Lecture on Integer Programming By

Dr. D. B. Naik (Ph.D. - Mech. Engg.) Professor, Training & Placement Sardar Vallabhbhai National Institute of Technology, Surat

Problem on Mixed Integer Programming Max Z = 10 x1 + 8 x2 + (19/8) x3 11 x4 Subject to : - x1 + (1/4) x2 + (3/4) x3 (31/2) (1/2) x1 + (7/8) x2 + (1/8) x3 - (1/2) x4 (9/4) All xj 0 ; x1, x2, x3 are integers.

Mixed IPP Basic xi x1 x2 x3 x4

to be integers x5 . . . . RHS Ri = Ii + fi

aij = Iij + fij

Consider all non-basic variables (xjs) - yj . xj - fi

For all non-basic variables (xjs)

Not restricted as integer Restricted as integer

aij 0 yj = aij

aij < 0

fij fi yj = fij

fij > fi

fi ( aij ) yj = f i 1

fi ( fij 1) yj = fi 1

Problem on Mixed Integer Programming Max Z = 10 x1 + 8 x2 + (19/8) x3 11 x4 Subject to : - x1 + (1/4) x2 + (3/4) x3 (31/2) (1/2) x1 + (7/8) x2 + (1/8) x3 - (1/2) x4 (9/4) All xj 0 ; x1, x2, x3 are integers.

Final Tableau 10 x1 0 10 w1 x1 0 1 8 x2 2 (19/8) 11 x3 1 x4 -1 -1 1 0 w1 1 0 0 0 w2 2 2 20 RHS 20 (9/2) 45

(7/4) (1/4)

0 (19/2) (1/8)

Basic variables : x1, w1 Non-basic variables : x2, x3, x4, w2 Non-basic variables and not restricted as integers : x4, w2 Non-basic variables and restricted as integers : x2, x3

Not restricted as integer

Restricted as integer

aij 0 w2 yj = aij =2

aij < 0 x4
fi ( aij ) yj = f i 1

fij fi x3 yj = fij = 1/4

fij > fi x2
fi ( fij 1) yj = fi 1

(1 ) 2 (1) ( 1 ) 1 2

(1 ) 2 ( 3 1) ( 1 ) 1 4 2

= 1

= 1/4

aij 0 w2 yj = aij =2

aij < 0 x4
fi ( aij ) yj = f i 1

fij fi x3 yj = fij = 1/4

fij > fi x2
fi ( fij 1) yj = fi 1

(1 ) 2 (1) ( 1 ) 1 2

(1 ) 2 ( 3 1) ( 1 ) 1 4 2

yw2 = 2

= 1 yx4 = 1

yx3 = 1/4

= 1/4 yx2 = 1/4

Cut is : - [(1/4) x2 + (1/4) x3 + 1 x4 + 2 w2 ] -1/2 - (1/4) x2 - (1/4) x3 - x4 - 2 w2 + w3 = -1/2

10 8 19/8 -11 0 x1 x2 x3 x4 w1 0 0 w1 0 2 1 -1 -1 1 0 0 0 10 x1 1 7/4 1/4 0 19/2 1/8

0 0 w2 w 3 2 2 2 20 0 0 1 0

RHS 20 9/2 -1/2 45

w3 0 -1/4 -1/4 -1 1 -38 -1/2 -1

10 8 x1 x2 0 10 w1 x1 0 75/8

19/8 -11 0 0 0 x3 x4 w1 w2 w3

RHS 18 4 2

19/8 x3 0 1/2 0 21 1/2

179/4 = 39.75

Assignments for Mixed IPP :

(1) Max Z = x1 + x2 S/t 3x1 + 2x2 5 ; x2 2 ; x1 , x2 0 ; & x1 an integer

(2) Max Z = 3x1 + 4x2 S/t 3x1 x2 12 ; 3x1 + 11x2 66 ; x1 , x2 0; & x1 an integer

(3) Max Z = 3x1 + 4x2

S/t 3x1 x2 12 ; 3x1 + 11x2 66 ; x1 , x2 0 ; & x2 an integer

For any Query or suggestion : Contact : Dr. D. B. Naik Professor, Training & Placement Sardar Vallabhbhai National Institute of Technology, Surat Ichchhanath, Surat 395 007 Email : dbnaik_svr@yahoo.com Phone No. 0261-2255225 (O)

Thank you