INTEGER
PROGRAMMING
INTEGER PROGRAMMING (IP)
• IP are a class of problems that are modeled as LP with the additional
requirements that one or more variables must be integer.
• IP occurs frequently because many decisions are essentially discrete
(such as yes/no, go/no-go) in that one (or more) options must be
chosen from a finite set of alternatives.
INTEGER PROGRAMMING (IP)
• THREE BASIC IP MODELS
• All-integer (or pure or total integer) model – all decision variables are
required to have integer solution values
• Mixed IP model – some, but not all, decision variables must have integer
solution values
• Binary (0 or 1) IP model – one or more of the integer variables are required to
equal either 0 or 1
Example 1
• The owner of a machine shop is planning to expand by purchasing some new machine
presses and lathes. The owner has estimated that each press purchased will increase profit
by $100 per day and each lathe will increase profit by $150 daily. The number of machines
the owner can purchase is limited by the cost of the machines and available floor space in
the shop. The machine purchase prices and space requirements are as follows:
Machine Required floor space (sq. feet) Purchase Price ($)
Press 15 8000
Lathe 30 4000
• The owner has a budget of $40,000 for purchasing machines and 200 sq. ft. of available
floor space.
• The owner wants to know how many of each type of machine to purchase to maximize
the daily increase in profit.
Example 1
• The owner of a machine shop is planning to expand by purchasing some new machine
presses and lathes. The owner has estimated that each press purchased will increase profit
by $100 per day and each lathe will increase profit by $150 daily. The number of machines
the owner can purchase is limited by the cost of the machines and available floor space in
the shop. The machine purchase prices and space requirements are as follows:
Machine Required floor space (sq. feet) Purchase Price ($)
Press 15 8000
Lathe 30 4000
• The owner has a budget of $40,000 for purchasing machines and 200 sq. ft. of available
floor space.
• The owner wants to know how many of each type of machine to purchase to maximize
the daily increase in profit.
Model 1
• Let be the number of press machines
• Let be the number of lathe machines
• Let P be the Profit
• Maximize +150
• Subject to the constraints:
• $40,000 (cost of the machines)
• 200 (available floor space in the shop)
• (non-negativity)
• are integers
Example 2
• A community council must decide which recreation facilities to
construct in its community. Four new recreation facilities have been
proposed: a swimming pool, a tennis center, an athletic field, and a
gymnasium.
• The council wants to construct facilities that will maximize the
expected daily usage by the residents of the community, subject to
land and cost limitations.
Example 2
• The expected daily usage and cost and land requirements for each
facility are:
Recreation Expected Usage Cost Land
Facility (people/day) Requirements
Swimming pool 300 $35,000 4
Tennis Center 90 10,000 2
Athletic Field 400 25,000 7
Gymnasium 150 90,000 3
Example 2
• The expected daily usage and cost and land requirements for each facility are:
Recreation Expected Usage Cost Land
Facility (people/day) Requirements
Swimming pool 300 $35,000 4
Tennis Center 90 10,000 2
Athletic Field 400 25,000 7
Gymnasium 150 90,000 3
• The community has a $120,000 construction budget and 12 acres of land
• Because the swimming pool and tennis center must be built on the same part of the land
parcel, however, only one of these two facilities can be constructed.
• The council wants to know which of the recreation facilities to construct to maximize the
expected daily usage.
Model
A variation of the multiple-choice constraint can be used to formulate a
situation where some specific number of facilities out of the total must
be constructed. For example, if the community council had specified
that exactly two of the four facilities must be built, this constraint
would be formulated as
•
If alternatively, the council had specified that no more than two
facilities must be constructed, the constraint would be
• Another type of IP model constraint is a conditional constraint
• In a conditional constraint, the construction of one facility would be
conditional upon the construction of another.
• Suppose that the pet project of the head of community council is the
swimming pool, and she believes the tennis center is frivolous.
• The council head is very influential, so the rest of the council knows that the
tennis center has no chance of being selected if the pool is not selected first.
• However, even if the pool is selected, there is no guarantee that the tennis
center will also be selected.
• Thus the tennis center () is conditional upon construction of the swimming
pool (. This condition is formulated as
• A variation of this type of conditional constraint is the co-requisite
constraint, wherein if one facility is constructed, the other one would
be constructed and vice-versa. For example, suppose the council
worked out a political deal among themselves, wherein if the pool is
accepted, the center must also be selected and vice-versa. The
constraint is written as
This constraint makes equal the same value, either one or zero.
Exercise: Solve
• The expected daily usage and cost and land requirements for each facility are:
Recreation Expected Usage Cost Land
Facility (people/day) Requirements
Swimming pool 300 $35,000 4
Tennis Center 90 10,000 2
Athletic Field 400 25,000 7
Gymnasium 150 90,000 3
• The community has a $120,000 construction budget and 12 acres of land
• Because the swimming pool and tennis center must be built on the same part of the land
parcel, however, only one of these two facilities can be constructed.
• The council wants to know which of the recreation facilities to construct to maximize the
expected daily usage.
Exercise:
• Try to compare the answers if you replace the following Constraints in the
second constraint:
• If the community council had specified that exactly two of the four facilities must be built
• Suppose the council worked out a political deal among themselves, wherein if the pool is accepted,
the center must also be selected and vice-versa.
• The tennis center has no chance of being selected if the pool is not selected first.
