Integer Programming

Recall that we defined integer programming problems in our discussion of the Divisibility Assumption in Section 3.1. Simply stated, an integer programming problem (IP) is an LP in which some or all of the variables are required to be non-negative integers.† In this chapter (as for LPs in Chapter 3), we find that many real-life situations may be formulated as IPs. Unfortunately, we will also see that IPs are usually much harder to solve than LPs. In Section 9.1, we begin with necessary definitions and some introductory comments about IPs. In Section 9.2, we explain how to formulate integer programming models. We also discuss how to solve IPs on the computer with LINDO, LINGO, and Excel Solver. In Sections 9.3–9.8, we discuss other methods used to solve IPs.