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Branch and Bound Method

The branch and bound method is a general framework for solving integer variable problems that involves enumerating integer solutions in a tree structure. It works by branching to expand the tree of potential solutions while bounding estimates are used to limit expansion only to the most promising parts of the tree in order to minimize growth. Good bounding functions provide optimistic estimates to improve the efficiency of the method.

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Puspal Ghosh
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36 views14 pages

Branch and Bound Method

The branch and bound method is a general framework for solving integer variable problems that involves enumerating integer solutions in a tree structure. It works by branching to expand the tree of potential solutions while bounding estimates are used to limit expansion only to the most promising parts of the tree in order to minimize growth. Good bounding functions provide optimistic estimates to improve the efficiency of the method.

Uploaded by

Puspal Ghosh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Branch and Bound Method

Branch and bound is a general framework for solving


integer variable problems. Enumeration of integer solutions
follows a tree structure as shown in fig (next slide).
 The idea behind the branch and bound is to minimize the
growing of the tree as much as possible.
 'Branching' expands the tree of solutions, whereas by
estimating a 'bound' on the best value of the objective
function, the expansion of the tree is limited only in the
most promising part.
Continued……..

Node: Any partial or complete


solution.
Bud or bud node: A partial
solution that can grow. May
be feasible or infeasible.
Leaf or leaf node: A complete
solution.
Incumbent: The best feasible
solution found so far.
Branching: The process of
creating child node/ nodes
from a bud node.
Bounding: Estimating the best
Continued….

Bounding function should be an optimistic


estimator. So, it should be an underestimate for
minimization and overestimate for
maximization.
Only the bud nodes have bound values. Leaf
nodes have the objective function values.
A good estimate of the bound value helps
improving efficiency of the method.
Selection of proper bounding function is
therefore the key to the success of the Branch-
and-Bound method.
Example: Four persons to perform four tasks
Problem:
Minimize z=x1 + 4x2.
Subject to 2x1 + x2 ≤ 8
x1 + 2x2 ≥ 6
x1, x2 ≥0 x1 , x2 are integer. Ignore the
integrality constraints and solve the problem as a regular LP.
Solution:

10 4 26
x1  , x2  , z 
3 3 3
is the lower bound of all feasible solution.
(0,8)

x2

(0,3)

x1 (4,0) (6,0)

Problem at 1
z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x1 3
x2 x1 x2  0 x1 , x2 integer
x1  3

(0,3) Optimal Solution


x1  3, x2  3 , z  9
2

x1 (4,0) (6,0)

Problem at 2
z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1 4

(0,3)
x1  4

x1 (4,0) (6,0)

Problem at 3
z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1 3
x1  3
x2 1
(0,3)

x2  1

x1 (4,0) (6,0)

Problem at 4
z  x1  4 x2
(0,8)
s.t. 2 x1  x2  8
x1  2 x2  6
x2 x1  3 x1 3
x2 2
(0,3)

x2  2

x1 (4,0) (6,0)

Problem at 5

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