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Chapter6
Integer,Goal,andNonlinearProgrammingModels?2007PearsonEducation
VariationsofBasic
LinearProgrammingIntegerProgrammingGoalProgrammingNonlinearProgramming
IntegerProgramming(IP)Wheresomeoralldecisionvariablesarerequiredtobewholenumbers.GeneralIntegerVariables(0,1,2,3,etc.) ValuesthatcounthowmanyBinaryIntegerVariables(0or1) UsuallyrepresentaYes/Nodecision
GeneralIntegerExample:
HarrisonElectricCo.Produce2products(lampsandceilingfans)using2limitedresourcesDecision:Howmanyofeachproductto make?(mustbeintegers)Objective:Maximizeprofit
DecisionVariables L=numberoflampstomake F=numberofceilingfanstomakeLamps(perlamp)Fans(perfan)HoursAvailableProfitContribution$600$700WiringHours2hrs3hrs12AssemblyHours6hrs5hr30
LPModelSummary Max600L+700F ($ofprofit)Subjecttotheconstraints: 2L+3F12 (wiringhours) 6L+5F30 (assemblyhours) L,F0
GraphicalSolution
PropertiesofIntegerSolutionsRoundingofftheLPsolutionmightnotyieldtheoptimalIPsolutionTheIPobjectivefunctionvalueisusuallyworsethantheLPvalueIPsolutionsareusuallynotatcornerpoints
UsingSolverforIPIPmodelsareformulatedinExcelinthesamewayasLPmodelsTheadditionalintegerrestrictionisenteredlikeanadditionalconstraint int-Meansgeneralintegervariables bin-MeansbinaryvariablesGotofile6-1.xls
BinaryIntegerExample:
PortfolioSelectionChoosingstockstoincludeinportfolioDecision:Whichof7stockstoinclude?Objective:Maximizeexpectedannual return(in$1000’s)
StockData
DecisionVariablesUsethefirstletterofeachstock’snameExampleforTrans-TexasOil: T =1ifTrans-TexasOilisincluded T =0ifnotincluded
RestrictionsInvestupto$3millionIncludeatleast2TexascompaniesIncludenomorethan1foreigncompanyIncludeexactly1CaliforniacompanyIfBritishPetroisincluded,then Trans-TexasOilmu
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