DM872 (S24)

Mathematical Optimization at Work

Extra Sheet

Task 1

Write an extended formulation with extreme points and extreme rays for the polyhedron

\[\begin{align*} −x_1 +x_2 &\leq 1\\ 3x_1 +x_2 &\geq 5 \\ x_1 +x_2 &\geq 1\\ x_1 +2x_2 &\leq 11. \end{align*}\]

Task 2

Consider the mixed integer program

\[\begin{align*} \max\; &4x_1 +5x_2 +2y_1 −7y_2 +5y_3 \\ &3x_1 +4x_2 +2y_1 −2y_2 +3y_3\leq 10\\ &\vec x\leq 3,\; \vec x\in \mathbb{Z}^2_+,\; \vec y\leq 2,\; \vec y\in \mathbb{R}^3_+. \end{align*}\]

Solve it using Benders’ algorithm. A template for the implementation is avaialble from the git repository.

After solving it, you are informed that the $y$ variables should also be integer. Without starting again from scratch: i. Solve the new problem using a basic branch and bound algorithm (Section 12.5.1) ii. Solve using no-good cuts (Section 12.5.2).