4 views

Uploaded by harta01

Attribution Non-Commercial (BY-NC)

- Open Solver
- nas107
- Linear Programming
- 05 Chapter 1
- chapter3.pdf
- Lp2005 Full Bw
- Crown in Shield, Brand - 1981 - A Physiologically Based Criterion of Muscle Force Prediction in Locomotion-Annotated
- Convex Optmization
- 1188848
- Developing the Project Plan
- Timetable ILP
- formulation
- Linear Programming
- Panchatantra Corporation
- Undrained Stability of a Square Tunnel in a Soil Whose Strength Increases Linearly With Depth
- Linear Programming_ Simplex Method
- ijrras_16_3_17.pdf
- Physical Review Letters Volume 117 issue 13 2016 [doi 10.1103%2FPhysRevLett.117.138301] Ronellenfitsch, Henrik_ Katifori, Eleni -- Global Optimization, Local Adaptation, and the Role of Growth in Dist (1).pdf
- DECISION MAKING.pptx
- Stats Mtrl for Linear Pgmg Proj

You are on page 1of 15

Jesper Larsen & Jens Clausen

jla,jc@imm.dtu.dk

Technical University of Denmark

Informatics and Mathematical Modelling / Operations Research

We consider a digraph G = (V (G), E(G)) in

which each edge e has a capacity ue ∈ R+ and

a unit transportation cost ce ∈ R.

Each vertex v furthermore has a demand

bv ∈ R. If bv ≥ 0 then v is called a sink, and if

bv < 0 then v is called a source.

P

We assume that b(V ) = v∈V bv = 0.

Informatics and Mathematical Modelling / Operations Research

Cost

Capacity

2 3

Capacity 5 Demand 5

10 8

1 15

1 15

1 15

5 4

Capacity 10 Demand 10

15 15

Informatics and Mathematical Modelling / Operations Research

The Min Cost Flow problem consists in supplying

the sinks from the sources by a flow in the cheapest

possible way:

P

min e∈E ce xe

fx (v) = bv v∈V

0 ≤ xvw ≤ uvw (u, w) ∈ E

P P

where fx (v) = (w,v)∈E xwv − (w,v)∈E xvw .

Informatics and Mathematical Modelling / Operations Research

Special cases

Numerous flow problems can be stated as a Min

Cost Flow problem:

2. The Shortest Path Problem

3. The Max Flow Problem

Informatics and Mathematical Modelling / Operations Research

The dual variables corresponding to the flow

balance equations are denoted yv , v ∈ V , and

those corresponding to the capacity constraints

are denoted zvw , (v, w) ∈ E.

The dual problem is now:

P P

max bv yv − (v,w)∈E uvw zvw

v∈V

−yv + yw − zvw ≤ cvw ⇔ (v, w) ∈ E

−cvw − yv + yw ≤ zvw (v, w) ∈ E

zvw ≥ 0 (v, w) ∈ E

Informatics and Mathematical Modelling / Operations Research

the edge (v, w), and hence −cvw − yv + yw ≤ zvw is

equivalent to

−c̄vw ≤ zvw

When is the set of feasible solutions x, y and z

optimal?

Informatics and Mathematical Modelling / Operations Research

Optimality Conditions I

If ue = +∞ (i.e. no capacity constraints for e)

then ze must be 0 and hence c̄e ≥ 0 just has to

hold (primal optimality condition for the LP).

If ue 6= +∞ then ze ≥ 0 and ze ≥ −c̄e must hold.

z has negative coefficient in the objective

function – hence the best choice for z is as

small as possible: ze = max{0, −c̄e }. Therefore,

the optimal value of ze is uniquely determined

from the other variables, and ze is

“unnecessary” in the dual problem.

Informatics and Mathematical Modelling / Operations Research

The complementary slackness conditions (each

primal variable times the corresponding dual

slack must equal 0, and each dual variable

times the corresponding primal slack must

equal 0 in optimum) now give:

i.e. (xe > 0 ⇒ −c̄e ≥ 0) ≡ (c̄e > 0 ⇒ xe = 0)

and

ze > 0 ⇒ x e = ue

i.e. (−c̄e > 0 ⇒ xe = ue ) ≡ (c̄e < 0 ⇒ xe = ue )

Jesper Larsen & Jens Clausen 9

Informatics and Mathematical Modelling / Operations Research

Optimality Conditions II

Summing up: A primal feasible flow satisfying

demands in sinks from sources respecting the

capacity constraints is optimal if and only if we

can find a dual solution ye , e ∈ E such that for all

e ∈ E it holds that:

c̄e > 0 ⇒ xe = 0

All pairs (x, y) of optimal solutions satisfy these

conditions — and so what?

Informatics and Mathematical Modelling / Operations Research

For a legal flow x in G, the residual graph is

(like for Max Flow) a graph, in which the paths

indicate how flow excess can be moved in G

given that the flow x already is present. The

only difference is that each edge has a cost

assigned.

Informatics and Mathematical Modelling / Operations Research

The residual graph Gx for G wrt. x is defined by

V (Gx ) = V (G)

E(Gx ) = Ex =

{(v, w) : (v, w) ∈ E ∧ xvw < uvw }∪

{(v, w) : (w, v) ∈ E ∧ xwv > 0}

Informatics and Mathematical Modelling / Operations Research

The unit cost c0vw for an edge with xvw < uvw is

cvw , while c0vw for an edge with xwv > 0 is −cvw .

Note that a dicircuit with negative cost in Gx

corresponds to a negative cost circuit in G, if

cost are added for forward edges and

subtracted for backward edges.

Note that if a set of potentials yv , v ∈ V are

given, and the cost of a circuit wrt. the reduced

costs for the edges (c̄vw = cvw + yv − yw ) are

calculated, the cost remains the same as the

original costs – the potentials are “telescoped”

to 0.

Jesper Larsen & Jens Clausen 13

Informatics and Mathematical Modelling / Operations Research

A primal feasible flow satisfying sink demands

from sources and respecting the capacity

constraints is optimal if and only if an

x-augmenting circuit with negative c-cost (or

negative c̄-cost – there is no difference) does

not exist.

The is the idea behind the identification of

optimal solutions in the network simplex

algorithm.

Informatics and Mathematical Modelling / Operations Research

capacity=7

b b

−2

1,3,0 1

2,4,2

2

−4

−1

4,3,0 4

1,6,1

1

p p

demand=6

(G,c,u,x) (G x, c’)

- Open SolverUploaded byDimitrios Petroulias
- nas107Uploaded bylw_ponch
- Linear ProgrammingUploaded byEwart Kerry
- 05 Chapter 1Uploaded bySyaifur Rohman
- chapter3.pdfUploaded byashry09
- Lp2005 Full BwUploaded byChintan Manek
- Crown in Shield, Brand - 1981 - A Physiologically Based Criterion of Muscle Force Prediction in Locomotion-AnnotatedUploaded bynicososol
- Convex OptmizationUploaded byKarrthik Sharma
- 1188848Uploaded byCristi Budau
- Developing the Project PlanUploaded byMuhammad Sohaib
- Timetable ILPUploaded byJimmy López Portillo
- formulationUploaded bysleshi
- Linear ProgrammingUploaded byAnish Timilsina
- Panchatantra CorporationUploaded byChetana Didugu
- Undrained Stability of a Square Tunnel in a Soil Whose Strength Increases Linearly With DepthUploaded byHumberto Jorge
- Linear Programming_ Simplex MethodUploaded byzxc718
- ijrras_16_3_17.pdfUploaded byleua_690001837
- Physical Review Letters Volume 117 issue 13 2016 [doi 10.1103%2FPhysRevLett.117.138301] Ronellenfitsch, Henrik_ Katifori, Eleni -- Global Optimization, Local Adaptation, and the Role of Growth in Dist (1).pdfUploaded byMichele Hosack
- DECISION MAKING.pptxUploaded byFrances Irah Daniot Sayson
- Stats Mtrl for Linear Pgmg ProjUploaded byStephen Anand
- Aggregate PlanningUploaded bym.adrees
- 97106Uploaded byZuhair Anwar
- LPP and Other ProblemsUploaded byJames Kurian
- Ineq. constrained minimizationUploaded byKostas Konstantinidis
- mm_2007Uploaded byandhracolleges
- GekkoUploaded byAnan Ay
- Paper 17Uploaded byRaghu
- prod. optUploaded byAkinyemi Ayokunle Ezekiel
- 585-932-1-SMUploaded byTushar K Gohel
- Strategy Profile.docxUploaded byNitin Mohite

- Practice 2Uploaded byJR
- International Monetary SystemsUploaded byNetViee Manalo Migriño
- Week1_Lesson8.pdfUploaded byMSK
- parazitologie umanaUploaded byiulia
- Beginner s AssyrianUploaded byÁsgaður Steinbjönsson
- Uber-Valuation.xlsxUploaded byram persad
- How LDAP WorksUploaded byZahra Abdi
- X9.100-140Uploaded byctapyxa
- 02 NCC #1 & #2 Tanada vs TuveraUploaded byMides Salang Cerbo Lindayag
- Exclusive Sellers of Chanson Bleu ChartreuxUploaded bypsykosomatik
- Definition of ManUploaded bydeocl
- Resources Mechanical AESSEAL Guides OEMUploaded byhufuents-1
- Value for Money - What It Means for NGOs Jan 2012Uploaded byTin Moe Aye
- WestWindsor_0711Uploaded byelauwit
- product brochureUploaded bySiddhan
- NBayesLogRegUploaded bygt
- Brochure QPXTravelDistrbutorsUploaded bySotiris Aslanopoulos
- Detailed Course Outline for Term_V_2016-17Uploaded byParth Vaswani
- Kijamii.docxUploaded byRawan Ashraf
- What retreading tireUploaded byNazrielFirmani
- Boundary Element and Finite Element MethodsUploaded byticoncoolz
- Managing Virtual Teams_Group3 (1)Uploaded byAnkur Rao Bisen
- THE EFFECT OF EXPIRATORY MANUAL RIB CAGE COMPRESSION BEFORE SUCTIONING ON BLOOD OXYGEN SATURATION IN PATIENTSUploaded byBaru Chandrasekhar Rao
- Brownian Motion NotesUploaded byGustaf Tegnér
- Ileal-lymphoid-nodular hyperplasia, non-specific colitis, and pervasive developmental disorder in childrenUploaded byAnonymous 7hW4aG
- au-kean-hoeUploaded byAfdhallan syafiq
- Gut Microbiota Regulates Bood PressureUploaded byerika
- 11.docxUploaded bysrinath
- IPCRF-2018.final (2)Uploaded byMarietta Argao
- Jackson 2 4 Homework SolutionUploaded byJardel da Rosa