KnapsackModel.ppt

Notes 6 IE312 Knapsack Model Intuitive idea: what is the most valuable collection of items that can be fit into a backpack? Race Car Features Formulation Decision variables ILP LINGO Formulation Solve using Branch Bound What is the Relative Worth? Next Step? Next Level Next Steps … Capital Budgeting Multidimensional knapsack problems are often called capital budgeting problems Idea: select collection of projects, investments, etc, so that the value is maximized (subject to some resource constraints) NASA Capital Budgeting Formulation Decision variables Budget constraints Formulation Mutually exclusive choices Dependencies Set Packing, Covering, and Partitioning Select Locations Ways of Splitting the Set Set covering constraints Set packing constraints Set partitioning constraints Example: Choosing OR Software Maximum Coverage Perhaps the budget only allows $9000 What can we then do ? Maximum coverage How do we now formulate the problem? Need new variables Travelling Salesman Problem (TSP) TSP Solution Not a TSP Solution Applications Routing of vehicles (planes, trucks, etc.) Routing of postal workers Drilling holes on printed circuit boards Routing robots through a warehouse, etc. Formulating TSP A TSP is symmetric if you can go both ways on every arc Example Subtours It is not sufficient to have two arcs connected to each node Why? Must eliminate all subtours Every subset of points must be exited How do we eliminate subtours? Asymmetric TSP Now we have decision variables Constraints Asymmetric TSP (cont.) Each tour must enter and leave every subset of points Along with all variables being 0 or 1, this is a complete formulation Example Subtour Elimination Making sure there are no subtours involves a very large number of constraints Can obtain simpler constraints if we go with a nonlinear objective function Quadratic Assignment Formulation Example: reformulate 1 5 2 6 3 4 10 10 10 1 1 1 1 1 1 Assume a two unit penalty for passing from a high to l