Modelling For Decision Making

Goal Programming
 Session Plan
1. Integer Programming Fundamentals
2. Types of Integer Programming Problems
3. Methods of Solving ILPP
4. Case Problems
5. Q&A
6. Quiz
Introduction to Integer Programming
12
3
✓ In LP problems decision variables are
✓ However,
Such real in certain
life real life Problems
Optimization problems
restricted
where the
dealing to decision
with take nonvariables
entities negative
like values,
are
people,
i.e. they can
allowed to only only
take assume values
integer zeroare
value or
machine, trucks, Airplane, etc., fraction
greater than
referred to zero.
as Integer Programming
✓ of values
According of
to the associated
assumption ofdecision
1 Problemmay
variables (IPP).not have significance
Introduction

“Continuity/(Divisibility)” in the LP
2
 Example:
Model, theAllocating 1.5 men to
decision variables as awell
project,
as 1.4 or
the slack M/C to anvariables
surplus activity incan
a
have real orwill
workshop, fractional
not makevalues.
sense
3
✓ The assumption of continuity may be
valid for problems like:
• product mix, balanced diet (nutrition) etc.,
• usage of different amounts of food items
(in grams) etc.
Types of Integer Programming Problems
12
 Liner Programming Problems in which
3
all
✓ Linear
LinearProgramming
ProgrammingProblems
Problemswhere
wheresome
the
decision variables are restricted to integer values
Integer Programming decision
(not
only are ofvariables
all) called are restricted
the decision
“Pure Integer only
variables are to binary to
restricted
Programming
Problems (Types) values
be
Problem are
or called
integers values “Binary (Zero-One)
are called
Pure Linear “Mixed
Integer Integer
Integer
Programming
ProgrammingProblems
Problem”.
Programming Problemsor orMixed
BinaryLinear
Linear
1 IntegerProgramming
Integer ProgrammingProblems”
Problems”
Pure ✓ Decisions having just two choices “Yes” or

2 “No”, can be represented by decision variables

Mixed assuming only two values (0 or 1), which may
mathematically be stated as xj = 1, if decision j is
3
“Yes” or xj = 0 if decision j is “No”.
Binary ( Zero-One) ✓ Variables such as x are known as Binary
j
Variables or 0-1 Variables
Integer Programming Solution Methods

1
1) Cutting Plane Method
Solution Methods for 2) Enumeration (or Branch & Bound) Method
1 2
Pure ILP 1) Cutting Plane Method
2) Enumeration (or Branch & Bound) Method
2

Mixed ILP 3
3 1) Cutting Plane Method
2) Enumeration (or Branch & Bound) Method
Binary ILP 3) Balas additive method
Case Problem # 01
Consider the following ILP problem Solution
Maximize a) Enumeration & Cutting plane Solution

Z = 14x1+16x2 Concept (Graphical using Excel)

b) Excel Solver
Subject to :
4x1+ 3x2 ≤ 12
6x1+ 8x2 ≤ 24
x1,x2 ≥ 0 & integer
Any
Questions?
Quiz
Q#1
Linear Programming problems where all the decision variables are restricted to only
integer values are know as.

A. Pure Integer Programming Problems

B. Mixed Integer Programming Problems
C. Binary Integer Programming Problems
D. All the above
E. None of the above

Answer: A. Pure Integer Programming Problems

Q#2
Linear Programming Problems where the decision variables are restricted only to Zero
or One values are called:

A. Pure Integer Programming Problems

B. Mixed Integer Programming Problems
C. Binary Integer Programming Problems
D. All the above
E. None of the above

Answer: C - Binary Integer Programming Problems

Q#3
Which of the following method(s) is/are used to solve a Pure Integer Programing
Problem?

A. Cutting Plane Method

B. Enumeration (or Branch & Bound) Method
C. Balas additive method
D. All the above
E. None of the above

Answer: A & B
Q#4
Which of the following method(s) is/are used to solve a Mixed Integer Programing
Problem?

A. Cutting Plane Method

B. Enumeration (or Branch & Bound) Method
C. Balas additive method
D. All the above
E. None of the above

Answer: A & B
Q#5
Which of the following method(s) is/are used to solve a Binary Integer Programing
Problem?

A. Cutting Plane Method

B. Enumeration (or Branch & Bound) Method
C. Balas additive method
D. All the above
E. None of the above

Answer: C