BM2102

INTEGER PROGRAMMING MODELS

A Total Integer Model Example
The machine shop owner is planning to expand by purchasing some new machines—presses and lathes. The
owner has estimated that each press purchased will increase profit by P100 per day, and each lathe will increase
profit by P150 daily. The number of machines the owner can purchase is limited by the cost of the machines
and the available floor space in the shop. The machine purchase prices and space requirements are as follows:

Machine Required Floor Space (ft2) Purchase Price

Press 15 P8,000
Lathe 30 4,000

The owner has a budget of P40,000 for purchasing machines and 200 square feet of available floor space. The
owner wants to know how many of each machine to purchase to maximize the daily increase in profit.
The linear programming model for an integer programming problem is formulated the same way as the linear
programming examples in the previous topic. The only difference is that the decision variables are restricted to
integer values in this problem because the owner cannot purchase a fraction, or portion, of a machine. The
linear programming model follows:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 𝑃100𝑥1 + 150𝑥2
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
𝑃8,000𝑥1 + 4,000𝑥2 ≤ 𝑃40,000
15𝑥1 + 30𝑥2 ≤ 200 𝑓𝑡 2
𝑥1 , 𝑥2 ≥ 0 𝑎𝑛𝑑 𝑖𝑛𝑡𝑒𝑔𝑒𝑟
Where:
𝑥1 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑟𝑒𝑠𝑠𝑒𝑠
𝑥2 = 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑙𝑎𝑡ℎ𝑒𝑠
The decision variables in this model are restricted to whole machines. The fact that both decision variables, 𝑥1
and 𝑥2 , can assume any integer value greater than or equal to zero is what gives this model its designation as
a total integer model.
A 0-1 Integer Model Example
A community council must decide which recreation facilities to construct in its community. Four new recreation
facilities have been proposed—a swimming pool, a tennis center, an athletic field, and a gymnasium. The
council wants to construct facilities that will maximize the expected daily usage by the community's residents,
subject to land and cost limitations. The expected daily usage and cost, and land requirements for each facility
follow:

Recreation facility Expected usage Cost Land requirements

(people/day) (acres)
Swimming pool 300 P35,000 4
Tennis center 90 10,000 2
Athletic field 400 25,000 7
Gymnasium 150 90,000 3
The community has a P120,000 construction budget and 12 acres of land. Because the swimming pool and
tennis center must be built on the same part of the land parcel, however, only one of these two facilities can be

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constructed. The council wants to know which of the recreation facilities to construct to maximize the expected
daily usage. The model for this problem is formulated as follows:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 300𝑥1 + 90𝑥2 + 400𝑥3 + 150𝑥4
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
𝑃35,000𝑥1 + 10,000𝑥2 + 25,000𝑥3 + 90,000𝑥4 ≤ 120,000
4𝑥1 + 2𝑥2 + 7𝑥3 + 3𝑥4 ≤ 12 𝑎𝑐𝑟𝑒𝑠
𝑥1 + 𝑥2 ≤ 1 𝑓𝑎𝑐𝑖𝑙𝑖𝑡𝑦
𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 = 0 𝑜𝑟 1
Where:
𝑥1 = 𝑐𝑜𝑛𝑠𝑡𝑟𝑢𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎 𝑠𝑤𝑖𝑚𝑚𝑖𝑛𝑔 𝑝𝑜𝑜𝑙
𝑥2 = 𝑐𝑜𝑛𝑠𝑡𝑟𝑢𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎 𝑡𝑒𝑛𝑛𝑖𝑠 𝑐𝑒𝑛𝑡𝑒𝑟
𝑥3 = 𝑐𝑜𝑛𝑠𝑡𝑟𝑢𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎𝑛 𝑎𝑡ℎ𝑙𝑒𝑡𝑖𝑐 𝑓𝑖𝑒𝑙𝑑
𝑥4 = 𝑐𝑜𝑠𝑛𝑡𝑟𝑢𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎 𝑔𝑦𝑚𝑛𝑎𝑠𝑖𝑢𝑚
In this model, the decision variables can have a solution value of either zero or one. If a facility is not selected
for construction, the decision variable representing it will be zero. If a facility is selected, its decision variable
will have a value of one.
The last constraint, 𝑥1 + 𝑥2 ≤ 1, reflects the contingency that either the swimming pool (𝑥1 ) or the tennis center
(𝑥2 ) can be constructed, but not both. For the sum of 𝑥1 and 𝑥2 to be less than or equal to one, either of the
variables can have a value of one, or both variables can equal zero. This is also referred to as a mutually
exclusive constraint.
If the community had specified that either the swimming pool (𝑥1 ) or the tennis center (𝑥2 ) must be built, but not
both, then the last constraint would become an equation, 𝑥1 + 𝑥2 = 1. This would result in a solution that would
include 𝑥1 = 1 or 𝑥2 = 1, but both would not equal one (nor would both equal zero). In this manner, the model
forces a choice between the two facilities. For this reason, it is often called a multiple-choice constraint.
A variation of the multiple-choice constraint can be used to formulate a situation in which some specific number
of facilities out of the total must be constructed. For example, if the community council had specified that exactly
two of the four facilities must be built, this constraint would be formulated as
𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 = 2
If, alternatively, the council had specified that no more than two facilities must be constructed, the constraint
would be
𝑥1 + 𝑥2 + 𝑥3 + 𝑥4 ≤ 2
Another type of 0–1 model constraint is a conditional constraint. In a conditional constraint, the construction of
one facility is conditional upon the construction of another. Suppose, for example, that the pet project of the
head of the community council is the swimming pool, and she also believes the tennis center is frivolous. The
council head is very influential, so the rest of the council knows that the tennis center has no chance of being
selected if the pool is not set first. However, even if the pool is selected, there is no guarantee that the tennis
center will also be chosen. Thus, the tennis center (𝑥2 ) is conditional upon construction of the swimming pool
(𝑥1 ). This condition is formulated as
𝑥2 ≤ 𝑥1

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Notice that the tennis center (𝑥2 ) cannot equal one (i.e., be selected) unless the pool (𝑥1 ) equals one. If the pool
(𝑥1 ) equals zero (i.e., it is not selected), then the tennis center (𝑥2 ) must also equal zero. However, this condition
does allow the pool (𝑥1) to equal one and be selected, and the tennis center to equal zero and not be selected.
A variation of this type of conditional constraint is the corequisite constraint, wherein if one facility is constructed,
the other one will also be built and vice versa. For example, suppose the council worked out a political deal
among themselves, wherein if the pool is accepted, the tennis center must also be selected and vice versa. This
constraint is written as
𝑥2 = 𝑥1
This constraint makes 𝑥1 and 𝑥2 equal the same value, either zero or one.
A Mixed Integer Model Example
Nancy Smith has P250,000 to invest in three alternative investments—condominiums, land, and municipal
bonds. She wants to invest in the alternatives that will result in the greatest return on investment after one (1)
year.
Each condominium costs P50,000 and will return a profit of P9,000 if sold at the end of one (1) year; each acre
of land costs P12,000 and will return a profit of P1,500 at the end of one (1) year, and each municipal bond
costs P8,000 and will result in a return of P1,000 if sold at the end of one (1) year. In addition, there are only
four (4) condominiums, 15 acres of land, and 20 municipal bonds available for purchase.
The linear programming model for this problem is formulated as follows:
𝑀𝑎𝑥𝑖𝑚𝑖𝑧𝑒 𝑍 = 𝑃9,000𝑥1 + 1,500𝑥 − 2 + 1,000𝑥3
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜
𝑃50,000𝑥1 + 12,000𝑥2 + 8,000𝑥3 ≤ 250,000
𝑥1 ≤ 4 𝑐𝑜𝑛𝑑𝑜𝑚𝑖𝑛𝑖𝑢𝑚𝑠
𝑥2 ≤ 15 𝑎𝑐𝑟𝑒𝑠
𝑥3 ≤ 20 𝑏𝑜𝑛𝑑𝑠
𝑥2 ≥ 0
𝑥1 , 𝑥3 ≥ 0
Notice that in this model, the solution values for condominiums (𝑥1 ) and municipal bonds (𝑥3 ) must be integers.
It is impossible to invest in a fraction of a condominium or purchase part of a bond. However, it is possible to
purchase less than an acre of land (i.e., a portion of an acre). Thus, two (2) of the decision variables (𝑥1 𝑎𝑛𝑑 𝑥3 )
are restricted to integer values, whereas the other variable (𝑥2 ) can take on any real value greater than or equal
to zero.

References
Taylor III, B. W. (2016). Introduction to Management Science (12th ed.). New York: Pearson Education Limited.

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