ESI 6417

Linear Programming
and
Network Optimization

Fall 2003

Ravindra K. Ahuja
370 Weil Hall, Dept. of ISE
ahuja@ufl.edu
352-392-3615
 Course Objectives
Engineers and managers are constantly attempting to
optimize, particularly in the design, analysis, and operation of
complex systems. The course seeks to:

 to present a range of applications of linear programming and

network optimization problem in many scientific domains and
industrial setting;

 provide an in-depth understanding of the underlying theory of

linear programming and network flows;

 to present a range of algorithms available to solve such problems;

 to give exposure to the diversity of applications of these problems

in engineering and management;

 to help each student develop his or her intuition about algorithm

design, development and analysis.
 Course Topics

 Linear Programming

 Formulating linear programs

 Applications of linear programming
 Linear algebra, convex analysis, polyhedral sets
 Simplex algorithm
 Revised simplex algorithm
 Duality theory
 Sensitivity analysis
 Integer programming: Applications and algorithms
 CPLEX and CONCERT Technology

 Network Optimization

 Shortest path problem

 Minimum spanning tree problem
 Maximum flow problem
 Minimum cost flow problem
 Course Details

 Lectures:

Tuesday: Periods 8 and 9 (3 PM to 4:55 PM), and

Thursday: Period 8 (3 PM to 3:50 PM)

 Place: Weil 273

 Office Hours: Tuesday, Period 7, 2 PM to 3 PM.

 Text Books:

M.S. Bazaraa, J. J. Jarvis, and H.D. Sherali, “Linear Programming and

Network Flows : Second Edition," John Wiley, ISBN: 0-471-63681-9.

R. K. Ahuja, T. L. Magnanti, and J. B. Orlin, 1993,

Network Flows: Theory, Algorithms, and Applications, Prentice Hall, NJ.
ISBN: 0-13-617549-X.

Recommended website to buy the books: www.addall.com,

www.amazon.com
 Course Details (contd.)

 One practice problem set will be distributed every week.

 Some problems may be specially meant for Ph.D. students.

 There will be a 15 minutes test every week where one

question from the practice problem set will be given to
solve.

 Some programming assignments may be given during the

course.

 Solutions of the problem set to be submitted will be

provided after the test. Occasionally tutorial sessions will
be held to to clarify student’s difficulties.
 Grading

There will be two midterm examination, each of two hour

duration.

First midterm will be taken at the end of the linear programming

part. The second midterm will take place at the end of the
network optimization part on the last day of classes.

The course grade will be based on two midterm exams and

weekly tests. The weights for these components will be as
follows:

First Midterm Exam: 35%

Second Midterm Exam: 35%
Weekly tests: 30%

M.S. students will be graded separately from Ph.D. students.

 Linear Programming Problem

 Features of Linear programming problem:

 Decision Variables

 We maximize (or minimize) a linear function of decision

variables, called objective function.

 The decision variables must satisfy a set of constraints.

 Decision variables have sign restrictions.

 Example:
Maximize z = 3x1 + 2x2
subject to
2x1 + x2  100
x1 + x2  80
x1  40
x 1, x 2  0
 Syllabus on Linear Programming

 Introduction to Linear Programming

 Applications of Linear Programming

 Linear Algebra, Convex Analysis, and Polyhedral Sets

 Simplex Algorithm

 Special Simplex Implementations

 Duality Theory and Sensitivity Analysis

 Integer Programming

 AMPL/CPLEX
 Directed and Undirected Networks

2 4

DIRECTED GRAPH: 1 5 7

3 6

2 4

UNDIRECTED GRAPH: 1 5 7

3 6
 Syllabus on Graph Preliminaries

 Introduction to Network Flows

 Network Notation

 Network Representations

 Complexity Analysis

 Search Algorithms

 Topological Sorting

 Flow Decomposition
 Shortest Path Problem

Identify a shortest path from a given source node to a given

sink node.

20
2 4

10 30
s t
15
1 40 6
35

25 20

3 5
35

 Finding a path of minimum length

 Finding a path taking minimum time
 Finding a path of maximum reliability
 Syllabus on Shortest Path Problem

 Introduction to Shortest Paths

 Applications of Shortest Paths

 Optimality Conditions

 Generic Label-Correcting Algorithm

 Specific Implementations

 Detecting Negative Cycles

 Shortest Paths in Acyclic Networks

 Dijkstra’s Algorithm and Its Efficient Implementations

 Minimum Spanning Tree Problem

Find a spanning tree of an undirected network of minimum

cost (or, length).

10
2 4

35

25
20 30
1

40

3 5
15

 Constructing highways or railroads spanning several cities

 Designing local access network
 Making electric wire connections on a control panel
 Laying pipelines connecting offshore drilling sites,
refineries, and consumer markets
 Syllabus on Minimum Spanning Tree Problem

 Introduction to Minimum Spanning Trees

 Applications of Minimum Spanning Trees

 Optimality Conditions

 Kruskal's Algorithm

 Prim's Algorithm

 Sollin's Algorithm
 Maximum Flow Problem

Determine the maximum flow that can be sent from a given

source node to a sink node in a capacitated network.
20
2 4

10 30
s t
15
1 40 6
35

25 20

3 5
35

Determining maximum steady-state flow of

 petroleum products in a pipeline network
 cars in a road network
 messages in a telecommunication network
 electricity in an electrical network
 Syllabus on Maximum Flow Problem

 Introduction to Maximum Flows

 Introduction to Minimum Cuts
 Applications of Maximum Flows
 Flows and Cuts
 Generic Augmenting Path Algorithm
 Max-Flow Min-Cut Theorem
 Capacity Scaling Algorithm
 Generic Preflow-Push Algorithm
 Specific Preflow-Push Algorithms
 Minimum Cost Flow Problem

Determine a least cost shipment of a commodity through a

network in order to satisfy demands at certain nodes from
available supplies at other nodes. Arcs have capacities and
cost associated with them.

10 -15
2
2 4
2
5 3 1

4 4
5 1 10 5 7 10

3 6
6
3 6
5
0 -5
 Distribution of products
 Flow of items in a production line
 Routing of cars through street networks
 Routing of telephone calls
 Syllabus on Minimum Cost Flow Problem

 Introduction to Minimum Cost Flows

 Applications of Minimum Cost Flows

 Structure of the Basis

 Optimality Conditions

 Obtaining Primal and Dual Solutions

 Network Simplex Algorithms

 Strongly Feasible Basis