Exam 7: Integer Linear Programming
Why are 0 - 1 variables sometimes called logical variables?
0 - 1 variables are sometimes called logical variables because they can represent two distinct states, typically true or false, yes or no, on or off, which align with the binary logic found in Boolean algebra. In this context, the number 0 usually represents the logical value "false," and the number 1 represents the logical value "true."
Boolean algebra, developed by George Boole in the mid-19th century, is a branch of algebra in which the values of the variables are the truth values true and false, usually denoted by 1 and 0 respectively. This binary system underpins the operation of digital computers and digital logic. Logical variables are fundamental in computer science and are used in programming languages, decision-making structures, and digital circuits.
In programming, logical variables are often declared as boolean data types, and they are used to control the flow of the program through conditional statements like if-else statements, loops, and for controlling switches and toggles in the program's logic.
In the context of mathematical modeling, statistics, and optimization, 0 - 1 variables are used to represent binary decisions in binary linear programming problems. For example, they can be used to indicate whether a particular option is chosen (1) or not chosen (0) in a model, which is essential for solving problems that involve making a series of yes/no decisions.
In summary, 0 - 1 variables are called logical variables because they are used to represent binary outcomes that are foundational to logical decision-making in mathematics, computer science, and digital electronics.
Given the following all-integer linear program:
Max
3x1 + 2x2
s.t.
3x1 + x2 ≤ 9
x1 + 3x2 ≤ 7
−x1 + x2 ≤ 1
x1, x2 ≥ 0 and integer
a.
Solve the problem as a linear program ignoring the integer constraints. Show that the optimal solution to the linear program gives fractional values for both x1 and x2.
b.
What is the solution obtained by rounding fractions greater than of equal to 1/2 to the next larger number? Show that this solution is not a feasible solution.
c.
What is the solution obtained by rounding down all fractions? Is it feasible?
d.
Enumerate all points in the linear programming feasible region in which both x1 and x2 are integers, and show that the feasible solution obtained in (c) is not optimal and that in fact the optimal integer is not obtained by any form of rounding.
a. From the graph on the next page, the optimal solution to the linear program is x1 = 2.5, x2 = 1.5, z = 10.5.
b. By rounding the optimal solution of x1 = 2.5, x2 = 1.5 to x1 = 3, x2 = 2, this point lies outside the feasible region.
c. By rounding the optimal solution down to x1 = 2, x2 = 1, we see that this solution indeed is an integer solution within the feasible region, and substituting in the objective function, it gives z = 8.
d. There are eight feasible integer solutions in the linear programming feasible region with z values as follows: x1 = 3, x2 = 0 is the optimal solution. Rounding the LP solution (x1 = 2.5, x2 = 1.5) would not have been optimal.
The graph of a problem that requires x1 and x2 to be integer has a feasible region
Grush Consulting has five projects to consider. Each will require time in the next two quarters according to the table below.
Revenue from each project is also shown. Develop a model whose solution would maximize revenue, meet the time budget of 25 in the first quarter and 20 in the second quarter, and not do both projects C and D.

Which of the following is the most useful contribution of integer programming?
If a problem has only less-than-or-equal-to constraints with positive coefficients for the variables, rounding down will always provide a feasible integer solution.
If the LP relaxation of an integer program has a feasible solution, then the integer program has a feasible solution.
Dual prices cannot be used for integer programming sensitivity analysis because they are designed for linear programs.
Solve the following problem graphically.
Max
5X + 6Y
s.t.
17X + 8Y ≤ 136
3X + 4Y ≤ 36
X, Y ≥ 0 and integer
a.Graph the constraints for this problem. Indicate all feasible solutions.
b.Find the optimal solution to the LP Relaxation. Round down to find a feasible integer solution. Is this solution optimal?
c.Find the optimal solution.
Solve the following problem graphically.
Max
X + 2Y
s.t.
6X + 8Y ≤ 48
7X + 5Y ≥ 35
X, Y ≥ 0
Y is integer
a.Graph the constraints for this problem. Indicate all feasible solutions.
b.Find the optimal solution to the LP Relaxation. Round down to find a feasible integer solution. Is this solution optimal?
c.Find the optimal solution.
Tom's Tailoring has five idle tailors and four custom garments to make. The estimated time (in hours) it would take each tailor to make each garment is listed below. (An 'X' in the table indicates an unacceptable tailor-garment assignment.)
Formulate and solve an integer program for determining the tailor-garment assignments that minimize the total estimated time spent making the four garments. No tailor is to be assigned more than one garment and each garment is to be worked on by only one tailor.

Kloos Industries has projected the availability of capital over each of the next three years to be $850,000, $1,000,000, and $1,200,000, respectively. It is considering four options for the disposition of the capital:
(1)
Research and development of a promising new product
(2)
Plant expansion
(3)
Modernization of its current facilities
(4)
Investment in a valuable piece of nearby real estate
Monies not invested in these projects in a given year will NOT be available for following year's investment in the projects. The expected benefits three years hence from each of the four projects and the yearly capital outlays of the four options are summarized in the table below in $1,000,000's.
In addition, Kloos has decided to undertake exactly two of the projects, and if plant expansion is selected, it will also modernize its current facilities.
Formulate and solve this problem as a binary programming problem.

In general, rounding large values of decision variables to the nearest integer value causes fewer problems than rounding small values.
If the optimal solution to the LP relaxation problem is integer, it is the optimal solution to the integer linear program.
The classic assignment problem can be modeled as a 0-1 integer program.
If x1 + x2 ≤ 500y1 and y1 is 0 - 1, then if y1 is 0, x1 and x2 will be 0.
Explain how integer and 0-1 variables can be used in a constraint to enable production.
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