Due: Tuesday November 21 11.59pm, on LMS.
25% penalty for each day late
Questions from Kupferschmid, Chapter 7 (available on LMS):
- 7.10.16 (a): Lecture 21. Note: The solution xLP* to the LP relaxation is given in the picture on page
261. When you branch, you can solve 2-dimensional subproblems, so you can solve the subproblems
graphically. For example, when solving the branch with x1 ≥ 2, the solution to the relaxation will have
x1 = 2, so you can solve a problem in just x2 and x3; if you branch further (eg, on x3 ≥ 1), then you
have to unfix x1 and set x3 = 1 in the LP relaxation.
- 7.10.37: Lecture 22. Make sure your constraint is linear! Further, consider the set of valid inequalities
x1 ≤ x2 together with x1 ≤ x3; show that the set of inequalities is stronger than the single inequality,
in that there are fractional points that satisfy the single inequality but are violated by at least one of
the set of two inequalities.
- 7.10.39 (a): Lecture 22. Note: requiring that the “difference as small as possible” means that we want
the absolute value of the difference of the 2 numbers to be as small as possible.
- 7.10.43: Lecture 22. Note: You don’t need to consult the cited reference [73].
- Gomory: Lecture 23. The LP relaxation of an integer program has optimal tableau
-
a.
- Derive a Gomory cutting plane from each constraint and verify that it is violated by the solution
to the current LP relaxation.
-
b.
- Add the Gomory cut corresponding to the second constraint and reoptimize. What do you
conclude?
In addition, read Sections 7.1–7.7 from the text.
Solving the homework problems (and other problems from the text) will improve your understanding of the
material.
Working out the problems yourself will greatly improve your understanding of the material and help you on the
exams.
You can ask questions on piazza, in addition to using office hours or email.