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lecture18 - IE426 Optimization Models and Applications...

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Unformatted text preview: IE426: Optimization Models and Applications: Lecture 18 Jeff Linderoth Department of Industrial and Systems Engineering Lehigh University November 2, 2006 Jeff Linderoth IE426:Lecture 18 Stuff We’ve Learned Goal Programming Weighted Goal Programming Hierarchical Goal Programming Solving Integer Programs Relaxations Branch and Bound Solving a “knapsack problem” with branch and bound Performance guarantees from branch-and-bound Jeff Linderoth IE426:Lecture 18 Other Stuff We’ve Learned Modeling Discrete decisions (all-or-nothing) Fixed charge x > ⇒ δ = 1 ⇔ x ≤ Mδ , Variable Upper Bound “min-level” δ = 1 ⇒ x ≥ m ⇔ x ≥ mδ , Variable Lower Bound Jeff Linderoth IE426:Lecture 18 Still More Stuff We’ve Learned The Trix Modeling Logical Implications (if A then B, either A or B) At most k out of n constraints holding At least k out of n constraints holding Jeff Linderoth IE426:Lecture 18 Wow – Even More Stuff We’ve learned Problem Classes Knapsack Problem Traveling Salesperson Problem...
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