Session # 6

Integer programming

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Course: Operations/ Optimization Models for

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Shounak Basak
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Managerial Decisions Pa
Room no. 6, Library Building,
Programme: GMP19 XLRI – Xavier School of Management,
Term II, 2019 Jamshedpur – 831001
Jamshed1
Phone: 0657 – 665 – 3424
Email: shounak@xlri.ac.in

Shounak Basak
PODS Area, XLRI – Xavier School of Management
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Integer programming

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Types of integer programming

• Pure Integer programming problems

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• Mixed Integer programming problems

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• Binary Integer programming problems

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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LP sensitivity problem
Problem # 6.1

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Solve the following problem graphically:

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max 𝑧 = 5𝑥1 + 10𝑥2

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Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0; 𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

at
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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

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20 M
𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

at
20 M
𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Solution
Problem # 6.1

max 𝑧 = 5𝑥1 + 10𝑥2

Subject to −2𝑥1 + 4𝑥2 ≤ 6

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6𝑥1 + 3𝑥2 ≤ 30

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𝑥1 , 𝑥2 ≥ 0;

at
20 M
𝑥1 , 𝑥2 𝑎𝑟𝑒 𝑖𝑛𝑡𝑒𝑔𝑒𝑟𝑠

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Binary integer programming

• Either – or alternatives:

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If either 𝑥1 or 𝑥2 are being considered, then 𝑥1 + 𝑥2 = 1, with 𝑥1 , 𝑥2 𝑏𝑒𝑖𝑛𝑔 0,1

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If neither of them is also a possibility, then 𝑥1 + 𝑥2 ≤ 1

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Binary integer programming

• 𝑘 – out of – 𝑛 alternatives:

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If 2 machines out of 5 machines are to be active: 𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 = 2

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If at least 2 machines out of 5 machines are to be active: 𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 ≥ 2

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If at most 2 machines out of 5 machines are to be active: 𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 + 𝑥5 ≤ 2

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Binary integer programming

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• 𝑖𝑓 − 𝑡ℎ𝑒𝑛 alternatives:

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If 𝑥2 requires 𝑥1 to occur but not vice versa: 𝑥1 − 𝑥2 ≥ 0

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If both 𝑥1 and 𝑥2 require the other to occur: 𝑥1 − 𝑥2 = 0

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Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Binary integer programming

• Either – or constraints:

• For lower limit constraints:

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2𝑥1 + 3𝑥2 ≥ 20 , 4𝑥1 + 5𝑥2 ≥ 30

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The either – or constraint is:

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2𝑥1 + 3𝑥2 ≥ 20𝑦1 , 4𝑥1 + 5𝑥2 ≥ 30(1 − 𝑦1 )

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Where, 𝑦1 is binary variable

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• For upper limit constraints:
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2𝑥1 + 3𝑥2 ≤ 20 , 4𝑥1 + 5𝑥2 ≤ 30
The either – or constraint is:

2𝑥1 + 3𝑥2 ≤ 20 +𝑀𝑦1 , 4𝑥1 + 5𝑥2 ≤ 30 + 𝑀(1 − 𝑦1 )

Where, 𝑦1 is binary variable and 𝑀 is a very large number
Shounak Basak
9/13/2019
PODS Area, XLRI – Xavier School of Management
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Binary integer programming

• Minimum level requirements:

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If 𝑥1 is greater than 200 when selected:

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𝑦1 is 1 when selected,

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Then, 𝑥1 − 200𝑦1 ≥ 0, where, 𝑦1 is binary

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𝑥1 ≤ 𝑀𝑦1
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Shounak Basak
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PODS Area, XLRI – Xavier School of Management
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References
Material for the Lecture has been sourced from: Selected References:

Stevenson, W. J., & Ozgur, C. (2006). Introduction to management science with

spreadsheets and student CD. McGraw-Hill, Inc...
Hillier, F. S., & Lieberman, G. J. (2012). Bodhibrata Nag and Preetam

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Basu,“Introduction to Operations Research”.

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Vanderbei, R. J. (2015). Linear programming. Heidelberg: Springer.

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G. Hadley, Linear Programming, Addison-Wesley, Reading, Massachusetts, 1962

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PODS Area, XLRI – Xavier School of Management
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