04 March 2011

Integer Linear Programming with binary value variables


Integer Linear Programs are very useful on networking optimization problems. In some of this problems the integers variables are restricted to values {1,0}.
Some of the traditional problems in this variant are:

1. Grouping problem

Yi = 1 if location i is chosen,
Xij = quantity transported from i to j,
Fi = cost to establish factory i,
Cij = cost to transport from factory i to client j,
p = is limit of number of factorys established,
Ui= limit of quantity transported from i to j,
Ai = capacity to be transported in factory i,
D= demand of client j,
minimize: Z = ∑Fi.Y+ ∑Xij.Cij,
subject to: ∑Yi ≤ p,
Xij ≤ Uij,
Xi≤ Ai.Yi   Z,
Xi D  Z
Xij  0 , Y{1,0}



Contains "either/or" constraints where a variable M which should approximate is added in order to make a constraint always true or always false in its inequalities.


another interesting studying aid:
Hillier, F.; Lieberman, G. & Liberman, G. (1990), Introduction to operations research, McGraw-Hill New York.

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