Transcription of A Tutorial on Integer Programming - Clemson University
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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").}}
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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