Lecture

Mixed-Integer Linear Programming: Formulations and Applications

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MGT-483: Optimal decision making

This course introduces the theory and applications of optimization. We develop tools and concepts of optimization and decision analysis that enable managers in manufacturing, service operations, marketing, transportation and finance to transform data into ...

Description

This lecture covers the motivation behind mixed-integer linear programming (MILP) by highlighting the need to model practical problems with discrete variables. It explains the concept of binary variables in LPs, the formulation of mixed-integer LPs, and their applications in decision-making problems such as the 0-1 knapsack problem and the assignment problem. The lecture also delves into the relationships between events, disjunctive constraints, and forcing constraints in MILPs. It concludes with a discussion on the strength of LP relaxations, the ideal formulation for an integer problem, and the importance of formulating MILPs effectively.

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Instructor

Daniel Kuhn

Official source

Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

Related concepts (32)

Stokes' theorem

Stokes' theorem, also known as the Kelvin–Stokes theorem after Lord Kelvin and George Stokes, the fundamental theorem for curls or simply the curl theorem, is a theorem in vector calculus on . Given a vector field, the theorem relates the integral of the curl of the vector field over some surface, to the line integral of the vector field around the boundary of the surface. The classical theorem of Stokes can be stated in one sentence: The line integral of a vector field over a loop is equal to the flux of its curl through the enclosed surface.

Green's theorem

In vector calculus, Green's theorem relates a line integral around a simple closed curve C to a double integral over the plane region D bounded by C. It is the two-dimensional special case of Stokes' theorem. Let C be a positively oriented, piecewise smooth, simple closed curve in a plane, and let D be the region bounded by C. If L and M are functions of (x, y) defined on an open region containing D and have continuous partial derivatives there, then where the path of integration along C is anticlockwise.

Star (graph theory)

In graph theory, a star S_k is the complete bipartite graph K_1,k : a tree with one internal node and k leaves (but no internal nodes and k + 1 leaves when k ≤ 1). Alternatively, some authors define S_k to be the tree of order k with maximum diameter 2; in which case a star of k > 2 has k − 1 leaves. A star with 3 edges is called a claw. The star S_k is edge-graceful when k is even and not when k is odd. It is an edge-transitive matchstick graph, and has diameter 2 (when l > 1), girth ∞ (it has no cycles), chromatic index k, and chromatic number 2 (when k > 0).

Tree (graph theory)

In graph theory, a tree is an undirected graph in which any two vertices are connected by path, or equivalently a connected acyclic undirected graph. A forest is an undirected graph in which any two vertices are connected by path, or equivalently an acyclic undirected graph, or equivalently a disjoint union of trees. A polytree (or directed tree or oriented tree or singly connected network) is a directed acyclic graph (DAG) whose underlying undirected graph is a tree.

Assignment problem

The assignment problem is a fundamental combinatorial optimization problem. In its most general form, the problem is as follows: The problem instance has a number of agents and a number of tasks. Any agent can be assigned to perform any task, incurring some cost that may vary depending on the agent-task assignment. It is required to perform as many tasks as possible by assigning at most one agent to each task and at most one task to each agent, in such a way that the total cost of the assignment is minimized.

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