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COMP 567 Exe3: Min 2 S.T. 4 6 9 4, 0, Integer + +

(1) The document describes an integer linear programming problem and provides the optimal solution to the relaxed problem. It instructs the reader to solve the problem using Branch-and-Bound, selecting the variable with the largest fractional value at each node. (2) A second integer linear programming problem is presented and the reader is asked to solve it using Branch-and-Bound. They are also asked to provide the simplex tableau and Gomory cut for the optimal solution of the relaxed problem. (3) The reader should graphically illustrate the solutions to the subproblems and specify the Gomory cut associated with variable y on the x-y plane.

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38 views2 pages

COMP 567 Exe3: Min 2 S.T. 4 6 9 4, 0, Integer + +

(1) The document describes an integer linear programming problem and provides the optimal solution to the relaxed problem. It instructs the reader to solve the problem using Branch-and-Bound, selecting the variable with the largest fractional value at each node. (2) A second integer linear programming problem is presented and the reader is asked to solve it using Branch-and-Bound. They are also asked to provide the simplex tableau and Gomory cut for the optimal solution of the relaxed problem. (3) The reader should graphically illustrate the solutions to the subproblems and specify the Gomory cut associated with variable y on the x-y plane.

Uploaded by

zizo soso
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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COMP 567

exe3

1. (20) Consider the following integer linear programming problem :


min z = x − 2 y
s.t. − 4 x + 6 y ≤ 9
x+ y ≤4
x, y ≥ 0,integer

The optimal solution of the relaxed problem is x = 1.5, y = 2.5, and z = −3.5 .

Solve this problem with the Branch-and-Bound method introduced in the course.
When solving the relaxed problem of any candidate problem, if there are more than one
variable which is not integer at the optimum, then select the variable having the largest
fractional value as the separating variable to specify the two new candidate problems, and
breaking ties randomly; i.e., in our problem, take y as the original separating variable.

In completing the Branch-and-Bound algorithm, place in the pile of candidate problems


the one obtained by adding the constraint using the ceiling value above the one obtained
by adding the constraint using the floor value.

You can solve graphically all the candidate problem. In this case, illustrate graphically the
solutions.

2. Consider the following integer linear programming problem


Min z = − x − 1.5 y
s. t. 2x + y ≤ 10
3x + 6y ≤ 40
x, y ≥ 0,integer

a) (20) Solve this problem with the Branch-and-Bound method introduced in the
course.
When solving the relaxed problem of any candidate problem, if there are more than one
variable which is not integer at the optimum, then select the variable having the largest
fractional value as the separating variable to specify the two new candidate problems, and
breaking ties randomly; i.e., in our problem, take y as the original separating variable.

In completing the Branch-and-Bound algorithm, place in the pile of candidate problems


the one obtained by adding the constraint using the ceiling value above the one obtained
by adding the constraint using the floor value.
You can solve graphically all the candidate problem. In this case, illustrate graphically the
solutions. Otherwise, explain how you find the optimal solution of the relaxed candidate
problem.

b) (10) Once you have the optimal solution for the preceding relaxed problem:
Min z = − x − 1.5 y
s. t. 2x + y ≤ 10
3x + 6y ≤ 40
x, y ≥ 0, entiers

specify the simplex tableau associated with this solution.


Determine the Gomory cut associated with the variable y.
Illustrate this Gomory cut in the plane associated with the variables x and y, as we did in
the lecture.

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