02-11-2023

Operations Research for Managers

Session Topic : Formulation with Auxiliary Binary Integers

PGPM Term-II

Binary Integer Programming:

• A binary decision variable is a binary variable that represents a

yes-or-no decision.

• An auxiliary binary variable is an additional binary variable that is

introduced into the model, not to represent a yes-or-no decision, but
simply to help formulate the model as a (pure or mixed) BIP problem.

• Auxiliary binary variables will be denoted by y1, y2, . . . .

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The Wyndor Problem with Mutually Exclusive

Products
• Change for Example 1: The two potential new products
(doors and windows) would compete for the same customers.
Therefore, management has decided not to produce both of
them together.

• either D = 0 or W = 0 (or both)

• mutually exclusive products.

• Linear or integer programming models do not permit an

either‐or‐restriction such as either D = 0 or W = 0.

• D + W = 1, if D and W are binary

Formulation with Auxiliary Binary Variables

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Formulation with Auxiliary Binary Variables

y1 + y2 ≤ 1
Doors: D ≤ 99y1
Windows: W ≤ 99y2

BIP model ? mixed BIP model

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Either‐Or Constraints
• Change for Example 2: The company has just opened a new
plant (plant 4) that is similar to plant 3, so the new plant can
perform the same operations as plant 3 to help produce the
two new products (doors and windows). However, for
administrative reasons, management wants just one of the
plants to be chosen to work on these products. The plant
chosen should be the one that provides the most profitable
product mix.

Production Time Used for Production Time

Each Unit Produced (Hours) Available
Plant Doors Windows per Week (Hours)
1 1 0 4
2 0 2 12
3 3 2 18
4 2 4 28
Unit Profit $300 $500

If Plant 4 chosen :
2D + 4W ≤ 28 must satisfy
If plant 3 is chosen :
3D + 2W ≤ 18 must satisfy

Relevant restriction is the following pair of either-or constraints:

Either 3D + 2W ≤ 18
Or 2D + 4W ≤ 28

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Formulation with an Auxiliary Binary Variable

Either 3D + 2W ≤ 18 must hold (due to choosing plant 3)

or

2D + 4W ≤ 28 must hold (due to choosing plant 4).

Introduce an auxiliary binary variable y to indicate which possibility is chosen

by defining y as

Either 3D + 2W ≤ 18 3D + 2W ≤ 18 + 99y

Or 2D + 4W ≤ 28 2D + 4W ≤ 28 + 99(1 ‐ y)
y is binary

when y = 0.
y=0 gives 3D + 2W ≤ 18
and 2D + 4W ≤ 28 + 99 (a relatively huge number)
so
3D + 2W ≤ 18 must hold
but 2D + 4W ≤ 28 does not need to hold

Adding Large Number(99) to the right-hand side of 2D + 4W ≤ 28 is

equivalent to eliminating the constraint.

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y=1

3D + 2W ≤ 18 + 99 (a relatively huge number)

and 2D + 4W ≤ 28

so

3D + 2W ≤ 18 does not need to hold

but 2D + 4W ≤ 28 must hold