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14 Intro To Integer Programming

This document discusses integer linear programming (ILP), which involves linear programming problems with the additional constraint that some or all variables must take on integer values. It covers integrality conditions, relaxing the integrality constraints to obtain an LP relaxation, rounding fractional solutions, and solving ILP problems using Excel Solver by specifying integrality conditions and suboptimality tolerances. Examples are provided to illustrate relaxing constraints, how rounding can produce infeasible solutions, and solving ILPs in Excel.

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kavya gupta
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
44 views

14 Intro To Integer Programming

This document discusses integer linear programming (ILP), which involves linear programming problems with the additional constraint that some or all variables must take on integer values. It covers integrality conditions, relaxing the integrality constraints to obtain an LP relaxation, rounding fractional solutions, and solving ILP problems using Excel Solver by specifying integrality conditions and suboptimality tolerances. Examples are provided to illustrate relaxing constraints, how rounding can produce infeasible solutions, and solving ILPs in Excel.

Uploaded by

kavya gupta
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Session 14

• Integer Linear Programming (ILP)


• Integrality conditions
• Relaxation
• Bounds Rounding
• Stopping rules
• Solving ILP Problems using Excel
• When one or more variables in an LP problem
must assume an integer value, we have an
Integer Linear Programming (ILP) problem.

• ILPs occur frequently…


Introduction • Scheduling workers

• Manufacturing airplanes

• Integer variables also allow us to build more


accurate models for several common business
problems.
Integrality MAX: 350X1 + 300X2 } profit
Conditions S.T.: 1X1 + 1X2 <= 200 } pumps
9X1 + 6X2 <= 1566 } labor
12X1 + 16X2 <= 2880 } tubing
X1, X2>= 0 } nonnegativity
X1, X2 must be integers } integrality

Integrality conditions are easy to state but make the


problem much more difficult (and sometimes impossible)
to solve.
Relaxation • Original ILP
MAX: 2X1 + 3X2
S.T.: X1 + 3X2 <= 8.25
2.5X1 + X2 <= 8.75
X1, X2 >= 0
X1, X2 must be integers

• LP Relaxation
MAX: 2X1 + 3X2
S.T.: X1 + 3X2 <= 8.25
2.5X1 + X2 <= 8.75
X1, X2 >= 0
Integer
Feasible vs.
LP Feasible
Region
Solving ILP When solving an LP relaxation, sometimes you “get
lucky” and obtain an integer feasible solution.
Problems
This was the case in the original Blue Ridge Hot Tubs
problem in earlier chapters.

But what if we reduce the amount of labor available to


1520 hours and the amount of tubing to 2650 feet?

See file Fig6-2.xlsm


Bounds The optimal solution to an LP relaxation of an ILP
problem gives us a bound on the optimal objective
function value.

For maximization problems, the optimal relaxed


objective function values is an upper bound on the
optimal integer value.

For minimization problems, the optimal relaxed


objective function values is a lower bound on the
optimal integer value.
• It is tempting to simply round a fractional

solution to the closest integer solution.

Rounding • In general, this does not work reliably:

• The rounded solution may be infeasible.

• The rounded solution may be suboptimal.


How Rounding
Down Can Result
in an Infeasible
Solution
Using Solver Let’s see how to specify integrality
conditions and suboptimality tolerances
using Solver…

See file Fig6-8.xlsm

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