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You are on page 1of 54

Chapter 6

Integer Linear Programming

MT 235 2

Integer Linear Programming

All-Integer Linear Program

All variables must be integers

Mixed-Integer Linear Program

Some, but not all variables must be integers

0-1 Integer Linear Program

Integer variables must be 0 or 1, also known as

binary variables

MT 235 3

Integer Programming All Integers

Northern Airlines is a small regional airline. Management is now

considering expanding the company by buying additional aircraft. One of

the main decisions is whether to buy large or small aircraft to use in the

expansion. The table below gives data on the large and small aircraft that

may be purchased.

As noted in the table, management does not want to buy more than 2 small

aircraft, while the number of large aircraft to be purchased is not limited.

How many aircraft of each type should be purchased in order to maximize

annual profit?

Small Large Capital Available

Annual profit $1 million $5 million

Purchase cost $5 million $50 million $100 million

Maximum purchase quantity 2 No maximum

MT 235 4

Define Variables - Northern Airlines

Let:

S = # of Small Aircraft

L = # of Large Aircraft

MT 235 5

General Form - Northern Airlines

Max

1S + 5L

s.t.

5S + 50L <= 100

S <= 2

S, L >= 0 & Integer

MT 235 6

Northern Airlines Graph Solution

0

0.5

1

1.5

2

2.5

0 0.5 1 1.5 2 2.5 3

S

L

Small AC

LP Relaxation

(2, 1.8)

Budget

MT 235 7

Northern Airlines Graph Solution

0

0.5

1

1.5

2

2.5

0 0.5 1 1.5 2 2.5 3

S

L

Small AC

Rounded

Solution

(2, 1)

Budget

MT 235 8

Northern Airlines Graph Solution

0

0.5

1

1.5

2

2.5

0 0.5 1 1.5 2 2.5 3

S

L

Budget

Small AC

Optimal

Solution

(0, 2)

MT 235 9

MT 235 10

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MT 235 12

MT 235 13

Integer Linear Programming

All-Integer Linear Program

All variables must be integers

Mixed-Integer Linear Program

Some, but not all variables must be integers

0-1 Integer Linear Program

Integer variables must be 0 or 1, also known as

binary variables

MT 235 14

Integer Programming Mixed Integer

Hart Manufacturing, a mixed integer production problem:

Hart Manufacturing makes three products. Each product goes through three manufacturing

departments, A, B, and C. The required production data are given in the table below. (All data are

for a monthly production schedule.)

Production Department Product 1 Product 2 Product 3 Hours available

A (hours/unit) 1.5 3 2 450

B (hours/unit) 2 1 2.5 350

C (hours/unit) 0.25 0.25 0.25 50

Profit Contributions per Unit $25 $28 $30

Setup Costs per production run $400 $550 $600

Max Production per production run (Units) 175 150 140

MT 235 15

General Form Hart Manu.

Let:

X

1

= units of product 1

X

2

= units of product 2

X

3

= units of product 3

Y

1

= 1 if production run, else = 0

Y

2

= 1 if production run, else = 0

Y

3

= 1 if production run, else = 0

MT 235 16

General Form Hart Manu.

Max

25X

1

+ 28X

2

+ 30X

3

400Y

1

550Y

2

600Y

3

s.t.

1.5X

1

+ 3X

2

+ 2X

3

<= 450 Dept. A

2X

1

+ X

2

+ 2.5X

3

<= 350 Dept. B

.25X + .25X + .25X <= 50 Dept. C

X

1

<= 175Y

1

X

2

<= 150Y

2

X

3

<= 140Y

3

X

i

>= 0

Y

i

= integer 0,1

MT 235 17

MT 235 18

MT 235 19

MT 235 20

MT 235 21

MT 235 22

Integer Linear Programming

All-Integer Linear Program

All variables must be integers

Mixed-Integer Linear Program

Some, but not all variables must be integers

0-1 Integer Linear Program

Integer variables must be 0 or 1, also known as

binary variables

MT 235 23

0-1 Integer Linear Program (Binary

Integer Programming)

Assists in selection process

1 corresponding to undertaking

0 corresponding to not undertaking

MT 235 24

0-1 Integer Linear Program (Binary

Integer Programming)

Allows for modeling flexibility through:

Multiple choice constraints

k out of n alternatives constraint

Mutually exclusive constraints

Conditional & co-requisite constraint

MT 235 25

Integer Programming - Binary

Integer Programming

CAPEX Inc. is a high technology company that faces some important capital budgeting decisions over the next four

years. The company must decide among four opportunities:

1. Funding of a major R&D project.

2. Acquisition of an existing company, R&D Inc.

3. Building a new plant, and

4. Launching a new product.

CAPEX does not have enough capital to fund all of these projects. The table below gives the net present value of each

item together with the schedule of outlays for each over the next four years. All values are in millions of dollars.

R&D Project

Acquisition of

R&D Inc. New Plant

Launch New

Product

Capital

Available

Net Present Value (NPV) 100 50 30 50

Year 1 10 30 5 10 40

Year 2 15 0 5 10 60

Year 3 15 0 5 10 80

Year 4 20 0 5 10 70

MT 235 26

General Form CAPEX Inc.

Let:

X

1

= 1 if R&D Project funded, else = 0

X

2

= 1 if acquire company, else = 0

X

3

= 1 if build new plant, else = 0

X

4

= 1 if launch new project, else = 0

MT 235 27

General Form CAPEX Inc

Max

100X

1

+ 50X

2

+ 30X

3

+ 50X

4

s.t.

10X

1

+ 30X

2

+ 5X

3

+ 10X

4

<= 40 Yr 1

15X

1

+ 0X

2

+ 5X

3

+ 10X

4

<= 60 Yr 2

15X

1

+ 0X

2

+ 5X

3

+ 10X

4

<= 80 Yr 3

20X

1

+ 0X

2

+ 5X

3

+ 10X

4

<= 70 Yr 4

X

i

= 0,1

MT 235 28

MT 235 29

MT 235 30

MT 235 31

MT 235 32

Review Problems

Electrical Utility

Distribution Co.

Alpha Airlines

MT 235 33

Integer Programming - Review

Electrical Utility, a mixed integer set-up problem:

A problem faced by an electrical utility each day is that of deciding which generators to start up

in order to minimize total cost. The utility in question has three generators with the

characteristics shown in the table below. There are two periods in a day, and the number of

megawatts needed in the first period is 2900. The second period requires 3900 megawatts. A

generator started in the first period may be used in the second period without incurring an

additional startup cost. All major generators (e.g. A, B, and C) are turned off at the end of the

day. (Assume all startups occur in time period 1.)

Generator Fixed Startup Cost

Cost Per Period Per

Megawatt Used

Maximum Capacity

In Each Period

(MW)

A $3,000 $5 2,100

B $2,000 $4 1,800

C $1,000 $7 3,000

MT 235 34

General Form Electrical Utility

Let:

X

A1

= Power from Gen A in Period 1

X

B1

= Power from Gen B in Period 1

X

C1

= Power from Gen C in Period 1

X

A2

= Power from Gen A in Period 2

X

B2

= Power from Gen B in Period 2

X

C2

= Power from Gen C in Period 2

Y

A

= 1 if Generator A started; else = 0

Y

B

= 1 if Generator A started; else = 0

Y

C

= 1 if Generator A started; else = 0

MT 235 35

General Form Electrical Utility

Min

5(X

A1

+X

A2

) + 4(X

B1

+X

B2

) + 7(X

C1

+X

C2

) + 3000Y

A

+ 2000Y

B

+ 1000Y

C

s.t.

X

A1

+ X

B1

+ X

C1

>= 2900

X

A2

+ X

B2

+ X

C2

>= 3900

X

A1

<= 2100Y

A

X

A2

<= 2100Y

A

X

B1

<= 1800Y

B

X

B2

<= 1800Y

B

X

C1

<= 3000Y

C

X

C2

<= 3000Y

C

X

ij

>= 0

Y

i

= 0, 1

MT 235 36

MT 235 37

MT 235 38

MT 235 39

MT 235 40

MT 235 41

Integer Programming - Review

Distribution Company, a integer transportation problem:

A distribution company wants to minimize the cost of transporting goods from its warehouses A, B, and C to

the retail outlets 1, 2, and 3. The costs (in $s) for transporting one unit from warehouse to retailer are given

in the following table.

The fixed cost of operating a warehouse is $500 for A, $750 for B, and $600 for C, and at least two of them

have to be open. The warehouses can be assumed to have adequate storage capacity to store all units

demanded, ie., assume each warehouse can store 525 units.

Retailer

Warehouse 1 2 3

A $15 $32 $21

B $9 $7 $6

C $11 $18 $5

Demand 200 150 175

MT 235 42

General Form Distribution Co.

Let:

X

ij

= units shipped from i to j

Y

A

= 1 if warehouse A opens, else = 0

Y

B

= 1 if warehouse B opens, else = 0

Y

C

= 1 if warehouse C opens, else = 0

MT 235 43

General Form Distribution Co.

Min

500Y

A

+ 750Y

B

+ 600Y

C

+ 15X

A1

+ 32X

A2

+ 21X

A3

+ 9X

B1

+ 7X

B2

+ 6X

B3

+ 11X

C1

+ 18X

C2

+ 5X

C3

s.t.

X

A1

+ X

B1

+ X

C1

= 200

X

A2

+ X

B2

+ X

C2

= 150

X

A3

+ X

B3

+ X

C3

= 175

X

A1

+ X

B1

+ X

C1

<= 525Y

A

X

A2

+ X

B2

+ X

C2

<= 525Y

B

X

A3

+ X

B3

+ X

C3

<= 525Y

C

Y

A

+ Y

B

+ Y

C

>= 2

X

ij

>= 0

Y

i

= 0, 1

MT 235 44

MT 235 45

MT 235 46

MT 235 47

MT 235 48

Integer Programming - Review

Alpha Airlines, a integer scheduling problem:

Alpha Airlines wishes to schedule no more than one flight out of Chicago to each of the following cities:

Columbus, Denver, Los Angeles, and New York. The available departure slots are 8 A.M., 10 A.M., and

12 noon. Alpha leases the airplanes at the cost of $5000 before and including 10 A.M. and $3000 after 10

A.M., and is able to lease at most two per departure slot. Also, if a flight leaves for New York in a time

slot, there must be a flight leaving for Los Angeles in the same time slot. The expected profit contribution

before rental costs per flight is shown below (in K$)

Time Slot

Cities

8:00 AM 10:00 AM 12:00 Noon

Columbus 10 6 6

Denver 9 10 9

Los Angeles 14 11 10

New York 18 15 10

MT 235 49

General Form Alpha Airlines

Let:

X

ij

= 1 if flight to i occurs in time slot j, else = 0

Y

j

= number of planes leased for time slot j

MT 235 50

General Form Alpha Airlines

Max

10X

C1

+ 6X

C2

+ 6X

C3

+ 9X

D1

+ 10X

D2

+ 9X

D3

+ 14X

L1

+ 11X

L2

+ 10X

L3

+ 18X

N1

+ 15X

N2

+

10X

N3

5Y

1

5Y

2

3Y

3

s.t.

X

C1

+ X

C2

+ X

C3

<= 1

X

D1

+ X

D2

+ X

D3

<= 1

X

L1

+ X

L2

+ X

L3

<= 1

X

N1

+ X

N2

+ X

N3

<= 1

X

C1

+ X

D1

+ X

L1

+ X

N1

= Y

1

X

C2

+ X

D2

+ X

L2

+ X

N2

= Y

2

X

C3

+ X

D3

+ X

L3

+ X

N3

= Y

3

Y

1

<= 2

Y

2

<= 2

Y

3

<= 2

X

N1

<= X

L1

X

N2

<= X

L2

X

N3

<= X

L3

X

ij

= 0,1

Y

j

= INTEGER

MT 235 51

MT 235 52

MT 235 53

MT 235 54

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