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Assignment-2024

Optimization course's lecture

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0% found this document useful (0 votes)
5 views

Assignment-2024

Optimization course's lecture

Uploaded by

Amin Ali
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 18

11/7/2024

CAE 597
SYSTEMS ANALYSIS IN CIVIL ENGINEERING

Network Models

Mohammad Miralinaghi
Illinois Institute of Technology

Example of network problems:


Transportation Water Systems
Systems

Subject Passengers, buses, Water


subway

Nodes Stations, Dam, sea,


intersections pumping station

Links Streets, subway Canals, pipes


tunnels

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Consider the following transportation problem. The characteristics (flow


capacity and per-unit cos) of each link are shown next to it. Node 1 is
source and nodes 4&5 are destination. The goal is to minimize the total
system cost by obtaining the flow for each link (assigning). How to do this?

(25,$8)
2 4 15 veh/hr
20 veh/hr 1 (15,$3)
(20,$2) (15,$4)

3 5 5 veh/hr
(10,$2)

Righthand
𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥
side

Node 1 1 1 0 0 0 0 0 20

Node 2
-1 0 1 1 1 0 0 0

Node 3
0 -1 -1 0 0 1 0 0

Node 4
0 0 0 -1 0 0 -1 -5

Node 5
0 0 0 0 -1 -1 1 -15

Capacities
20 15 20 25 15 10 15

Objective 5 6 2 8 3 2 4

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Network problem:
𝑚𝑖𝑛 𝑧 = 𝑐 𝑥

𝑥 − 𝑥 =𝑏

𝑙 ≤𝑥 ≤𝑢

𝑥 = 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 𝑖, 𝑗
𝑙 = 𝐿𝑜𝑤𝑒𝑟 𝑏𝑜𝑢𝑛𝑑 𝑜𝑓 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 (𝑖, 𝑗)
𝑢 = 𝑐𝑎𝑝𝑎𝑐𝑖𝑡𝑦 𝑜𝑓 𝑙𝑖𝑛𝑘 (𝑖, 𝑗)

Special Cases

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Transportation Problem
What is the difference?

20 veh/hr 1 (20,$5) 1 15 veh/hr


(25,$8)

25 veh/hr 2 (10,$2) 2 5 veh/hr


(20,$2)

15 veh/hr 3 (25,$3) 3 40 veh/hr

Transportation Problem
𝑚𝑖𝑛 𝑧 = 𝑐 𝑥

𝑥 =𝑎

𝑥 =𝑏

𝑙 ≤𝑥 ≤𝑢

𝑥 = 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 𝑖, 𝑗
𝑙 = 𝐿𝑜𝑤𝑒𝑟 𝑏𝑜𝑢𝑛𝑑 𝑜𝑓 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 (𝑖, 𝑗)
𝑢 = 𝑐𝑎𝑝𝑎𝑐𝑖𝑡𝑦 𝑜𝑓 𝑙𝑖𝑛𝑘 (𝑖, 𝑗)

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Example:

A compressor manufacturer has facilities in Cleveland, Chicago,


and Boston. In the past week, each plant produced a total of 40,
50, and 45 units of a special compressor unit, respectively. The
company desires to ship 45 units to a distribution center in Dallas, 20
units to Atlanta, 40 units to San Francisco, and 30 units to
Philadelphia. Table 1 displays the unit production and distribution
costs from each plant to each distribution center. What is the most
effective shipping strategy?

Unit production and Shipping costs

Dallas Atlanta San Philadelphia Production


Francisco

Cleveland 7 7 12 10 40

Chicago 8 10 15 8 50

Boston 15 10 14 7 45

Requirements 45 20 40 30

10

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Righthand
𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥 𝑥
side
Origin 1
1 1 1 1 0 0 0 0 0 0 0 0 40
(Cleveland)
Origin 2
(Chicago) 0 0 0 0 1 1 1 1 0 0 0 0 50

Origin 3
(Boston) 0 0 0 0 0 0 0 0 1 1 1 1 45

Destination 1
(Dallas) -1 0 0 0 -1 0 0 0 -1 0 0 0 -45

Destination 2
(Atlanta) 0 0 0 0 0 0 0 0 0 0 0 0 -20

Destination 3
(San 0 0 0 0 0 0 0 0 0 0 0 0 -40
Francisco)
Destination 4
(Philadelphia) 0 0 0 0 0 0 0 0 0 0 0 0 -30

Objective 7 7 12 10 8 10 15 8 15 10 14 7

11

Assignment Problem
Suppose n people are allocated to m jobs and 𝑐 shows the
performance of person i in job j.
What is the difference?
Benefits are shown on each link:

1 (5) 1
(8)

2 (2) 4
(2)
(4)
3 (3) 5

12

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Assignment Problem
What is the difference?
Benefits are shown on each link:

1 1
(8)

2 4

3 (3) 5

13

Assignment Problem
𝑚𝑎𝑥 𝑧 = 𝑐 𝑥

𝑥 =1

𝑥 =1

𝑥 = 0,1

14

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Maximal Flow Problem

The goal is to send maximum possible materials from origin node to


destination node. Links do not have cost and have capacity. What is the
maximum flow 𝜈 that can be sent from origin to destination

15

Maximal Flow Problem

The goal is to send maximum possible materials from origin node to


destination node. Links do not have cost but have capacity. What is the
maximum flow 𝜈 that can be sent from origin to destination

The numbers next to the arcs indicate the maximum flow capacity (in 100,000
gallons/day) in that section of the pipeline

(8)
2 4 (15)
𝝂 1 6 𝝂
(3) (4)
3 5 (20)
(10)

16

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Network problem:
max 𝑧 = 𝑥 =𝜈
𝑥 − 𝑥 = 𝜈 𝑖𝑓 𝑖 = 𝑜𝑟𝑖𝑔𝑖𝑛

𝑥 − 𝑥 = 0 𝑖𝑓 𝑖 = 𝐼𝑛𝑡𝑒𝑟𝑚𝑒𝑑𝑖𝑎𝑡𝑒

𝑥 − 𝑥 = −𝜈 𝑖𝑓 𝑖 = 𝐷𝑒𝑠𝑡𝑖𝑛𝑎𝑡𝑖𝑜𝑛

0≤𝑥 ≤𝑢

𝑥 = 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 𝑖, 𝑗
𝑢 = 𝑐𝑎𝑝𝑎𝑐𝑖𝑡𝑦 𝑜𝑓 𝑙𝑖𝑛𝑘 (𝑖, 𝑗)

17

Maximal Flow Problem

How this transformation can change the model?

𝑥 =𝜈

(8)
2 4 (15)
1 6
(3) (4)
3 5 (20)
(10)

18

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Shortest-Path Problem

The goal is to find the path with minimum cost between origin and
destination. Links do not have capacity but have cost. What is the
maximum flow 𝜈 that can be sent from origin to destination

The numbers next to the links indicate the travel time (in minutes) for each link.

(8)
2 4 (15)
𝟏 1 6 𝟏
(3) (4)
3 5 (20)
(10)

19

Shortest-path problem
𝑚𝑖𝑛 𝑧 = 𝑐 𝑥

𝑥 − 𝑥 = 1 𝑖𝑓 𝑖 = 𝑜𝑟𝑖𝑔𝑖𝑛

𝑥 − 𝑥 = 0 𝑖𝑓 𝑖 = 𝐼𝑛𝑡𝑒𝑟𝑚𝑒𝑑𝑖𝑎𝑡𝑒

𝑥 − 𝑥 = −1 𝑖𝑓 𝑖 = 𝐷𝑒𝑠𝑡𝑖𝑛𝑎𝑡𝑖𝑜𝑛

𝑥 ≥0
𝑥 = 𝑓𝑙𝑜𝑤 𝑜𝑓 𝑙𝑖𝑛𝑘 𝑖, 𝑗

20

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Assignment Problem
Suppose n people are allocated to n jobs and 𝑐 shows the
performance of person i in job j.
What is the difference?
Benefits are shown on each link:

1 (5) 1
(8)

2 (2) 4
(2)
(4)
3 (3) 5

21

Assignment Problem
What is the difference?
Benefits are shown on each link:

1 1
(8)

2 4

3 (3) 5

22

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Assignment Problem
𝑚𝑎𝑥 𝑧 = 𝑐 𝑥

𝑥 =1

𝑥 =1

𝑥 = 0,1

23

EXAMPLE
Four workers are to be assigned to four jobs. The times taken by each
worker on each job are given in the time matrix. Find an assignment
which would minimize the sum of the times taken. Assume that all the
workers are paid at the same rate

A B C D

a 15 18 21 24

b 19 23 22 18

c 26 17 16 19

d 19 21 23 17

24

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Hungarian Method
Step 1: Deduct the Smallest Non-zero Time in Each Column From All
Entries in That Column, Obtaining At Least One Zero in Each Column

A B C D

a 15 18 21 24

b 19 23 22 18

c 26 17 16 19

d 19 21 23 17

25

Hungarian Method
Step 2: In Each Row of Positive Entries (No Zero Entries), Deduct the
Smallest Time From All Entries in That Row

A B C D

a 0 1 5 7

b 4 6 6 1

c 11 0 0 2

d 4 4 7 0

26

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Hungarian Method
Step 2: In Each Row of Positive Entries (No Zero Entries), Deduct the
Smallest Time From All Entries in That Row

A B C D

a 0 1 5 7

b 3 5 5 0

c 11 0 0 2

d 4 4 7 0

27

Hungarian Method
Step 3: Draw the minimum number of lines that will cover all the zeros. if
there are as many lines as there are rows or columns, an optimal
assignment is possible. if not, the matrix must be changed.

A B C D

a 0 1 5 7

b 3 5 5 0

c 11 0 0 2

d 4 4 7 0

28

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Hungarian Method
Step 4: In the last matrix, subtract the smallest uncovered entry (3 in this
example) from all uncovered entries. enter the results.
Then, add the same number to the elements at which lines cross
[(a,d) and (c,d) in this example]. Enter these results and complete
the matrix by entering the other covered elements unchanged
A B C D

a 0 1 5 7

b 3 5 5 0

c 11 0 0 2

d 4 4 7 0

29

Hungarian Method
Step 4: In the last matrix, subtract the smallest uncovered entry (3 in this
example) from all uncovered entries. enter the results.
Then, add the same number to the elements at which lines cross
[(a,d) and (c,d) in this example]. Enter these results and complete
the matrix by entering the other covered elements unchanged
A B C D

a 0 1 5 10

b 0 2 2 0

c 11 0 0 5

d 1 1 4 0

30

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Hungarian Method
step 4: Repeat step (3) by drawing the minimum number of lines to
cover all the zeros and step (4) if necessary

A B C D

a 0 1 5 10

b 0 2 2 0

c 11 0 0 5

d 1 1 4 0

31

Hungarian Method
step 4: Repeat step (3) by drawing the minimum number of lines to
cover all the zeros and step (4) if necessary

A B C D

a 0 0 4 10

b 0 1 1 0

c 12 0 0 6

d 1 0 3 0

32

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Hungarian Method
The optimal solution has been reached since the number of lines
equals the number of rows (or columns).

A B C D

a 0 0 4 10

b 0 1 1 0

c 12 0 0 6

d 1 0 3 0

33

Hungarian Method
The optimal solution has been reached since the number of lines
equals the number of rows (or columns).

Make the actual assignments, starting with the zero cell which is
unique in its row or column. if no such cell exists, start with any
zero cell. there may be more than one optimal assignment.

First assignment:
cc, aa, bd, db;
time = 16 + 15 + 18 + 21 = 70

Second assignment:
cc, ab, ba, dd;
time = 16 + 18 + 19 + 17 = 70

34

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EXAMPLE
Five workers are to be assigned to five jobs. The times taken by each
worker on each job are given in the time matrix. Find an assignment
which would minimize the sum of the times taken. Assume that all the
workers are paid at the same rate
A B C D E

a 23 16 20 15 30

b 22 29 15 27 30

c 16 17 22 15 35

d 29 42 37 41 35

e 17 30 17 30 25

35

Questions?

36

18

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