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Operations Optimazation

The document discusses maximum flow problems and minimum cost network flow problems. It describes how to formulate linear programs to model and solve maximum flow problems and minimum cost network flow problems on networks.

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04 Tam
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21 views14 pages

Operations Optimazation

The document discusses maximum flow problems and minimum cost network flow problems. It describes how to formulate linear programs to model and solve maximum flow problems and minimum cost network flow problems on networks.

Uploaded by

04 Tam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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8.

3 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 transport the maximum amount of flow from a starting point (called the source
= so) to a terminal point (called the sink = si). Such problems are called maximum-flow problems.
- Biến là lưu lượng chuyển qua các cung ở trong mạng
LP Solution of Maximum-Flow Problems

Sunco Oil muốn vận chuyển lượng dầu tối đa có thể (mỗi giờ) qua đường ống từ nút so đến nút si
trong Hình 6.
Dầu phải đi qua một số hoặc tất cả các trạm 1, 2 và 3. Các cung khác nhau biểu thị các đường ống
có đường kính khác nhau. Số lượng thùng dầu tối đa (triệu thùng/giờ) có thể được bơm qua mỗi
cung được thể hiện trong Bảng 8.
Mỗi số được gọi là arc capacity.
Xây dựng một LP có thể được sử dụng để xác định số lượng thùng dầu tối đa cho mỗi giờ có thể
được gửi từ so tới si.

Node so is called the source node because oil flows out of it but no oil flows into it. Analogously,
node si is called the sink node because oil flows into it and no oil flows out of it. For reasons that
will soon become clear, we have added an artificial arc a0 from the sink to the source. The flow
through a0 is not actually oil, hence the term artificial arc.
To formulate an LP that will yield the maximum flow from node so to si, we observe that Sunco
must determine how much oil (per hour) should be sent through arc (i, j). Thus, we define
xij = millions of barrels of oil per hour that will pass through arc (i,j) of pipeline
As an example of a possible flow (termed a feasible flow), consider the flow indentified by the
numbers in parentheses in Figure 6.

(vào + ra -)
Xo1 Xo2 X12 X13 X2i X3i Xi0 RHS
HMTmaxXio 1 = Z
Nút 0 1 1 0 0 0 0 -1 = 0
Nút 1 -1 1 1 = 0
Nút 2 -1 -1 1 = 0
Nút 3 -1 1 = 0
Nút 4 -1 -1 1 = 0
Cung 01 1 0 0 0 0 0 0 < 2
Cung 02 1 < 3
Cung 03 1 < 3
Cung 04 1 < 4
Cung 05 1 < 2
Cung 06 1 1

For a flow to be feasible, it must have two characteristics:

And
We assume that no oil gets lost while being pumped through the network, so at each node, a feasible
flow must satify (2), the conservation-of-flow constraint. The introduction of the artificial arc a0
allows us to write the conservation-of-flow constraint for the source and sink.
If we let x0 be the flow through the artificial arc, then conservation of flow implies that x0 5 total
amount of oil entering the sink. Thus, Sunco’s goal is to maximize x0 subject to (1) and (2):

One optimal solution to this LP is z = 3; xso,1 = 2; x13 = 1; x12 = 1; xso,2 = 1; x3,si = 1; x2,si = 2;
x0 = 3. Thus, the maximum possible flow of oil from node so to si is 3 million barrels per hour, with
1 million barrels each sent via the following paths: so–1–2–si, so–1–3–si,
Max z = XBA
A : XBA = XA1 + XA2 + XA3 + XA4
F : XA1 =

8.4 CPM and PERT


Network models can be used as an aid in scheduling large complex projects that consist of many
activities. If the duration of each activity is known with certainty, then the critical path method
(CPM) can be used to determine the length of time required to complete a project. CPM also can be
used to determine how long each activity in the project can be delayed without delaying the
completion of the project. CPM was developed in the late 1950s by researchers at DuPont and
Sperry Rand.
If the duration of the activities is not known with certainty, the Program Evaluation and Review
Technique (PERT) can be used to estimate the probability that the project will be completed by a
given deadline. PERT was developed in the late 1950s by consultants working on the development
of the Polaris missile. CPM and PERT were given a major share of the credit for the fact that the
Polaris missile was operational two years ahead of schedule.
Given a list of activities and predecessors, an AOA representation of a project (called a project
network or project diagram) can be constructed by using the following rules:
1 Node 1 represents the start of the project. An arc should lead from node 1 to represent each
activity that has no predecessors.
2 A node (called the finish node) representing the completion of the project should be included in
the network.
3 Number the nodes in the network so that the node representing the completion of an activity
always has a larger number than the node representing the beginning of an activity (there may be
more than one numbering scheme that satisfies rule 3).
4 An activity should not be represented by more than one arc in the network.
5 Two nodes can be connected by at most one arc.

Cách 2
PROBLEM 5/447. Consider the (simplified) list of activities and predecessors that are involved in
building a house (Table 20).

a Draw a project network, determine the critical path, find the total float for each activity, and find
the free float for each activity.

 Chú ý: Node nào không còn step tiếp theo thì nối đến END
ti = early start of node i (i > 0; với mọi i = 1…..8
min z = t8 - t1
st t2 > t1 + 5
t3 > t2 + 8
t4 > t3 +10
t5 > t3 + 5 forward
t6 > t3 + 4
t7 > t6 +6
t7 > t4
t8 > t7 + 3
t8 > t5

ui = late finish of node i


min z = u8 – u1
st u7 < u8 -3
u6 < u7 – 6
u4 = u7 (vì cùng ra node cuối nên phải bằng 0)
u5 = u8
u3 < u4 -10 backward
u3 < u5 – 5
u3 < u6 – 4
u2 < u3 – 8
u1 < u2 – 5
b Suppose that by hiring additional workers, the duration of each activity can be reduced. The costs
per day of reducing the duration of the activities are given in Table 21. Write down the LP to be
solved to minimize the total cost of completing the project within 20 days.

min = 30*A+15*B+20*C+40*D+20*E+30*F+40*G;
t8-t1<20;
A<2; B<3;C<1;D<2;E<2;F<3;G<1;
t2 > t1 + 5-A;
t3 > t2 + 8-B;
t4 > t3 +10-C;
t5 > t3 + 5-D;
t6 > t3 + 4-E;
t7 > t6 +6-F;
t7 > t4;
t8 > t7 + 3-G;
t8 > t5;

8.5 Minimum-Cost Network Flow Problems


- The transportation, assignment, transshipment, shortest-path, maximum flow, and CPM
problems are all special cases of the minimum-cost network flow problem (MCNFP).
- Any MCNFP can be solved by a generalization of the transportation simplex called the network
simplex.
- Then the MCNFP may be written as:

(tổng lưu lượng đi ra 1 nút – tổng lưu lượng đi vào 1 nút)


bi = 0  bi đóng vai trò trung chuyển
bi > 0  sink node demand
bi< 0  source node dem
Formulating a Transportation Problem as an MCNFP
Consider the transportation problem in Table 28. Nodes 1 and 2 are the two supply points, and nodes
3 and 4 are the two demand points. Then b1 5 4, b2 5 5, b3 5 26, and b4 5 23. The network
corresponding to this transportation problem contains arcs (1, 3), (1, 4), (2, 3), and (2, 4) (see Figure
45). The LP for this transportation problem may be written as shown in Table 29.

8. 6 Minimum Spanning Tree Problems


- For a network with n nodes, a spanning tree is a group of n 2 1 arcs that connects all nodes of the
network and contains no loops.
(Cần n-1 cung, kết nối sao cho n-1 min)
B1: Xuất phát từ nút bất kì, nối đến nút gần nó nhất
B2: Tìm 1 nút chưa nối, nối đến nút gần nhất mà đã kết nối. (nếu có nhiều nút bằng nhau thì chọn
bất kì)
(Làm n-1 lần sẽ kết thúc)
X12 X13 X14 X15 X23 X25 X34 X35 X45 RHS
Min 1 4 6 2 3 2 5 2 4 =7
N1 1 1 1 1 >1
N2 1 1 1 >1
N3 1 1 1 1 >1
N4 1 1 >1
N5 1 1 1 1 >1
Xij >0
Problem 1/471

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