Professional Documents
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ILP
ILP
child nodes
... Level 2
...
• each node is a partial solution, i.e. a part of • current solution is infeasible
the solution space
Branching on Variables Branching on Constraints
• split problems into sub problems to cut off • split problems into subproblems to cut off
current solution current solution
Decision Variables
Restrictions
Use the first letter of each stock’s name
• Invest up to $3 million
Example for Trans-Texas Oil:
• Include at least 2 Texas companies
T = 1 if Trans-Texas Oil is included
• Include no more than 1 foreign company
T = 0 if not included
• Include exactly 1 California company
Objective Function (in $1000’s return) • If British Petro is included, then
Trans-Texas Oil must also be included
Max 50T + 80B + 90D + 120H + 110L +
40S + 75C
ST: (in $1000’s return) If British Petro is included (B=1), then
Invest up to $3 Million Trans-Texas Oil must also be included (T=1)
480T + 540B + 680D + 1000H
+ 700L + 510S + 900C < 3000 T=0 T=1
Combinations B=0 ok ok
Include At Least 2 Texas Companies of B and T
B=1 not ok ok
T+H+L > 2
B<T
Include No More Than 1 Foreign Company
allows the 3 acceptable combinations and
B+D < 1
prevents the unacceptable one
Include Exactly 1 California Company
S+C = 1