Question

In: Statistics and Probability

Consider the following Integer Linear Programming (ILP) model Maximize Z = X1 + 4X2 Subject to...

Consider the following Integer Linear Programming (ILP) model
Maximize Z = X1 + 4X2
Subject to X1 + X2 < 7 // Resource 1
–X1 + 3X2 < 3 // Resource 2
X1, X2 > 0
X1, X2 are integer
i. Consider using the Branch and Bound (B & B) technique to solve the ILP model. With the
help of Tora software, draw the B & B tree. Always give priority for X1 in branching over
X2. Clearly label the constraint on each branch.
Branch and Bound (B & B) tree:

Solutions

Expert Solution

ANSWER:

(i)

Max Z = x1 + 4 x2
subject to
x1 + x2 7
- x1 + 3 x2 3
and x1,x2≥0;



Solution is
Max ZA=14.5 (x1=4.5,x2=2.5)

and ZL=12 (x1=4,x2=2) obtainted by the rounded off solution values.

The branch and bound diagram

Ax1=4.5,x2=2.5
ZA=14.5
ZL=12

n Sub-problem A, x1(=4.5) must be an integer value, so two new constraints are created, x1≤4 and x1≥5

Sub-problem B : Solution is found by adding x1≤4.
Max Z = x1 + 4 x2
subject to
x1 + x2 7
- x1 + 3 x2 3
x1 4
and x1,x2≥0;

Solution is
Max ZB=13.3333 (x1=4,x2=2.3333)
and ZL=12 (x1=4,x2=2) obtainted by the rounded off solution values.
Sub-problem C : Solution is found by adding x1≥5.
Max Z = x1 + 4 x2
subject to
x1 + x2 7
- x1 + 3 x2 3
x1 5
and x1,x2≥0;

Solution is
Max ZC=13 (x1=5,x2=2)
and ZL=13 (x1=5,x2=2) obtainted by the rounded off solution values.
This Problem has integer solution, so no further branching is required.




The branch and bound diagram

Ax1=4.5,x2=2.5
ZA=14.5
ZL=12
x1≤4 x1≥5
Bx1=4,x2=2.3333
ZB=13.3333
ZL=12
Cx1=5,x2=2
ZC=13
ZL=13

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