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Operations Research Lecture 6: Integer Programming

Operations Research Lecture 6: Integer Programming notes taken by Kaiquan Xu@Business School, Nanjing University May 12th 2016. 1 Integer Programming (IP) formulations The Integer Programming (IP) is the same as the linear Programming (LP) problem except that some of the variables are restricted to take Integer values. IP is a powerful modeling framework that provides great flexibility for expressing discrete optimization problem. But the price for this flexibility is that IP is more difficult to solve than LP. Modeling techniques Binary choice An important use of a binary variable is to encode a choice between two alternatives. Example 1.

Operations Research Lecture 6: Integer Programming Notes taken by Kaiquan Xu@Business School, Nanjing University May 12th 2016 1 …

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