lecture3_ip_intro整数规划.pdf

INTEGER PROGRAMMING 1.224J/ESD.204J TRANSPORTATION OPERATIONS, PLANNING AND CONTROL: CARRIER SYSTEMS Professor Cynthia Barnhart Professor Nigel H.M. Wilson Fall 2003 IP OVERVIEW Sources: -Introduction to linear optimization (Bertsimas, Tsitsiklis)- Chap 1 - Slides 1.224 Fall 2000 Outline • When to use Integer Programming (IP) • Binary Choices – Example: Warehouse Location – Example: Warehouse Location 2 • Restricted range of values • Guidelines for strong formulation • Set Partitioning models • Solving the IP – Linear Programming relaxation – Branch-and bound – Example 12/31/2003 Barnhart 1.224J 3 When to use IP Formulation? • IP (Integer Programming) vs. MIP (Mixed Integer Programming) – Binary integer program • Greater modeling power than LP • Allows to model: – Binary choices – Forcing constraints – Restricted range of values – Piecewise linear cost functions 12/31/2003 Barnhart 1.224J 4 Example: Warehouse Location A company is considering opening warehouses in four cities: New York, Los Angeles, Chicago, and Atlanta. Each warehouse can ship 100 units per week. The weekly fixed cost of keeping each warehouse open is $400 for New York, $500 for LA, $300 for Chicago, and $150 for Atlanta. Region 1 requires 80 units per week, region 2 requires 70 units per week, and Region 3 requires 40 units per week. The shipping costs are shown below. Formulate the problem to meet weekly demand at minimum cost. From/To Region 1 Region 2 Region 3 New York 20 40 50