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Integer Programming Problem: An Example

1) Consider the following all-integer linear program
Max 5X1 + 8X2
s.t. 6X1 + 5X2 <= 30
9X1 + 4X2 <= 36
1X1 + 2X2 <= 10
a) Find the optimal solution to the Relaxation LP.
b) Find the optimal solution to the All-integer LP. Is it the same as that
obtained in part (a)?

Solution Summary

An integer programming problem is solved by using solver of MS Excel. Detailed step by step procedure is provided with relevant screen shots are provided.