Scribd
Upload
21 views

ch09 02

Uploaded by

dangnguyencute357
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
21 views

ch09 02

Uploaded by

dangnguyencute357
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 31

Chapter 9

Integer Programming
Part 2
Assoc. Prof. Dr. Arslan M. ÖRNEK
1
9.3. Branch-and-Bound Method (Pure IP)
• Branch-and-Bound methods find the optimal solution to an IP by
efficiently enumerating the points in a subproblem’s feasible
region.
• IMPORTANT OBSERVATION: If you solve the LP relaxation of a
pure IP and obtain a solution in which all variables are integers,
then the optimal solution to the LP relaxation is also the optimal
solution to the IP.

2
9.3. Branch-and-Bound Method (Pure IP)

• The Telfa Corporation manufactures tables and chairs.


• A table requires 1 hour of labor and 9 square board feet of wood,
and a chair requires 1 hour of labor and 5 square board feet of
wood.
• Currently, 6 hours of labor and 45 square board feet of wood are
available.
• Each table contributes $8 to profit, and each chair contributes $5
to profit.
• Formulate and solve an IP to maximize Telfa’s profit.

3
9.3. Branch-and-Bound Method (Pure IP)

4
9.3. Branch-and-Bound Method (Pure IP)

Upper bound 5
9.3. Branch-and-Bound Method (Pure IP)

• Chose any variable that is


fractional at the moment.
• Let’s chose x1:
• At the optimal solution it
can be either <=3 or >=4.
• We partition the solution
space by branching on
this variable.
• Two new subproblems:

6
9.3. Branch-and-Bound Method (Pure IP)
• Chose a subproblem to solve
(arbitrarily):
• Subproblem 2 LP relaxation:

7
9.3. Branch-and-Bound Method (Pure IP)
An arc of the
branch and
bound tree
A node of the
branch and
bound tree

Solution not
integer, branch
on x2 8
9.3. Branch-and-Bound Method (Pure IP)

Chose this node to Then,


solve (LIFO): chose this
Infeasible – node 9
Fathomed.
9.3. Branch-and-Bound Method (Pure IP)
Subproblem 5:

Upper bound 10
9.3. Branch-and-
Bound Method
(Pure IP)

11
9.3. Branch-and-
Bound Method
(Pure IP)

Lower bound on
the original IP:
Incumbent
Solution

12
9.3. Branch-and-
Bound Method
(Pure IP)
NEW Lower bound
on the original IP
New Incumbent
Solution

13
9.3. Branch-and-Bound Method (Pure IP)
• Only remaining subproblem:
• Subproblem 3: Solve LP relaxation:

This is smaller than the current LB ,


so fathom.

14
9.3. Branch-and-
Bound Method
(Pure IP)

Incumbent
Solution =
Best LB =
Optimal
Solution

15
9.3. Branch-and-Bound Method (Pure IP)

16
9.4. Branch-and-Bound Method (Mixed IP)
• In a mixed IP, some variables are required to be integers and
others are allowed to be either integers or nonintegers.
• Branch only on variables that are required to be integers.

Optimal solution of the


LP-relaxation:

17
Branch-and-Bound Method (Binary Prog.)

18
Prototype Example: Bounding

19
Prototype Example: Bounding

20
Prototype Example: Fathoming
• A subproblem can be fathomed in three ways:
1. LP relaxation of the subproblem gives an integer
solution, so we do not need to branch further, the
subproblem is solved optimally.

21
Prototype Example: Fathoming
• A subproblem can be fathomed in three ways:
2. A subproblem is fathomed if its bound ≤ incumbent soln.
Ex. Since Z*=9, there is no need to consider any solution
whose bound is below 9.

22
Prototype Example: Fathoming
• A subproblem can be fathomed in three ways:
3. If a subproblem’s LP relaxation has no feasible solution,
then the subproblem itself must have no feasible
solutions, so it can be dismissed (fathomed).

23
Prototype Example continued – Iteration 2

24
Prototype Example continued – Iteration 2

Cannot fathom.

Cannot fathom.
25
Prototype Example continued – Iteration 2
Resulting solution tree after iteration 2:

26
Prototype Example continued- Iteration 3

27
Prototype Example continued – Iteration 3
Resulting solution tree after iteration 3:

28
Prototype Example continued- Iteration 4

New incumbent!

29
Prototype Example continued – Iteration 3
Resulting solution tree after iteration 4 (final):

30
B&B for Minimization Problems

31

You might also like