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Integer Linear Programming: Pure Integer LPP Mixed Integer LPP. Branch and Bound
Integer Linear Programming: Pure Integer LPP Mixed Integer LPP. Branch and Bound
Branch-and-Bound Algorithm
(Problem 2a problem set 9.2A page 378)
Maximize
Subject to
z 3 x1 2 x2
2 x1 5 x2 9
4 x1 2 x2 9
x1 , x2 0 and integers
We replace the original LP0 with two new LPPs, LP1 and
LP2 defined as
LP1 space = LP0 space + ( x1 1)
LP2 space = LP0 space +
We set lower bound = -
We solve the LP1 problem
( x1 2)
Thus we replace the LP5 problem with two new LPs LP7,
LP8 defined as
LP7 = LP5 + ( x1 2)
LP8 = LP5 + ( x1 3)
Solving LP7 we get the all-integer solution
x1 = 2, x2 = 0, z = 6 . And this node is fathomed.
We update the lower bound to 6.
We find LP8 is infeasible. Thus this is also fathomed.
We also find LP6 is infeasible. Thus this is also fathomed.
Thus ultimately we got the all-integer optimum solution as
x1 = 2, x2 = 0, z = 6.
x1 2
x1 1
LP1
x1=1,x2=1.4,z=5.8
x2 2
x2 1
LP3
x1=1,x2=1,z=5
(fathomed)
LP4
Infeasible
(fathomed)
x1 2
Optimum Solution
LP2
x1=2,x2=0.5,z=7.0
x2 1
x2 0
LP5
x1=2.25,x2=0, z=6.75
LP7
x1=2,x2=0,z=6
(fathomed)
LP6
Infeasible
(fathomed)
x1 3
LP8
Infeasible
(fathomed)
[ x*j ] x j [ x*j ] 1
by creating two LP subproblems that correspond to
x j [ x*j ]
and x j [ x*j ] 1
Set i = i + 1. Go to step 1.
Page 369
x12
x13
3
x25
x34
x45
5
x58
x67
x78
x12 x13 1
x12 x25 1
x13 x34 1
x34 x45 1 x
ij
= 1 or 0 for all j.