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60 tayangan16 halamanA document on Integer Programming, including its uses, applications, formulations,etc

Feb 23, 2016

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A document on Integer Programming, including its uses, applications, formulations,etc

© All Rights Reserved

60 tayangan

A document on Integer Programming, including its uses, applications, formulations,etc

© All Rights Reserved

- MIT6_251JF09_SDP
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- IJMET_10_01_022
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- Lecture W3 1
- 54627283-MB0048-set-1-and-2
- book-ch4.pdf
- Transportation
- exercises com soluções
- fmipw1-6.pdf

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Budgeting; Flight scheduling- to ensure maximum output)

Compiled by:

Simran Katyal (14108006)

Hansin Garg (14108011)

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.

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

Programming (ILP), in which the objective function and the

constraints are linear.

II.

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.

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.

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.

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

military planning problems asked by the US Air Force that were

written as a linear program, that is a system of linear equations.

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

that x1 and x2 are required to be Integers for it to be an Integer

Linear Programming function.

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)

Xj= 0 or 1

(j= 1,2...n)

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

Otherwise.

And

cj = Cost for assigning a crew to route j.

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.

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.

Minimize:

cijxij + fiyi

Subject to:

xij = dj

xij yi(dj) 0

(j= 1,2n)

(i= 1,2m)

yi = 0 or 1

(i= 1,2m)

d) Furniture Manufacturer:

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.

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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