Integer programming


Also found in: Acronyms, Encyclopedia.

Integer programming

Variant of linear programming in which the solution values must be integers.

Integer Programming

In mathematics, a process or technique for finding the maximum or minimum value of a linear function subject where the solution must be an integer. It is a form of linear programming, which is important to securities analysis as it helps determine the maximum or minimum rate of return on a particular investment. While the maximum rate of return is not necessarily the expected rate of return, integer programming may help an investor decide if a security is worth a certain level of risk.
References in periodicals archive ?
Therefore, the solution for the given fuzzy integer programming problem (P) is as follows,
Different algorithms are used to find the number of lattice points since 1980 dates, all of them depend on the concept of integer programming for more see [2, 3].
In the next section, the anniversary sale problem facing a small business that selects computer assembly as its main line of business is highlighted and formulated as an integer programming problem.
This mathematical form is an integer programming model that can be solved to yield a number of alternatives.
In an integer programming case the usual interpretation requires obvious modification, because if packages to be stored come in a minimum size of, say, one cubic foot, then the addition of a cubic inch of space to that offered by the warehouse clearly is zero, meaning that the first derivative of profit with respect to the constraining warehouse space is also apt to be zero, even if more warehouse space is needed urgently.
Applying Stowe's mathematics results in the integer programming formulation for this credit investigation and credit-granting problem illustrated in Table 2 for X = $500.
We have developed an integer programming model, a modification of the traditional "location" problem model (Revelle 1987), that can be used to identify a minimum set of hospitals at which to do reviews, subject to sampling design constraints derived from an analysis of statistical power.
In this paper we develop an integer programming model, as well as a heuristic to effectively assign machines to cells.
An Application of Mixed Integer Programming to Schedule the Basic Operations for Making Castings in a Foundry - Part 1 (90-154) R.
A unified, systematic approach to applying mixed integer programming solutions to integrated scheduling in customer-driven supply chains Supply chain management is a rapidly developing field, and the recent improvements in modeling, preprocessing, solution algorithms, and mixed integer programming (MIP) software have made it possible to solve large-scale MIP models of scheduling problems, especially integrated scheduling in supply chains.
describe test sets, Graver bases, and generating functions for proving results about integer programs with linear constraints, the role of Grobner bases in integer programming, and the solution of global optimization problems with polynomial constraints via a sequence of linear algebra or semidefinite programming.
In this paper we derive the minimum percentage of registered voters required to elect a president by creating a binary integer programming problem to represent the minimum number of registered voters to win the Electoral College.