Lecture

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

Integer Programming
(An Optimization Technique)
A.

All Integer Programming

B.

Mixed Integer Programming

C.

0-1 Integer Programming

(A) All Integer Programming Problem

n

Optimize (Max.or Min.)Z c j x j (1)

j 1

a
j 1

ij

x j (, , )bi ; i 1,2...m (2)

x j 0 & Integers j 1,2...n (3)

Methods to solve
All Integer Programming Problem
1. Branch & Bound Method

2.

Gomorys Cutting Plane Method

1.

Branch & Bound Method

Prob. - 1 Min Z = 4x1 + 3x2

Subjected to :
3x1 + 2x2 20
x1 4
x2 2

x1 , x2 0 & Integers

x2

x1 5

10

P1

P1 (5.33, 2, 27.32)

x1 6

P2

P3

8
6
4

P1 (5.33, 2, 27.32)

Z = 12

10

x1

x2

x1 5

10

P1

P1 (5.33, 2, 27.32)

x1 6

P2

P3

8
6
4

P1 (5.33, 2, 27.32)

Z = 12

10

x1

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

8
6
4
P2 (5, 2.5, 27.5)

2
Z = 12

10

x1

x2

x1 5

10

P1

P1 (5.33, 2, 27.32)

x1 6

P2

P3

8
6
4

P1 (5.33, 2, 27.32)

Z = 12

10

x1

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

P3

(5, 2.5, 27.5)

6, 2, 30

6
4
P3 6, 2, 30

2
Z = 12

10

x1

x1 5
P2

x2 2

P1

P1 (5.33, 2, 27.32)

x1 6

P3

(5, 2.5, 27.5)

x2 3

6, 2, 30

P4
P5

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

6, 2, 30

6
4
P2 (5, 2.5, 27.5)

P4 Infeasible

Z = 12

10

x1

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

6, 2, 30

6
4
P2 (5, 2.5, 27.5)

2
Z = 12

10

x1

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

6, 2, 30

6
4

P5 (4.66, 3, 27.66)

2
Z = 12

10

x1

P1

x1 5
x2 2
P4 Infeasible

P2

P1 (5.33, 2, 27.32)

(5, 2.5, 27.5)

x2 3

x1 6

P3

6, 2, 30

P5 (4.66, 3, 27.66) P5

x1 4
P6

x1 5
P7

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

6, 2, 30

6
4

P5 (4.66, 3, 27.66)

2
Z = 12

10

x1

x2

x1 5

10

P1

P1 (5.33, 2, 27.32)

x1 6

P2 (5, 2.5, 27.5)

P3
6, 2, 30

8
P4 Infeasible

x1 4

6
4

P5 (4.66, 3, 27.66)

x1 5

P6

P7

P5 (4.66, 3, 27.66)

2
Z = 12

10

x1

x2

P1

x1 5

10

P1 (5.33, 2, 27.32)

x1 6

P2 (5, 2.5, 27.5)

P3
6, 2, 30

8
P4 Infeasible

x1 4

6
4

P6

P6 4, 4, 28

P5 (4.66, 3, 27.66)

x1 5

4, 4, 28

P7

2
Z = 12

10

x1

x2

x1 5

10

P2

P1

P1 (5.33, 2, 27.32)

x1 6

(5, 2.5, 27.5)

P3

6, 2, 30

6
4

P5 (4.66, 3, 27.66)

2
Z = 12

10

x1

x2

P1

x1 5

10

P1 (5.33, 2, 27.32)

x1 6

P2 (5, 2.5, 27.5)

P3
6, 2, 30

8
P4 Infeasible

x1 4

P6

P5 (4.66, 3, 27.66)

x1 5

4, 4, 28

P7

2
Z = 12

10

x1

x2

P1

x1 5

10

P1 (5.33, 2, 27.32)

x1 6

P2 (5, 2.5, 27.5)

P3
6, 2, 30

8
P4 Infeasible

x1 4

P6

P5 (4.66, 3, 27.66)

x1 5

4, 4, 28

P7

5, 3, 29

P7 5, 3, 29

2
Z = 12

10

x1

P1

x1 5
x2 2

P2

P1 (5.33, 2, 27.32)

x1 6

P3

(5, 2.5, 27.5)

x2 3

P4 Infeasible

6, 2, 30

P5 (4.66, 3, 27.66) P5

x1 4
P6 4, 4, 28

Opt. soln.

P6

x1 5
P7 5, 3, 29

P7

Prob. - 2
Min Z = x1 + 3x2 S/t 2x1 3x2 4 ; x1 2x2 8 ;
2x1 + x2 8 ; x1 , x2 0 and integers
x1 3
(3, 2, 9) P2
Optimal
Infeasible

P1 (3.5, 1, 6.5)
x1 4

x1 1
P6

P3

(4, 1.33, 8)
x1 2
P7

(4, 2, 10)

Optimal Solution is :
(1) x1 = 3, x2 = 2, z = 9

Prob. - 3
Max Z = 12x1 + 15x2
S/t

2x1 + 5x2 10

; 4x1 + 3x2 12

x1 , x2 0 and integers
P1 (2.14, 1.14, 42.85)
x1 3

x1 2
(2, 1.2, 42)
x2 1
(2, 1, 39)

P2

P4

Optimal Solution is :
(1) x1 = 2, x2 = 1, z = 39

x2 2
P5

P3
(0, 2, 30)

(3, 0, 36)

Prob. - 4

Min Z = x1 + 4x2
2x1 + x2 8

S/t

; x1 + 2x2 6

x1 , x2 0 and integers
P1 (3.33, 1.33, 8.66)
x1 4

x1 3
(3, 1.5, 9)
x2 1
Infeasible

P2

P4

Optimal Solution is :
(1) x1 = 2, x2 = 2, z = 10

x2 2
P5

P3
(2, 2, 10)

Infeasible

Assignments for Branch & Bound Method :

(1) Max Z = x1 + 2x2
S/t 7x1 + 6x2 42 ; x2 4.5 ; x1 , x2 0 & integers

(2) Max Z = 3x1 + 4x2

S/t 3x1 + 2x2 8 ; x1 + 4x2 10 ; x1,x2 0 & integers

(3) Max Z = 3x1 + 5x2

S/t x1 + 4x2 9 ; 2 x1 + x2 11, x1, x2 0 & integers

(4) Min Z = x1 + 4x2

S/t 2x1 + x2 8 ; x1 + 2x2 6
x1,x2 0 & integers.

2. Gomorys Cutting Plane Method

Max Z = 3x1 + 5x2
Subjected to :
x1 + 4x2 9
2x1 + 3x2 11
x1 , x2 0 & Integers

Final Tableau
ci

xi

3
x1

5
x2

0
w1

0
w2

x2

2/5 -1/5

x1

-3/5 4/5

7/5
17/5

1/5 7/5

86/5

RHS

1 x2 + (2/5) w1 + (-1/5) w2 = 7/5

1 x1 + (-3/5) w1 + (4/5) w2 = 17/5
In general : xi (aij ) x j Ri

1 x2 + (2/5) w1 + (-1/5) w2 = 7/5

In general : xi (aij ) x j Ri

aij = Iij + fij

Ri = IRi + fRi
2.3 = 2 + 0.3
0.7 = 0 + 0.7
-0.4 = -1 + 0.6

-1.3 = -2 + 0.7

where 0 < fij < 1

where 0 < fRi < 1

xi (aij ) x j Ri
xi Ri (aij ) x j

xi ( I Ri f Ri ) ( Iij fij ) x j

xi I Ri f Ri Iij

[ xi I Ri Iij

x j fij x j

x j ] f Ri fij x j

[ Integer] f R fij x j
i
f R fij x j 0
i

0 f Ri 1

f Ri fij x j 0

0 f Ri 1

f Ri fij x j

f
f

ij

ij

xj

f Ri

x j f Ri

This is called as Gomorys constraint.

fij

x j w f Ri

Now 1 x2 + (2/5) w1 + (-1/5) w2 = 7/5

As

fij

x j w f Ri

Gomorys constraint will be :

[(2/5) w1 + (4/5) w2] + w3 = (2/5)

ci

xi

3
x1

5
x2

x2

x1

w3

0
w1

0
w2

0
w3

RHS

2/5 -1/5
-3/5 4/5

-2/5 -4/5

7/5
17/5
-2/5

1/5

86/5

7/5

(-1/2) (-7/4)

3
x1

5
x2

0
w1

0
w2

0
w3

ci

xi

x2

x1

1
4

w1

1
0

Hence Optimal Solution is

x1 = 4, x2 = 1, z = 17

1/2

RHS

17

Assignments for Cutting Plane Method:

(1) Max Z = x1 + 2x2
S/t 7x1 + 6x2 42 ; x2 4.5 ; x1 , x2 0 & integers

(2) Max Z = 3x1 + 4x2

S/t 3x1 + 2x2 8 ; x1 + 4x2 10 ; x1,x2 0 & integers

(3) Max Z = 3x1 + 5x2

S/t x1 + 4x2 9 ; 2 x1 + x2 11, x1, x2 0 & integers

(4) Max Z = x1 + 3x2

S/t 2x1 - 3x2 4 ; -x1 + 2x2 7 ; 3x1 + x2 9 ;
x1,x2 0 & integers.

Thank you
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)