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Linear: - They Represent Yes/no Rather Than Quantity. - Logical Implications

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Formulation of Integer Programs

• Is it different from formulating linear programs? Why?


• Can be tricky due to binary variables:
– they represent yes/no rather than quantity.
– Logical implications.
• Identify/define variables carefully.
• Write constraints so that they are linear constraints
– at least one of x1 and x2 must be zero.
– x1.x2 = 0 Is it linear?
– x1 + x2 ≤ 1
• Requires practice to formulate integer programs correctly and
efficiently.
Maximize 17x1+10x2+15x3…+9x7
43x1+28x2+34x3…+23x7 ≤ 100
x1+x2 ≤ 1
x3+x4 ≤ 1
x3 ≤ x1+x2
x4 ≤ x1+x2
xi =0,1
y1,y2,y3,y4 : to produce or not (binary)
x1,x2,x3,x4 : quantities to produce (cont.)
Mixed Integer Program
Maximize 70x1+60x2+90x3+80x4 – (50000y1+40000y2+70000y3+60000y4)
y1+y2+y3+y4 ≤ 2
y3≤ y1+y2
y4≤ y1+y2
α, β binary
=1 if constraint is enforced, 0 otherwise
5x1+3x2+6x3+4x4 ≤6000+50000(1- α)
4x1+6x2+3x3+5x4 ≤6000+50000(1- β )
α+β≥1
xi ≤10000yi  i Forcing
Constraint
xi ≥0, yi , α, β =0,1,
xi = 1 if tower located in
location i
Minimize ∑xi

Location A must be
covered by at least one
tower
x1+x6 ≥ 1
x1+x2 ≥ 1
x2+x3 ≥ 1
x1+x3+x6 ≥ 1
x3+x4+x5 ≥ 1
x3+x4+x6 ≥ 1
x2+x5 ≥ 1
x4+x5 ≥ 1
xi =0,1  i
A
1 6
B
D
F
2 3
C
4
E

G 5 H
x1+x6 ≥ 1 x1 x2 x3 x4 x5 x6
x1+x2 ≥ 1 A 1 1
x2+x3 ≥ 1 B 1 1
x1+x3+x6 ≥ 1 C 1 1
x3+x4+x5 ≥ 1 D 1 1 1
x3+x4+x6 ≥ 1 E 1 1 1
x2+x5 ≥ 1 F 1 1 1
x4+x5 ≥ 1 G 1 1
H 1 1
a1 a2 a3 a4 a5 a6

Minimize ∑xj
∑ajxj ≥ 1
xj = 0,1  j
Set Covering Model
Gen. 1 Gen. 2 Gen. 3
Why ?
Capacity 2400 2100 3300
Fixed Cost 6000 5000 4000
Cost/MW 8 9 7

Period 1 Period 2
Demand 3200 5700
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10

A 1 1 1
B 1 1 1 1 1
C 1 1 1 1
D 1 1 1
E 1 1 1
F 1 1
G 1 1 1 1
H 1 1 1
I 1 1 1
6 4 7 5 4 6 5 3 7 6
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10

A 1 1 1
B 1 1 1 1 1
C 1 1 1 1
D 1 1 1
E 1 1 1
F 1 1
G 1 1 1 1
H 1 1 1
I 1 1 1

6 4 7 5 4 6 5 3 7 6

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