Solutions of Some Special Linear Programming

Problems
-
-
-- A
--
--
--
-
--
-
--
--
--
--
--
--
-- -

Introduction

.
.

.

- The Transportation Problem

m 1,K , m i ai

. n . 1,K , n
j b j .
:
ai , b j > 0 .
i j
i j . cij

.
xij ) . (i , j


n

j =1

i =1

. ai = b j
:
+c1n x1n + c21 x 21 + + c2 n x 2 n + +cm1 xm1 + + cmn x mn

min c11 x11 +

s. t.

= a1

+ x1n

= a2
=
= am
= b1

x11 +

x 21 + + x 2 n
x m1 + + x mn
+ x 21

+ x m1

x11

=
+ x2n
+ x mn = bn
x1n
x11 , , x1n , x 21 , , x 2 n , , x m1 , , x mn 0

) x = ( x11 , K , x1n , x21 , K , x2 n , K , xm1 , K , xmn

T

) c = ( c11 , K , c1n , c21 , K , c2 n , K , cm1 , K , cmn

T

) b = (a1 , K , am , b1 , K , bn

) A = ( a 11 , K , a1n , a 21 , K , a 2 n , K , a m1 , K , a mn

ei
= e i a ij m i
e j
n
e j j

. :
f ( x) = c T x

Ax = b
x0

min

s. t.

A (m + n) mn :

0
0

0 0
1 0
0 1
0 0
I

1
0

0
=A

1 n I
. n n A
.

--

Properties of the matrix A

.
) ( --
Rank . Rank ( A) = m + n 1

A (m + n) mn m + n mn
Rank ( A ) m + n Rank ( A ) m + n :
m

xij = ai

)(6.1

i =1

)(6.2

x = b
ij

j =1

j =1 i =1

j =1 i =1

j =1

i =1

) ai = b j
) (6.1)(6.2

m + n

.
Rank ( A ) = m + n 1 A
) (m + n 1) (m + n 1
.A
:
Q
In1

Im
= A
0

.
--
A Total Unimodularity
A 1 . 0
) ( --
A .
:
A 1 1 1
. 0 )(m + n) (m + n
Rank ( A ) = m + n 1
k k 1 < k < m + n
.
A k k k
Det A k = 0 or 1
A k 1 . A k

A k 1
. 1
A k
. Det A k = 0

) (

A k
. Det A k = 0
A k
Det A k = Det A k 1

. A k

1 = Det A k 1 0

) ( --
.
:
A Total Unimodularity
B
1 . Det B = 0
B :

B m+ n 2
q

1
=B
0

B m+n 2
:

1
= B m+ n 2
0

B m+ n 3

) q = (q1 , q2 B :

B m+ n 3

q1 q2
1
0

1
B = 0
0
B .

:
Back
substitution

.
--
Well defined
.
--
.
:
i ai = j b j

ai b j
d

= xij

d = iai = j b j .

--
B a i
a *i = B 1a i 0 1
. +1

*
*
a i . B a i = a i
Cramers rule :
Det B k
Det B

= *aik

B k k B . a i
B . Det B = 1
B k 1 = Det B k 0
. aik* = 0,m1

--

Integrality condition

B
) +1
(
Integers
. .
:


.

.Integer Programming

--

Duality for Transportation

problems

Standard form
.

i
j

i = 1, , m,
j = 1, , n,

:
n

j =1

i =1

ai i + b j j
i + j cij

max
s. t.

i , j ,

--
Simplex Method for Transportation problems

.


.Transportation Algorithm

Revised Simplex method
:
.

.
.


.
:
- Northwest corner
rule --
.
-
.
.
. :


.

.
.
Northwest Corner Rule

--
:
)a = (30,80,10,60

)b = (10,50,20,80,20

9
5

8
5
3
4

6
4
2
2

3
2
=c
2

4
2
2
3

:
ai
30

20

80

30

10

10

60

20

40

20

80

20

10

30

20

10

50

bj

:


) (
.Degenerate
--
.
:
ai
30

30
40
20

20
20

20

60

40

20

40

40

20

50

bj

:
T
] dT = [u T v ui
= ai

ij

j =1

v j
m

. xij = b j
i =1

Redundant
. vn = 0
B
. dTN B = c TB
.
xij . A
B +1
+1 i

+1 j .
ui + v j = cij

. d
:

cij

.
.
Relative Cost Coefficients

rNT = c TN dT N

N d
i = 1,2, , m

j = 1,2, , n

rij = cij ui v j

:
. )
.( vn = 0
. :
) cij (
ui v j .

ui + v j = cij

.
--

--
cij
:
ui
5

)(4

)(3

)(5

)(4

)(2

)(3

)(2

)(4

-1

-2

vj

v5 = 0

c45 = u4 + v5

u4 = 2

ui v j .

rij = cij ui v j

:
1 4
0 2
0 1

0
0
0

0 0
1 0
3 2

3 2 1 0 0

rij
x43 .
:

.
.
--

.

.
. ) +
(
+

.
.
.
--
x53 :
ai
10
30
60
10
50

10

10

20
0

30

10

20

100
400
40

40

30

10
10

40

bj

:
x13 , x23 , x25 , x35 , x32 , x31 , x41 , x51 , x45

x51 = 10


.
:

= 10

) -- (

:
. .
. :
.
.
.
.
.
.
--
--
x43
. +

. :
ai
20

30
80

30 +

10

10 0

60

20 0

40

20

80

20

20

10

30

50

10

bj

20 ) (2,3 . = 20
:
ai
20

30
80

50

10

10

30

10

60

20
20

20
80

20
20

50

10

bj

:
ui
5

)(4

)(3

)(5

)(2

)(3

)(2

)(4

)(2

-1

-2

vj

:
0 0 1 1 4
1 0 1 0 2
3 2 1 0 1
3 2 0 0 0

rij

z = 10 3 + 20 4 + 30 2 + 50 5 + 10 3
+ 20 2 + 20 4 + 20 2 = 610

. :