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A Tutorial on Integer Programming - Clemson University

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 .. 264 Solutions to Some Optional Problems3111 IntroductionConsider the manufacture of television sets. A linear Programming modelmight give a production plan of sets per week. In such a model, mostpeople would have no trouble stating that production should be 205 sets perweek (or even \roughly 200 sets per week").}}

sequencing and scheduling requirements, and many other problem aspects. In AMPL, one can easily change a linear programming problem into an integer program. The downside of all this power, however, is that problems with as few as 40 variables can be beyond the abilities of even the most sophisticated computers.

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