{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

# 07 - Industrial Engineering 634 Integer Programming Fall...

This preview shows pages 1–2. Sign up to view the full content.

Industrial Engineering 634 Fall 2011 Integer Programming Lecturer: Nelson Uhan Scribe: Jikai Zou September 7, 2011 Lecture 7. Guidelines for Strong Formulations With linear programming, a “good” formulation is typically one that has a small number of variables and constraints. In addition, given the availability of several eﬃcient algorithms for linear optimization, the choice of formulation is important, but not critical. However, the situation in in- teger programming is quite diﬀerent. The choice of formulation critically aﬀects whether a problem can be solved eﬃciently or not. Then, what makes a good integer programming formulation? Deﬁnition Given a mixed integer program [MIP] min cx + dy s.t. Ax + By = d, x,y 0 , x Z n , the linear relaxation ( sometimes called LP relaxation ) of [MIP] is deﬁned as min cx + dy s.t. Ax + By = d, x,y 0 . Note that the binary variable constraint y ∈ { 0 , 1 } is equivalent to 0 y 1 ,y Z n . In

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 2

07 - Industrial Engineering 634 Integer Programming Fall...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online