. proceed to step 2. then the curent node may be eliminated from consideration. Approximate f a114 y2 b! lBased lBased o o clllPTfl 9 lllbger Pmumlllmillg . If the best completion is feasible and is not better than the curent tion. PROBLIll'lS Group A 4 5 1 In the Sailco problem of Section 3. lmin travel t Cub Cutting Plane Algorithm step agent p Sutt€ Tim S 1 2 Find the optimal tableau for the IP's linear programming relaxation. piecewise linear functions piecewise linear functions. vi Pick a constraint in the LP relaxation optimal tableau whose righthand the ftactional part closest to ]. We continue with this procedure until a tour is ing this procedure begiruring with each city. increase the lengh ofthe subtour bv cheapest) amount. Ifat a given is at least one constaint that is not satisfied by any completion ofthe node. This will be an optimal solution to the IP. If the nul are the most s ables in the optimal solution assume integer values. then we have found an optimal solution to the IP Otherwise. with the cut as an additional constraint. f) and ( not in the cwrent subtourthat will.6 the subtour [say. If all variables assume integer values in the optimal solution. pick the constraint witlt the most fractional righthancl side and use it to generate another cut. ing at a node. If the best completion of a node is feasible. m onro . create two new subproblems by (for some free variable x) straints . Then we create a subtour joining those two cities. We continud this process until we obtain a solution in which all variables are integers.l)] by the combination of two arcs1i. cannot yield a feasible solution nor an optimal solution to the IP. 5 6 3 TABLE Dist ct I 2 3 RItIIEt]l. (ffirr.In the cheapestinsertion heuristic (CIH). Step Step For the conshaint identified in step 2. : 0 and xi : l. This conshaint will be used to generate a cut. then branch on the node. we take the best tour found. we begin at any city and neighbor. which is added to the tableau. suppose that a fixed cost of $200 is incurred during each quarter that production talies place. otherwise. Formulate an IP to minimize Sailco's total cost of meeting the demands for the four quarters.10.) 2 Explain how you would use inleger programming and to solve the follo!4lnt optimization prcblem. ecl &e eac Fhe s.
r is added * x238 = 12 xr. there r (in miles) that a student ir each distdct must travel to each high school is shown in Table 91.t.5 8. x2 > 0. with the s.1 91 7.8 1. xr. a t c d slgll At most.3 8.4 0. x2 i. rt.t.ili1&q4 s. If DE and ST arc signed.l + > 0.ile most victories to the team. x2 ir'teget Use the branchandbound method to solve the follow vadabl€s ale 80 '70 ing IP: mitrz:3x1 *x2 30 5 s.5 8.100 computers from three vendors..8 0. Bruce If all vari.y>0 TABLE 9' Dislrict I 2 3 School tlish i I 0. )b Jr2 = l0 2\+5x2<30 .4 9. Dennis Eckersley (DE).r integer  x2 = 6 . z 2 6 (richty) 5 (dchty) 3 (righty) 3 (lefty) 2 (righty) 5 The Cubs are trying to determine which ofthe following t€e agent pitchers should be signed: Rick Sutcliffe (RS). Vendor 2 charyes $350 per ients 8.9 8. Vendor 3 chaiges $250 per computer plus a delivery charge of $6. the Cubs want to sign the pitchers who will add '. Subject to the following solution to Fstrictions. They must also enter a total offour people in each event. Formulate an [P ro maximize rhe rotal score aMined by the Transylvania gymnasts.closest 1 alc in ele /r iS llest (or s.2 7.'7 0.3 1.000. RS 6 BS 4 3 enrollrnent ofat least 150 students. and vendor 3. 7 Use the branchandbound method to solve the following IP: 8. Suttn (BS).tqBet RsYie[ Pmblelns 553 . at most 400.8 9.r#. vendor 2. At most two righthanded pitchers can be signed. Formulate an IP to help the Cubs determine who they should rd side has BLE 89 t each vari 6 State Unive6ity must puchase 1. 8 5xt + x2 2x1 )Dtimal solu. Vendor I charyes $500 per computer plus a delivery charge of $5.000. $12 million can be spent..6 m?Lxz=3tr+x2 on. fte numbers of black and white high school srudents in eaoh TABLE 92 nt candiay be op late solurde. 3 2 t. at most 900.nstraint with to . Assuming that each school must The distance have an of the cityt five school districts are shown in Table 90. Formulate aIl IP to minimize the cost ofpurchasing the needed computerc. rz and! "' xt.5 4 5 0.xr 90 50 60 l0 40 30 9 Use the branchandbound method to solve the followirg IP: maxz = xr + 2. The score that irdividual g]4nnasl can attain in each event is shown "66tr in Table 89.7 8. x2 > 0.1 computer plus a delivery charge of $4. 2.6 L branch 41 6 court decision gh school ing conneed not has stated that the enrollment of each in Metropolis must be at least 20 percenr black. Steve Trout Tim Stoddard (TS). and the number of victories each pitcher will add to the oubs are shown in Table 92. The Cubs carmot sign both BS and RS.000. then BS canaot be signed.a2 xr+x2=4 xt. School 66ud policy requires that all the students in a giver district n69nd the same school.t. The cost of signing each pitcher 6T). Transylvania must choose three people to enter both the balarce beam and floor elrcrcises.5 fiish School 2 r apply The Transyllania Olympic Cymnasrics Team consists of six people.t ma*z:3? + f x+ y=l x. . Vendor I will sell the university at most 500 computem. formulate ar IP DE ST TS the node lhat will minimize the total distance that Metropolis students must havel to high school. .