Integer Programming:

LP Formulation
IE 142: OPERATIONS RESEARCH II

P RE P ARE D B Y C A S O N DAY
Integer Programming
In this type of LPs, all or some of the variables are restricted to having
integer values
Two Types
◦ Pure IP – all variables are integers
◦ Mixed IP – not all variables are integers

Special Case: Binary Integer Programming (BIP)

◦ Variable values can only be 1 or 0

9/17/2023 PREPARED BY CASONDAY 2

Solving Integer Programming Problems
Can we use simplex/dual simplex to solve IPs?
◦ NO. Simplex assumes all variables to be continuous

What can we use then?

◦ Complete Enumeration
◦ Rounding –off the non-integer solution
◦ Graphical Method
◦ Branch and Bound Method
◦ Gomory-Cutting Plane
◦ Other Methods

9/17/2023 PREPARED BY CASONDAY 3

IP Formulation

9/17/2023 PREPARED BY CASONDAY 4

Example 1
Tall Trees Corp manufactures wooden furniture. Table sells for P600,
while chairs sell for P900. Table requires 6.5m of wood per unit while
for chairs it is 2.5m. Only 15m of wood is available. At most, only up
to 8 chairs can be produced daily. Management requires that at
least 2 chairs are made for every table manufactured. Formulate an
IP model for this.

9/17/2023 PREPARED BY CASONDAY 5

Example 1
Let 𝑥𝑖 = number of units of product i
to produce (i=1 for tables, i=2 for
chairs) Table sells for P600, while chairs
𝑀𝑎𝑥 600𝑥1 + 900𝑥2 sell for P900
Such that
Table requires 6.5m of wood per
6.5𝑥1 + 2.5𝑥2 ≤ 15
unit while for chairs it is 2.5m. Only
𝑥2 ≤ 8
15m of wood is available.
2𝑥1 ≤ 𝑥2
𝑥𝑖 𝑖𝑛𝑡 ∀ 𝑖 ∈ {1, 2}
At most, only up to 8 chairs can
be produced daily.

Management requires that at

least 2 chairs are made for every
table manufactured.

9/17/2023 PREPARED BY CASONDAY 6

Example 2: Capital Budgeting
Five projects are being evaluated over a three-year planning
horizon. The following gives the expected returns for each project
and the associated yearly expenditures:
Expenditures (million$ /yr) Returns
Project
1 2 3 (million$)
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

If the available funds for each year is $25 million, which projects
should be selected over the three-year horizon?

9/17/2023 PREPARED BY CASONDAY 7

Example 2
Let
1, 𝑖𝑓 𝑝𝑟𝑜𝑗𝑒𝑐𝑡 𝑖 𝑖𝑠 𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑
𝑥𝑖 = ቊ , ∀ 𝑖 ∈ {1, 2, 3, 4, 5}
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

𝑀𝑎𝑥 20𝑥1 + 40𝑥2 + 20𝑥3 + 15𝑥4 + 30𝑥5

Such that
5𝑥1 + 4𝑥2 + 3𝑥3 + 7𝑥4 + 8𝑥5 ≤ 25 Year 1 costs
𝑥1 + 7𝑥2 + 7𝑥3 + 4𝑥4 + 6𝑥5 ≤ 25 Year 2 costs
8𝑥1 + 10𝑥2 + 2𝑥3 + 𝑥4 + 10𝑥5 ≤ 25 Year 3 costs
Coefficients – cost of
𝑥𝑖 𝑏𝑖𝑛 ∀ 𝑖 investment per year.

9/17/2023 PREPARED BY CASONDAY 8

Example 3: Fixed-Charge Problem
Edgeworth Inc. manufactures shirts, shorts and pants. For their
production, a specific machine is used for each type of product.
These machines are rented at a fixed cost per week. There are also
150 hours of labor and 160 yd2 of cloth available weekly.

Formulate a model that will determine the product mix that can
maximize the profit.

9/17/2023 PREPARED BY CASONDAY 9

Example 3
1, 𝑖𝑓 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝑖 𝑖𝑠 𝑡𝑜 𝑏𝑒 𝑚𝑎𝑑𝑒
Let 𝑥𝑖 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑦𝑖 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑢𝑛𝑖𝑡𝑠 𝑜𝑓 𝑝𝑟𝑜𝑑𝑢𝑐𝑡 𝑖 𝑡𝑜 𝑚𝑎𝑘𝑒

𝑀𝑎𝑥 6𝑦1 + 4𝑦2 + 7𝑦3 − 200𝑥1 − 150𝑥2 − 100𝑥3

Such that
3𝑦1 + 2𝑦2 + 6𝑦3 ≤ 150 Material
4𝑦1 + 3𝑦2 + 4𝑦3 ≤ 160 Constraints
𝑦1 ≤ 𝑀𝑥1
Constraints to
𝑦2 ≤ 𝑀𝑥2
produce or not
𝑦3 ≤ 𝑀𝑥3
𝑥𝑖 𝑏𝑖𝑛 ∀ 𝑖
𝑦𝑖 𝑖𝑛𝑡 ∀ 𝑖

9/17/2023 PREPARED BY CASONDAY 10

Mutually Exclusive Constraints
In a mutually exclusive set of constraints, only one will/may hold
◦ Mutually exclusive = choose 0 or 1

These use a binary variable

9/17/2023 PREPARED BY CASONDAY 11

Example
How do we make the following constraints mutually exclusive?
3𝑥1 + 2𝑥2 ≤ 150
5𝑥1 + 4𝑥2 ≤ 250
We introduce a binary variable y
1, 1𝑠𝑡 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
𝑦=ቊ
0, 2𝑛𝑑 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
3𝑥1 + 2𝑥2 ≤ 150 + 𝑀(1 − 𝑦)
5𝑥1 + 4𝑥2 ≤ 250 + 𝑀𝑦
If 1st constraint holds,
3𝑥1 + 2𝑥2 ≤ 150
5𝑥1 + 4𝑥2 ≤ 250 + 𝑀 Useless! LHS <= infty

If 2nd constraint holds,

3𝑥1 + 2𝑥2 ≤ 150 + 𝑀 Useless! LHS <= infty
5𝑥1 + 4𝑥2 ≤ 250

9/17/2023 PREPARED BY CASONDAY 12

Example
How do we make the following constraints mutually exclusive?
3𝑥1 + 2𝑥2 ≥ 150
5𝑥1 + 4𝑥2 ≥ 250
We introduce a binary variable y
1, 1𝑠𝑡 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
𝑦=ቊ
0, 2𝑛𝑑 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
3𝑥1 + 2𝑥2 ≥ 150 − 𝑀(1 − 𝑦)
5𝑥1 + 4𝑥2 ≥ 250 − 𝑀𝑦
If 1st constraint holds,
3𝑥1 + 2𝑥2 ≥ 150
5𝑥1 + 4𝑥2 ≥ 250 − 𝑀 Useless! LHS >= neg infty

If 2nd constraint holds,

3𝑥1 + 2𝑥2 ≥ 150 − 𝑀 Useless! LHS >= neg infty
5𝑥1 + 4𝑥2 ≥ 250

9/17/2023 PREPARED BY CASONDAY 13

Note
3𝑥1 + 2𝑥2 ≤ 150 + 𝑀(1 − 𝑦)
5𝑥1 + 4𝑥2 ≤ 250 + 𝑀𝑦

3𝑥1 + 2𝑥2 ≥ 150 − 𝑀(1 − 𝑦)

5𝑥1 + 4𝑥2 ≥ 250 − 𝑀𝑦

If constraint is… The RHS has…

≤ + 𝑀 ∗ (𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑦)

≥ − 𝑀 ∗ (𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑦)

9/17/2023 PREPARED BY CASONDAY 14

Example
How do we make the following constraints mutually exclusive?
3𝑥1 + 2𝑥2 ≤ 150
5𝑥1 + 4𝑥2 ≤ 250
8𝑥1 + 6𝑥2 ≤ 450
We may introduce multiple variables.
1, 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 𝑖 𝑑𝑜𝑒𝑠 𝑛𝑜𝑡 ℎ𝑜𝑙𝑑
𝑦𝑖 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
3𝑥1 + 2𝑥2 ≤ 150 + 𝑀𝑦1
5𝑥1 + 4𝑥2 ≤ 250 + 𝑀𝑦2
8𝑥1 + 6𝑥2 ≤ 450 + 𝑀𝑦3
∑𝑦𝑖 = 2
In this system, the only constraint where yi=0 will be activated

9/17/2023 PREPARED BY CASONDAY 15

Either-Or Constraints
Three types of automobiles, codenamed C, M and L are being
considered to be manufactured. 60,000 labor hours and 6,000 tons of
steel are available for production. At least 1,000 cars must be made
for each type that will be produced.

Requirements Type C Type M Type L

Steel (tons) 1.5 3 5
Labor hours 30 25 40
Profit ($) 2000 3000 4000

9/17/2023 PREPARED BY CASONDAY 16

Either-or Constraints
Requirements Type C Type M Type L
Steel (tons) 1.5 3 5
Labor hours 30 25 40
Profit ($) 2000 3000 4000

1, 𝑖𝑓 𝑐𝑎𝑟 𝑖 𝑖𝑠 𝑝𝑟𝑜𝑑𝑢𝑐𝑒𝑑
Let 𝑥𝑖 = number of car i to produce, 𝑦𝑖 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑀𝑎𝑥 2𝑥𝐶 + 3𝑥𝑀 + 4𝑥𝐿
𝑥𝑖 ≤ 𝑀𝑦𝑖 , ∀ 𝑖 ∈ {𝐶, 𝑀, 𝐿} If type i is produced, quantity can be any amount
𝑥𝑖 ≥ 1,000𝑦𝑖 If type i is produced, quantity must exceed 10,000
1.5𝑥𝐶 + 3𝑥𝑀 + 5𝑥𝐿 ≤ 6,000
30𝑥𝐶 + 25𝑥𝑀 + 40𝑥𝐿 ≤ 60,000
𝑥𝑖 ≥ 0, 𝑖𝑛𝑡 and 𝑦𝑖 𝑏𝑖𝑛 ∀ 𝑖 ∈ {𝐶, 𝑀, 𝐿}

9/17/2023 PREPARED BY CASONDAY 17

Example
Formulate the shaded region as a set of constraints.

Let 𝑦𝑖 𝑏𝑖𝑛
Left Region (y=0):
𝑥1 ≤ 1 + 𝑀𝑦
𝑥2 ≤ 2 + 𝑀𝑦

Right Region (y=1):

𝑥1 ≥ 2 − 𝑀(1 − 𝑦)
𝑥1 + 𝑥2 ≤ 3 + 𝑀(1 − 𝑦)

𝑦 𝑏𝑖𝑛, 𝑥𝑖 ≥ 0 ∀ 𝑖

9/17/2023 PREPARED BY CASONDAY 18

If-then constraints
Consider two constraints A and B
If A applies to LP, B also applies
◦ If A does not apply, B may or may not apply

We can translate the conditional to

Either not A, or B

The problem becomes an either-or constraint set!

9/17/2023 PREPARED BY CASONDAY 19

Example
If X1 > 2 then 2X2 ≥ 3. Formulate the constraints.
Either
𝑥1 ≤ 2 (not A)
OR
2X2 ≥ 3 (B)

Therefore, we get
2𝑥2 ≥ 3 − 𝑀(1 − 𝑦)
𝑥1 ≤ 2 + 𝑀𝑦
1, 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑖𝑠 𝑠𝑎𝑡𝑖𝑠𝑓𝑖𝑒𝑑
𝑦=ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

9/17/2023 PREPARED BY CASONDAY 20

Done for
today
SEE YOU NEXT MEETING!

9/17/2023 PREPARED BY CASONDAY 21

Other Constraints
Seven products are being considered to be made by Temperance
Co. Let Xi be 1 if product i is made, 0 if otherwise. Formulate the
constraints that will satisfy the below conditions:

1. Products 1, 2, and 3 are mutually exclusive

𝑥1 + 𝑥2 + 𝑥3 ≤ 1

2. Exactly two among products 3, 4, 5, and 6 must be made

𝑥3 + 𝑥4 + 𝑥5 + 𝑥6 = 2

3. Product 2 can only be made if product 1 is made

𝑥2 ≤ 𝑥1

9/17/2023 PREPARED BY CASONDAY 22

Other Constraints
Seven products are being considered to be made by Temperance
Co. Let Xi be 1 if product i is made, 0 if otherwise. Formulate the
constraints that will satisfy the below conditions:

4. If one in products 4, 5, and 6 is made, the other two must also be made.
𝑥4 + 𝑥5 = 2𝑥6

5. Exactly one or all of products 4, 5, and 6 are made

𝑥4 + 𝑥5 + 𝑥6 = 1 + 2𝑦
y=0 if one is made, 1 if all

6. Product 7 can only be made if products 1 and 2 are made

𝑥1 + 𝑥2 ≥ 2𝑥7

9/17/2023 PREPARED BY CASONDAY 23

Other Constraints
The value of a decision variable x can be 5, 8, or 10. Model this with
only x and binary variables.

𝑥 = 5𝑦1 + 8𝑦2 + 10𝑦3

∑𝑦𝑖 = 1

𝑥 𝑖𝑛𝑡, 𝑦 𝑏𝑖𝑛 ∀ 𝑖

9/17/2023 PREPARED BY CASONDAY 24

Absolute Value Constraints
Formulate constraints so that|𝑥1 − 𝑥2 | is equal to 0, 7 or 11
Let’s try to express the absolute value quantity to 𝑥1 − 𝑥2
𝑥1 − 𝑥2 can be (either 7 or -7 or 11 or -11 or 0) – MUTUALLY EXCLUSIVE

𝑥1 − 𝑥2 = 7𝑦1 − 7𝑦2 + 11𝑦3 − 11𝑦4

∑𝑦𝑖 ≤ 1

9/17/2023 PREPARED BY CASONDAY 25

Other
examples!
FOR YOUR PRACTICE!

9/17/2023 PREPARED BY CASONDAY 26

Try This! Knapsack Problem
Gavin will be going on a trip. To avoid risking his health, he will limit
the items in his knapsack to a maximum of 14lbs only. He is
considering four items to bring each differing in weight. Gavin also
assigned points to how beneficial bringing that item would be to the
trip.

Which items should Gavin bring?

9/17/2023 PREPARED BY CASONDAY 27

Try This! Knapsack Problem
1, 𝑖𝑓 𝑖𝑡𝑒𝑚 𝑖 𝑖𝑠 𝑠𝑒𝑙𝑒𝑐𝑡𝑒𝑑
Let 𝑥𝑖 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑀𝑎𝑥 16𝑥1 + 22𝑥2 + 12𝑥3 + 8𝑥4
Such that
5𝑥1 + 7𝑥2 + 4𝑥3 + 3𝑥4 ≤ 14
𝑥𝑖 𝑏𝑖𝑛 ∀ 𝑖

9/17/2023 PREPARED BY CASONDAY 28

Try This! Capacity Planning
Hitoshura Manufacturing is determining if it would be the best interest
for the company to expand its operations. Should they expand, the
number of additional units they will produce will be at least 2,000 units
but not more than 10,000 units. Formulate the constraints to know if
they should expand or not.

9/17/2023 PREPARED BY CASONDAY 29

Try This! Capacity Planning
Answer
1, 𝑖𝑓 𝑜𝑝𝑒𝑟𝑎𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝑒𝑥𝑝𝑎𝑛𝑑𝑒𝑑
Let 𝑥 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
𝑦 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑢𝑛𝑖𝑡𝑠 𝑡𝑜 𝑐𝑟𝑒𝑎𝑡𝑒

𝑦 ≤ 10,000𝑥
𝑦 ≥ 2,000𝑥
𝑥 𝑏𝑖𝑛
𝑦 𝑖𝑛𝑡

9/17/2023 PREPARED BY CASONDAY 30

Try This! Set Covering Problem
Fire stations will be built to serve six cities. The government wants to
build the minimum number of fire stations so that at least one station
is within 15 minutes from each city. Given below are the time to
travel between cities:

9/17/2023 PREPARED BY CASONDAY 31

Try This! Set Covering Problem
1, 𝑖𝑓 𝑓𝑖𝑟𝑒 𝑠𝑡𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑏𝑢𝑖𝑙𝑡 𝑎𝑡 𝑐𝑖𝑡𝑦 𝑖
Let 𝑥𝑖 = ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
6

𝑀𝑖𝑛 ෍ 𝑥𝑖
𝑖=1
Such that
There must be at least 1 fire station for cities within 15 mins of each other
𝑥1 + 𝑥2 ≥ 1 (Cities 1 & 2 are 15 minutes from City 1)
𝑥2 + 𝑥1 + 𝑥6 ≥ 1 (Cities 1, 2, & 6 are 15 mins from City 2)
𝑥3 + 𝑥4 ≥ 1 (Cities 3 & 4 are 15 mins from City 3)
𝑥3 + 𝑥4 + 𝑥5 ≥ 1 (Cities 3, 4, & 5 are 15 mins from City 4)
𝑥4 + 𝑥5 + 𝑥6 ≥ 1 (Cities 4, 5, & 6 are 15 mins from City 5)
𝑥2 + 𝑥5 + 𝑥6 ≥ 1 (Cities 2, 5 & 6 are 15 mins from City 6)
𝑥𝑖 𝑏𝑖𝑛 ∀ 𝑖

9/17/2023 PREPARED BY CASONDAY 32

Try This!
Ensure that only one of the following constraints will hold true.
𝑥1 = 15
𝑥1 = 4

9/17/2023 PREPARED BY CASONDAY 33

Try This!
Answer:
1, 1𝑠𝑡 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
Let 𝑦 = ቊ
0, 2𝑛𝑑 𝑐𝑜𝑛𝑠𝑡𝑟𝑎𝑖𝑛𝑡 ℎ𝑜𝑙𝑑𝑠
𝑥1 ≤ 15
𝑥1 = 15 →
𝑥1 ≥ 15
𝑥2 ≤ 4
𝑥2 = 4 →
𝑥2 ≥ 4

𝑥1 ≥ 15 − 𝑀(1 − 𝑦)
𝑥1 ≤ 15 + 𝑀(1 − 𝑦)
𝑥1 ≥ 4 − 𝑀𝑦
𝑥1 ≤ 4 + 𝑀𝑦

9/17/2023 PREPARED BY CASONDAY 34

Try This!
Formulate the shaded region as a set of constraints.

9/17/2023 PREPARED BY CASONDAY 35

Try This!
Formulate the shaded region as a set of constraints.

Let 𝑦𝑖 𝑏𝑖𝑛
Holds true for
𝑥1 + 𝑥2 ≤ 3 both regions
Left Region (y=0):
𝑥1 ≤ 1 + 𝑀𝑦
𝑥2 ≥ 1 − 𝑀𝑦

Right Region (y=1):

𝑥1 ≥ 1 − 𝑀(1 − 𝑦)

𝑦 𝑏𝑖𝑛, 𝑥𝑖 ≥ 0 ∀ 𝑖

It is also possible if you divide the graph at 𝑥2 = 1

9/17/2023 PREPARED BY CASONDAY 36

Try This!
Formulate constraints so that|𝑥1 − 𝑥2 | is greater than or equal to 7.

9/17/2023 PREPARED BY CASONDAY 37

Try This!
Two scenarios Mutually Exclusive (either-or) for 𝑥1 − 𝑥2 ≥ 7
◦ 𝑥1 − 𝑥2 ≥ 7
◦ 𝑥1 − 𝑥2 ≤ −7
𝑥1 − 𝑥2 ≥ 7 − 𝑀𝑦
𝑥1 − 𝑥2 ≤ −7 − 𝑀(1 − 𝑦)
1, 𝑖𝑓 𝑥1 < 𝑥2
𝑦=ቊ
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

9/17/2023 PREPARED BY CASONDAY 38

Try This!
This example is not really practical, but it can be useful if you are
limited to solving a problem with binary variables

Reconstruct the following IP into a BIP

𝑀𝑎𝑥 2𝑥1 + 𝑥2
Such that
3𝑥1 ≤ 20
4𝑥1 + 3𝑥2 ≤ 24
𝑥𝑖 ≥ 0, 𝑖𝑛𝑡

9/17/2023 PREPARED BY CASONDAY 39

Try This!
*Since both X’s are integers, we can determine their possible values.
*We can see that X1 has a max value of 6 while X2 has a max value of 8.
*Using Y binary variables and powers of 2 (see conversion of base 10 to base 2,
hello computer science), we can then redefine the X variables by their possible
values:
X1 = 20 Y1 + 21 Y2 + 22 Y3
X2 = 20 Y4 + 21 Y5 + 22 Y6 + 23 Y7

*We then substitute the above to the original LP:

Max 2(20 Y1 + 21 Y2 + 22 Y3 ) + (20 Y4 + 21 Y5 + 22 Y6 + 23 Y7 )
St 3X1 ≤ 20
4(20 Y1 + 21 Y2 + 22 Y3 ) + 3(20 Y4 + 21 Y5 + 22 Y6 + 23 Y7 ) ≤ 24
X1 = 20 Y1 + 21 Y2 + 22 Y3
X2 = 20 Y4 + 21 Y5 + 22 Y6 + 23 Y7
All Y’s are binary.

9/17/2023 PREPARED BY CASONDAY 40

Try This!
A real estate development firm, Peterson and Johnson, is considering five
possible development projects. The following table shows the estimated
long-run profit (net present value) that each project would generate, as
well as the amount of investment required to undertake the project, in
units of millions of dollars.
Project 1 Project 2 Project 3 Project 4 Project 5
Estimated
1 1.8 1.6 0.8 1.4
Profit
Capital
6 12 10 4 8
Required
The owners of the firm, Dave Peterson and Ron Johnson, have raised $20
million of investment capital for these projects. Dave and Ron now want
to select the combination of projects that will maximize their total
estimated long-run profit (net present value) without investing more that
$20 million.
Moreover, the projects are not chosen independently. Since there is only
one sponsor for Projects 2 and 5, only one of these may be implemented.
Also, Project 4 may only be chosen if Project 3 is chosen due to other
external factors.
Formulate the BIP model to solve the project selection problem.

9/17/2023 PREPARED BY CASONDAY 41

Thank you for coming to
class! Have a nice day!

9/17/2023 PREPARED BY CASONDAY 42