管理科学05-整数规划.ppt

Chapter 5 - Integer Programming,1,Chapter 5 Integer Programming,Introduction to Management Science 8th Edition by Bernard W. Taylor III,Chapter 5 - Integer Programming,2,Chapter Topics,Integer Programming (IP) Models Integer Programming Graphical Solution Computer Solution of Integer Programming Problems With Excel and QM for Windows,Chapter 5 - Integer Programming,3,Integer Programming Models Types of Models,Total Integer Model: All decision variables required to have integer solution values. 0-1 Integer Model: All decision variables required to have integer values of zero or one. Mixed Integer Model: Some of the decision variables (but not all) required to have integer values.,Chapter 5 - Integer Programming,4,A Total Integer Model (1 of 2),Machine shop obtaining new presses and lathes. Marginal profitability: each press $100/day; each lathe $150/day. Resource constraints: $40,000, 200 sq. ft. floor space. Machine purchase prices and space requirements:,Chapter 5 - Integer Programming,5,A Total Integer Model (2 of 2),Integer Programming Model: Maximize Z = $100x1 + $150x2 subject to: 8,000x1 + 4,000x2 $40,000 15x1 + 30x2 200 ft2 x1, x2 0 and integer x1 = number of presses x2 = number of lathes,Chapter 5 - Integer Programming,6,Recreation facilities selection to maximize daily usage by residents. Resource constraints: $120,000 budget; 12 acres of land. Selection constraint: either swimming pool or tennis center (not both). Data:,A 0 - 1 Integer Model (1 of 2),Chapter 5 - Integer Programming,7,Integer Programming Model: Maximize Z = 300x1 + 90x2 + 400x3 + 150x subject to: $35,000x1 + 10,000x2 + 25,000x3 + 90,000x4 $120,000 4x1 + 2x2 + 7x3 + 3x3 12 acres x1 + x2 1 facility x1, x2, x3, x4 = 0 or 1 x1 = construction of a swimming pool x2 = construction of a tennis center x3 = construction of an athletic field x4 = construction of a gymnasium,A 0 - 1 Integer Model (2 of 2),Chapter 5 - Integer Programming,8,A Mixed Integer Model (1 of 2),$250,000 available for investments providing greatest return after one year. Data: Condominium cost $50,000/unit, $9,000 profit if sold after one year. Land cost $12,000/ acre, $1,500 profit if sold after one year. Municipal bond cost $8,000/bond, $1,000 profit if sold after one year. Only 4 condominiums, 15 acres of land, and 20 municipal bonds available.,Chapter 5 - Integer Programming,9,Integer Programming Model: Maximize Z = $9,000x1 + 1,500x2 + 1,000x3 subject to: 50,000x1 + 12,000x2 + 8,000x3 $250,000 x1 4 condominiums x2 15 acres x3 20 bonds x2 0 x1, x3 0 and integer x1 = condominiums purchased x2 = acres of land purchased x3 = bonds purchased,A Mixed Integer Model (2 of 2),Chapter 5 - Integer Programming,10,Rounding non-integer solution values up to the nearest integer value can result in an infeasible solution A feasible solution is ensured by rounding down non-integer solution values but may result in a less than optimal (sub-optimal) solution.,Integer Programming Graphical Solution,Chapter 5 - Integer Programming,11,Integer Programming Example Graphical Solution of Maximization Model,Maximize Z = $100x1 + $150x2 subject to: 8,000x1 + 4,000x2 $40,000 15x1 + 30x2 200 ft2 x1, x2 0 and integer Optimal Solution: Z = $1,055.56 x1 = 2.22 presses x2 = 5.55 lathes,Figure 5.1 Feasible Solution Space with Integer Solution Points,Chapter 5 - Integer Programming,12,Branch and Bound Method,Traditional approach to solving integer programming problems. Based on principle that total set of feasible solutions can be partitioned into smaller subsets of solutions. Smaller subsets evaluated until best solution is found. Method is a tedious and complex mathematical process. Excel and QM for Windows used in this book. See CD-ROM Module C “Integer Programming: the Branch and Bound Method” for detailed description of method.,Chapter 5 - Integer Programming,13,Recreational Facilities Example: Maximize Z = 300x1 + 90x2 + 400x3 + 150x4 subject to: $35,000x1 + 10,000x2 + 25,000x3 + 90,000x4 $120,000 4x1 + 2x2 + 7x3 + 3x3 12 acres x1 + x2 1 facility x1, x2, x3, x4 = 0 or 1,Computer Solution of IP Problems 0 1 Model with Excel (1 of 5),Chapter 5 - Integer Programming,14,Exhibit 5.2,Computer Solution of IP Problems 0 1 Model with Excel (2 of 5),Chapter 5 - Integer Programming,15,Exhibit 5.3,Computer Solution of IP Problems 0 1 Model with Excel (3 of 5),Chapter 5 - Integer Programming,16,Exhibit 5.4,Computer Solution of IP Problems 0 1 Model with Excel (4 of 5),Chapter 5 - Integer Programming,17,Exhibit 5.5,Computer Solution of IP Problems 0 1 Model with Excel (5 of 5),Chapter 5 - Integer Programming,18,Computer Solution of IP Problems 0 1 Model with QM for Windows (1 of 3),Recreational Facilities Example: Maximize Z = 300x1 + 90x2 + 400x3 + 150x4 subject to: $35,000x1 + 10,000x2 + 25,000x3 + 90,000x4 $120,000 4x1 + 2x2 + 7x3 + 3x3 12 acres x1 + x2 1 facility x1, x2, x3, x4 = 0 or 1,Chapter 5 - Integer Programming,19,Exhibit 5.6,Computer Solution of IP Problems 0 1 Model with QM for Windows (2 of 3),Chapter 5 - Integer Programming,20,Exhibit 5.7,Computer Solution of IP Problems 0 1 Model with QM for Windows (3 of 3),Chapter 5 - Integer Programming,21,Computer Solution of IP Problems Total Integer Model with Excel (1 of 5),Integer Programming Model: Maximize Z = $100x1 + $150x2 subject to: 8,000x1 + 4,000x2 $40,000 15x1 + 30x2 200 ft2 x1, x2 0 and integer,Chapter 5 - Integer Programming,22,Exhibit 5.8,Computer Solution of IP Problems Total Integer Model with Excel (2 of 5),Chapter 5 - Integer Programming,23,Exhibit 5.9,Computer Solution of IP Problems Total Integer Model with Excel (3 of 5),Chapter 5 - Integer Programming,24,Exhibit 5.10,Computer Solution of IP Problems Total Integer Model with Excel (4 of 5),Chapter 5 - Integer Programming,25,Exhibit 5.11,Computer Solution of IP Problems Total Integer Model with Excel (5 of 5),Chapter 5 - Integer Programming,26,Integer Programming Model: Maximize Z = $9,000x1 + 1,500x2 + 1,000x3 subject to: 50,000x1 + 12,000x2 + 8,000x3 $250,000 x1 4 condominiums x2 15 acres x3 20 bonds x2 0 x1, x3 0 and integer,Computer Solution of IP Problems Mixed Integer Model with Excel (1 of 3),Chapter 5 - Integer Programming,27,Exhibit 5.12,Computer Solution of IP Problems Total Integer Model with Excel (2 of 3),Chapter 5 - Integer Programming,28,Exhibit 5.13,Computer Solution of IP Problems Solution of Total Integer Model with Excel (3 of 3),Chapter 5 - Integer Programming,29,Exhibit 5.14,Computer Solution of IP Problems Mixed Integer Model with QM for Windows (1 of 2),Chapter 5 - Integer Programming,30,Exhibit 5.15,Computer Solution of IP Problems Mixed Integer Model with QM for Windows (2 of 2),Chapter 5 - Integer Programming,31,University bookstore expansion project. Not enough space available for both a computer department and a clothing department. Data:,0 1 Integer Programming Modeling Examples Capital Budgeting Example (1 of 4),Chapter 5 - Integer Programming,32,x1 = selection of web site project x2 = selection of warehouse project x3 = selection clothing department project x4 = selection of computer department project x5 = selection of ATM project xi = 1 if project “i” is selected, 0 if project “i” is not selected Maximize Z = $120x1 + $85x2 + $105x3 + $140x4 + $70x5 subject to: 55x1 + 45x2 + 60x3 + 50x4 + 30x5 150 40x1 + 35x2 + 25x3 + 35x4 + 30x5 110 25x1 + 20x2 + 30x4 60 x3 + x4 1 xi = 0 or 1,0 1 Integer Programming Modeling Examples Capital Budgeting Example (2 of 4),Chapter 5 - Integer Programming,33,Exhibit 5.16,0 1 Integer Programming Modeling Examples Capital Budgeting Example (3 of 4),Chapter 5 - Integer Programming,34,Exhibit 5.17,0 1 Integer Programming Modeling Examples Capital Budgeting Example (4 of 4),Chapter 5 - Integer Programming,35,0 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (1 of 4),Which of six farms should be purchased that will meet current production capacity at minimum total cost, including annual fixed costs and shipping costs? Data:,Chapter 5 - Integer Programming,36,yi = 0 if farm i is not selected, and 1 if farm i is selected, i = 1,2,3,4,5,6 xij = potatoes (tons, 1000s) shipped from farm i, i = 1,2,3,4,5,6 to plant j, j = A,B,C. Minimize Z = 18x1A + 15x1B + 12x1C + 13x2A + 10x2B + 17x2C + 16x3A + 14x3B + 18x3C + 19x4A + 15x4b + 16x4C + 17x5A + 19x5B + 12x5C + 14x6A + 16x6B + 12x6C + 405y1 + 390y2 + 450y3 + 368y4 + 520y5 + 465y6 subject to: x1A + x1B + x1B - 11.2y1 = 0 x2A + x2B + x2C -10.5y2 = 0 x3A + x3A + x3C - 12.8y3 = 0 x4A + x4b + x4C - 9.3y4 = 0 x5A + x5B + x5B - 10.8y5 = 0 x6A + x6B + X6C - 9.6y6 = 0 x1A + x2A + x3A + x4A + x5A + x6A =12 x1B + x2B + x3A + x4b + x5B + x6B = 10 x1B + x2C + x3C+ x4C + x5B + x6C = 14 xij = 0 yi = 0 or 1,0 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (2 of 4),Chapter 5 - Integer Programming,37,Exhibit 5.18,0 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (3 of 4),Chapter 5 - Integer Programming,38,Exhibit 5.19,0 1 Integer Programming Modeling Examples Fixed Charge and Facility Example (4 of 4),Chapter 5 - Integer Programming,39,Cities Cities within 300 miles 1. Atlanta Atlanta, Charlotte, Nashville 2. Boston Boston, New York 3. Charlotte Atlanta, Charlotte, Richmond 4. Cincinnati Cincinnati, Detroit, Nashville, Pittsburgh 5. Detroit Cincinnati, Detroit, Indianapolis, Milwaukee, Pittsburgh 6. Indianapolis Cincinnati, Detroit, Indianapolis, Milwaukee, Nashville, St. Louis 7. Milwaukee Detroit, Indianapolis, Milwaukee 8. Nashville Atlanta, Cincinnati, Indianapolis, Nashville, St. Louis 9. New York Boston, New York, Richmond 10. Pittsburgh Cincinnati, Detroit, Pittsburgh, Richmond 11. Richmond Charlotte, New York, Pittsburgh, Richmond 12. St. Louis Indianapolis, Nashville, St. Louis,APS wants to construct the minimum set of new hubs in the following twelve cities such that there is a hub within 300 miles of every city:,0 1 Integer Programming Modeling Examples Set Covering Example (1 of 4),Chapter 5 - Integer Programming,40,xi = city i, i = 1 to 12, xi = 0 if city is not selected as a hub and xi = 1if it is. Minimize Z = x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10 + x11 + x12 subject to: Atlanta: x1 + x3 + x8 1 Boston: x2 + x10 1 Charlotte: x1 + x3 + x11 1 Cincinnati: x4 + x5 + x8 + x10 1 Detroit: x4 + x5 + x6 + x7 + x10 1 Indianapolis: x4 + x5 + x6 + x7 + x8 + x12 1 Milwaukee: x5 + x6 + x7 1 Nashville: x1 + x4 + x6+ x8 + x12 1 New York: x2 + x9+ x11 1 Pittsburgh: x4 + x5 + x10 + x11 1 Richmond: x3 + x9 + x10 + x11 1 St Louis: x6 + x8 + x12 1 xij = 0 or 1,0 1 Integer Programming Modeling Examples Set Covering Example (2 of 4),Chapter 5 - Integer Programming,41,Exhibit 5.20