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INTEGER PROGRAMMING

(With special emphasis on choosing plant locations in Capital


Budgeting; Flight scheduling- to ensure maximum output)

Compiled by:
Simran Katyal (14108006)
Hansin Garg (14108011)

Section 1: Background of this Technique


Over the last 20 years, the combination of faster computers, more
reliable data, and improved algorithms has resulted in easy solutions of
many integer programs of practical interest. Integer programming
models are used in a wide variety of applications, including scheduling,
resource assignment, production planning, supply chain design, auction
design, telecommunication networks, cellular networks and many others.

Section 2: Introduction
I.

An integer-programming problem is a mathematical optimization


or feasibility program in which some or all of the variables are

restricted to be integers. The term also refers to Integer Linear


Programming (ILP), in which the objective function and the
constraints are linear.
II.

Linear programming (linear optimization) is a method to achieve


the best outcome (such as maximum profit or lowest cost) in a
mathematical model whose requirements are represented by linear
relationships.

Section 3: Abstract

I.

The foundation of much of analytical decision-making is linear


programming. In a linear program, there are variables, constraints,
and an objective function. The variables, or decisions, take on
numerical values. Constraints are used to limit the values to a
feasible region. These constraints must be linear in the decision
variables. The objective function then defines which particular
assignment of feasible values to the variables is optimal: it is the
one that maximizes (or minimizes, depending on the type of the
objective) the objective function. The objective function must also
be linear in the variables.

II.

Integer programming adds additional constraints to linear


programming. An integer program begins with a linear program,

and adds the requirement that some or all of the variables take on
integer values.
III.

There are two main reasons for using integer variables when
modeling problems as a linear program:
The integer variables represent quantities that can only be
integer. For example, it is not possible to build 3.7 cars.
The integer variables represent decisions and so should only
take on the value 0 or 1.

These considerations occur frequently in practice and so integer


linear programming can be used in many applications areas.

KEYWORDS
1. Integer Programming
2. Linear Programming
3. Optimization
4. Capital Budgeting
5. Scheduling
6. Objective Function
7. Constraints

Section 4: Literature Review

1) In 1947, G.B. Dantzig conceived the Simplex Method to solve


military planning problems asked by the US Air Force that were
written as a linear program, that is a system of linear equations.

2) Fleet Assignment Integer programming model (By: Jeph


Abara):
By considering available resources like aircraft and gates,
American airlines creates a schedule with repeating patterns of
flights within it, that comprises of over 2300 flights per day to 150
cities using more than 500 jets. The objective of the fleet
assignment process is to assign as many flight segments as
possible in a schedule to American Airlines ten fleet types, while
optimizing a certain objective function (saving operating costs or
maximizing profit) and meeting operational constraints (restriction
of certain flights to operate within certain aircraft types, restriction
on the number of aircraft that can remain overnight at particular
stations, limits on arrivals and departures at a station during the
day. The integer program formulation, on being given a schedule
with the departure and arrival times indicated, solves the fleet
assignment problem by determining which flights should be
assigned to which aircraft types to optimize the objective function.

Section 5: Formulation

A)
An integer linear program in canonical form is expressed as:

B)
An ILP in standard form is expressed as:

Where the entries of c,b are vectors and A is a matrix, having integer
values.

Variants:
Mixed integer linear programming (MILP) involves problems in
which only some of the variables, xi, are constrained to be integers,
while other variables are allowed to be non-integers.
Zero-one linear programming involves problems in which the
variables are restricted to be either 0 or 1. Note that any bounded
integer variable can be expressed as a combination of binary
variables.

The region depicted in Green is the feasible region for solving the

linear equations in x1 and x2 (after plotting the constraints). Note


that x1 and x2 are required to be Integers for it to be an Integer
Linear Programming function.

Section 6: Case Studies

a) Capital Budgeting:
In a typical capital-budgeting problem, decisions involve the selection of
a number of potential investments. The investment decisions might be
to choose among possible plant locations, to select a configuration of
capital equipment, or to settle upon a set of research-and-development
projects. Often it makes no sense to consider partial investments in
these activities, and so the problem becomes a gono-go integer
program.
The decision variables are taken to be xj = 0 or 1, indicating that the
jth investment is rejected or accepted. Assuming that cj is the
contribution resulting from the jth investment and that aij is the
amount of resource i, such as cash or manpower, used on the j th
investment, we can state the problem formally as:

Maximize: Xn
Subject to:

= cjxj

(j= 1,2n)

Xn = aijxj bi (i= 1,2...m)


Xj= 0 or 1

(j= 1,2...n)

Objective of investigation: The objective is to maximize total


contribution from all investments without exceeding the limited availability
bi of any resource.

b) Scheduling:
The entire class of problems referred to as sequencing, scheduling,
and routing are inherently integer programs. As a specific example,
consider the scheduling of airline flight personnel. The airline has a
number of routing legs to be flown, such as 10 A.M. New York to
Chicago, or 6 P.M. Chicago to Los Angeles. The airline must
schedule its personnel crews on routes to cover these flights. One
crew, for example, might be scheduled to fly a route containing the
two legs just mentioned.
The decision variables, then, specify the scheduling of the
crews to routes:
Xj = 1 If a crew is assigned to route j;
1 Otherwise.
Let
aij = 1
1

If leg i is included on route j;


Otherwise.

And
cj = Cost for assigning a crew to route j.

The coefficients aij define the acceptable combinations of legs and


routes, taking into account such characteristics as sequencing of legs for
making connections between flights and for including in the routes
ground time for maintenance.
The model becomes:
Minimize:

Xn= cjxj

Subject to:

aijxj= 1

(j= 1,2n)
(i = 1, 2m)

Xj = 0 or 1 (j = 1, 2n)
The ith constraint requires that one crew must be assigned on a route to
fly leg i.

c) Warehouse Location:
In modeling distribution systems, decisions must be made about
tradeoffs between transportation costs and costs for operating
distribution centers. As an example, suppose that a manager must
decide which of n warehouses to use for meeting the demands of
m customers for a good. The decisions to be made are which
warehouses to operate and how much to ship from any warehouse
to any customer.
Let
Yi = 1 If warehouse i is opened
1 If warehouse i is not opened.

Xij = Amount to be sent from warehouse i to customer j.

The relevant costs are:


i. Fi = Fixed operating cost for warehouse i, if opened (for example, a
cost to lease the warehouse).
ii. Cij = Per-unit operating cost at warehouse i plus the transportation
cost for shipping from warehouse i to customer j.
There are two types of constraints for the model:
i. The demand dj of each customer must be filled from the
warehouses.
ii. Goods can be shipped from a warehouse only if it is opened.

The model is:


Minimize:

cijxij + fiyi

Subject to:

xij = dj
xij yi(dj) 0

(i= 1,2m), (j= 1,2n)


(j= 1,2n)
(i= 1,2m)

xij 0 (i= 1,2m) (j= 1, 2...n)


yi = 0 or 1

(i= 1,2m)

d) Furniture Manufacturer:

Section 7: Scope of this technique

An industrial application:
An enterprise manufactures boards (such as printed circuit boards).
Holes, into which elements will be inserted, are to be drilled into the
boards. From the technical drawing, we can determine the
distance cij between the ith and jth hole to be drilled for i, j = 1,2n. A
computer numerical control (CNC) machine will process the boards
automatically. The goal is to determine an optimal path so that its length
(hence, the total machining time per board) is minimal.

Classical (one-dimensional) formulation:


A building contractor needs steel rods of lengths l1, l2...lm to reinforce
a construction. The contractor needs b1 pieces of rods of length l1, it
needs b2 pieces of rods of length 2, and it needs bm pieces of rods of
length lm. Steel works supply rods of a few standard lengths L1, L2Ln.
A rod of length Lj costs cj for j = 1, 2n. The goal is to determine how
many rods to order from the steel works and how to cut them to reinforce
the construction with minimum purchase expenses.

Classical formulation:
A travelling salesman is to visit n cities, having some business in each of
them. The salesman is to visit each city exactly once. The distance of the
city i from the city j is cij for i, j = 1, 2n. The goal is to determine the
order of the cities in which the salesman is to visit them so that the
salesmans travelling expenses are minimal.

Transport formulation:
A company has to deliver goods/ a mail-order firm has to deliver parcels
ton customers/ addressees. (A postal service provides regular collection
of mail from post boxes or regular transport of packets from post offices
in the city; a refuse collection service provides regular collection of
rubbish from the dustbins that are located at n spots; etc.) The distance
between the places i and j, which are to be serviced, is cij for i, j = 1, 2
n. The goal is to determine an optimal shortest round-trip.

Section8:References
TITLE

AUTHOR

SOURCE

ApplyingIntegerLinearProgramming
totheFleetAssignmentProblem

JephAbara

Interfaces,Volume19,Number
4,JulyAugust1989(pp.2028)

Optimalplanninginlargemultisite
productionnetworks

ChristianH.Timpe,
JosefKallrath

ABoundonSolutionsofLinear
IntegerEqualitiesandInequalities
MultiprojectSchedulingwithLimited
Resources

EuropeanJournalofOperational
Research,126(2000),pp.422
435
VonzurGathen,J.and ProcAmer.Math.Soc.72155
Sievekmg,M.(1978).A
158
A.A.B.Pritsken,L.J.
Watters,andP.M.
Wolfe.

ZeroOneProgramming
ApproachManagementScience
1969

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