Lecture6–IntegerProgrammingModels.pptVIP

Lecture 6 – Integer Programming Models Topics General model Logic constraint Defining decision variables Continuous vs. integral solution Applications: staff scheduling, fixed charge, TSP Piecewise linear approximations to nonlinear functions Linear Integer Programming - IP Decision Variables in IP Models Why study integer programming? Call Center Employee Scheduling Day is divided into 6 periods, 4 hours each Demand/period = {15, 10, 40, 70, 40, 35} Workforce consists of full-timers (FT) and part-timers (PT) FT = 8-hour shift, $121.6/ shift PT = 4-hr shift, $51.8/shift One PT = 5/6 FT In any period, at least 2/3 of the staff must be FT employees (this is a headcount constraint) Problem: Find minimum cost workforce Call Center Employee IP Model Optimal LP solution How good is this solution? The Days-Off Scheduling Problem Days-Off Mathematical Model Compact Mathematical Model Logic Constraints K out of N constraints must hold Example of K out of N Constraints Compound Alternatives Fixed-Charge Problem Example: Facility Location Problem Facility Location IP Model Uncapacitated Facility Location Problem Notation Weak Formulation Mathematically Equivalent Strong Formulation Set Covering Problem (Airline Crew Scheduling) Formulation (set covering problem) Traveling Salesman Problem (TSP) Subtour Elimination Constraints Example of SEC Sequencing problems with sequence-dependent  setup times can be modeled as a TSP Graph for IC Testing Example General Piecewise Linear Approximations Linear Transformation for jth Variable Additional Constraints for Piecewise Linear Approximation What You Should Know About Integer Programming How to convert a problem statement in an IP model. How to define the decision variables. How to convert logic statements into constraints. How to formulation fixed charge problems, scheduling problems, covering problems,TSP, piece-wise linear approximation to nonlinear functions. If the cycle is repeated, IC1 ? IC3 ? IC2 ? IC4 ? IC1 . .