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Integer Programming

Integer Programming (IP) is a mathematical optimization technique that requires some or all variables to be integers, making it suitable for real-world problems needing whole-number solutions. There are three main types of IP: Pure, Mixed, and Binary, with various solution methods including Branch and Bound and Cutting Plane. Applications of IP span scheduling, logistics, and production planning, but it is computationally complex and sensitive to data changes.

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0% found this document useful (0 votes)
0 views10 pages

Integer Programming

Integer Programming (IP) is a mathematical optimization technique that requires some or all variables to be integers, making it suitable for real-world problems needing whole-number solutions. There are three main types of IP: Pure, Mixed, and Binary, with various solution methods including Branch and Bound and Cutting Plane. Applications of IP span scheduling, logistics, and production planning, but it is computationally complex and sensitive to data changes.

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sharmasakshi4203
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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What is Integer Programming?

Integer Programming (IP) is a type of mathematical optimization (or operations research) technique
where some or all of the variables are required to take only integer (whole number) values.

It’s a special case of Linear Programming (LP) — but with a major twist: no fractions or decimals
allowed (at least for the integer variables).

Types of Integer Programming

There are 3 main types:

Type Description

Pure Integer Programming All variables must be integers.

Mixed Integer Programming


Some variables are integers, some are real (continuous).
(MIP)

Variables can only be 0 or 1 (used in decision-making problems like


Binary Integer Programming
Yes/No choices).

Why Integer Programming?

Many real-world problems need whole-number solutions:


• You can't hire 2.6 employees

• You can't build 3.5 cars

• You can't open half a factory

So, Integer Programming models are used where discrete decisions are involved.

Example: Simple Integer Programming Problem

Problem:

A small workshop makes tables and chairs. Each table earns ₹500, each chair earns ₹250. The
workshop has 40 hours of labor and 45 units of wood.

Wood
Product Labor (hrs) Profit (₹)
(units)

Table 5 10 500

Chair 3 5 250

Solving Integer Programming Problems

Unlike regular LP problems, you can’t just use simplex method here because of the integer
restrictions. Some common methods are:

1. Graphical Method (only for 2 variables)

• Plot the constraints on graph


• Identify feasible integer points (lattice points)

• Choose the one with best objective value

2. Branch and Bound Method

• Solve LP relaxation (ignore integer condition)

• If solution is not integer, split into branches

• Bound and prune bad solutions

• Keep branching till all solutions are integer

3. Cutting Plane Method

• Start with LP solution

• Add new constraints (cuts) to eliminate fractional solutions

• Iterate until you get an integer solution

4. Heuristic or Metaheuristic Algorithms

• For large problems: Genetic Algorithms, Simulated Annealing, etc.

Characteristics of Integer Programming

Feature Integer Programming

Variables Must be whole numbers

Complexity NP-Hard (more difficult than LP)

Solution Methods Branch & Bound, Cutting Planes

Solution Space Discrete (not continuous)

Decision-making, logistics, scheduling,


Applications
etc.

Advantages

1. Realistic Solutions: Models real-life problems that require whole numbers.

2. Flexibility: Easily incorporates logic-based decisions (e.g., either/or).

3. Binary Decisions: Perfect for yes/no, on/off types of problems.

Disadvantages

1. Computational Complexity: Much slower and harder to solve than LP.


2. No Closed-Form Solution: Requires algorithms or computer software.

3. Sensitive to Data: Small changes in data may lead to completely different solutions.

Applications of Integer Programming

• Scheduling: Assigning shifts, timetables

• Capital Budgeting: Choose projects under limited budget

• Supply Chain & Logistics: Route planning, vehicle loading

• Production Planning: How many units to produce

• Facility Location: Where to open warehouses

• Knapsack Problems: Packing limited-weight items for maximum value

• Portfolio Optimization: Select stocks/investments under integer limits

Summary

Topic Details

What is IP? Optimization with integer (whole number) variables

Why needed? Real-world decisions often need integers

Types Pure, Mixed, Binary

Methods Graphical (for 2 vars), Branch & Bound, Cutting Plane

Use Cases Scheduling, logistics, investments, planning

RECAP OF THE PROBLEM:

Variables:

• Let
x₁ = number of tables
x₂ = number of chairs

Objective:

• Maximize Profit:
Z = 500x₁ + 250x₂

• Subject to:
• 5x₁ + 3x₂ ≤ 40 (Labor Constraint)
• 10x₁ + 5x₂ ≤ 45 (Wood Constraint)
• x₁, x₂ ≥ 0 (Non-negativity)
• x₁, x₂ ∈ Integers (Integer condition)

• Step 1: Draw Constraints (Ignore Integer for


Now)

We'll convert the inequalities to equalities for boundary lines.

First constraint:
• 5x₁ + 3x₂ = 40
• → x₂ = (40 - 5x₁)/3

• Second constraint:

• 10x₁ + 5x₂ = 45
• → x₂ = (45 - 10x₁)/5 = 9 - 2x₁
25x₁ + 15x₂ = 200 — (A)

30x₁ + 15x₂ = 135 — (B)

Subtract:

(B - A): 5x₁ = -65 → x₁ = -13 (still invalid)

This suggests that these lines **do not intersect** in the positive region. So the **feasible region is a
triangle** between:

- (0,0)

- Point on Line 1: (8,0)

- Point on Line 2: (0,9)

Let’s now check **integer lattice points** in the region.

---

## Step 3: Check Feasible Integer Points

We need to find all integer (x₁, x₂) values that satisfy:

- `5x₁ + 3x₂ ≤ 40`

- `10x₁ + 5x₂ ≤ 45`

- x₁, x₂ ≥ 0

Let’s brute-force check values of x₁ from 0 to 8:

| x₁ | x₂ | Labor (5x₁ + 3x₂) | Wood (10x₁ + 5x₂) | Z = 500x₁ + 250x₂ |

|----|----|-------------------|--------------------|--------------------|

|0 |0 |0 |0 |0 |

|0 |1 |3 |5 | 250 |

|0 |2 |6 | 10 | 500 |

|0 |3 |9 | 15 | 750 |
| 0 | 4 | 12 | 20 | 1000 |

| 0 | 5 | 15 | 25 | 1250 |

| 0 | 6 | 18 | 30 | 1500 |

| 0 | 7 | 21 | 35 | 1750 |

| 0 | 8 | 24 | 40 | 2000 |

| 0 | 9 | 27 | 45 ✔ | 2250 |

| 0 | 10 | 30 | 50 |— |

Try x₁ = 1:

| x₁ | x₂ | Labor | Wood | Z |

|----|----|-------|------|----|

|1|0 |5 | 10 | 500 |

|1|1 |8 | 15 | 750 |

| 1 | 2 | 11 | 20 | 1000 |

| 1 | 3 | 14 | 25 | 1250 |

| 1 | 4 | 17 | 30 | 1500 |

| 1 | 5 | 20 | 35 | 1750 |

| 1 | 6 | 23 | 40 | 2000 |

| 1 | 7 | 26 | 45 ✔ | 2250 |

| 1 | 8 | 29 | 50 |—|

Try x₁ = 2:

| x₂ | Labor | Wood | Z |

|----|--------|------|----|

| 5 | 25 | 45 ✔ | 2250

Keep going…

Try x₁ = 3:
- x₂ = 3 → Labor = 24, Wood = 45 ✔, Z = 2250

- x₂ = 4 → Labor = 27, Wood = 50

Try x₁ = 4:

- x₂ = 1 → Labor = 23, Wood = 45 ✔, Z = 2250

Try x₁ = 5:

- x₂ = 0 → Labor = 25, Wood = 50

---

## Step 4: Find the Maximum Z

Feasible integer points with **Z = 2250**:

- (0,9)

- (1,7)

- (2,5)

- (3,3)

- (4,1)

So, the workshop can choose **any of these** combinations and still earn ₹2250 profit.

**Optimal Integer Solutions** (multiple):

| Tables (x₁) | Chairs (x₂) | Profit |

|-------------|-------------|--------|

|0 |9 | ₹2250 |
|1 |7 | ₹2250 |

|2 |5 | ₹2250 |

|3 |3 | ₹2250 |

|4 |1 | ₹2250 |

You can pick whichever suits best based on real-world needs — space, demand, etc.

---

## Final Answer:

> The **maximum profit** is ₹2250, and there are **multiple optimal integer solutions** like:

> - 3 tables and 3 chairs

> - 2 tables and 5 chairs

> - 0 tables and 9 chairs

> (etc.)

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