614 Integer Programming
Figure 10.6 Graphical solution of problem (E 5 ).
Next, the branching problems, with integer bounds onx 3 , are solved and the pro-
cedure is continued until the desired optimum solution is found. The results are shown
in Fig. 10.8.
10.7 Sequential Linear Discrete Programming
Let the nonlinear programming problem with discrete variables be stated as follows:
Minimizef (X) (10.52)
subject to
gj( X)≤ 0 , j= 1 , 2 ,... , m (10.53)
hk( X)= 0 , k= 1 , 2 ,... , p (10.54)
xi∈ {di 1 , di 2 ,... , diq} , i= 1 , 2 ,... , n 0 (10.55)
xi(l)≤xi≤xi(u), i=n 0 + 1 , n 0 + 2 ,... , n (10.56)