Practice problems on Integer Linear Programming

Q1. Vincent Cardoza is the owner and manager of a machine shop that does custom order work.
This Wednesday afternoon, he has received calls from two customers who would like to place
rush orders. One is a trailer hitch company which would like some custom-made heavy-duty
tow bars. The other is a mini-car-carrier company which needs some customized stabilizer bars.
Both customers would like as many as possible by the end of the week (two working days).
Since both products would require the use of the same two machines, Vincent needs to decide
and inform the customers this afternoon about how many of each product he will agree to make
over the next two days.
Each tow bar requires 3.2 hours on machine 1 and 2 hours on machine 2. Each stabilizer bar
requires 2.4 hours on machine 1 and 3 hours on machine 2. Machine 1 will be available for 16
hours over the next two days and machine 2 will be available for 15 hours. The profit for each
tow bar produced would be $130 and the profit for each stabilizer bar produced would be $150.
Vincent now wants to determine the mix of these production quantities that will maximize the
total profit.
(a) Formulate an IP model for this problem.
(b) Use a branch and bound approach to solve this model.
(Solution: 0 tow bars and 5 stabilizer bars with maximum profit of $750)
Q2. Pawtucket University is planning to buy new copier machines for its library. Three
members of its Operations Research Department are analysing what to buy. They are
considering two different models: Model A, a high-speed copier, and Model B, a lower-speed
but less expensive copier. Model A can handle 20,000 copies a day, and costs $6,000. Model
B can handle 10,000 copies a day, but costs only $4,000. They would like to have at least six
copiers so that they can spread them throughout the library. They also would like to have at
least one high-speed copier. Finally, the copiers need to be able to handle a capacity of at least
75,000 copies per day. The objective is to determine the mix of these two copiers which will
handle all these requirements at minimum cost.
(a) Formulate an IP model for this problem.
(b) Use a branch and bound approach to solve this model.
(Solution: No. of high-speed copiers: 2, No. of low-speed copiers: 4, Minimum cost=$28,000.)
Q3. A project manager in a company is considering a portfolio of 10 large project investments.
These investments differ in the estimated long-run profit (net present value) they will generate
as well as in the amount of capital required. Let Pj and Cj denote the estimated profit and capital
required (both given in units of millions of Rs.) for investment opportunity j (j=1,...,10)
respectively. The total amount of capital available for these investments is Q (in units of
millions of Rs.)
Investment opportunities 3 and 4 are mutually exclusive and so are 5 and 6. Furthermore,
neither 5 nor 6 can be undertaken unless either 3 or 4 is undertaken. At least two and at most
four investment opportunities have to be undertaken from the set {1,2,7,8,9,10}. The project
manager wishes to select the combination of capital investments that will maximise the total
estimated long-run profit subject to the restrictions described above.
Formulate this problem using an integer programming model.
Q4. To promote on-campus safety, the U of A Public Safety Department is in the process of
installing emergency telephones at selected locations. The department wants to install the
minimum number of telephones that serve each of the campus main streets. The figure maps
the campus principal streets.

(Solution: 4 telephones at junctions 1, 2, 5, and 7.)

Q5. Five projects are being evaluated over a 3-year planning horizon. The following table
gives the expected returns for each project and the associated yearly expenditures:

Expenditures ($million)/year
Project Returns ($million)
1 2 3

1 5 1 8 20

2 4 7 10 40

3 3 9 2 20

4 7 4 1 15

5 8 6 10 30

Available funds ($million) 25 25 25

Which projects should be selected over the 3-year horizon? (Solution: Select Projects 1, 2, 3,
and 4 with return $95 million.)

Q6. Consider a chef who must plan a banquet. Possible menu items and cost data are shown
in the following Table. The banquet is to consist of at least one appetizer; exactly one salad: at
least one, but no more than two vegetables; and exactly one entree. The chef wants to select
items that will minimize the total cost of the banquet. This problem is called a multiple-choice
problem because the chef must pick one or more items front each of several categories.
 Item Cost per serving
Appetizers
Type 1 Rs. 0.25
Type 2 Rs. 0.30
Type 3 Rs. 0.35
Salads
Type 4 Rs. 0.25
Type 5 Rs. 0.45
Vegetables
Type 6 Rs. 0.20
Type 7 Rs. 0.15
Type 8 Rs. 0.40
Entrees
Type 9 Rs. 1.25
Type 10 Rs. 2.50
Type 11 Rs. 3.00

Formulate the chef's multiple-choice problem as a integer linear programming problem in order
to minimize the total cost of items selected for inclusion in the banquet subject to :
(a) Total number of types of appetizers selected for inclusion ≥ 1
(b) Total number of types of salads selected for inclusion = 1
(c) Total number of types of vegetables selected for inclusion ≥ 1
(d) Total number of types of vegetables selected for inclusion ≤ 2
(e) Total number of types of entrees selected for inclusion = 1

(Solution: Z = 1.9, X1=X4=X7=X9 = 1)

Q. 7 Solve the following problems by branch and bound method:
(a) max 4x1 + 8x2 + x3
subject to
x1 + 3x2 − x3 ≤ 8,
2x1 + 2x2 + x3 ≤ 7,
−x1 + 5x2 + 3x3 ≤ 8,
x1 , x2 , x3 ≥ 0 and integer.
(b) max 4x1 + 3x2
subject to
3x1 + 5x2 ≤ 11,
4x1 + x2 ≤ 8,
x1 ≥ 0 and integer,
x2 ≥ 0.
(c) max 9x1 + 10x2
subject to
2x1 + 5x2 ≤ 15,
x1 ≤ 3,
x1 , x2 ≥ 0 and integers.
Q. 8 (a) max 3x1 + 4x2
subject to
either x1 ≤ 4 and x2 ≥ 5
or x1 ≥ 5 and x2 ≤ 2
Formulate the mixed integer programming problem equivalent to the above problem.
Q. 9 Formulate the equivalent mixed integer program for the problem
max 5x1 + 6x2 + 2x3
where (x1 , x2 , x3 ) satisfies at most 2 of the following 4 constraints
3x1 +8x2 ≤ 5
3x1 − 7x2 +x3 ≤ 9
2x1 +3x2 − 7x3 ≤ 4
−5x1 +7x2 +8x3 ≤ 5
x1, x2, x3 ≥ 0