Integer programming in SciPy

Introduction

Integer programming helps us find the best solution when some choices must be whole numbers, like counting items or people.

Deciding how many products to make when you can't make fractions of a product.

Planning staff shifts where the number of workers must be whole numbers.

Allocating resources like machines or vehicles that come in whole units.

Scheduling tasks that require integer time slots.

Optimizing delivery routes with whole number stops.

Syntax

SciPy

from scipy.optimize import milp

result = milp(c=c, A_ub=A, b_ub=b, bounds=bounds, integrality=integrality)

c is the coefficients of the objective function to minimize.

integrality is a list indicating which variables must be integers (1) or continuous (0).

Examples

Minimize -x - 2y with integer x and y, subject to constraints.

SciPy

from scipy.optimize import milp

c = [-1, -2]
A = [[2, 1], [1, 1]]
b = [20, 16]
bounds = [(0, None), (0, None)]
integrality = [1, 1]

result = milp(c=c, A_ub=A, b_ub=b, bounds=bounds, integrality=integrality)
print(result)

Minimize 3x + 5y where x is integer and y is continuous.

SciPy

from scipy.optimize import milp

c = [3, 5]
A = [[1, 0], [0, 2]]
b = [4, 12]
bounds = [(0, None), (0, None)]
integrality = [1, 0]

result = milp(c=c, A_ub=A, b_ub=b, bounds=bounds, integrality=integrality)
print(result)

Sample Program

This program finds the greatest profit for x and y with integer values that satisfy the constraints.

SciPy

from scipy.optimize import milp

# Objective: maximize profit = 4x + 3y
c = [-4, -3]

# Constraints:
# 2x + y <= 8
# x + 2y <= 8
A = [[2, 1], [1, 2]]
b = [8, 8]

# Variables x and y must be integers and >= 0
bounds = [(0, None), (0, None)]
integrality = [1, 1]

result = milp(c=c, A_ub=A, b_ub=b, bounds=bounds, integrality=integrality)

if result.success:
    x, y = result.x
    print(f"Optimal solution: x = {int(round(x))}, y = {int(round(y))}")
    print(f"Maximum profit: {-result.fun:.2f}")
else:
    print("No solution found")

Important Notes

Integer programming problems can be slower to solve than regular linear problems.

Always check if the solver found a solution by looking at result.success.

Rounding the solution is not reliable; use the integrality option to enforce integer variables.

Summary

Integer programming finds the best whole-number solutions under constraints.

Use scipy.optimize.milp with integrality to specify integer variables.

Check solver success and interpret results carefully.

Practice

1.

What is the main purpose of integer programming in scipy?

easy

A. To perform statistical hypothesis testing

B. To solve differential equations numerically

C. To find the best solution where some variables must be whole numbers

D. To visualize data with plots

Solution

1. Step 1: Understand integer programming concept

   Integer programming is used to find optimal solutions where some or all variables are restricted to integers (whole numbers).

2. Step 2: Match with scipy usage

   In scipy, integer programming helps solve optimization problems with integer constraints, unlike other tasks like plotting or statistics.

3. Final Answer:

   To find the best solution where some variables must be whole numbers -> Option C

4. Quick Check:

   Integer programming = whole number solutions [OK]

Hint: Integer programming means variables are whole numbers [OK]

Common Mistakes:

• Confusing integer programming with plotting or statistics
• Thinking it solves differential equations
• Assuming variables can be fractional

2.

Which of the following is the correct way to specify integer variables in scipy.optimize.linprog?

from scipy.optimize import linprog

result = linprog(c, A_ub=A, b_ub=b, integrality=...)

easy

A. integrality=True # boolean for all integer

B. integrality=[1, 0, 1] # 1 means integer, 0 means continuous

C. integrality='integer' # string to specify all integer

D. integrality=None # default no integer constraints

Solution

1. Step 1: Recall integrality parameter usage

   The integrality argument takes a list or array indicating which variables are integers (1) or continuous (0).

2. Step 2: Check options

   integrality=[1, 0, 1] # 1 means integer, 0 means continuous correctly uses a list with 1s and 0s. Options A, B, and D use incorrect types.

3. Final Answer:

   integrality=[1, 0, 1] # 1 means integer, 0 means continuous -> Option B

4. Quick Check:

   integrality list = integer flags [OK]

Hint: Use list of 1/0 to mark integer variables [OK]

Common Mistakes:

• Passing a string or boolean instead of list
• Leaving integrality as None to expect integers
• Confusing integrality with other parameters

3.

What will be the output of this code snippet?

from scipy.optimize import linprog

c = [-1, -2]
A = [[1, 1]]
b = [3]
integrality = [1, 1]

result = linprog(c, A_ub=A, b_ub=b, integrality=integrality, method='highs')
print(result.x.round())

medium

A. [1. 1.]

B. [1. 2.]

C. [3. 0.]

D. [0. 3.]

Solution

1. Step 1: Understand the problem setup

   The objective is to minimize -x - 2y, which is equivalent to maximizing x + 2y, with constraint x + y ≤ 3 and both x,y integers.

2. Step 2: Find integer values maximizing x + 2y under constraint

   Feasible integer points include (0,3): x+2y=6, (1,2):5, (2,1):4, (3,0):3. Maximum at (0,3), so result.x.round() prints [0. 3.].

3. Final Answer:

   [0. 3.] -> Option D

4. Quick Check:

   Max x+2y with x+y≤3 integer = [0,3] [OK]

Hint: Maximize by checking integer combos under constraints [OK]

Common Mistakes:

• Picking suboptimal integer point like [1,2]
• Misunderstanding objective sign for maximization
• Ignoring non-negativity bounds

4.

Identify the error in this integer programming code using scipy.optimize.linprog:

from scipy.optimize import linprog

c = [1, 1]
A = [[-1, 2]]
b = [4]
integrality = [1, 1]

result = linprog(c, A_ub=A, b_ub=b, integrality=integrality)
print(result.x)

medium

A. No error; code runs correctly

B. Missing method='highs' argument causes solver failure

C. Constraint matrix A has wrong sign for inequality

D. integrality must be a boolean, not a list

Solution

1. Step 1: Check linprog default solver compatibility

   In recent SciPy, the default method is 'highs', which supports integrality for integer programming.

2. Step 2: Identify if any error exists

   integrality=[1,1] is correct format. Parameters c, A_ub, b_ub are valid. No syntax or runtime errors; code runs.

3. Final Answer:

   No error; code runs correctly -> Option A

4. Quick Check:

   Default method='highs' supports integrality [OK]

Hint: Default method='highs' supports integer constraints [OK]

Common Mistakes:

• Assuming default solver lacks integer support
• Passing integrality as boolean instead of list
• Misinterpreting constraint matrix

5.

You want to solve an integer programming problem to maximize profit with variables x and y, where x + 2y ≤ 8, x ≥ 0, y ≥ 0, and both x and y must be integers. Which scipy.optimize.linprog call correctly models this problem?

hard

A. c = [-1, -2]
A = [[1, 2]]
b = [8]
integrality = [1, 1]
linprog(c, A_ub=A, b_ub=b, bounds=[(0, None), (0, None)], integrality=integrality, method='highs')

B. c = [1, 2]
A = [[1, 2]]
b = [8]
integrality = [1, 1]
linprog(c, A_ub=A, b_ub=b, bounds=[(0, None), (0, None)], integrality=integrality, method='highs')

C. c = [-1, -2]
A = [[-1, -2]]
b = [-8]
integrality = [1, 1]
linprog(c, A_ub=A, b_ub=b, bounds=[(0, None), (0, None)], integrality=integrality, method='highs')

D. c = [-1, -2]
A = [[1, 2]]
b = [8]
integrality = [0, 0]
linprog(c, A_ub=A, b_ub=b, bounds=[(0, None), (0, None)], method='highs')

Solution

1. Step 1: Translate maximization to minimization

   Maximize profit = x + 2y is same as minimize -x - 2y, so c = [-1, -2].

2. Step 2: Set constraints and integrality

   Constraint x + 2y ≤ 8 is A = [[1, 2]], b = [8]. Variables are non-negative with bounds (0, None). Both x and y are integers, so integrality = [1, 1].

3. Step 3: Confirm method and parameters

   Use method='highs' to support integer programming.

4. Final Answer:

   The code with c = [-1, -2], A = [[1, 2]], integrality = [1, 1], method='highs' -> Option A

5. Quick Check:

   Maximize -> minimize negative, integrality=1 for integers [OK]

Hint: Maximize by minimizing negative objective with integer flags [OK]

Common Mistakes:

• Using positive c vector for maximization
• Incorrect sign or values in constraints
• Not setting integrality for integer variables
• Omitting method='highs' for integer programming