Chapter 15 Optimization II: Integer-valued Optimization

In this chapter we will continue our discussion of linear optimization, but now with the added complexity of considering problems with integer-valued decision variables.

The learning objectives for this chapter are:

• Readers should understand how and when integer constraints apply to optimisation problems.

• Readers should know how to use Linear-Program Relaxation (LP Relaxation) to gain insight into integer-constrained problems.

• Readers should understand how to solve integer-constrained optimisation problems.

# Load the libraries we'll use in this chapter
library(ggplot2) # for plotting
library(lpSolve) # for solving linear optimization problems ('linear programming')