Quantitative Analysis for

Management - III

Course Instructor: Sonia

QAM III
Integer Programming

Model formulation
Graphical method
Branch and bound algorithm
Bin packing problem
Traveling salesman problem

Decision Analysis

Decision
Decision
Decision
Decision

making without probabilities

making with probabilities
making with experimentation
tree

Queueing Theory
Basic queueing models
Single server queueing systems
Multi server queueing systems

Simulation

Integer Programming
Optimization Problem

Continuous
Optimization
Problem

Discrete
Optimization
Problem
Integer Programming Problem

Integer Program
Linear programming with integrality
restrictions
Integrality restrictions that some variables
can only have values
0 or 1
Integer values
Values in some specified discrete set

Example: 0-1 variables

In automobile design, one need to decide
whether to use cast iron or aluminium
engine block.
Introduce a binary variable
y = 0, if cast iron block used
y = 1, if aluminum block used

Restrict y to 01 values only

Other values for y have no meaning
Such 01 variables called combinatorial
choice variables.

Example: Integer Variables

Army decides to use combat simulators to
train soldiers. Each costs $ 5 million US.
Let y = no. of combat simulators
purchased by Army.
Then y 0 is an integer variable.

Example: Discrete Variables

In designing water distribution system for
a city, diameter of pipe to be used for a
particular link needs to be decided. Pipe
available only in diameters 16", 20", 24",
30".
If y = diameter of pipe used on this link
y can only take a value from set {16; 20;
24; 30}.
A discrete valued variable.

Types of Integer Program

Pure Integer Linear Program (PIP)
If all variables are required to take integer values only,
model is called a Pure IP Model.
In addition, if they are all required to be 0 or 1, model
called a 01 Pure IP Model.

Mixed Integer Linear Program (MIP)

If some variables are required to be integer, and others
can be continuous, model is called a Mixed IP Model.
If all integer decision variables are binary, model called
01 MIP.

Integer Feasibility Problem

It refers to one with no obj. function to optimize, but aim
is to find an integer solution to a given system of linear
constraints.
In such model, if all variables binary, it is called 01
Feasibility Problem.

Formulation of Integer Programs

Can be tricky due to integer/binary
variables:
they represent yes/no rather than quantity.
Logical implications.

Identify/define variables carefully.

Write constraints so that they are linear
constraints
Requires practice to formulate integer
programs correctly and efficiently.

A Job Training Problem

A machine tool company conducts a job-training program for
machinists.
Trained machinists are used as teachers in the program at a ratio of one for
every ten trainees.
The training program lasts for one month.
From past experience it has been found that out of ten trainees hired, only
seven complete the program successfully (the unsuccessful trainees are
released).
Trained machinists are also needed for machining and the companys
requirements for the next 3 months are as follows:
January 100
February 150
March 200

In addition, the company requires 250 trained machinists by April. There are
130 trained machinists available at the beginning of the year. Payroll costs
per month are:
Each trainee $400
Each trained machinist $700 (Machining or teaching)
Each trained machinist idle $500

Set up the linear programming problem that will produce the

minimum cost hiring and training schedule and meet the companys
requirements.

A Job-Training Problem
Trained Machinist:

Work a machine
Teach
Stay idle

Decision Variables:
x1: trained machinist teaching in January
x2: trained machinist idle in January
x3: trained machinist teaching in February
x4: trained machinist idle in February
x5: trained machinist teaching in March
x6: trained machinist idle in March

Machining + Teaching + Idle = Trained machinists

available

Constraints:

100 + x1 + x2 = 130

(Jan)

150 + x3 + x4 = 130 + 7x1

(Feb)

200 + x5 + x6 = 130 + 7x1 + 7x3

(Mar)

130 + 7x1 + 7x3 + 7x5 250

(Apr)

Objective:
Minimize
400(10x1 + 10x3 + 10x5) + 700 (x1 + x3 + x5) +500(x2 + x4 + x6)
+ 700(100 +150 +200)
Non-Negativity:
x1, x2, x3, x4, x5, x6 0 and integers

Project Assignment Problem

Decision Variables:

Objective Function:

Constraints:
Each person must be assigned to exactly one project

Each project must have at least one person assigned to it

At least two persons must be assigned to project 2

Not more than two persons can be assigned to project 3

Persons 4 and 5 should be assigned to same project

Knapsack Problem
Decision Variables:

Objective Function:

Constraints:

Bin Packing Problem

Decision Variables:

Objective Function:

Constraints:

Traveling Salesman Problem

Decision Variables:

Objective Function:

Constraints:

(Where S is the compliment of S

and N is the set of all cities)

Procurement Problem
Decision Variables:

Objective Function:
Constraints:

Plant Location Problem

Decision Variables:

Objective Function:

Constraints:

Sudoku Puzzle

Sudoku Formulation
Decision Variables:

Constraints: