A Tutorial on Integer Programming - Clemson University
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 .............. BranchandBound.}}
The CPLEX solver in AMPL is built on a combination of methods, but based on a method called branch and bound. The purpose of this chapter is to show some interesting integer programming applications and to describe some of these solution techniques as well as possible pitfalls. First we introduce some terminology. An integer programming problem
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