Integer programming

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An integer programming problem is a mathematical optimization or feasibility program in which

some or all of the variables are restricted to be integers. In many settings the term refers
to integer linear programming (ILP), in which the objective function and the constraints (other
than the integer constraints) are linear.
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 NPcomplete problems.
Contents
[hide]

1Canonical and standard form for ILPs

2Example
3Proof of NP-hardness
4Variants
5Example problems that can be formulated as ILPs
6Applications
o 6.1Production planning
o 6.2Scheduling
o 6.3Telecommunications networks
o 6.4Cellular networks
7Algorithms
o 7.1Using total unimodularity
o 7.2Exact algorithms
o 7.3Heuristic methods
8References
9Further reading
10External links

Canonical and standard form for ILPs[edit]

An integer linear program in canonical form is expressed as:[1]

,
and an ILP in standard form is expressed as

where the entries of

are vectors and
is a matrix, having integer values. Note
that similar to linear programs, ILPs not in standard form can be converted to standard

formby eliminating inequalities by introducing slack variables ( ) and replacing variables

that are not sign-constrained with the difference of two sign-constrained variables

Example[edit]

IP polytope with LP relaxation

The graph on the right shows the following problem.

The feasible integer points are shown in red, and the red dashed lines indicate their
convex hull, which is the smallest polyhedron that contains all of these points. The
blue lines together with the coordinate axes define the polyhedron of the LP
relaxation, which is given by the inequalities without the integrality constraint. The
goal of the optimization is to move the black dotted line as far upward while still
touching the polyhedron. The optimal solutions of the integer problem are the
points

and

which both have an objective value of 2. The unique

optimum of the relaxation is

with objective value of 2.8. Note that if the
solution of the relaxation is rounded to the nearest integers, it is not feasible for the
ILP.

Proof of NP-hardness[edit]
The following is a reduction from minimum vertex cover to integer programming that
will serve as the proof of NP-hardness.
Let

be an undirected graph. Define a linear program as follows:

Given that the constraints limit

to either 0 or 1, any feasible solution to the
integer program is a subset of vertices. The first constraint implies that at least
one end point of every edge is included in this subset. Therefore the solution
describes a vertex cover. Additionally given some vertex cover C,
can be set
to 1 for any
and to 0 for any
thus giving us a feasible solution
to the integer program. Thus we can conclude that if we minimize the sum
of
we have also found the minimum vertex cover. [2]

Variants[edit]
Mixed integer linear programming (MILP) involves problems in which only
some of the variables, , are constrained to be integers, while other variables
are allowed to be non-integers.
Zero-one linear programming involves problems in which the variables are
restricted to be either 0 or 1. Note that any bounded integer variable can be
expressed as a combination of binary variables.[3] For example, given an integer
variable,
, the variable can be expressed
using

binary variables:

Example problems that can be formulated as

ILPs[edit]
A large number of problems can be formulated as ILPs. These include

Traveling Salesman
Vertex Cover and other Covering problems
Set packing and other Packing problems
Boolean satisfiability

Since the decision version of integer linear programming is in NP (solutions

can be verified in polynomial time) and there are NP-complete problems that
can be polynomially reduced to ILPs, the decision version of integer linear
programming is NP-complete.

Applications[edit]
There are two main reasons for using integer variables when modeling
problems as a linear program:
1. The integer variables represent quantities that can only be integer.
For example, it is not possible to build 3.7 cars.
2. The integer variables represent decisions and so should only take
on the value 0 or 1 .

These considerations occur frequently in practice and so integer linear

programming can be used in many applications areas, some of which are
briefly described below.

Production planning[edit]
Mixed integer programming has many applications in industrial production,
including job-shop modelling. One important example happens In
agricultural production planninginvolves determining production yield for
several crops that can share resources (e.g. Land, labor, capital, seeds,
fertilizer, etc.). A possible objective is to maximize the total production,
without exceeding the available resources. In some cases, this can be
expressed in terms of a linear program, but variables must be constrained to
be integer.

Scheduling[edit]
These problems involve service and vehicle scheduling in transportation
networks. For example, a problem may involve assigning buses or subways
to individual routes so that a timetable can be met, and also to equip them
with drivers. Here binary decision variables indicate whether a bus or
subway is assigned to a route and whether a driver is assigned to a
particular train or subway.

Telecommunications networks[edit]
The goal of these problems is to design a network of lines to install so that a
predefined set of communication requirements are met and the total cost of
the network is minimal.[4]This requires optimizing both the topology of the
network along with the setting the capacities of the various lines. In many
cases, the capacities are constrained to be integer quantities. Usually there
are, depending on the technology used, additional restrictions that can be
modeled as a linear inequalities with integer or binary variables.

Cellular networks[edit]
The task of frequency planning in GSM mobile networks involves distributing
available frequencies across the antennas so that users can be served and
interference is minimized between the antennas.[5] This problem can be
formulated as an integer linear program in which binary variables indicate
whether a frequency is assigned to an antenna.

Algorithms[edit]
The naive way to solve an ILP is to simply remove the constraint that x is
integral, solve the corresponding LP (called the LP relaxation of the ILP),
and then round the entries of the solution to the LP relaxation. But, not only
may this solution not be optimal, it may not even be feasible, that is it may
violate some constraint.

Using total unimodularity[edit]

While in general the solution to LP relaxation will not be guaranteed to be
optimal, if the ILP has the form
such
that
where
and have all integer entries and
is totally
unimodular, then every basic feasible solution is integral. Consequently, the
solution returned by the simplex algorithm is guaranteed to be integral. To
show that every basic feasible solution is integral, let be an arbitrary basic
feasible solution . Since is feasible, we know that
.
Let

be the elements corresponding to the

basis columns for the basic solution . By definition of a basis, there is

some square submatrix
of
with linearly independent columns such
that
.
Since the columns of
are linearly independent and
is square,
nonsingular, and therefore by assumption,
is unimodular and
so

. Also, since

is

is nonsingular, it is invertible and

therefore
. By definition,
Note that
denotes the adjugate of
integer. Therefore,

and is integral because

.
is

Thus, if the matrix

of an ILP is totally unimodular, rather than use an
ILP algorithm, the simplex method can be used to solve the LP
relaxation and the solution will be integer.

Exact algorithms[edit]
When the matrix
is not totally unimodular, there are a variety of
algorithms that can be used to solve integer linear programs exactly.
One class of algorithms are cutting plane methods which work by
solving the LP relaxation and then adding linear constraints that drive
the solution towards being integer without excluding any integer feasible
points.
Another class of algorithms are variants of the branch and
bound method. For example, the branch and cut method that combines
both branch and bound and cutting plane methods. Branch and bound
algorithms have a number of advantages over algorithms that only use
cutting planes. One advantage is that the algorithms can be terminated
early and as long as at least one integral solution has been found, a
feasible, although not necessarily optimal, solution can be returned.
Further, the solutions of the LP relaxations can be used to provide a
worst-case estimate of how far from optimality the returned solution is.
Finally, branch and bound methods can be used to return multiple
optimal solutions.
Lenstra in 1983 showed [6] that, when the number of variables is fixed,
integer programming problem can be solved in a polynomial time.

Heuristic methods[edit]
Since integer linear programming is NP-hard, many problem instances
are intractable and so heuristic methods must be used instead. For
example, tabu search can be used to search for solutions to ILPs.[7] To
use tabu search to solve ILPs, moves can be defined as incrementing or
decrementing an integer constrained variable of a feasible solution,
while keeping all other integer-constrained variables constant. The
unrestricted variables are then solved for. Short term memory can
consist of previous tried solutions while medium term memory can
consist of values for the integer constrained variables that have resulted
in high objective values (assuming the ILP is a maximization problem).

Finally, long term memory can guide the search towards integer values
that have not previously been tried.
Other heuristic methods that can be applied to ILPs include

Hill climbing
Simulated annealing
Reactive search optimization
Ant colony optimization
Hopfield neural networks

There are also a variety of other problem-specific heuristics, such as

the k-opt heuristic for the travelling salesman problem. Note that a
disadvantage of heuristic methods is that if they fail to find a solution, it
cannot be determined whether it is because there is no feasible solution
or whether the algorithm simply was unable to find one. Further, it is
usually impossible to quantify how close to optimal a solution returned
by these methods is.