Calculateaggregatedemandintermofthestandardproduct解析.docxVIP

Integer_LP 1 Integer Optimization Summer 2013 Integer_LP 2 Integer Optimization No Model Type Decision variables 1 Linear Programming (LP) Can take continuous value. 2 Integer Linear Programming (ILP) At least one variable is integer valued. In integer optimization, at least one variable is restricted to integer values. But the decision variables can be linear and / or nonlinear. We will consider only linear variables. Solver can solve all ILP models but it takes longer compared to the LP model without integer restriction. Solver can also be used for many nonlinear optimization models. Linear Optimization Classification Within ILP, we can have either “all integer” or “mixed integer” model. A variable restricted to 0 or 1 values is called a binary variable. Integer_LP 3 Maximize x1+ 8x2 = Z Subject to x1 x2 ≥ 0 x1 ≤ 2.0 x1 + 10x2 ≤ 20.5 What if x1and x2 must be integers? We can try four closest points. (1, 2), (2, 2) are infeasible. At (1, 1), Z = 9 . At (2, 1) , Z = 10 Optimal may not be a corner point LP example Integer_LP 4 A simple LP example Maximize 7x1+ 11x2 = Z Subject to x1 x2 ≥ 0 x1 + x2 ≤ 6 18x1+ 34x2 ≤ 154 Optimal LP: x1= 3.125, x2 = 2.875 with Z = 53.5 Optimal ILP: x1= 1, x2 = 4 with Z = 51 There is no efficient procedure (like Simplex) available to find the optimal solution. Many approaches: Start with LP. Cutting Plane: Add one constraint at a time till you get an optimal solution. Branch and Bound: If the current solution is not integer, split the problem into two problems (with one constraint added to each) and solve again. Repeat till you get integer optimal solution. Solver uses this approach. …. Integer_LP 5 ILP: BB Maximize 7x1+ 11x2 = Z Subject to x1 x2 ≥ 0 x1 + x2 ≤ 6 18x1+ 34x2 ≤ 154 LP: Z = 53.5. (3.125, 2.875) Start with the LP solution. Add two branches with extra constraints if there is a non-integer value and solve the two sub-problems. Z = 50. (4, 2) Z = 53.222 (2.889, 3) Fe