IE716, Integer Programming: Theory and Computations

Assignment 1, January 13, 2017

Due Monday, January 20, 2017 in class

Note: There are 5 questions on 1 pages for 20 marks.

1. [2 marks] Construct a small example of a pure integer program in two variables whose solution is
finite and well defined, but whose LP relaxation has an unbounded solution.

2. [4 marks] Exercise 1.2 from the text book [CCZ].

3. [4 marks] Exercise 1.8 from the text book [CCZ].

4. Let A, b, c, p be given. If a linear program (LP1 ) max cT x subject to Ax = b, x ≥ 0 has a unique

optimal solution x∗ with x∗1 < p, then either the related linear program (LP2 ) max cT x subject to
Ax = b, x ≥ 0, x1 ≥ p is infeasible or every optimal solution of (LP2 ) must have x1 = p.
(a) [4 marks] Prove this statement.
(b) [2 marks] Using this fact, solve Exercise 9.13 of the textbook [CCZ].

5. [4 marks] Consider the mixed binary problem

min y
s.t. 2x1 + . . . + 2xn + y = n,
x1 , . . . , xn ∈ {0, 1},
y ≥ 0,

where n is an odd natural number. Show that the number of nodes in LP based branch-and-bound
for this problem is at least 2n/2 regardless of how we pick a branching variable at each node. Can
we do better if we select a split disjunction for branching? Explain.