Transcription of A Tutorial on Integer Programming
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A Tutorial on Integer Programming
A Tutorial on Integer ProgrammingG erard Cornu ejolsMichael A. TrickMatthew J. Saltzman1995 These 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 .. CuttingPlaneTechniques .. CutsforSpecialStructure.}}
they are (usually) easy to solve, as we will see in the dynamic programming section of this course. To solve the associated linear program, it is simply a matter of determin-ing which variable gives the most \bang for the buck". If you take c j=a j (the objective coe cient/constraint coe cient) for each variable, the one with
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