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A Tutorial on Integer Programming

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A Tutorial on Integer ProgrammingG erard Cornu ejolsMichael A. TrickMatthew J. Saltzman1995These notes are meant as an adjunct to Chapter 9 and 10 in Murty. Youare responsible for what appears in these notes as well as Sections { , { , , , in the Introduction22 Modeling with Integer CapitalBudgeting ........................ MultiperiodCapitalBudgeting ............. Knapsack ............................. a Single-Constraint 0-1 IP to a KnapsackProblem .......................... and General Integer Knapsack Prob-lems ............................ TheLockboxProblem ...................... 133 Solving Integer RelationshiptoLinearProgramming.}}

An integer programming problem in which all variables are required to be integer is called a pure integer pro-gramming problem. If some variables are restricted to be integer and some are not then the problem is a mixed integer programming problem.Thecase where the integer variables are restricted to be 0 or 1 comes up surprising often.

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