Optimization Methods: Linear Programming Applications Assignment Problem

Module 4 Lecture Notes 3 Assignment Problem Introduction In the previous lecture, we discussed about one of the bench mark problems called transportation problem and its formulation. The assignment problem is a particular class of transportation linear programming problems with the supplies and demands equal to integers (often 1). Since all supplies, demands, and bounds on variables are integers, the assignment problem relies on an interesting property of transportation problems that the optimal solution will be entirely integers. In this lecture, the structure and formulation of assignment problem are discussed. Also, traveling salesman problem, which is a special type of assignment problem, is described. Structure of assignment problem As mentioned earlier, assignment problem is a special type of transportation problem in which 1. Number of supply and demand nodes are equal. 2. Supply from every supply node is one. 3. Every demand node has a demand of one. 4. Solution is required to be all integers. The goal of a general assignment problem is to find an optimal assignment of machines (laborers) to jobs without assigning an agent more than once and ensuring that all jobs are completed. The objective might be to minimize the total time to complete a set of jobs, or to maximize skill ratings, maximize the total satisfaction of the group or to minimize the cost of the assignments. This is subjected to the following requirements:

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M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

1. Each machine is assigned not more than one job. 2. Each job is assigned to exactly one machine. Formulation of assignment problem Consider m laborers to whom n tasks are assigned. No laborer can either sit idle or do more than one task. Every pair of person and assigned work has a rating. This rating may be cost, satisfaction, penalty involved or time taken to finish the job. There will be N2 such combinations of persons and jobs assigned. Thus, the optimization problem is to find such man- job combinations that optimize the sum of ratings among all. The formulation of this problem as a special case of transportation problem can be represented by treating laborers as sources and the tasks as destinations. The supply available at each source is 1 and the demand required at each destination is 1.The cost of assigning (transporting) laborer i to task j is cij. It is necessary to first balance this problem by adding a dummy laborer or task depending on whether m<n or m>n, respectively. The cost coefficient cij for this dummy will be zero.
th th 0, if the j job is not assigned to the i machine Let xij = th th 1, if the j job is assigned to the i machine

Thus the above model can be expressed as

Minimize

c
i =1 j =1

ij

xij

Since each task is assigned to exactly one laborer and each laborer is assigned only one job, the constraints are

D Nagesh Kumar, IISc, Bangalore

M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

x
i =1 n

ij

=1 =1

for j = 1, 2,...n for i = 1, 2,...m

x
j =1

ij

xij = 0 or 1 Due to the special structure of the assignment problem, the solution can be found out using a more convenient method called Hungarian method which will be illustrated through an example below.
Example 1: (Taha, 1982)

Consider three jobs to be assigned to three machines. The cost for each combination is shown in the table below. Determine the minimal job machine combinations.
Table 1

Job 1 2 3 bj Solution: Step 1:

Machine 1 5 14 15 1 2 7 10 13 1 3 9 12 16 1 ai 1 1 1

Create zero elements in the cost matrix (zero assignment) by subtracting the smallest element in each row (column) from the corresponding row (column). After this exercise, the resulting cost matrix is obtained by subtracting 5 from row 1, 10 from row 2 and 13 from row 3.

D Nagesh Kumar, IISc, Bangalore

M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

Table 2

1 1 2 3 Step 2: 0 4 2

2 2 0 0

3 4 2 3

Repeating the same with columns, the final cost matrix is

1 1 2 3
0

2 2 0
0

3 2
0

4 2

The italicized zero elements represent a feasible solution. Thus the optimal assignment is (1,1), (2,3) and (3,2). The total cost is equal to 60 (5 +12+13). In the above example, it was possible to obtain the feasible assignment. But in more complicated problems, additional rules are required which are explained in the next example.
Example 2 (Taha, 1982)

Consider four jobs to be assigned to four machines. The cost for each combination is shown in the table below. Determine the minimal job machine combinations.

D Nagesh Kumar, IISc, Bangalore

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Optimization Methods: Linear Programming Applications Assignment Problem

Table 4

Job 1 2 3 4 bj Solution:

Machine 1 1 8 4 6 1 2 4 7 5 7 1 3 6 10 11 8 1 4 3 9 7 5 1 ai 1 1 1 1

Step 1: Create zero elements in the cost matrix by subtracting the smallest element in each row from the corresponding row.
Table 5

1 1 2 3 4 0 1 0 1

2 3 0 1 2

3 5 3 7 3

4 2 2 3 0

Step 2: Repeating the same with columns, the final cost matrix is
Table 6

1 1 2 3 4 0 1 0 1

2 3 0 1 2

3 2 0 4 0

4 2 2 3 0

D Nagesh Kumar, IISc, Bangalore

M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

Rows 1 and 3 have only one zero element. Both of these are in column 1, which means that both jobs 1 and 3 should be assigned to machine 1. As one machine can be assigned with only one job, a feasible assignment to the zero elements is not possible as in the previous example. Step 3: Draw a minimum number of lines through some of the rows and columns so that all the zeros are crossed out.
Table 7

1 1 2 3 4 0 1 0 1

2 3 0 1 2

3 2 0 4 0

4 2 2 3 0

Step 4: Select the smallest uncrossed element (which is 1 here). Subtract it from every uncrossed element and also add it to every element at the intersection of the two lines. This will give the following table.
Table 8

1 1 2 3 4
0

2 2 0
0

3 1
0

4 1 2 2
0

2 0 2

3 0

This gives a feasible assignment (1,1), (2,3), (3,2) and (4,4) with a total cost of 1+10+5+5 = 21. If the optimal solution had not been obtained in the last step, then the procedure of drawing lines has to be repeated until a feasible solution is achieved.

D Nagesh Kumar, IISc, Bangalore

M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

Formulation of Traveling Salesman Problem (TSP) as an Assignment Problem

A traveling salesman has to visit n cities and return to the starting point. He has to start from any one city and visit each city only once. Suppose he starts from the kth city and the last city he visited is m. Let the cost of travel from ith city to jth city be cij. Then the objective function is

Minimize

c
i =1 j =1

ij

xij

subject to the constraints

x
i =1 n

ij

=1 =1

for j = 1, 2,...n, i j , i m for i = 1, 2,...m, i j , i m

x
j =1

ij

xmk = 1 xij = 0 or 1 Solution Procedure: Solve the problem as an assignment problem using the method used to solve the above examples. If the solutions thus found out are cyclic in nature, then that is the final solution. If it is not cyclic, then select the lowest entry in the table (other than zero). Delete the row and column of this lowest entry and again do the zero assignment in the remaining matrix. Check whether cyclic assignment is available. If not, include the next higher entry in the table and the procedure is repeated until a cyclic assignment is obtained. The procedure is explained through an example below.

D Nagesh Kumar, IISc, Bangalore

M4L3

Optimization Methods: Linear Programming Applications Assignment Problem

Example 3:

Consider a four city TSP for which the cost between the city pairs are as shown in the figure below. Find the tour of the salesman so that the cost of travel is minimal.

2 6 5 4 8

1 9

4 9 3

Table 9

1 1 2 3 4 Solution: 6 9 5

2 4 4 8

3 9 4 9

4 5 8 9

Step 1: The optimal solution after using the Hungarian method is shown below.
Table 10

1 1 2 3 4 2 5
0

2 0
0

3 5
0

4
0

3 4

D Nagesh Kumar, IISc, Bangalore

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Optimization Methods: Linear Programming Applications Assignment Problem

The optimal assignment is 1 4, 2 3, 3 2, 4 1 which is not cyclic. Step 2: Consider the lowest entry 2 of the cell (2,1). If there is a tie in selecting the lowest entry, then break the tie arbitrarily. Delete the 2nd row and 1st column. Do the zero assignment in the remaining matrix. The resulting table is
Table 11

1 1 2 3 4
2

2 0
0

3 4 0
0

4
0

3 4

5 0

Thus the next optimal assignment is 1 4, 21, 3 2, 4 3 which is cyclic. Thus the required tour is 1 43 2 1 and the total travel cost is 5 + 9 + 4 + 6 = 24.

D Nagesh Kumar, IISc, Bangalore

M4L3