QAM-III

Integer Programming
Queuing Theory
Simulation
Decision Analysis
 Evaluation
1 Quiz - No Makeup (20%)
1-2 Assignments (10-15%)
Exam (60-70%)

Claroline DS103 (QAM-III Section D)

Registration code GOMORY
 INTEGER PROGRAMMING
• Limitations of LP
– Variables are continuous.
– Cannot handle Discrete/ Integer variables.
• Many real world problems require integer values
– No. of plants to open.
– How many aircrafts to purchase.
• Fractional values are meaningless
• Easiest approach : round off to nearest integer
• Is it viable? Are there any dangers?
– 1. Solution may be sub-optimal
– 2. Solution may be infeasible.
• Dangers are particularly serious with many integer
variables. Why?
• However, there are situations where rounding may be a
reasonable option.
– when variable values are large. Why?
– Contrast rounding x=25.5 against x=1.5.
– What is the impact on constraint feasibility and objective
function?
– 2% vs. 33%
 Dangers of Rounding
IP optimum

X2
Rounding up
LP optimum

Rounding down

X1
 Zero One Programming
• A special class of integer programs
• Each variable can take only two possible values: 0 or 1
• Binary variables Binary Integer Program (BIP).
• What does such a variable represent?
– Yes/No decisions x=1 (yes), x=0 (no)
• Whether to locate a plant in Lucknow or not
• Whether to invest in a particular stock or not
• Is rounding a reasonable approach here?
• It will lead to gross errors, producing a meaningless solution.
 LP vs. IP
Maximize cjxj
aijxj  bi i = 1,2,... m (LP)
xj  0 j = 1,2,....n
Maximize cjxj
aijxj  bi i = 1,2,... m (IP)
xj  0 and integer j = 1,2,....n
IP is much harder to solve than LP! Why?
No efficient general purpose algorithm like Simplex.
Sounds a bit paradoxical! Why?
What is the number of feasible solutions in
an LP? In an IP?
Why are we able to solve the LP efficiently
despite an infinite number of feasible
solutions?
Optimal solution must occur at a corner
point in an LP.
Simplex algorithm provides a nice
mechanism to move from one corner point
to another.
What about IP?
 Some Integer programs are easy to solve
• Recall the Assignment Problem.
• LP or IP?
• Integer solution is obtained even if solved as LP.
Why?
• Transportion/Assignment Problems have the
Integrality property.
– If supplies/demands are integer, then shipment
qunatities are also integer in the LP optimal
solution. Why?

Constraint matrix has only 0/1 values.

Any sub-matrix has determinant value 0, 1 or -1.
Unimodularity property.
 Applications of Integer Programming
• Many real world applications
– Plant Location Problem
– Vehicle Routing Problem
– Airline Crew Scheduling
– Telecom network design
Plant Location Problem Satisfy customer demand
Plant capacity constraint
Minimize Total Cost (Fixed and transp.)
 Vehicle Routing Problem
20 5
1 20
15 11 22
3 40 25 15
9 20 12 30 10 23 30
17 18 19
10 2 25 21
20 6
13
5 10 10
4 5 0
30
7 8
10
10 20 14
20
20
15 16
20 W=100
50
 Airline Crew Scheduling
0830

0700
Telecom Network Design