Questions tagged [integer-programming]

Questions on optimization constrained to integer variables.

An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers.

Integer problems may be defined as the problem of maximizing or minimizing a linear function subject to both linear and integer constraints. The constraints may be equalities or inequalities.

Integer programs are problems that can be expressed in canonical form as

$$\max\quad c^\top x$$ $$\text{s.t.}\quad Ax\le b$$ $$x\ge0$$ $$x\in\Bbb Z^n$$

where $x$ represents the vector of variables (to be determined), $c$ and $b$ are vectors of (known) coefficients, $A$ is a (known) matrix of coefficients, $(⋅)^⊤$ is the matrix transpose, and $\Bbb Z^n$ is the set of whole numbers of dimension $n$.

The expression to be maximized or minimized is called the objective function ($c^⊤x$ in this case).

The inequalities $Ax \le b$ and $x \ge 0$ are the constraints which specify a convex polytope over which the objective function is to be optimized. The inequality $x \ge 0$ is called non-negativity constraints and are often found in linear programming problems. The $x\in\Bbb Z^n$ constraint limits the to be determined vector variables $x$ to be whole integers. The other inequality $Ax \le b$ is called the main constraints.

Integer programming is NP-hard. A special case, $0-1$ integer linear programming, in which unknowns are binary, and only the restrictions must be satisfied, is one of Karp's $21$ NP-complete problems.

Reference:

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Integer linear programming problem

There is an integer linear programming problem with this constraint: $$\left|X1 - X2\right|= 5\text{ or }10\text{ or }20$$ How it can be solved with adding auxiliary variable $y$? Main problem is that "or" between $5$ and $10$ and $20$.
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Find a valid inequality

Find a valid inequality for $$ \{x\in\{0,1\}^5 \mid 9x_1 + 8x_2 + 6x_3 + 6x_4 + 5x_5 \leq 14\} $$ that cuts off $(1/4, 1/8, 3/4, 3/4, 0)$. I tried both Chvàtal cut and cover inequality, both of which don’t work.
Bernoulli
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Integer programming

Can anyone help me to find the right solution? How can integer programming be used to ensure that X takes on values 1,3, 5 or any even number less than 100? In practice we have a integer programming problem involving the variable $X$. We want to…
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school math, equations and minimal steps problem

I have the following problem: $ X(20A + 88C) + Y(32B + 72C) + Z(40A + 40B) \ge 616A + 890B + 982C$ the second condition is that the sum of $ X + Y + Z $ should be as low as possible. If there is more than 1 solution possible, i need only 1. EDIT: X…
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