CSC 445/545 Notes 7.1: Solving Integer Programs by Separation

*************** Problem     1 ***************
Maximize
28.00 X1 +11.00 X2 
subject to
    14.00 X1 + 6.00 X2  <= 25.00 
X1 , X2 >= 0

Phase 1: Input dictionary.
X3 =  25.00 -14.00 X1 - 6.00 X2 
-------------------------------------------------
z  =  -0.00 +28.00 X1 +11.00 X2 

The final dictionary:
X1 =   1.79 - 0.43 X2 - 0.07 X3 
-------------------------------------------------
z  =  50.00 - 1.00 X2 - 2.00 X3 

The optimal solution: 50.00
X1  =  1.79  X2  =  0.00  X3  =  0.00  


Notes 7.1, Page 2

*************** Problem 2 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 - 1.00 X1 + 0.00 X2 <= -2.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = -2.00 + 1.00 X1 + 0.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 Original problem is INFEASIBLE.


Notes 7.1, Page 3

*************** Problem 3 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 The final dictionary: X2 = 1.83 - 0.17 X3 + 2.33 X4 X1 = 1.00 + 0.00 X3 - 1.00 X4 ------------------------------------------------- z = 48.17 - 1.83 X3 - 2.33 X4 The optimal solution: 48.17 X1 = 1.00 X2 = 1.83 X3 = 0.00 X4 = 0.00


Notes 7.1, Page 4

*************** Problem 4 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 - 1.00 X2 <= -2.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = -2.00 + 0.00 X1 + 1.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 The final dictionary: X1 = 0.93 - 0.07 X3 - 0.43 X5 X4 = 0.07 + 0.07 X3 + 0.43 X5 X2 = 2.00 + 0.00 X3 + 1.00 X5 ------------------------------------------------- z = 48.00 - 2.00 X3 - 1.00 X5 The optimal solution: 48.00 X1 = 0.93 X2 = 2.00 X3 = 0.00 X4 = 0.07 X5 = 0.00


Notes 7.1, Page 5

*************** Problem 5 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 - 1.00 X2 <= -2.00 - 1.00 X1 + 0.00 X2 <= -1.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = -2.00 + 0.00 X1 + 1.00 X2 X6 = -1.00 + 1.00 X1 + 0.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 Original problem is INFEASIBLE.


Notes 7.1, Page 6

*************** Problem 6 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 - 1.00 X2 <= -2.00 1.00 X1 + 0.00 X2 <= 0.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = -2.00 + 0.00 X1 + 1.00 X2 X6 = 0.00 - 1.00 X1 + 0.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 The final dictionary: X5 = 2.17 - 0.17 X3 + 2.33 X6 X4 = 1.00 + 0.00 X3 + 1.00 X6 X2 = 4.17 - 0.17 X3 + 2.33 X6 X1 = 0.00 + 0.00 X3 - 1.00 X6 ------------------------------------------------- z = 45.83 - 1.83 X3 - 2.33 X6 The optimal solution: 45.83 X1 = 0.00 X2 = 4.17 X3 = 0.00 X4 = 1.00 X5 = 2.17 X6 = 0.00


Notes 7.1, Page 7

*************** Problem 7 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 - 1.00 X2 <= -2.00 1.00 X1 + 0.00 X2 <= 0.00 0.00 X1 - 1.00 X2 <= -5.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = -2.00 + 0.00 X1 + 1.00 X2 X6 = 0.00 - 1.00 X1 + 0.00 X2 X7 = -5.00 + 0.00 X1 + 1.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 Original problem is INFEASIBLE.


Notes 7.1, Page 8

*************** Problem 8 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 - 1.00 X2 <= -2.00 1.00 X1 + 0.00 X2 <= 0.00 0.00 X1 + 1.00 X2 <= 4.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = -2.00 + 0.00 X1 + 1.00 X2 X6 = 0.00 - 1.00 X1 + 0.00 X2 X7 = 4.00 + 0.00 X1 - 1.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 The final dictionary: X3 = 1.00 +14.00 X6 + 6.00 X7 X4 = 1.00 + 1.00 X6 + 0.00 X7 X2 = 4.00 + 0.00 X6 - 1.00 X7 X1 = 0.00 - 1.00 X6 + 0.00 X7 X5 = 2.00 + 0.00 X6 - 1.00 X7 ------------------------------------------------- z = 44.00 -28.00 X6 -11.00 X7 The optimal solution: 44.00 X1 = 0.00 X2 = 4.00 X3 = 1.00 X4 = 1.00 X5 = 2.00 X6 = 0.00 X7 = 0.00


Notes 7.1, Page 9

*************** Problem 9 *************** Maximize 28.00 X1 +11.00 X2 subject to 14.00 X1 + 6.00 X2 <= 25.00 1.00 X1 + 0.00 X2 <= 1.00 0.00 X1 + 1.00 X2 <= 1.00 X1 , X2 >= 0 Phase 1: Input dictionary. X3 = 25.00 -14.00 X1 - 6.00 X2 X4 = 1.00 - 1.00 X1 + 0.00 X2 X5 = 1.00 + 0.00 X1 - 1.00 X2 ------------------------------------------------- z = -0.00 +28.00 X1 +11.00 X2 The final dictionary: X3 = 5.00 +14.00 X4 + 6.00 X5 X1 = 1.00 - 1.00 X4 + 0.00 X5 X2 = 1.00 + 0.00 X4 - 1.00 X5 ------------------------------------------------- z = 39.00 -28.00 X4 -11.00 X5 The optimal solution: 39.00 X1 = 1.00 X2 = 1.00 X3 = 5.00 X4 = 0.00 X5 = 0.00