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Integer Linear Programming

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Saida Islam
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12 views

Integer Linear Programming

this is my second document

Uploaded by

Saida Islam
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Integer Linear Programming: Branch and Bound Method Operation

Research:
Example:

For Graphical Method:

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1,x2 ≥ 0 and x1,x2 integers.

Solution:

From the given constrains, we can write

For 9x1+5x2 = 45………………(1)

(x1,x2) = (0,9) & (5,0)

For x1+x2 = 6…………………….(2)

(x1,x2) =( 0,6 ) & ( 6,0 )

For point B,

Multiplying (2) by 9 then subtracting from (1)

-4x2 = -9 => x2 = 2.25 and x1 = 3.75


Max Z=8x1 +5x2

For A (0, 6), Z= 30

For B (3.75, 2.25), Z = 41.25

For C (5, 0), Z=40

So, Max Z = 41.25 (For B)

Where x1 = 3.75 and x2 = 2.25 which are not integers.

Now branching this problem:

Here x1 > x2 and x1 = 3.75

So x1 ≤3 and x1 ≥ 4

Sub problem-1

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≤ 3

x1,x2 ≥ 0 and x1,x2 integers.

Sub problem-2

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≥ 4

x1,x2 ≥ 0 and x1,x2 integers.

Graphical Representation of Sub Problems:


Sub Problem-1:

Here, For A, Z= 30

For B, Z= 39

For C, Z= 24

So, Max Z = 39 ( For B)

x1 = 3, & x2 = 3

Those Values are integers.

Sub Problem-2:

Here, For A, B, C
Max Z = 41 (For B)

Where x1 = 4, & x2 = 1.8

x2 is not integer.

Again, x2 ≤ 1 and x2 ≥ 2

Sub Problem-3:

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≥ 4

x2 ≤ 1

Graph for Sub Problem-3

Here, Max Z= 40.5

Where, x1 = 4.44 & x2 = 1 ( x1 is not integer).

Again branching:
Sub Problem-4:

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≥ 4

x2 ≥ 2

Graph for sub Problem-4

There is no common area. So, infeasible solution exists.

For intersecting point ( 4, 0 ).

Max Z = 42

x1 ≤ 4, x1 ≥ 5
Sub Problem-5:

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≥ 4

x2 ≤ 1

x1 ≤ 4

For ( 4,1)

Max Z =37

x1 = 4, & x2 = 1. Those are integers.


Sub Problem-6:

Max Z=8x1 +5x2

Subject to, 9x1+5x2 ≤ 45

x1+x2 ≤ 6

x1 ≥ 4

x2 ≤ 1

x1 ≥ 5

For (5,0) ,

Max Z= 40

x1 = 5, & x2 = 0. There is no Common area.

So the solution is infeasible.

From Sub Problem 1 and 5

Max Z=39

So the solution is optimal. Where, x1 = 3, x2 = 3.


The branch and bound procedure for the given problem is shown in the following figure:

Z= 41.25

x1 = 3.75, x2 = 2.25

x1≤3 x1≥4

Z= 39 Z= 41

x1 = 3, x2 = 3 x1 = 4, x2 = 1.8

x1≤1 x1≥2

Z= 40.5
Infeasible
x1 = 4.44, x2 = 1

x1≤4
x1≥5

Z= 37
Infeasible
x1 = 4, x2 = 1

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