Integer Linear

Programming
Models
Chapter 5
(p199 - 243)
Introduction
• Solution values can not always be rounded off
• If 8000,4 nails to be produced were rounded off to only 8000, if
would not have a big influence, because nails cost only a few
cents
• If 7,4 jet airliners were rounded off so that only 7 aircraft were
manufactured, the influence on profit from having less aircraft
than necessary, can run into the millions
• This chapter will focus on finding optimal integer
solutions

5.1. Integer Programming Models

• 3 types:
• Total integer model
• 0-1 integer model
• Mixed integer model
5.1.1. A Total Integer Model Example
• All decision variables have integer solution values
• The linear programming model is formulated in
the same way as in the previous chapters, with
the exception that the decision variables are
restricted to integer values
• The owner cannot purchase a portion of a
machine (fraction) in the example:

Required Floor Purchase Price

Machine Space (m2) (R)
Press () 15
15 8
8 000
000
Lathe () 30
30 4
4 000
000
... A Total Integer Model Example
Required Floor Purchase Price
•   Machine Space (m2) (R)
Press () 15
15 8
8 000
000
Lathe () 30
30 4
4 000
000

• Max
subject to
5.1.2. A 0-1 Integer Model Example
• All decision variables have integer values of zero
or one

Recreation Facility Expected Usage Cost Land Requirements

(people/day) (R) (acres*)
Swimming pool () 300
300 35
35 000
000 4
4
Tennis centre () 90 10 000 2
90 10 000 2
Athletic field () 400 25 000 7
400 25 000 7
Gymnasium () 150 90 000 3
150 90 000 3

* 1 acre = 4046,856m2
 … A 0-1 Integer Model Example
••  Maximize

• subject to

• Mutually exclusive constraint: reflects the possibility that either

the swimming pool or the tennis centre can be constructed; not
both

• Decision variables can have a solution of either 0 or 1:

• 0: the facility is not selected for construction
•
… A 0-1 Integer Model Example
••   If the community had specified that either the swimming
pool or the tennis centre must be built, the then last
constraint would be:
• This would result on a conclusion that include or because there
can not be half a facility. This model is sometimes referred to as a
multiple-choice constraint
• A variation of the multiple-choice constraint can be used
to formulate a situation in which some specific number of
facilities out of the total must be constructed
• E.g.1: If the community council had specified that exactly 2 of the
4 facilities must be built, this constraint would be formulated as
• E.g.2: If the council had specified that no more than 2 facilities
must be constructed, the constraint would be
… A 0-1 Integer Model Example
••  Another type of 0-1 model constraint is a
conditional constraint: the construction of one
facility is conditional upon the construction of
another
• Suppose that the pet project of the head of the
community council is the swimming pool, and she
also believes the tennis centre is frivolous 1

1
silly
… A 0-1 Integer Model Example
••  A variation on the conditional constraint model is
the corequisite constraint, wherein if one facility
is constructed, the other one will also be
constructed and vice versa
• E.g. suppose the council worked out a political deal
amongst themselves, wherein if the swimming pool is
accepted, the tennis centre must also be selected and
vice versa
• This constraint will be written as:

• This makes and the same values, either 0 or 1

5.1.3. A Mixed Integer Model Example
••  Some decision variables (but not all) are required
to have integer solutions

• Maximize
• subject to

• Can buy less than 1 acre of land

5.2. Integer Programming Graphical
Solution
• Read pages 204 - 205
5.4. 0-1 Integer Programming
Modeling Example
• Value of 1 indicates that an object/activity was
selected
• Value of 0 indicates that it was not selected
• 3 most popular applications:
• Capital budgeting problem
• Fixed charge and facility location problem
• Set covering problem
5.4.1. A Capital Budgeting Example
NVP Return Project Costs/Year ($1000s)
Project ($1000s)
1 2 3
•  
1. Web site () 120 55 40 25
2. Warehouse () 85 45 35 20
3. Clothing department () 105 60 23 -
4. Computer department () 140 50 35 30
5. ATMs () 70 30 30 -
Available funds per year ($) 150 110 60
• Maximize
• subject to

• 2
5.4.2. A Fixed Charge and Facility
Location Example
• Table 1

• Table 2

• Table 3
 … A Fixed Charge and Facility
Location Example
• Minimize
 
• subject to
• [resulting from when farm 1 is chosen]