Professional Documents
Culture Documents
Evans Analytics2e PPT 15
Evans Analytics2e PPT 15
Integer Optimization
Integer Optimization
An integer linear optimization model (integer
program) has some or all variables restricted to being
whole numbers.
A mixed-integer linear optimization model has only a
subset of variables restricted to being integer while
others are continuous.
A special type of integer problem is one in which
variables can be only 0 or 1; these are used to model
logical yes-or-no decisions.
Solving Models with General Integer
Variables
Decision variables that we force to be integers are called
general integer variables.
Algorithms for integer optimization models first solve the
LP relaxation (no integer restrictions imposed) and
gradually enforce integer restrictions using systematic
searches.
Solver has a default integer tolerance of 0.05 so it will
stop if it finds an integer solution within 5% of the optimal
solution.
◦ To find the guaranteed optimal integer solution, Integer Tolerance must
be set to 0. Click the Options button in the Solver Parameters dialog and
ensure that the value of Integer Optimality (%) is 0.
Example 15.1: Sklenka Skis Revisited
Demands for the coming week are 500 12-inch rolls, 715 15-inch
rolls, and 630 30-inch rolls.
The problem is to develop a model that will determine how many
110-inch rolls to cut into each of the six patterns to meet demand
and minimize scrap.
Example 15.2 Continued
Model development
◦ Xi = number of 110-inch
rolls to cut using pattern i
Xi needs to be a whole
number (general integer
variable) because each
roll that is cut generates a
different number of end
items.
◦ The only constraints are
end-item demand,
nonnegativity, and
integer restrictions.
Spreadsheet Implementation and Solver
Model for the Cutting-Stock Model
Workforce-Scheduling Models
Workforce scheduling is a practical, yet highly complex,
problem in many businesses such as food service,
hospitals, and airlines.
Typically a huge number of possible schedules exist and
customer demand varies by day of week and time of
day, further complicating the problem of assigning
workers to time slots.
Example 15.3: Brewer Services
Brewer Services schedules customer
service workers on Monday to Friday, 8
a.m. to 5 p.m.
Staffing requirements are shown in the
table.
5 permanent employees work all day.
Part-time employees work 4-hour shifts.
What is the minimum number of part-time
employees needed to meet staffing
requirements?
Example 15.3 Continued
Model development
◦ Xi = integer number of part-time workers that start on the ith 4-hour shift
(i = 1 for 8 a.m., …, i = 6 for 1 p.m.)
◦ Constraints: For each hour, we need to ensure that the total number of
part-time employees who work that hour is at least as large as the
minimum requirements.
Net staff
requirements
for each hour
Spreadsheet Implementation for
Brewer Services
Solver Model for Brewer Services
Example 15.4: Finding Alternative Optimal
Solutions for Brewer Services Model
The solution has 9 excess employees at
8 a.m., which may not be desirable.
Most scheduling problems have multiple
optimal solutions.
An easy way to find an alternative
optimal solution is to add an additional
constraint with the objective function
equal to the optimal solution value:
◦ Note that if the binary variable is zero, then the right-hand side of
the constraint is zero, forcing all shipment variables to be zero
also. If, however, a particular Y-variable is 1, then shipping up to
the plant capacity is allowed.
Example 15.10 Continued
Demand constraints
Suppose that the company must rent some equipment, which costs
$65 for 3 months. The equipment can be rented or returned each
quarter, so if nothing is produced in a quarter, it makes no sense to
incur the rental cost.
Example 15.11 Continued
Model development
◦ Define binary variables for each season:
Yi = 1 if production occurs during season i
Yi = 0 if not
Objective function
Example 15.11 Continued
Material balance constraints