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All Integer Linear Programming
All Integer Linear Programming
Objectives
To discuss the need for Integer Programming (IP) To discuss about the types of IP To explain Integer Linear Programming (ILP) To discuss the Gomory Cutting Plane method for solving ILP Graphically Theoretically
Introduction
In many practical problems, the values of decision variables are constrained to take only integer values
For example, in minimization of labor needed in a project, the number of labourers should be an integer value
By rounding off a real value to an integer value have several fundamental problems like
Rounded solutions may not be feasible Even if the solutions are feasible, the objective function given by the rounded off solutions may not be the optimal one Finally, even if the above two conditions are satisfied, checking all the rounded-off solutions is computationally expensive (2n possible solutions to be considered for an n variable problem)
Types of IP
All Integer Programming: All the variables are restricted to take only integer values Discrete Programming: All the variables are restricted to take only discrete values Mixed Integer or Discrete Programming: Only some variables are restricted to take integer or discrete values Zero One Programming: Variables are constrained to take values of either zero or 1
max subject to
cT X AX b X 0
X must be integer valued
Associated linear program, dropping the integer restrictions, is called linear relaxation (LR)
Maximize subjectto
Z = 3x1 + x2
Graphical Illustration
Graphical solution for the linear approximation (neglecting the integer requirements) is shown in figure
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xi = bi cij y j
j =1
bi = bi + i cij = cij + ij
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i , ij denote the fractional part for which (0 < i < 1) and 0 ij < 1
Thus, the equation becomes,
i ij y j = xi bi cij y j
j =1 j =1
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i ij y j 0
j =1
After introducing a slack variable si, the final Gomory constraint can be m written as,
si ij y j = i
j =1
D Nagesh Kumar, IISc
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Thank You
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