Integer Programming Chapter 5.

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Presentation transcript:

Integer Programming Chapter 5

Chapter Topics Integer Programming (IP) Models Computer Solution of Integer Programming Problems With Excel 0-1 Integer Programming Modeling Examples

Integer Programming Models Types of Models Total Integer Model: All decision variables required to have integer solution values. 0-1 Integer Model: All decision variables required to have integer values of zero or one. Mixed Integer Model: Some of the decision variables (but not all) required to have integer values. Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

A Total Integer Model (1 of 3)

A Total Integer Model (2 of 3) Machine shop obtaining new presses and lathes. Marginal profitability: each press $100/day; each lathe $150/day. Resource constraints: $40,000 budget, 200 sq. ft. floor space. Machine purchase prices and space requirements:

A Total Integer Model (3 of 3) Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Integer Programming Graphical Solution Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Branch and Bound Method Traditional approach to solving integer programming problems. Feasible solutions can be partitioned into smaller subsets Smaller subsets evaluated until best solution is found. Method is a tedious and complex mathematical process. Excel and QM for Windows used in this book. See book’s companion website – “Integer Programming: the Branch and Bound Method” for detailed description of this method. Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems Total Integer Model with Excel (2 of 5) Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall Exhibit 5.8

Computer Solution of IP Problems Total Integer Model with Excel (3 of 5) Exhibit 5.10 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems Total Integer Model with Excel (4 of 5) Exhibit 5.9 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems Total Integer Model with Excel (5 of 5) Exhibit 5.11 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

A 0 - 1 Integer Model (1 of 2)

A 0 - 1 Integer Model (2 of 2) Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems 0 – 1 Model with Excel (1 of 5) Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems 0 – 1 Model with Excel (2 of 5) Exhibit 5.2 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems 0 – 1 Model with Excel (3 of 5) Exhibit 5.3 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems 0 – 1 Model with Excel (4 of 5) Exhibit 5.4 Copyright © 2010 Pearson Education, Inc. Publishing as Prentice Hall

Computer Solution of IP Problems 0 – 1 Model with Excel (5 of 5) Exhibit 5.5

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (1 of 4)

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (1 of 4)

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (1 of 4)

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (2 of 4)

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (3 of 4) Exhibit 5.18

0 – 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (4 of 4) Exhibit 5.19

0 – 1 Integer Programming Modeling Examples Set Covering Example (1 of 4)

0 – 1 Integer Programming Modeling Examples Set Covering Example (2 of 4)

0 – 1 Integer Programming Modeling Examples Set Covering Example (3 of 4) Exhibit 5.20

0 – 1 Integer Programming Modeling Examples Set Covering Example (4 of 4) Exhibit 5.21