Mixed-Integer linear programming

Class date(s):	25 March 2015
Download video: Link [787 M]

Resources

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Date	Class number	Topic	Slides/handouts for class	Video file	References and Notes
25 February	11B	Representation of integer variables Types of problems that can be solved with integer variables	Handout from class	Video

Solving a basic ILP

free variable        income    "total income";
positive variables   x1, x2;
binary variable      delta     "use ingredient x3 or not at all";

EQUATIONS
obj    "maximize income",
blend  "blending constraint";
obj..   income =E= 18*x1 - 3*x2 - 9*(20*delta);
blend.. 2*x1 + x2 + 7*(20*delta) =L= 150;
x1.up = 25;
x2.up = 30;

model recipe /all/;
SOLVE recipe using MIP maximizing income;