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Network Models

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Network Models

Based on: Operations Research: Applications and Algorithms

by Wayne L. Winston

Basic Definitions

A graph or network is defined by two sets of

symbols: nodes and arcs.

A set (call it V) of points, or vertices. The

vertices of a graph or network are also called

nodes

2

nodes.

An arc consists of an ordered pair of vertices

and represents a possible direction of motion

that may occur between vertices.

A sequence of arcs such that every arc has

exactly one vertex in common with the

previous are is called a chain.

A path is a chain in which the terminal node of

each arc is identical to the initial node of next

arc.

For example in the figure below:

(1 2) (2 3) (4 3) i h i b t t th

3

(1,2)-(2,3)-(4,3) is a chain but not a path;

(1,2)-(2,3)-(3,4) is a chain and a path, which

represents a way to travel from node 1 to node 4.

2 3

1 4

Shortest Path Problems

Assume that each arc in the network has a

length associated with it.

The problem of finding the shortest path from

node 1 to any other node in the network is

called a shortest path problem

4

called a shortest path problem.

Assuming that all arc lengths are non-negative,

Dijkstras algorithm, can be used to find the

shortest path from a node.

Finding the shortest path between node i and

node j in a network may be viewed as a

5

node j in a network may be viewed as a

transshipment problem.

The transshipment problem can then easily be

solved by using LINGO.

Shortest Path Problem

Consider the following flow network:

1

2

3

d

12

6

d

23

d

26

d

36

d

d

13

6

1 3

4 5

The objective is to find the shortest path fromnode 1 to node n.

The distance fromnode i to j, d

ij

does not have to equal the

distance fromnode j to i, d

ji

.

d

14

d

35

d

45

d

56

d

34

2

Dijkstras labeling algorithm:

1

2

3

3

6

2

9

6

3

3

7

Shortest Path Problem

7

4 5

Summary: Nodes are

permanently labeled or

temporarily labeled. All nodes that can beimmediately reached from

permanently labeled nodes aretemporarily labeled. Thelabel is theminimum

of thesumof thedistancefromnode1 to thepermanent nodeplus thedistance

to thetemporary node. Start with node1 as theonly permanently labeled

node. Find thetemporarily labeled nodewith minimumdistance. Makethis

nodepermanent. Repeat this process until all nodes arepermanently labeled.

4

3

3

1

Dijkstras labeling algorithm:

1

[0]

2

(3,1)

3

(71)

3

6

2

9

6

3

7

) (

Shortest Path Problem

8

[0] (7,1)

4

(4,1)

5

[ ] permanent label

(d,f) temporary label; d distance, f - fromnode

L(0) =[0, 3, 7, 4, inf., inf.] choose node 2

*

4

3

3

1

) (

Dijkstras labeling algorithm:

1

[0]

2

[3,1]

3

(52)

3

6

(12,2)

2

9

6

3

7

Shortest Path Problem

9

[0] (5,2)

4

(4,1)

5

L(1) =[0, 3, 5, 4, inf., 12] choose node 4

* *

4

3

3

1

) (

Dijkstras labeling algorithm:

1

[0]

2

[3,1]

3

(52)

3

6

(12,2)

2

9

6

3

7

Shortest Path Problem

10

[0] (5,2)

4

[4,1]

5

(7,4)

L(2) =[0, 3, 5, 4, 7, 12] choose node 3

* * *

4

3

3

1

Dijkstras labeling algorithm:

1

[0]

2

[3,1]

3

[52]

3

6

(11,3)

2

9

6

3

7

Shortest Path Problem

11

[0] [5,2]

4

[4,1]

5

(7,4)

L(3) =[0, 3, 5, 4, 7, 11] choose node 5

* * * *

4

3

3

1

Dijkstras labeling algorithm:

1

[0]

2

[3,1]

3

[52]

3

6

(10,5)

2

9

6

3

7

Shortest Path Problem

12

[0] [5,2]

4

[4,1]

5

[7,4]

L(4) =[0, 3, 5, 4, 7, 10] choose node 6

* * * * *

4

3

3

1

3

Dijkstras labeling algorithm:

1

[0]

2

[3,1]

3

[52]

3

6

[10,5]

2

9

6

3

7

Shortest Path Problem

13

[0] [5,2]

4

[4,1]

5

[7,4]

L(5) =[0, 3, 5, 4, 7, 10] done

* * * * * *

Shortest Path: 1-4-5-6

4

3

3

1

Shortest Path Problem

Cost Example

d

14

d

Equipment Replacement Problem:

d

15

+ =

i j

t

t i j i ij

c S K d

1

14

where K

i

is purchase price in year i , S

i

is salvage value

after i years in service, and c

t

is maintenance cost after t

years of service.

1 5

d

12

d

35

d

45

d

13

2 3 4

d

23

d

34

Example 1: Equipment Replacement

Assume that a new car (or machine) has been

purchased for $12,000 at time 0.

The cost of maintaining the car during a year

depends on the age of the car at the beginning

of the year as given in the table below

15

of the year, as given in the table below.

Age of Car

(Years)

Annual

Maintenance

cost

Age of Car

(Years)

Trade-in Price

0 $2,000 1 $7,000

1 $4,000 2 $6,000

2 $5,000 3 $2,000

3 $9,000 4 $1,000

4 $12,000 5 $0

Example 1 - continued

In order to avoid the high maintenance cost

associated with an older car, we may trade in

the car and purchase a new car.

To simplify the computations we assume that

at any time it costs $12 000 to purchase a new

16

at any time it costs $12,000 to purchase a new

car.

The goal is to minimize the net cost incurred

during the next five years.

Example 1: Solution

This problem should be formulated as a

shortest path problem.

The network will have six nodes.

Node i is the beginning of year i and for i<j, an arc

(i j) corresponds to purchasing a new car at the

17

(i,j) corresponds to purchasing a new car at the

beginning of year i and keeping it until the beginning

of year j.

The length of arc (i,j) (call it c

ij

) is the total net

cost incurred from year i to j.

c

ij

= maintenance cost incurred during years i,i+1,,j-1

+ cost of purchasing a car at the beginning of year i

- trade-in value received at the beginning of year j

Ex. 1 Solution continued

Applying this formula to the information the

problem yields

c

12

=2+12-7=7

c

13

=2+4+12-6=12

c

14

=2+4+5+12-2=21

c

15

=2+4+5+9+12-1=31

c

16

=2+4+5+9+12+12-0=44

c

23

=2+12-7=7

c

24

=2+4+12-6=12

c 2+4+5+12 2 21

18

15

c

25

=2+4+5+12-2=21

c

26

=2+4+5+9+12-1=31

c

34

=2+12-7=7

c

35

=2+4+12-6=12

c

36

=2+4+5+12-2=21

c

45

=2+12-7=7

c

46

=2+4+12-6=12

c

56

=2+12-7=7

4

Ex. 1 Solution continued

From the figure below we can see that both

path 1-3-5-6 and 1-2-4-6 will give us the

shortest path with a value of 31.

44

19

1 6 5 4 3 2

7 7 7 7 7

21

12

12

21

31

12

21

31

44

12

Example-2

A company sells seven types of boxes, ranging in volume from

17 to 33 cubic feet. The demand and size of each box is given

below

Box type: 1 2 3 4 5 6 7

Size: 33 30 26 24 19 18 17

20

Demand: 400 300 500 700 200 400 200

The variable cost (in Rupees) of producing each box is equal to

the boxs volume. A fixed cost of Rs. 1000 is incurred to

produce any of a particular box. If the company desires,

demand for a box may be satisfied by a box of larger size.

Formulate and solve a shortest-path problem whose solution

will minimize the cost of meeting the demand for boxes.

Maximum Flow Problems

Many situations can be modeled by a network

in which the arcs may be thought of as having

a capacity that limits the quantity of a product

that may be shipped through the arc.

In these situations it is often desired to

21

In these situations, it is often desired to

transport the maximum amount of flow from a

starting point (called the source) to a terminal

point (called the sink).

These types of problems are called maximum

flow problems.

Maximal Flow Problem

The maximal flow problem is concerned with

determining the maximal volume of flow from

one node (called the source) to another node

(called the sink).

In the maximal flow problem each arc has a

22

In the maximal flow problem, each arc has a

maximum arc flow capacity which limits the

flow through the arc.

Example: Maximal Flow

Network Model

22 55

44

33

22

33

44

2

33

33

Sink Sink Source Source

23

11 44 77

33 66

44

33

44

33

33

11

55

5555 11

66

33

Sink Sink Source Source

Example: Maximal Flow

A capacitated transshipment model can be

developed for the maximal flow problem.

We will add an arc from node 7 back to node 1

to represent the total flow through the

network

24

network.

There is no capacity on the newly added 7-1

arc.

We want to maximize the flow over the 7-1

arc.

5

Example: Maximal Flow

Modified Network Model

22 55

44

33

22

33

44

2

33

33

Sink Sink Source Source

25

11 44 77

33 66

44

33

44

33

33

11

55

5555 11

66

33

Sink Sink Source Source

Maximal Flow Problem

LP Formulation

(as Capacitated Transshipment Problem)

There is a variable for every arc.

There is a constraint for every node; the flow out

l h fl

26

must equal the flow in.

There is a constraint for every arc (except the added

sink-to-source arc); arc capacity cannot be exceeded.

The objective is to maximize the flow over the added,

sink-to-source arc.

Maximal Flow Problem

LP Formulation

(as Capacitated Transshipment Problem)

Max x

k1

(k is sink node, 1 is source node)

27

s.t. Ex

ij

- Ex

ji

= 0 (conservation of flow)

i j

x

ij

< c

ij

(c

ij

is capacity of ij arc)

x

ij

> 0, for all i and j (non-negativity)

(x

ij

represents the flow from node i to node j)

Example: Maximal Flow

LP Formulation

18 variables (for 17 original arcs and 1 added arc)

24 constraints

7 node flow-conservation constraints

28

17 arc capacity constraints (for original arcs)

Example: Maximal Flow

LP Formulation

Objective Function

Max x

71

Node Flow-Conservation Constraints

29

x

71

- x

12

- x

13

- x

14

= 0 (flow in & out of node 1)

x

12

+ x

42

+ x

52

x

24

- x

25

= 0 (node 2)

x

13

+ x

43

x

34

x

36

= 0 (etc.)

x

14

+ x

24

+ x

34

+ x

54

+ x

64

x

42

- x

43

- x

45

- x

46

- x

47

= 0

x

25

+ x

45

x

52

x

54

- x

57

= 0

x

36

+ x

46

- x

64

- x

67

= 0

x

47

+ x

57

+ x

67

- x

71

= 0

Example: Maximal Flow

LP Formulation (continued)

Arc Capacity Constraints

x

12

< 4 x

13

< 3 x

14

< 4

x

24

< 2 x

25

< 3

30

x

24

< 2 x

25

< 3

x

34

< 3 x

36

< 6

x

42

< 3 x

43

< 5 x

45

< 3 x

46

< 1 x

47

< 3

x

52

< 5 x

54

< 5 x

57

< 5

x

64

< 5 x

67

< 5

6

Example: Maximal Flow

Optimal Solution

22 55

33

22

11

2

S k S k SS

31

11 44 77

33 66

44

33

33

11

11

5555

44

Sink Sink Source Source

10 10

Example 3: Maximum Flow

Sunco Oil wants to ship the maximum possible

amount of oil (per hour) via pipeline from node

s

o

to node s

i

.

(0)3

a0(2)

Arc Capacity

(so,1) 2

(so 2) 3

32

The various arcs represent pipelines of different

diameters.

The maximum number of barrels of oil that can

be pumped through each arc the arc capacity.

so si 2 1

(2)2 (2)3 (2)2

(0)3

3 (0)4

(0)1

(so,2) 3

(1,2) 3

(1,3) 4

(3,si) 1

(2,si) 2

Continued

Formulate an LP that can be used to determine

the maximum number of barrels of oil per hour

that can be send from so to si.

33

Ex. 3 Solution continued

Let x

0

be the flow through the artificial arc, the

conservation of flow implies that x

0

= total amount of oil

entering the sink.

Suncos goal is to maximize x

0

.

Max Z= X0

S t Xso 1<=2 (Arc Capacity constraints)

34

One optimal solution to this LP is Z=3, x

so,1

=2, x

13

=1,

x

12

=1, x

so,2

=1, x

3,si

=1, x

2,si

=2, x

o

=3.

S.t. Xso,1<=2 (Arc Capacity constraints)

Xso,2<=3

X12<=3

X2,si<=2

X13<=4

X3,si<=1

X0=Xso,1+Xso,2 (Node so flow constraints)

Xso,1=X12+X13 (Node 1 flow constraints)

Xso,2+X12=X2,si (Node 2 flow constraints)

X13+X3,si (Node 3 flow constraints)

X3,si+X2,si=X0 (Node si flow constraints)

Xij>=0

The maximum flow in a network can be found

using LINDO, but LINGO greatly lessens the

effort needed to communicate the necessary

information to the computer.

Important questions Ford-Fulkerson Method

35

po ta t quest o s o d u e so et od

Given a feasible flow, how can we tell if it an optimal

flow (that is maximizes x0)?

If a feasible flow is nonoptimal, how can we modify

the flow to obtain a new feasible flow that has a

larger flow from the source to the sink?

Choose any set of nodes V that contains the

sink but does not contain the source. Then the

set of arcs (i,j) with i not in V and j a member

of V is a cut for the network.

The capacity of a cut is the sum of the

36

The capacity of a cut is the sum of the

capacities of the arcs in the cut.

The flow from source to sink for any feasible

flow is less than or equal to the capacity of any

cut.

If the sink cannot be labeled, then

Capacity of CUT = current flow from source to sink

7

Minimum Cost Network Flow

Problems

The transportation, assignment,

transshipment, shortest path, maximum flow,

and CPM problems are all special cases of

minimum cost network flow problems (MCNFP).

Any MCNFP can be solved by a generalization

37

Any MCNFP can be solved by a generalization

of the transportation simplex called the

network simplex.

MCNFP can be written as

ij ij ij

j k

i ki ij

allarcs

ij ij

U X L

b X X t s

X c

s s

=

. .

min

(for eachnodei inthenetwork)

(for eacharcinthenetwork)

Constraints stipulate that the net flow out of

node i must equal b

i

and are referred to as the

flow balance equation.

Consider the following transportation problem

38

1

2 4

3

Supply point 1

Supply point 2 Demand point 2

Demand point 1

1 2 4 (Node 1)

3 4 5 (Node 2)

6 (Node 3) 3 (Node 4)

MCNFP representation of the problem

min Z=X

13

+2X

14

+3X

23

+4X

24

X

13

X

14

X

23

X

24

rhs Constraint

1 1 0 0 4 Node 1

39

1 1 0 0 = 4 Node 1

0 0 1 1 = 5 Node 2

-1 0 -1 0 = -6 Node 3

0 -1 0 -1 = -3 Node 4

All Variables nonnegative

The flow balance equations in any MCNFP have

this important property:

Each variable x

ij

has a coefficient of +1 in the

node i flow balance equation, a coefficient of -1

40

in the node j flow balance equation, and a

coefficient of 0 in all other flow balance

equations.

LINGO can easily be used to solve ay MCNFP

problem.

Minimum Spanning Tree

Problems

Suppose that each arc (i,j) in a network has a

length associated with it and that arc (i,j)

represents a way of connecting node i to node

j.

In many applications it must be determined

41

In many applications it must be determined

that the set of arcs in a network that connects

all nodes such that the sum of the length of

the arcs is minimized. Clearly, such a group of

arcs contain no loop.

For a network with n nodes, a spanning tree

is a group of n-1 arcs that connects all nodes

of the network and contains no loops.

A spanning tree of minimum length in a

network is a minimum spanning tree (MST).

The MST Algorithm may be used to find a

minimum spanning tree.

B i t d i d j i d i t th d i

42

Begin at any node i, and join node i to the node in

the network (call it node j) that is closest to node i.

The two nodes i and j now form a connected set of

nodes C={i,j}, and arc (i,j) will be in the minimum

spanning tree. The remaining nodes in the network

(call them ) are referred to as the unconnected set

of nodes.

8

Now choose a member of C (call it n) that is closest

to set C. Let m represent the node in C that is closest

to n. Then the arc(m,n) will be in the minimum

spanning tree. Now update C and C. Since n is now

connected to {i,j}, C now equals {i,j,n} and we must

eliminate node n from C.

43

Repeat this process until a minimum spanning tree is

found. Ties for closest node and arc to be included in

the minimum spanning tree may be broken

arbitrarily.

Example: MST Algorithm

The State University campus has five

computers. The distances between each pair os

computers are given.

What is the minimum length of cable required

to interconnect the computers?

44

to interconnect the computers?

Note that if two computers are not connected this is

because of underground rock formations.

4

2

5

3

1

6

4

5

1

3

2

2

2

4

Example: Solution

We want to find the minimum spanning tree.

Iteration 1: Following the MST algorithm discussed

before, arbitrarily choose node 1 to begin. The

closest node is node 2. Now C={1,2}, ={3,4,5},

and arc(1,2) will be in the minimum spanning tree.

45

4

2

5

3

1

6

4

5

1

3

2

2

2

4

Ex. Solution continued

Iteration 2: Node 5 is closest to C. since node

5 is two blocks from node 1 and node 2, we

may include either arc(2,5) or arc(1,5) in the

minimum spanning tree. We arbitrarily choose

to include arc(2,5). Then C={1,2,5} and

46

={3,4}.

4

2

5

3

1

6

4

5

1

3

2

2

2

4

Ex. Solution continued

Iteration 3: Since node 3 is two blocks from

node 5, we may include arc(5,3) in the

minimum spanning tree. Now C={1,2,5,3} and

={4}.

1

1

47

4

2

5

3

1

6

4

5

1

3

2

2

2

4

Ex. Solution continued

Iteration 4: Node 5 is the closest node to node

4. Thus, we add arc(5,4) to the minimum

spanning tree.

The minimum spanning tree consists of

arcs(1 2) (2 5) (5 3) and (5 4) The length of

48

arcs(1,2), (2,5), (5,3), and (5,4). The length of

the minimum spanning tree is 1+2+2+4=9

blocks.

4

2

5

3

1

6

4

5

1

3

2

2

2

4

9

Another Example : Minimal Spanning Tree

2

3

6

9

6

Objective: Find the minimumdistance such that all

nodes are visited once (i.e. no cycles).

49

1 3

4 5

3

4

2

6

3

3

3

1

7

Minimal Spanning Tree

2

3

6

9

One possible spanning tree, Z =26 (note, no cycles).

50

1 3

4 5

3

4

3

7

Minimal Spanning Tree

Possible applications:

Phone lines between cities.

Rail lines between cities.

Road networks.

Air conditioning ducts.

2 6

9

51

etc..

1

2

3

4 5

3

6

4

3

7

Minimal Spanning Tree

Algorithm:

Step 1 Select an arbitrary node initially. Identify a node

that is closest and include the arc connecting these two nodes

in the spanning tree.

52

Step 2 Out of the remaining nodes, determine the one that

is closest to a node already selected in the spanning tree.

Include the arc connecting these two nodes in the spanning

tree. Whenever there is a tie for the closest node, it is

broken arbitrarily.

Minimal Spanning Tree

2

3

6

9

6

Start with node 1. Node 2 is closest.

53

1 3

4 5

3

4

2

6

3

3

3

1

7

Minimal Spanning Tree

2

3

6

9

6

Node 3 is closest to partial spanning tree {(1,2)}. Remove

any cycles.

54

1 3

4 5

3

4

2

6

3

3

3

1

10

Minimal Spanning Tree

2

3

6

9

6

Node 4 is closest to partial spanning tree {(1,2), (2,3)}.

Remove any cycles.

55

1 3

4 5

3

2

6

3

3

3

1

Minimal Spanning Tree

2

3

6

9

6

Node 5 is closest to partial spanning tree {(1,2), (2,3),(3,4)}.

Remove any cycles. Note, arbitrarily select (3,5) or (4,5).

56

1 3

4 5

3

2

6

3

3

1

Minimal Spanning Tree

2

3

6

Node 6 is closest to partial spanning tree {(1,2), (2,3),(3,4),(4,5)}.

Remove any cycles. Stop, no more nodes.

57

1 3

4 5

3

2

3

3

1

Minimal spanning tree is {(1,2), (2,3),(3,4),(4,5),(5,6)}. Z =12.

The Constrained Shortest Path Problem

(1,10)

(1,1)

(1,7)

(2,3)

2

4

58

(10,3)

(12,3)

(2,2)

(1,2)

(10,1)

(5,7)

1

5

3

6

Find the shortest path from node 1 to node 6

with a transit time at most 10

Constrained Shortest Paths: LP

Formulation

Given: a network G = (N,A)

c

ij

cost for arc (i,j)

t

ij

traversal time for arc (i,j)

c x

Z* = Min

59

( , )

ij ij

i j A

c x

e

Z* = Min

s. t.

1 if i =s

1 if i =t

0 otherwise

ij ji

j j

x x

( , )

ij ij

i j A

t x T

e

s

0 or 1 for all ( , )

ij

x i j A = e

Complicating constraint

Classes of routing problems

Traveling salesman problem (TSP)

Multiple traveling salesman problem (MTSP)

Vehicle routing problem (VRP)

60

Chinese postman problem (CPP)

11

Traveling salesman problem:

The integer programming formulation

x c Min

x

i j k

ijk ijk

ijk

s constraint Subject to

otherwise , 0

k leg during j to i node from goes salesman the if , 1

61

j i n i x

j i n j x

x

x

j

n

k

ijk

i

n

k

ijk

n i

j

= = =

= = =

=

=

=

=

=

; ,..., 3 , 2 , 1 , 1

; ,..., 3 , 2 , 1

1

1

1

1

1

1 i i,

1

1 j j,

1 1

Traveling salesman problem:

The integer programming formulation

s constraint Subject to

otherwise , 0

k leg during j to i node from goes salesman the if , 1

i j

ij ij

ijk

x c Min

x

62

) 0 ; ,..., 3 , 2 , ,..., 3 , 2 ; (for 1

; ,..., 3 , 2 , 1

1,2,...N) i (for 1

1,2,...N) j (for 1

s constraint Subject to

1

1

1

1

> = = = s +

= = =

= =

= =

=

=

=

j ij j i

i

n

k

ijk

N

j

ij

N

i

ij

u N j N i j i N Nx u u

j i n j x

x

x

Solving TSP

Branch-and-Bound method is an effective way

of solving TSPs

There are many heuristics to solve TSPs

63

Traveling salesman problem:

The nearest neighbor procedure

1. Start with a node at the beginning of the tour (the depot

node).

2. Find the node closest to the last node added to the tour.

3. Go back to step-2 until all nodes have been added.

4. Connect the first and the last nodes to form a complete tour.

64

Advantage:

1. Simple and gives a near optimal solution

Disadvantage:

1. May not give a optimal solution

Traveling salesman problem:

The nearest neighbor procedure

From

Node

To node (distance in kilometers)

A B C D E F

A - 5.4 2.8 10.5 8.2 4.1

65

B 5.4 - 5.0 9.5 5.0 8.5

C 2.8 5.0 - 7.8 6.0 3.6

D 10.5 9.5 7.8 - 5.0 9.5

E 8.2 5.0 6.0 5.0 - 9.2

F 4.1 8.5 3.6 9.5 9.2 -

Traveling salesman problem:

The nearest neighbour procedure

Solution:

A C F B E D A

66

The length of the tour 35.4 km

Best tour

A B E D C F A

The length of the tour 30.9 km

12

Traveling salesman problem:

The nearest neighbor procedure

For smaller networks it is easy to enumerate all

possible tours and select the best.

But with bigger networks it is not possible even

with super computers (why?) So approximate

67

with super computers (why?). So approximate

solutions can be useful

The nearest neighbour procedure can be

repeated assuming each node as starting point

to find still better solutions. In the example

above the best solution (31.3 km) is

F C A B E D F

Multiple traveling salesman problem

and

Vehicle routing problem

The MTSP is a generalization of the TSP where

there are multiple vehicles and a single depot.

In MTSP when there are restrictions on the

68

capacity of the multiple vehicles and demand

at each node is different the problem is

classified as Vehicle routing problem.

The Vehicle routing problem

Cluster first, route second approach

Use optimization algorithm for block formation

Include the affect of peak periods, existing

route, vehicle type etc.

Updation

69

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