5-1 Copyright © 2013 Pearson Education Integer Programming: The Branch and Bound Method Module C.

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Presentation transcript:

5-1 Copyright © 2013 Pearson Education Integer Programming: The Branch and Bound Method Module C

5-2 Copyright © 2013 Pearson Education The Branch and Bound Method is not a solution technique specifically limited to integer programming problems. a solution approach that can be applied to a number of different types of problems. is based on the principle that the total set of feasible solutions can be partitioned into smaller subsets of solutions. These smaller subsets can then be evaluated systematically until the best solution is found.

5-3 Copyright © 2013 Pearson Education When the branch and bound approach is applied to an integer programming problem, it is used in conjunction with the normal non-integer solution approach.

5-4 Copyright © 2013 Pearson Education Example The owner of a machine shop is planning to expand by purchasing some new machines—presses and lathes. The owner has estimated that each press purchased will increase profit by $100 per day and each lathe will increase profit by $150 daily.

5-5 Copyright © 2013 Pearson Education The owner has a budget of $40,000 for purchasing machines and 200 square feet of available floor space. The owner wants to know how many of each type of machine to purchase to maximize the daily increase in profit.

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5-7 Copyright © 2013 Pearson Education We begin the branch and bound method by first solving the problem as a regular linear programming model without integer restrictions (i.e., the integer restrictions are relaxed).

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5-9 Copyright © 2013 Pearson Education an upper bound - the Z value for the relaxed solution The lower bound is the Z value for the rounded-down solution The optimal integer solution will be between these two bounds.

5-10 Copyright © 2013 Pearson Education seeing which one is the farthest from the rounded- down integer value (i.e., which variable has the greatest fractional part). The.56 portion of 5.56 is the greatest fractional part; thus, x2 will be the variable that we will “branch” on.

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5-13 Copyright © 2013 Pearson Education Since we do not have an optimal and feasible integer solution yet, we must continue to branch (i.e., partition) the model, from either node 2 or node 3. In general, always branch from the node with the maximum upper bound.

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