MP4F05 OPERATIONS RESEARCH NETWORK OPTIMIZATION MODELS WEEK 6

Dr. Dr Mao Jianfeng Assistant Professor, MAE Office: N3.2-02-32 Email: jfmao@ntu edu sg jfmao@ntu.edu.sg Tel: 6790 5522

Consultation Hour p , y 5~6pm, Tuesday

Network Optimization Models Main Topics

Shortest Path Problem Minimum Spanning Tree Problem Maximum Flow Problem

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Network Optimization Models

Network optimization models exhibit a very special structure. Networks and graphs are powerful modeling tools. For special cases, the special structure can dramatically reduce computational complexity. complexity Network optimization models addresses huge number of diverse application. They were the first widespread application of LP to problem of industrial logistics.
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Network Optimization Models

Physical Networks
Road Networks Railway Networks Airline Traffic Networks Power Grid Networks Cyber Networks y Oil & Gas Pipeline Networks

Abstract Networks
Organizational charts Human relationship charts (match-making as an example)
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An Example of Network Optimization Model

For further details on, say, the Concorde TSP code, visit http://www.tsp.gatech.edu/sweden/index.html Jianfeng Mao 4 of 45

An Example of Network Optimization Model

Someone wants to tour the 24978 Cities in Sweden The Travelling Salesman Problem (TSP) asks for the cheapest possible tour through a given collection of cities SP
Network representation Tour finding - a popular topic Hard Problem to solve

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An Example of Network Optimization Model

The TSP was solved in March 2004. The optimal tour has a length of approximately 72500 kilometers. The cumulative CPU time used in network optimization procedures was approximately 84.8 CPU years on a single Intel Xeon 2.8 GHz processor.

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Directed and Undirected Networks

1 2 1 2

An Undirected Graph

An Directed Graph

Networks to transport commodities

Physical goods Communications Electricity

The field of Network Optimization is concerned with optimization problems on network.

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Network Definitions
Path: Example: 5,2,3,4 No node is repeated Directions are ignored Directed Path: 1,2,5,3,4 No d is N node i repeated t d Directions are important Cycle: 1 2 3 1 1,2,3,1 A path with 2 or more nodes, except that the first node is the last node. Directions are i Di ti ignored d Directed Cyle: 1,2,3,4,1 No node is repeated, except that the first node is the last node Directions are important

5 1 2 5 1 2 2 1 4 2 1 4 3 3 3 4 3 4

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The Shortest Path Problem

The shortest path problem aims to find the shortest path in a network from one node to another node. A labeling algorithm can be used to find the shortest g g paths from a particular node to all other nodes in the network, if all arcs in the network have nonnegative values. l Other criteria, such as time and cost, can be used. For example, we may want to find the route with the shortest traverse time from one node to another h i f d h node. Neither time nor cost needs to be linearly related to distance. distance
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Problem Definition and Example Problem Data

Problem: Determine the shortest path from the origin to all destinations. destinations
Shipping routes from Los Angeles

Network of shipping routes

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Problem Definition and Example Problem Data

Problem: Determine the shortest routes from the origin to all g destinations.
Shipping routes from Los Angeles pp g g

Network of shipping routes

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Shortest Path Problem Solution Method Summary

Step 1: Let the shortest distance from the origin to itself be 0. Mark the origin node as a permanent node. Step 2: Select the node with the shortest direct route from the origin. Mark this node as a permanent node. Step 3: Determine all non-permanent nodes directly connected to a permanent node. Step 4: Select a node from the nodes identified in Step 3 which h the shortest route di tl extended from a hi h has th h t t t directly t d d f permanent node. Mark this selected node as a permanent node. Repeat Steps 3 & 4 until all nodes are marked as permanent nodes
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Shortest Path Problem Solution Approach (1 of 7)

Determine the initial shortest route from the origin (node 1) to the l th closest node (3). t d (3)

Network with node 1 in the permanent set

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Shortest Path Problem Solution Approach (2 of 7)

Determine all nodes directly connected to the permanent set.

Network with nodes 1 and 3 in the permanent set

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Shortest Path Problem Solution Approach (3 of 7)

Redefine the permanent set.

Network with nodes 1 2 and 3 in the 1, 2, permanent set

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Shortest Path Problem Solution Approach (4 of 7)

Redefine the permanent set.

Network with nodes 1, 2, 3, and 4 in the 1 2 3 permanent set

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Shortest Path Problem Solution Approach (5 of 7)

Continue.

Network with nodes 1, 2, 3, 4, and 6 in the permanent set 1 2 3 4

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Shortest Path Problem Solution Approach (6 of 7)

Continue.

Network with nodes 1, 2, 3, 4, 5, and 6 in the permanent 1 2 3 4 5 set

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Shortest Path Problem Solution Approach (7 of 7)

Network with optimal routes from Los Angeles to all destinations

From Los Angeles to: Salt Lake City (node 2) Phoenix (node 3) Denver (node 4) Des Moines (node 5) Dallas (node 6) St. Louis (node 7)

Route 12 13 134 1345 136 1347

Total Hours 16 9 24 38 31 43

Shortest Travel Time from Origin to Each Destination

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Shortest Path Problem Solution Approach

Dijkstra's algorithm
Single Source Nonnegative Distance

Bellmen-Ford algorithm
Slower Cover the cases with negative distance Efficiency vs. Ge e a ty c e cy s Generality

Linear Programming Li P i
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Problem Definition and Example Problem Data

Problem: Determine the shortest Path from the origin, city 1 to g , y the target, city 7 in this directed graph.

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Shortest Path Problem

Formulation as a 0-1 integer p g g programming problem. gp
Decision Variables:

1 xij = 0

if branch i - j is selected as part of the shortest route. if not

Objective Function:
Minimize Z = 16x12 + 9x13 + 35x14 + 12x24 + 25x25 + 15x34 + 22x36 + 14x45 + 17x 17 46 + 19 47 + 8 57 + 14 67 19x 8x 14x

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Shortest Path Problem

Formulation as a 0-1 integer programming problem. (contd.)
Constraints:

subject to

x12 + x13 + x14= 1 x12 - x24 - x25 = 0 x13 - x34 - x36 = 0

x14 + x24+ x34 - x45 - x46 - x47 = 0 x25 + x45 - x57 = 0 x36 + x46 - x67 = 0 x47 + x57 + x67 = 1 xij = 0 or 1

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Shortest Path Problem

Formulation as Linear Programming Problem. (contd.)
Constraints:
subject to x12 + x13 + x14= 1 x12 - x24 - x25 = 0 x13 - x34 - x36 = 0 x14 + x24+ x34 - x45 - x46 - x47 = 0 x25 + x45 - x57 = 0 x36 + x46 - x67 = 0 x47 + x57 + x67 = 1 xij 0 The problem can be ready solved as LP by deleting the binary restriction on xij as it is a special type of LP problem.

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Problem Definition and Example Problem Data

Problem: Determine the shortest Path from the origin, city 1 to g , y the target, city 7 in this undirected graph.

Linear Programming Formulation?

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Minimum Spanning Tree Problem

A tree is a set of connected arcs that does not form a cycle. A spanning tree is a tree that connects all nodes of a network. network The minimum spanning tree problem seeks to determine the minimum sum of arc lengths necessary to connect all nodes in a network. Other criteria, such as time and cost can be used. Neither time nor cost are necessarily linearly related to distance.
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Problem Definition and Example Problem Data

Problem: Connect all nodes in a network so that the t t l b th total branch lengths are minimized. hl th i i i d

Network of possible cable TV paths

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Minimum Spanning Tree Problem Solution Method

Step 1: Select any starting node. Step 2: Select the node closest to the starting node, node and connect it to the starting node. node Step 3: Select St 3 S l t a node not currently i the d t tl in th spanning tree that is closest to a node already in the spanning tree, and connect these two nodes. tree nodes Repeat Step 3 until all nodes have joined the spanning tree.
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Minimum Spanning Tree Problem Solution Approach (1 of 6)

Start with any node in the network and select the closest node to join the spanning tree.

Spanning tree with nodes 1 and 3

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Minimum Spanning Tree Problem Solution Approach (2 of 6)

Select the closest node not presently in the spanning area.

Spanning tree with nodes 1, 3, and 4

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Minimum Spanning Tree Problem Solution Approach (3 of 6)

Select the closest node not presently in the spanning area.

Spanning tree with nodes 1, 2, 3, and 4

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Minimum Spanning Tree Problem Solution Approach (4 of 6)

Select the closest node not presently in the spanning area. i

Spanning tree with nodes 1, 2, 3, 4 and 5

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Minimum Spanning Tree Problem Solution Approach (5 of 6)

Select the closest node not presently in the spanning area.

Spanning tree with nodes 1, 2, 3, 4, 5 and 7

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The Minimum Spanning Tree Problem Solution Approach (6 of 6)

Minimum spanning tree for cable TV network

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Maximum Flow Problem

The maximum flow problem is concerned with dete determining t e maximum volume o flow from g the a u o u e of o o one node (called the source) to another node (called the sink). sink) In the maximum flow problem, each arc has a maximum arc flow capacity which limits the flow through the arc

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Problem Definition and Example Problem Data

Problem: Maximize the amount of flow of items from an origin to a destination.

Network of railway system

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Maximum Flow Problem Solution Method Summary

Step 1: Arbitrarily select any path in the network from origin to destination with a positive flow capacity. capacity Let the flow capacity of this path be f f. Increase the flow amount by f along that path. Step 2: Reduce the capacity of each branch on the path identified in Step 1 by f. Step 3: Increase the capacity of each branch on the opposite direction of the path identified in Step 1 by f Repeat Steps 1, 2 & 3 until no path with a positive capacity can be found
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Maximum Flow Problem Solution Approach (1 of 5)

Arbitrarily choose any path through the network from origin to destination d hi d ti ti and ship as much as possible. h ibl

maximum flow for path 1256 a u o o pat 5 6

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Maximum Flow Problem Solution Approach (2 of 5)

Re-compute branch flow in both directions and then select other feasible paths arbitrarily and determine maximum flow th f ibl th bit il dd t i i fl along the paths until flow is no longer possible.

maximum flow for path 146 a u o o pat 6

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Maximum Flow Problem Solution Approach (3 of 5)

Re-compute branch flow in both directions and then select other feasible paths arbitrarily and determine maximum flow th f ibl th bit il dd t i i fl along the paths until flow is no longer possible.

maximum flow for path 136 a u o o pat 3 6

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Maximum Flow Problem Solution Approach (4 of 5)

Re-compute branch flow in both directions and then select other feasible paths arbitrarily and determine maximum flow along the paths until flow is no longer possible.

maximum flow for path 134-6

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Maximum Flow Problem Solution Approach (5 of 5)

maximum flow for railway network

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Maximum Flow Problem

Formulation as Linear programming problem
2 5

Flow = x61

Add a new arc with a sufficient large capacity, say, the sum of capacities of arcs entering node 6.

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Maximum Flow Problem

Formulation as Linear programming problem
xij = flow along branch i-j

Objective Function
maximize Z = x61

Node Flow-Conservation Constraints

subject to bj x61 - x12 - x13 - x14 = 0 x12 x24 x25 = 0 x13 x34 x36 = 0 x14 + x24+ x34 - x46 = 0 x25 - x56 = 0 x36 + x46 + x56 x61 = 0 (flow in & out of node 1) (node 2) (etc.)

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Maximum Flow Problem

Formulation as Linear programming problem (contd.)
Arc Capacity Constraints
x12 6, 6 x24 3, x36 6, x61 17 x13 7 7, x25 8, x46 5, x14 4, 4 x34 2, x56 4,

Non-negativity Constraints
xij 0 for all i,j

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