Integer Programming Models

Types of Models
Total Integer Model: All decision variables required to have
integer solution values.
0–1 Integer Model: All decision variables required to have
integer values of zero or one.
Also referred to as Boolean,True/False, Binary
Mixed Integer Model: Some of the decision variables (but
not all) required to have integer values.

1
 A Total Integer Model
Example
The owner of a machine shop is planning to expand by
purchasing some new machines presses and lathes. The owner
has estimated that each press purchased will increase profit by
$100 per day and each lathe will increase profit by $150 daily.
The number of machines the owner can purchase is limited by
the cost of the machines and the available floor space in the
shop. The machine purchase prices and space requirements are
as follows:
A Total Integer Model (1 of 2)

Machine shop obtaining new presses and lathes.

Marginal profitability: each press $100/day; each lathe
$150/day.
Resource constraints: $40,000, 200 sq. ft. floor space.
Machine purchase prices and space requirements:

Required Floor
Machine Purchase
Space
Price
(sq. ft.)
Press 15 $8,000

Lathe 30 4,000

3
A Total Integer Model (2 of 2)

Integer Programming Model:

Maximize Z = $100x1 + $150x2
subject to:
8,000x1 + 4,000x2  $40,000
15x1 + 30x2  200 ft2
x1, x2  0 and integer
x1 = number of presses
x2 = number of lathes

4
A 0-1 Integer Model Example
A community council must decide which recreation
facilities to construct in its community. Four new
recreation facilities have been proposed a swimming
pool, a tennis center, an athletic field, and a
gymnasium. The council wants to construct facilities
that will maximize the expected daily usage by the
residents of the community, subject to land and cost
limitations. The expected daily usage and cost and
land requirements for each facility follow:
 Expected Land
Recreation Usage Requirements
Facility (people/day) Cost (acres)
Swimming 300 $35,000 4
pool
Tennis center 90 10,000 2
Athletic field 400 25,000 7
Gymnasium 150 90,000 3

The community has a $120,000 construction budget and 12

acres of land. Because the swimming pool and tennis center
must be built on the same part of the land parcel, however,
only one of these two facilities can be constructed. The
council wants to know which of the recreation facilities to
construct to maximize the expected daily usage.
A 0–1 Integer Model (1 of 2)

Recreation facilities selection to maximize daily usage by

residents.
Resource constraints: $120,000 budget; 12 acres of land.
Selection constraint: either swimming pool or tennis center
(not both).
Data:
Land
Recreation Expected Usage
Cost ($) Requirement
Facility (people/day)
(acres)
Swimming pool 300 35,000 4
Tennis Center 90 10,000 2
Athletic field 400 25,000 7
Gymnasium 150 90,000 3

7
A 0–1 Integer Model (2 of 2)

Integer Programming Model:

Maximize Z = 300x1 + 90x2 + 400x3 + 150x4
subject to:
$35,000x1 + 10,000x2 + 25,000x3 + 90,000x4  $120,000
4x1 + 2x2 + 7x3 + 3x4  12 acres
x1 + x2  1 facility
x1, x2, x3, x4 = 0 or 1 (either do or don’t)
x1 = construction of a swimming pool
x2 = construction of a tennis center
x3 = construction of an athletic field
x4 = construction of a gymnasium
8
A Mixed Integer Model (1 of 2)

$250,000 available for investments providing greatest

return after one year.
Data:
Condominium cost $50,000/unit, $9,000 profit if sold
after one year.
Land cost $12,000/ acre, $1,500 profit if sold after one
year.
Municipal bond cost $8,000/bond, $1,000 profit if sold
after one year.
Only 4 condominiums, 15 acres of land, and 20
municipal bonds available.

9
A Mixed Integer Model Example
Nancy Smith has $250,000 to invest in three
alternative investments: condominiums, land, and
municipal bonds. She wants to invest in the
alternatives that will result in the greatest return on
investment after 1 year.

Each condominium costs $50,000 and will return a

profit of $9,000 if sold at the end of 1 year; each acre
of land costs $12,000 and will return a profit of $1,500
at the end of 1 year; and each municipal bond costs
$8,000 and will result in a return of $1,000 if sold at
the end of 1 year. In addition, there are only 4
condominiums, 15 acres of land, and 20 municipal
bonds available for purchase.
A Mixed Integer Model (2 of 2)

Integer Programming Model:

Maximize Z = $9,000x1 + 1,500x2 + 1,000x3
subject to:
50,000x1 + 12,000x2 + 8,000x3  $250,000
x1  4 condominiums
x2  15 acres
x3  20 bonds
x2  0
x1, x3  0 and integer
x1 = condominiums purchased
x2 = acres of land purchased
x3 = bonds purchased
11
Integer Programming Graphical Solution

Rounding non-integer solution values up (down) to the

nearest integer value can result in an infeasible solution
A feasible solution may be found by rounding down (up)
non-integer solution values, but may result in a less than
optimal (sub-optimal) solution.
Whether a variable is to be rounded up or down depends
on where the corresponding point is with respect to the
constraint boundaries.

12
Integer Programming Example
Graphical Solution of Maximization Model

Maximize Z = $100x1 + $150x2

subject to:
8,000x1 + 4,000x2  $40,000
15x1 + 30x2  200 ft2
x1, x2  0 and integer

Optimal Solution:
Z = $1,055.56
x1 = 2.22 presses
x2 = 5.55 lathes
Both of these may be found by judicious Feasible Solution Space with Integer Solution Points
rounding, but the value of the objective
function needs to be checked for each.
13
Harrison Electric Company Example of
Integer Programming by Enumeration
The Company produces two products popular with
home renovators, old-fashioned chandeliers and
ceiling fans
Both the chandeliers and fans require a two-step
production process involving wiring and assembly
It takes about 2 hours to wire each chandelier and 3
hours to wire a ceiling fan
Final assembly of the chandeliers and fans requires 6
and 5 hours respectively
The production capability is such that only 12 hours
of wiring time and 30 hours of assembly time are
available
Harrison Electric Company Example of
Integer Programming
Each chandelier produced nets the firm $7 and each
fan $6
Harrison’s production mix decision can be formulated
using LP as follows

Maximize profit = $7X1 + $6X2

subject to 2X1 + 3X2 ≤ 12 (wiring hours)
6X1 + 5X2 ≤ 30 (assembly hours)
X1, X2 ≥ 0 (nonnegative)
where
X1 = number of chandeliers produced
X2 = number of ceiling fans produced
Harrison Electric Company Example of
Integer Programming
X2
The Harrison
6–
Electric
Problem
5– 6X1 + 5X2 ≤ 30

4–
+ = Possible Integer Solution
+
3– Optimal LP Solution
(X1 =3.75, X2 = 1.5,
+ + + Profit = $35.25)
2–
2X1 + 3X2 ≤ 12
+ + + +
1–
| | | | | | |

1 2 3 4 5 6 X1
0–
Harrison Electric Company Example of
Integer Programming
The production planner Wes recognizes this is an
integer problem
His first attempt at solving it is to round the values to
X1 = 4 and X2 = 2
However, this is not feasible
Rounding X2 down to 1 gives a feasible solution, but it
may not be optimal
This could be solved using the enumeration method
Enumeration is generally not possible for large
problems
Harrison Electric Company Example of
Integer Programming
CHANDELIERS (X1) CEILING FANS (X2) PROFIT ($7X1 + $6X2) Integer
0 0 $0 solutions
1 0 7
2 0 14
3 0 21
4 0 28
5 0 35 Optimal solution to
0 1 6 integer programming
problem
1 1 13
2 1 20
3 1 27
4 1 34 Solution if rounding
0 2 12
is used
1 2 19
2 2 26
3 2 33
0 3 18
1 3 25 Table 11.1
0 4 24
Harrison Electric Company Example of
Integer Programming

The rounding solution of X1 = 4, X2 = 1 gives a

profit of $34
The optimal solution of X1 = 5, X2 = 0 gives a
profit of $35
The optimal integer solution is less than the
optimal LP solution
An integer solution can never be better than
the LP solution and is usually a lesser solution