Integer Programming Key characteristic of an Integer Program (IP) or Mixed Integer Linear Program (MILP): One or more of the decision variable must be.

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Presentation transcript:

Integer Programming Key characteristic of an Integer Program (IP) or Mixed Integer Linear Program (MILP): One or more of the decision variable must be integer. In some cases a problem that requires an Integer solution can be solved as a Linear program. When? When rounding off a real number to an integer number has no “effect” on your solution.

Integer Programming ! Homework 7-2) ! ! x1 - model 1 ovens ! x2 - model 2 ovens ! max 12 x x2 st x1 <= 300 x2 <= x x2 <= 500 end free x1 LP OPTIMUM FOUND AT STEP 2 OBJECTIVE FUNCTION VALUE 1) VARIABLE VALUE REDUCED COST X X You cannot manufacture model 1 ovens. Simply rounding off to 147 model 1 ovens is an acceptable solution.

Integer Programming Insert specific IP problem formulations here