0 valutazioniIl 0% ha trovato utile questo documento (0 voti)

25 visualizzazioni41 pagineIP #2

Apr 29, 2014

© © All Rights Reserved

PPTX, PDF, TXT o leggi online da Scribd

IP #2

© All Rights Reserved

0 valutazioniIl 0% ha trovato utile questo documento (0 voti)

25 visualizzazioni41 pagineIP #2

© All Rights Reserved

Sei sulla pagina 1di 41

053/8

March 4, 2014

references:

IP Formulation Guide (on the website) Tutorial on IP formulations. Applied Math Programming

What chiefly characterizes creative thinking from more mundane forms are (i) willingness to accept vaguely defined problem statements and gradually structure them, (ii) continuing preoccupation with problems over a considerable period of time, and (iii) extensive background knowledge in relevant and potentially relevant areas. -- Herbert Simon

Very quick review of integer programming Building blocks for creating IP models Logical constraints Non-linear functions Set covering and packing. Other combinatorial problems modeled as IPs

Integer Programs

Integer programs: a linear program plus the additional constraints that some or all of the variables must be integer valued. We also permit xj {0,1}, or equivalently, xj is binary This is a shortcut for writing the constraints: 0 xj 1 and xj integer.

x 2 or x 5

x

Suppose that 0 x 8

0 2 4 6 8 10

10

5

Suppose that 0 x 8 Choose a binary variable w so that if w = 1, then x 5. w if w = 0, then x 2.

x 0 2 4 6 8 10

x 5 5(1-w) = 5w x 2 + 6w

These two constraints eliminate all infeasible solutions, but no feasible solution.

6

x 2 or x 5

x 0 2 4 6 8 10

x 5 M(1-w) x 2 + Mw

These two constraints eliminate all infeasible solutions, but no feasible solution. (But there are more solutions for the LP.)

Assume that all variables are integer valued. Assume a bound u* on coefficients and variables; e.g., xj 10,000 for all j. |aij| 10,000 for all i, j.

|ai1x1 + ai2 x2 + + ain xn| bi + M

That is, we will be able to satisfy any constraint by adding M to the RHS. And we can satisfy any constraint by subtracting M from the RHS.

8

Modeling

x1 + 2x2 12 or 4x2 10x3 1.

Logical constraints.

Suppose that xi is bounded for all i.

or constraints

x1 + 2x2 12 M(1-w) 4x2 10x3 1 + Mw.

IP constraints. Suppose that M is very large.

To show: The logical constraints are equivalent to the IP constraints. Suppose that (x, w) is feasible, for the IP. If w = 1, then x1 + 2x2 12

Logical constraints. Suppose that xi is bounded for all i.

IP constraints. Suppose that M is very large.

Else 4x2 10x3 1 then let w = 0

x1 + 2x2

12

4x2 10x3 1.

the other constraint is redundant

If-then constraints

If A then B is equivalent to (Not A) or B or both. If it is a crow, then it is black. Either it isnt a crow, or it is black, or both. How would one model If x1 12 then x2 7? You may assume that 0 x1 100 0 x2 100 x1, x2 are integers. And let w {0,1} be the new variable.

11

A.

B.

C.

D.

12

Suppose that there is a linear cost of production, after the process is set up. There is a cost of setting up the production process. The process is not set up unless there is production.

13

cost

12 10 8 6 4 2 0

y = 0

if x = 0

y = 2 + 2x

if x 1

10

14

cost

12 10 8 6 4 2 0

y = 0

if x = 0

y = 2 + 2x

if x 1

y = 2w + 2x w {0,1}

15

A.

Yes. The variables are all correctly defined. No. There is nothing to prevent y = 2x even if x > 0.

B.

16

0 x 10 and x is integer

w

1

10

wx x 10w

y = 2w + 2x

17

0 x 10 and x is integer

w

1

10

wx x Mw

y = 2w + 2x

18

In 1502, the alchemist Zor Primal has set up shop creating gold, silver, and bronze medallions to celebrate the 10th anniversary of the discovery of America. His trainee alchemist (TA) makes the medallions out of lead and pixie dust. Here is the data table. Gold TA labor (days) lead (kilos) pixie dust (grams) Profit ($) 2 1 10 52 Silver 4 1 5 30 Bronze 5 1 2 20 Available 100 30 204

Zor is unable to get any of his reactions going without an expensive set up. Cost to set up $500 $400 $300

19

Maximize

subject to

2 x 1 + 4 x2 + 5 x3 100 30 1 x1 + 1 x 2 + 1 x3 x1, x2 , x3 0 integer

10 x1 + 5 x2 + 2 x3 204

20

The IP Formulation

Max

s.t.

-500 w1 + 52 x1 2 x1 + 4 x2 + 5 x3 1 x1 + 1 x2 + 1 x3

500 w2 + 30 x2 - 300 w3 + 20 x3

100 30

10 x1 + 5 x2 + 2 x3 204

wi xi for all i.

x 3 M w 3;

x 1 M w 1;

x 2 M w 2;

Is that OK?

21

A.

B.

C.

The constraint wi xi is satisfied by every feasible solution. If xi = 0, then the optimal solution will wi xi is satisfied by every feasible solution. The formulation is wrong if these constraints are eliminated.

22

cost

y = 2x

if 0 x 3

y = 9x

y = -5 + x

if 4 x 7

if 8 x 9

It can be accomplished using integer programming. One method is given on the next slides.

23

cost

y = 2x y = 9x y = -5 + x

3 7 9 x

if 0 x 3 if 4 x 7 if 8 x 9

x is integer valued.

If the variables are defined as above, then y = 2x1 + (9w2 - x2) + ( - 5 w3 + x3)

24

Add constraints

Definitions of the variables. Constraints

0 x1 3 w 1 w1 {0, 1} 4w2 x2 7 w2 w2 {0, 1} 8w3 x3 9 w3

w3 {0, 1} w1 + w 2 + w3 = 1 x = x1 + x 2 + x 3

Suppose that 0 x 9, x integer. xi integer i

If (x, w) satisfies the definitions, then it also satisfies the constraints. If (x, w) satisfies the constraints, then it also satisfies the definitions.

25

Mental Break

26

053 Chocolates

5

4 8 11 10 14

6

7 9

Locate 053 Chocolate stores so that each district has a store in it or next to it. Minimize the number of stores needed.

12 15

13 16

27

xj = 1 if set j is selected xj = 0 otherwise Minimize x1 + x2 + + x16 s.t. x1 + x2 + x4 + x5 1 x1 + x2 + x3 + x5 + x6 1 Constraints Variables Objective

28

There is a set of elements S = {1, 2, , m}. In 053-chocolates, elements are districts There is a collection S1, S2, , Sn of subsets of elements. Sj S for each j.

In 053-chocolates, the subsets are districts that are covered by placing a store.

S=

Set Cover Problem: find a minimum size (or min cost) cover of S.

29

30

Locating fire stations, or hospitals, or ambulances.

Collecting information about a set of items from as few databases as possible Scheduling crews to airplanes Identifying computer viruses (IBM example)

Out of 5000 viruses, they identified 9000 strings of 20 bytes not found in good code.

They found a set cover of 180 strings. This made searching easier.

31

1 5 4

2 6

7

8 9

Locate as many 053 Chocolate stores as possible so that no two stores are in adjacent districts.

How many stores can you find?

11

10 14

12

15

13

16 16 16

32

Sj S for each j.

We say that index set J is a feasible packing if Si Sj = for all i, j J with i j. Set Cover Problem: find a maximum size (or min cost) cover of S.

33

34

Seating students during an exam Cutting doors (for manufacturing of cars) out of large metal sheets Combinatorial auction problem (on problem set) Assigning students to rooms in a dorm. Scheduling surgeries in a hospital at 9 AM.

35

Graph Coloring

This is a map of the counties in Colorado. What is the fewest number of colors need to color all of the counties so that no counties with a common border have the same color?

36

Graph Coloring

37

G = (N, A) N = {1, 2, 3, n} set of counties A = set of arcs. (i, j) A if counties i and j are adjacent.

Exercise: write an integer program whose solution gives the minimum number of colors to color a map.

x ik

38

1 if color k is used yk = 0 if color k is not used

x ik

Min s.t

k y k x

k

ik

=1 " i N

Each county is given a color. If counties i and j share a common boundary, then they are not both assigned color k. If county i is assigned color k, then color k is used.

x ik + x jk 1

for (i , j ) A and for k = 1 to 4

x ik y k

x ik {0,1}

y k {0,1}

39

The University of Waterloo has to schedule 500 exams in 28 exam periods so that there are no exam conflicts.

G = (N, A)

N = {1, 2, 3, n} set of exams. 28 periods.

x ik

for (i , j ) A and "k [1, 28]

x ik + x jk 1

40

Logical constraints Non-linear objectives Set covering, and set packing Coloring and partitioning and many more not mentioned yet

41

## Molto più che documenti.

Scopri tutto ciò che Scribd ha da offrire, inclusi libri e audiolibri dei maggiori editori.

Annulla in qualsiasi momento.