Integer programming

An integer programming problem is a mathematical optimization or feasibility program in which some or all
of the variables are restricted to be integers. In many settings the term refers to integer linear programming
(ILP), in which the objective function and the constraints (other than the integer constraints) are linear.

Integer programming is NP-complete. In particular, the special case of 0-1 integer linear programming, in
which unknowns are binary, and only the restrictions must be satisfied, is one of Karp's 21 NP-complete
problems.

If some decision variables are not discrete the problem is known as a mixed-integer programming
problem.[1]

Contents
Canonical and standard form for ILPs
Example
Proof of NP-hardness
Variants
Applications
Production planning
Scheduling
Territorial partitioning
Telecommunications networks
Cellular networks
Other applications
Algorithms
Using total unimodularity
Exact algorithms
Exact algorithms for a small number of variables
Heuristic methods
Sparse Integer Programming
See also
References
Further reading
External links

Canonical and standard form for ILPs

In integer linear programming, canonical form is distinct from standard form. An integer linear program in
canonical form is expressed thus (note that it is the vector which is to be decided):[2]
and an ILP in standard form is expressed as

where are vectors and is a matrix, where all entries are integers. As with linear programs, ILPs not in
standard form can be converted to standard form by eliminating inequalities, introducing slack variables ( )
and replacing variables that are not sign-constrained with the difference of two sign-constrained variables

Example
The plot on the right shows the following
problem.

The feasible integer points are shown in red, and

the red dashed lines indicate their convex hull,
which is the smallest convex polyhedron that
contains all of these points. The blue lines
together with the coordinate axes define the
polyhedron of the LP relaxation, which is given IP polytope with LP relaxation
by the inequalities without the integrality
constraint. The goal of the optimization is to
move the black dotted line as far upward while still touching the polyhedron. The optimal solutions of the
integer problem are the points and which both have an objective value of 2. The unique optimum
of the relaxation is with objective value of 2.8. If the solution of the relaxation is rounded to the
nearest integers, it is not feasible for the ILP.

Proof of NP-hardness
The following is a reduction from minimum vertex cover to integer programming that will serve as the proof of
NP-hardness.

Let be an undirected graph. Define a linear program as follows:

Given that the constraints limit to either 0 or 1, any feasible solution to the integer program is a subset of
vertices. The first constraint implies that at least one end point of every edge is included in this subset.
Therefore, the solution describes a vertex cover. Additionally given some vertex cover C, can be set to 1 for
any and to 0 for any thus giving us a feasible solution to the integer program. Thus we can
conclude that if we minimize the sum of we have also found the minimum vertex cover.[3]

Variants
Mixed-integer linear programming (MILP) involves problems in which only some of the variables, , are
constrained to be integers, while other variables are allowed to be non-integers.

Zero-one linear programming (or binary integer programming) involves problems in which the variables
are restricted to be either 0 or 1. Any bounded integer variable can be expressed as a combination of binary
variables.[4] For example, given an integer variable, , the variable can be expressed using
binary variables:

Applications
There are two main reasons for using integer variables when modeling problems as a linear program:

1. The integer variables represent quantities that can only be integer. For example, it is not
possible to build 3.7 cars.
2. The integer variables represent decisions (e.g. whether to include an edge in a graph) and so
should only take on the value 0 or 1.

These considerations occur frequently in practice and so integer linear programming can be used in many
applications areas, some of which are briefly described below.

Production planning

Mixed-integer programming has many applications in industrial productions, including job-shop modelling.
One important example happens in agricultural production planning involves determining production yield for
several crops that can share resources (e.g. Land, labor, capital, seeds, fertilizer, etc.). A possible objective is to
maximize the total production, without exceeding the available resources. In some cases, this can be expressed
in terms of a linear program, but the variables must be constrained to be integer.

Scheduling
These problems involve service and vehicle scheduling in transportation networks. For example, a problem
may involve assigning buses or subways to individual routes so that a timetable can be met, and also to equip
them with drivers. Here binary decision variables indicate whether a bus or subway is assigned to a route and
whether a driver is assigned to a particular train or subway. The zero-one programming technique has been
successfully applied to solve a project selection problem in which projects are mutually exclusive and/or
technologically interdependent. It is used in a special case of integer programming, in which all the decision
variables are integers. It can assume the values either as zero or one.

Territorial partitioning

Territorial partitioning or districting problem consists in partitioning a geographical region into districts in order
to plan some operations while considering different criteria or constraints. Some requirements for this problem
are: contiguity, compactness, balance or equity, respect of natural boundaries, and socio-economic
homogeneity. Some applications for this type of problem include: political districting, school districting, health
services districting and waste management districting.

Telecommunications networks

The goal of these problems is to design a network of lines to install so that a predefined set of communication
requirements are met and the total cost of the network is minimal.[5] This requires optimizing both the topology
of the network along with the setting the capacities of the various lines. In many cases, the capacities are
constrained to be integer quantities. Usually there are, depending on the technology used, additional
restrictions that can be modeled as linear inequalities with integer or binary variables.

Cellular networks

The task of frequency planning in GSM mobile networks involves distributing available frequencies across the
antennas so that users can be served and interference is minimized between the antennas.[6] This problem can
be formulated as an integer linear program in which binary variables indicate whether a frequency is assigned
to an antenna.

Other applications
Cash flow matching
Energy system optimization[7][8]
UAV guidance[9][10]

Algorithms
The naive way to solve an ILP is to simply remove the constraint that x is integer, solve the corresponding LP
(called the LP relaxation of the ILP), and then round the entries of the solution to the LP relaxation. But, not
only may this solution not be optimal, it may not even be feasible; that is, it may violate some constraint.

Using total unimodularity

While in general the solution to LP relaxation will not be guaranteed to be integral, if the ILP has the form
such that where and have all integer entries and is totally unimodular, then every
basic feasible solution is integral. Consequently, the solution returned by the simplex algorithm is guaranteed to
be integral. To show that every basic feasible solution is integral, let be an arbitrary basic feasible solution .
Since is feasible, we know that . Let be the elements corresponding to
the basis columns for the basic solution . By definition of a basis, there is some square submatrix of
with linearly independent columns such that .

Since the columns of are linearly independent and is square, is nonsingular, and therefore by
assumption, is unimodular and so . Also, since is nonsingular, it is invertible and therefore

. By definition, . Here denotes the adjugate of and is integral

because is integral. Therefore,

Thus, if the matrix of an ILP is totally unimodular, rather than use an ILP algorithm, the simplex method can
be used to solve the LP relaxation and the solution will be integer.

Exact algorithms

When the matrix is not totally unimodular, there are a variety of algorithms that can be used to solve integer
linear programs exactly. One class of algorithms are cutting plane methods which work by solving the LP
relaxation and then adding linear constraints that drive the solution towards being integer without excluding
any integer feasible points.

Another class of algorithms are variants of the branch and bound method. For example, the branch and cut
method that combines both branch and bound and cutting plane methods. Branch and bound algorithms have a
number of advantages over algorithms that only use cutting planes. One advantage is that the algorithms can be
terminated early and as long as at least one integral solution has been found, a feasible, although not
necessarily optimal, solution can be returned. Further, the solutions of the LP relaxations can be used to
provide a worst-case estimate of how far from optimality the returned solution is. Finally, branch and bound
methods can be used to return multiple optimal solutions.

Exact algorithms for a small number of variables

Suppose is an m-by-n integer matrix and is an m-by-1 integer vector. We focus on the feasibility problem,
which is to decide whether there exists an n-by-1 vector satisfying .

Let V be the maximum absolute value of the coefficients in and . If n (the number of variables) is a fixed
constant, then the feasibility problem can be solved in time polynomial in m and log V. This is trivial for the
case n=1. The case n=2 was solved in 1981 by Herbert Scarf.[11] The general case was solved in 1983 by
Hendrik Lenstra, combining ideas by Laszlo Lovasz and Peter van Emde Boas.[12]

In the special case of 0-1 ILP, Lenstra's algorithm is equivalent to complete enumeration: the number of all
possible solutions is fixed (2n ), and checking the feasibility of each solution can be done in time poly(m, log
V). In the general case, where each variable can be an arbitrary integer, complete enumeration is impossible.
Here, Lenstra's algorithm uses ideas from Geometry of numbers. It transforms the original problem into an
equivalent one with the following property: either the existence of a solution is obvious, or the value of
(the n-th variable) belongs to an interval whose length is bounded by a function of n. In the latter case, the
problem is reduced to a bounded number of lower-dimensional problems.

Lenstra's algorithm implies that ILP is polynomial-time solvable also in the dual case, in which n is varying but
m (the number of constraints) is constant.

Lenstra's algorithm was subsequently improved by Kannan[13] and Frank and Tardos.[14] The improved
runtime is , where is the number of input bits,[15] which is in .[16]:Prop.8

Heuristic methods

Since integer linear programming is NP-hard, many problem instances are intractable and so heuristic methods
must be used instead. For example, tabu search can be used to search for solutions to ILPs.[17] To use tabu
search to solve ILPs, moves can be defined as incrementing or decrementing an integer constrained variable of
a feasible solution while keeping all other integer-constrained variables constant. The unrestricted variables are
then solved for. Short-term memory can consist of previously tried solutions while medium-term memory can
consist of values for the integer constrained variables that have resulted in high objective values (assuming the
ILP is a maximization problem). Finally, long-term memory can guide the search towards integer values that
have not previously been tried.

Other heuristic methods that can be applied to ILPs include

Hill climbing
Simulated annealing
Reactive search optimization
Ant colony optimization
Hopfield neural networks

There are also a variety of other problem-specific heuristics, such as the k-opt heuristic for the traveling
salesman problem. A disadvantage of heuristic methods is that if they fail to find a solution, it cannot be
determined whether it is because there is no feasible solution or whether the algorithm simply was unable to
find one. Further, it is usually impossible to quantify how close to optimal a solution returned by these methods
are.

Sparse Integer Programming

It is often the case that the matrix which defines the integer program is sparse. In particular, this occurs
when the matrix has a block structure, which is the case in many applications. The sparsity of the matrix can be
measured as follows. The graph of has vertices corresponding to columns of , and two columns form an
edge if has a row where both columns have nonzero entries. Equivalently, the vertices correspond to
variables, and two variables form an edge if they share an inequality. The sparsity measure of is the
minimum between the tree-depth of the graph of and the tree-depth of the graph of the transpose of . Let
be the numeric measure of defined as the maximum absolute value of any entry of . Let be the number
of variables of the integer program. Then it was shown in 2018[18] that integer programming can be solved in
strongly polynomial and fixed-parameter tractable time parameterized by and . That is, for some
computable function and some constant , integer programming can be solved in time . In
particular, the time is independent of the right-hand side and objective function . Moreover, in contrast to the
classical result of Lenstra, where the number of variables is a parameter, here the number of variables is a
variable part of the input.
See also
Constrained least squares

References
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complexity. Mineola, NY: Dover. ISBN 0486402584.
3. Erickson, J. (2015). "Integer Programming Reduction" (https://web.archive.org/web/201505180
72946/https://courses.engr.illinois.edu/cs498dl1/sp2015/solutions/hw10sol.pdf) (PDF).
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4. Williams, H.P. (2009). Logic and integer programming. International Series in Operations
Research & Management Science. 130. ISBN 978-0-387-92280-5.
5. Borndörfer, R.; Grötschel, M. (2012). "Designing telecommunication networks by integer
programming" (http://www.zib.de/groetschel/teaching/SS2012/120503Vorlesung-DesigningTelc
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7. Morais, Hugo; Kádár, Péter; Faria, Pedro; Vale, Zita A.; Khodr, H. M. (2010-01-01). "Optimal
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ence/article/pii/S0301421513003418). Energy Policy. 61: 249–266.
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9. Schouwenaars, T.; Valenti, M.; Feron, E.; How, J. (2005). "Implementation and Flight Test
Results of MILP-based UAV Guidance". 2005 IEEE Aerospace Conference: 1–13.
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Further reading
George L. Nemhauser; Laurence A. Wolsey (1988). Integer and combinatorial optimization.
Wiley. ISBN 978-0-471-82819-8.
Alexander Schrijver (1998). Theory of linear and integer programming. John Wiley and Sons.
ISBN 978-0-471-98232-6.
Laurence A. Wolsey (1998). Integer programming. Wiley. ISBN 978-0-471-28366-9.
Dimitris Bertsimas; Robert Weismantel (2005). Optimization over integers. Dynamic Ideas.
ISBN 978-0-9759146-2-5.
John K. Karlof (2006). Integer programming: theory and practice. CRC Press. ISBN 978-0-
8493-1914-3.
H. Paul Williams (2009). Logic and Integer Programming. Springer. ISBN 978-0-387-92279-9.
Michael Jünger; Thomas M. Liebling; Denis Naddef; George Nemhauser; William R.
Pulleyblank; Gerhard Reinelt; Giovanni Rinaldi; Laurence A. Wolsey, eds. (2009). 50 Years of
Integer Programming 1958-2008: From the Early Years to the State-of-the-Art. Springer.
ISBN 978-3-540-68274-5.
Der-San Chen; Robert G. Batson; Yu Dang (2010). Applied Integer Programming: Modeling
and Solution. John Wiley and Sons. ISBN 978-0-470-37306-4.
Gerard Sierksma; Yori Zwols (2015). Linear and Integer Optimization: Theory and Practice.
CRC Press. ISBN 978-1-498-71016-9.
External links
A Tutorial on Integer Programming (https://mat.tepper.cmu.edu/orclass/integer/integer.html)
Conference Integer Programming and Combinatorial Optimization, IPCO (http://www.mathopt.or
g/?nav=ipco)
The Aussois Combinatorial Optimization Workshop (http://www.iasi.cnr.it/aussois)

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