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09.1 Integer Programming PDF

The document discusses three types of optimization problems: the capital budgeting problem, the set covering problem, and the facility location problem. It provides the definitions, decision variables, objectives, and constraint types for algebraic models of each problem. It also discusses different relationship types that can exist between decision variables in these models, such as requiring that at least m projects be selected, at most n projects be selected, or contingency relationships between projects.

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Ashoka Vanjare
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
18 views

09.1 Integer Programming PDF

The document discusses three types of optimization problems: the capital budgeting problem, the set covering problem, and the facility location problem. It provides the definitions, decision variables, objectives, and constraint types for algebraic models of each problem. It also discusses different relationship types that can exist between decision variables in these models, such as requiring that at least m projects be selected, at most n projects be selected, or contingency relationships between projects.

Uploaded by

Ashoka Vanjare
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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The Capital Budgeting Problem

The Marr Corporation (page 318)

DEFINE
decision variables
objective
constraint types

WRITE
algebraic model

The Marr Corporation


Algebraic Model
yj

1 if project j is accepted
0 otherwise

Maximize
z = 10y1 + 17y2 + 16y3 + 8y4 + 14y5
Subject to
48y1 + 96y2 + 80y3 + 32y4 + 64y5 160

The Set Covering Problem


Emergency Coverage in Metropolis (page 320)

DEFINE
decision variables
objective
constraint types

WRITE
algebraic model

Emergency Coverage in Metropolis


Algebraic Model
yj = 1 if site j is selected
0 otherwise
Minimize
Subject to

z = y1 + y2 + y3 + y4 + y5 + y6 + y7

y1

+ y6
+ y6
+ y6

y1
y1
y1
y1

y2
y2
y2

+ y4
+ y3
+ y3
y3

+ y4
+ y4

+ y5
+ y5
+ y5
+ y5

+ y6

+ y7
+ y7
+ y7

+ y7

1
1
1
1
1
1
1
1
1

Relationship:
at least m projects must be selected
y2 + y3 + y5 > 2
At least two out of three projects (Project 2, Project

3, Project 5) will be selected, thus satisfying the


requirement of at least two selections.

Relationship:
at most n projects must be selected
y4 + y5 < 1
Project 4, or Project 5, or neither, but not both will

be selected, thus satisfying the requirement of at


most one selection.

Relationship:
exactly k projects must be selected
y4 + y5 = 1
Exactly one of either Project 4 or Project 5 will be

selected, thus satisfying the requirement of exactly


one selection.

Relationship:
some projects have contingency relationships

y3 y5 > 0
If Project 5 is selected, then project 3 must be as

well.

The Facility Location Problem


Levinson Foods Company (page 330)

DEFINE
decision variables
objective
constraint types

WRITE
algebraic model

Linking Constraint
To achieve consistent linking of the two variables, we

add the following generic linking constraint to the


model:

x <= My
where M is an upper bound on the variable x.
(M is at least as large as any value we can feasibly choose for x)

Threshold Levels
x = 0 or A<= x <= M
Suppose we have a variable x that is subject to a

threshold requirement. Let A denote the minimum


feasible value of x if it is nonzero. Then we can capture
this structure in an integer programming model by
including the following pair of constraints:
x Ay > 0
x My < 0
where, as before, M is a large number that is greater
than or equal to any value x could feasibly take.

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