Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • 106 views

    02-B&B For ILP

    Uploaded by

    aziz
    The document provides examples of using the branch and bound algorithm to solve integer linear programming problems. For each problem, it shows the steps of developing the branch and bound tree, including selecting the branching variable, solving linear programming relaxations at each node, and identifying the optimal integer solution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    02-B&B For ILP

    Uploaded by

    aziz
    106 views13 pages
    The document provides examples of using the branch and bound algorithm to solve integer linear programming problems. For each problem, it shows the steps of developing the branch and bound tree, including selecting the branching variable, solving linear programming relaxations at each node, and identifying the optimal integer solution.

    Original Title

    02-B&B for ILP

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document provides examples of using the branch and bound algorithm to solve integer linear programming problems. For each problem, it shows the steps of developing the branch and bound tree, including selecting the branching variable, solving linear programming relaxations at each node, and identifying the optimal integer solution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    106 views13 pages

    02-B&B For ILP

    Uploaded by

    aziz
    The document provides examples of using the branch and bound algorithm to solve integer linear programming problems. For each problem, it shows the steps of developing the branch and bound tree, including selecting the branching variable, solving linear programming relaxations at each node, and identifying the optimal integer solution.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    You are on page 1of 13

    Branch & Bound

    for
    Integer Linear Programming
    Question 1
    Develop the B&B tree for each of the following problems. For
    convenience, always select x_1 as the branching variable at node 0.

    𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒, 𝑍 = 3𝑥1 + 2𝑥2


    Subject to
    2𝑥1 + 5𝑥2 ≤ 18
    4𝑥1 + 2𝑥2 ≤ 18
    𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
    𝑥2
    Value of
    4𝑥1 + 2𝑥2 ≤ 18 X Y the
    Point coordinat coordinat objetive
    e (X1) e (X2) function
    (Z)
    O 0 0 0
    A 0 3.6 7.2
    C 3.375 2.25 14.625
    E 4.5 0 13.5

    2𝑥1 + 5𝑥2 ≤ 18

    𝑥1
    LP 1
    𝑥1 = 3.375, 𝑥2 = 2.25, 𝑍 = 14.625

    𝑥1 ≤ 3 𝑥1 ≥ 4

    LP 2 LP 2
    𝑥1 = 3, 𝑥2 = 2.4, 𝑍 = 13.8 𝑥1 = 4, 𝑥2 = 1, 𝑍 = 14

    Therefore, Optimal ILP


    𝑥1 = 4, 𝑥2 = 1, 𝑍 = 14
    Question 2
    Develop the B&B tree for each of the following problems. For
    convenience, always select x_1 as the branching variable at node 0.

    𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑧 = 2𝑥1 + 3𝑥2


    Subject to

    4𝑥1 + 9𝑥2 ≤ 35
    7𝑥1 + 5𝑥2 ≤ 36
    𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
    𝑥2 Value of
    7𝑥1 + 5𝑥2 ≤ 36 X Y the
    Point coordina coordina objetive
    te (X1) te (X2) function
    (Z)
    O 0 0 0
    B 5.14 0 10.28
    C 3.47 2.35 13.99
    D 0 3.89 11.67

    4𝑥1 + 9𝑥2 ≤ 35

    𝑥1
    LP 1
    𝑥1 = 3.47, 𝑥2 = 2.35, 𝑍 = 13.98

    𝑥1 ≤ 3 𝑥1 ≥ 4

    LP 2 LP 3
    𝑥1 = 3, 𝑥2 = 2.56, 𝑍 = 13.68 𝑥1 = 4, 𝑥2 = 1.6, 𝑍 = 12.8

    𝑥2 ≤ 2 𝑥2 ≥ 3

    LP 4 LP 5
    𝑥1 = 3, 𝑥2 = 2, 𝑍 = 12 𝑥1 = 2, 𝑥2 = 3, 𝑍 = 13

    Therefore, Optimal ILP


    𝑥1 = 2, 𝑥2 = 3, 𝑍 = 13
    Question 3
    Develop the B&B tree for each of the following problems. For
    convenience, always select x_1 as the branching variable at node 0.

    𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑧 = 5𝑥1 + 4𝑥2


    Subject to
    3𝑥1 + 2𝑥2 ≥ 5
    2𝑥1 + 3𝑥2 ≥ 7
    𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
    𝑥2
    Value of
    3𝑥1 + 2𝑥2 ≥ 5 X Y the
    Point coordina coordina objetive
    te (X1) te (X2) function
    (Z)
    A 0 2.5 10
    C 0.2 2.2 9.8
    E 3.5 0 17.5

    2𝑥1 + 3𝑥2 ≥7

    𝑥1
    LP 1
    𝑥1 = 0.2, 𝑥2 = 2.2, 𝑍 = 9.8
    𝑥1 ≤ 0 𝑥1 ≥ 1

    LP 2 LP 3
    𝑥1 = 0, 𝑥2 = 2.5, 𝑍 = 10 𝑥1 = 1, 𝑥2 = 1.67, 𝑍 = 11.68

    𝑥2 ≤ 2 𝑥2 ≥ 3
    𝑥2 ≤ 1 𝑥2 ≥ 2
    LP 4 LP 5
    Infeasible 𝑥1 = 0, 𝑥2 = 3, 𝑍 = 12

    LP 6 LP 7
    𝑥1 = 2, 𝑥2 = 1, 𝑍 = 14 𝑥1 = 1, 𝑥2 = 2, 𝑍 = 13

    Therefore, Optimal ILP


    𝑥1 = 0, 𝑥2 = 3, 𝑍 = 12
    Question 4
    Develop the B&B tree for each of the following problems. For
    convenience, always select x_1 as the branching variable at node 0.

    𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑧 = 5𝑥1 + 7𝑥2


    Subject to
    2𝑥1 + 𝑥2 ≤ 13
    5𝑥1 + 9𝑥2 ≤ 41
    𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
    LP 1
    𝑥1 = 5.84, 𝑥2 = 1.31, 𝑍 = 38.38
    𝑥1 ≤ 5 𝑥1 ≥ 6

    LP 2 LP 3
    𝑥1 = 5 , 𝑥2 = 1.78 , 𝑍 = 37.46 𝑥1 = 6 , 𝑥2 = 1, 𝑍 = 37

    𝑥2 ≤ 1 𝑥2 ≥ 2

    LP 4 LP 5
    𝑥1 = 5, 𝑥2 = 1, 𝑍 = 32 𝑥1 = 4.6 , 𝑥2 = 2, 𝑍 = 37

    𝑥1 ≤ 4 𝑥1 ≥ 5

    LP 6 LP 7
    𝑥1 = 4, 𝑥2 = 2.33 , 𝑍 = 36.31 Infeasible
    fathom
    Therefore, Optimal ILP
    𝑥1 = 6 , 𝑥2 = 1, 𝑍 = 37
    Question 5

    Develop the B&B tree for each of the following problems. For
    convenience, always select x_1 as the branching variable at node 0.

    𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒, 𝑍 = 2𝑥1 + 2𝑥2


    Subject to
    2𝑥1 + 5𝑥2 ≤ 27
    6𝑥1 + 5𝑥2 ≤ 16
    𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟

    You might also like