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1

Chapter 7

Transportation, Assignment and

Transshipment Problems

.

2

Applications

Physical analog

of nodes

Physical analog

of arcs

Flow

Communication

systems

phone exchanges,

computers,

transmission

facilities, satellites

Cables, fiber optic

links, microwave

relay links

Voice messages,

Data,

Video transmissions

Hydraulic systems

Pumping stations

Reservoirs, Lakes

Pipelines

Water, Gas, Oil,

Hydraulic fluids

Integrated

computer circuits

Gates, registers,

processors

Wires Electrical current

Mechanical systems Joints

Rods, Beams,

Springs

Heat, Energy

Transportation

systems

Intersections,

Airports,

Rail yards

Highways,

Airline routes

Railbeds

Passengers,

freight,

vehicles,

operators

Applications of Network

Optimization

.

3

Description

A transportation problem basically deals with the

problem, which aims to find the best way to fulfill

the demand of n demand points using the

capacities of m supply points. While trying to find

the best way, generally a variable cost of shipping

the product from one supply point to a demand

point or a similar constraint should be taken into

consideration.

.

4

7.1 Formulating Transportation

Problems

Example 1: Powerco has three electric

power plants that supply the electric needs

of four cities.

•The associated supply of each plant and

demand of each city is given in the table 1.

•The cost of sending 1 million kwh of

electricity from a plant to a city depends on

the distance the electricity must travel.

.

5

Transportation tableau

A transportation problem is specified by

the supply, the demand, and the shipping

costs. So the relevant data can be

summarized in a transportation tableau.

The transportation tableau implicitly

expresses the supply and demand

constraints and the shipping cost between

each demand and supply point.

.

6

Table 1. Shipping costs, Supply, and Demand

for Powerco Example

From To

City 1 City 2 City 3 City 4 Supply

(Million kwh)

Plant 1 $8 $6 $10 $9 35

Plant 2 $9 $12 $13 $7 50

Plant 3 $14 $9 $16 $5 40

Demand

(Million kwh)

45 20 30 30

Transportation Tableau

.

7

Solution

1. Decision Variable:

Since we have to determine how much electricity

is sent from each plant to each city;

X

ij

= Amount of electricity produced at plant i

and sent to city j

X

14

= Amount of electricity produced at plant 1

and sent to city 4

.

8

2. Objective function

Since we want to minimize the total cost of shipping

from plants to cities;

Minimize Z = 8X

11

+6X

12

+10X

13

+9X

14

+9X

21

+12X

22

+13X

23

+7X

24

+14X

31

+9X

32

+16X

33

+5X

34

.

9

3. Supply Constraints

Since each supply point has a limited production

capacity;

X

11

+X

12

+X

13

+X

14

<= 35

X

21

+X

22

+X

23

+X

24

<= 50

X

31

+X

32

+X

33

+X

34

<= 40

.

10

4. Demand Constraints

Since each supply point has a limited production

capacity;

X

11

+X

21

+X

31

>= 45

X

12

+X

22

+X

32

>= 20

X

13

+X

23

+X

33

>= 30

X

14

+X

24

+X

34

>= 30

.

11

5. Sign Constraints

Since a negative amount of electricity can not be

shipped all Xij’s must be non negative;

Xij >= 0 (i= 1,2,3; j= 1,2,3,4)

.

12

LP Formulation of Powerco’s Problem

Min Z = 8X

11

+6X

12

+10X

13

+9X

14

+9X

21

+12X

22

+13X

23

+7X

24

+14X

31

+9X

32

+16X

33

+5X

34

S.T.: X

11

+X

12

+X

13

+X

14

<= 35 (Supply Constraints)

X

21

+X

22

+X

23

+X

24

<= 50

X

31

+X

32

+X

33

+X

34

<= 40

X

11

+X

21

+X

31

>= 45 (Demand Constraints)

X

12

+X

22

+X

32

>= 20

X

13

+X

23

+X

33

>= 30

X

14

+X

24

+X

34

>= 30

Xij >= 0 (i= 1,2,3; j= 1,2,3,4)

.

13

General Description of a Transportation

Problem

1. A set of m supply points from which a good is

shipped. Supply point i can supply at most s

i

units.

2. A set of n demand points to which the good is

shipped. Demand point j must receive at least d

i

units of the shipped good.

3. Each unit produced at supply point i and shipped

to demand point j incurs a variable cost of c

ij

.

.

14

X

ij

= number of units shipped from supply point i to

demand point j

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

) ,..., 2 , 1 (

) ,..., 2 , 1 ( . .

min

1

1

1 1

n j m i X

n j d X

m i s X t s

X c

ij

m i

i

j ij

n j

j

i ij

m i

i

n j

j

ij ij

= = >

= >

= s

¿

¿

¿¿

=

=

=

=

=

=

=

=

.

15

Balanced Transportation Problem

If Total supply equals to total demand, the

problem is said to be a balanced

transportation problem:

¿ ¿

=

=

=

=

=

n j

j

j

m i

i

i d s

1 1

.

16

Balancing a TP if total supply exceeds total

demand

If total supply exceeds total demand, we

can balance the problem by adding dummy

demand point. Since shipments to the

dummy demand point are not real, they are

assigned a cost of zero.

.

17

Balancing a transportation problem if total

supply is less than total demand

If a transportation problem has a total

supply that is strictly less than total

demand the problem has no feasible

solution. There is no doubt that in such a

case one or more of the demand will be left

unmet. Generally in such situations a

penalty cost is often associated with unmet

demand and as one can guess this time the

total penalty cost is desired to be minimum

.

18

7.2 Finding Basic Feasible

Solution for TP

Unlike other Linear Programming

problems, a balanced TP with m supply

points and n demand points is easier to

solve, although it has m + n equality

constraints. The reason for that is, if a set

of decision variables (x

ij

’s) satisfy all but

one constraint, the values for x

ij

’s will

satisfy that remaining constraint

automatically.

.

19

Methods to find the bfs for a balanced TP

There are three basic methods:

1. Northwest Corner Method

2. Minimum Cost Method

3. Vogel’s Method

.

20

1. Northwest Corner Method

To find the bfs by the NWC method:

Begin in the upper left (northwest) corner of the

transportation tableau and set x

11

as large as

possible (here the limitations for setting x

11

to a

larger number, will be the demand of demand

point 1 and the supply of supply point 1. Your

x

11

value can not be greater than minimum of

this 2 values).

.

21

According to the explanations in the previous slide

we can set x

11

=3 (meaning demand of demand

point 1 is satisfied by supply point 1).

5

6

2

3 5 2 3

3 2

6

2

X 5 2 3

.

22

After we check the east and south cells, we saw that

we can go east (meaning supply point 1 still has

capacity to fulfill some demand).

3 2 X

6

2

X 3 2 3

3 2 X

3 3

2

X X 2 3

.

23

After applying the same procedure, we saw that we

can go south this time (meaning demand point 2

needs more supply by supply point 2).

3 2 X

3 2 1

2

X X X 3

3 2 X

3 2 1 X

2

X X X 2

.

24

Finally, we will have the following bfs, which is:

x

11

=3, x

12

=2, x

22

=3, x

23

=2, x

24

=1, x

34

=2

3 2 X

3 2 1 X

2 X

X X X X

.

25

2. Minimum Cost Method

The Northwest Corner Method dos not utilize shipping

costs. It can yield an initial bfs easily but the total

shipping cost may be very high. The minimum cost

method uses shipping costs in order come up with a

bfs that has a lower cost. To begin the minimum cost

method, first we find the decision variable with the

smallest shipping cost (X

ij

). Then assign X

ij

its largest

possible value, which is the minimum of s

i

and d

j

.

26

After that, as in the Northwest Corner Method we

should cross out row i and column j and reduce the

supply or demand of the noncrossed-out row or

column by the value of Xij. Then we will choose the

cell with the minimum cost of shipping from the

cells that do not lie in a crossed-out row or column

and we will repeat the procedure.

.

27

An example for Minimum Cost Method

Step 1: Select the cell with minimum cost.

2 3 5 6

2 1 3 5

3 8 4 6

5

10

15

12 8 4 6

.

28

Step 2: Cross-out column 2

2 3 5 6

2 1 3 5

8

3 8 4 6

12 X 4 6

5

2

15

.

29

Step 3: Find the new cell with minimum shipping

cost and cross-out row 2

2 3 5 6

2 1 3 5

2 8

3 8 4 6

5

X

15

10 X 4 6

.

30

Step 4: Find the new cell with minimum shipping

cost and cross-out row 1

2 3 5 6

5

2 1 3 5

2 8

3 8 4 6

X

X

15

5 X 4 6

.

31

Step 5: Find the new cell with minimum shipping

cost and cross-out column 1

2 3 5 6

5

2 1 3 5

2 8

3 8 4 6

5

X

X

10

X X 4 6

.

32

Step 6: Find the new cell with minimum shipping

cost and cross-out column 3

2 3 5 6

5

2 1 3 5

2 8

3 8 4 6

5 4

X

X

6

X X X 6

.

33

Step 7: Finally assign 6 to last cell. The bfs is found

as: X

11

=5, X

21

=2, X

22

=8, X

31

=5, X

33

=4 and X

34

=6

2 3 5 6

5

2 1 3 5

2 8

3 8 4 6

5 4 6

X

X

X

X X X X

.

34

3. Vogel’s Method

Begin with computing each row and column a penalty.

The penalty will be equal to the difference between

the two smallest shipping costs in the row or column.

Identify the row or column with the largest penalty.

Find the first basic variable which has the smallest

shipping cost in that row or column. Then assign the

highest possible value to that variable, and cross-out

the row or column as in the previous methods.

Compute new penalties and use the same procedure.

.

35

An example for Vogel’s Method

Step 1: Compute the penalties.

Supply Row Penalty

6 7 8

15 80 78

Demand

Column Penalty 15-6=9 80-7=73 78-8=70

7-6=1

78-15=63

15 5 5

10

15

.

36

Step 2: Identify the largest penalty and assign the

highest possible value to the variable.

Supply Row Penalty

6 7 8

5

15 80 78

Demand

Column Penalty 15-6=9 _ 78-8=70

8-6=2

78-15=63

15 X 5

5

15

.

37

Step 3: Identify the largest penalty and assign the

highest possible value to the variable.

Supply Row Penalty

6 7 8

5 5

15 80 78

Demand

Column Penalty 15-6=9 _ _

_

_

15 X X

0

15

.

38

Step 4: Identify the largest penalty and assign the

highest possible value to the variable.

Supply Row Penalty

6 7 8

0 5 5

15 80 78

Demand

Column Penalty _ _ _

_

_

15 X X

X

15

.

39

Step 5: Finally the bfs is found as X

11

=0, X

12

=5,

X

13

=5, and X

21

=15

Supply Row Penalty

6 7 8

0 5 5

15 80 78

15

Demand

Column Penalty _ _ _

_

_

X X X

X

X

.

40

7.3 The Transportation Simplex

Method

In this section we will explain how the simplex

algorithm is used to solve a transportation problem.

.

41

How to Pivot a Transportation Problem

Based on the transportation tableau, the following

steps should be performed.

Step 1. Determine (by a criterion to be developed

shortly, for example northwest corner method) the

variable that should enter the basis.

Step 2. Find the loop (it can be shown that there is

only one loop) involving the entering variable and

some of the basic variables.

Step 3. Counting the cells in the loop, label them as

even cells or odd cells.

.

42

Step 4. Find the odd cells whose variable assumes the

smallest value. Call this value θ. The variable

corresponding to this odd cell will leave the basis. To

perform the pivot, decrease the value of each odd cell

by θ and increase the value of each even cell by θ. The

variables that are not in the loop remain unchanged.

The pivot is now complete. If θ=0, the entering

variable will equal 0, and an odd variable that has a

current value of 0 will leave the basis. In this case a

degenerate bfs existed before and will result after the

pivot. If more than one odd cell in the loop equals θ,

you may arbitrarily choose one of these odd cells to

leave the basis; again a degenerate bfs will result

.

43

7.5. Assignment Problems

Example: Machineco has four jobs to be completed.

Each machine must be assigned to complete one job.

The time required to setup each machine for completing

each job is shown in the table below. Machinco wants to

minimize the total setup time needed to complete the

four jobs.

.

44

Setup times

(Also called the cost matrix)

Time (Hours)

Job1 Job2 Job3 Job4

Machine 1 14 5 8 7

Machine 2 2 12 6 5

Machine 3 7 8 3 9

Machine 4 2 4 6 10

.

45

The Model

According to the setup table Machinco’s problem can be

formulated as follows (for i,j=1,2,3,4):

1 0

1

1

1

1

1

1

1

1 . .

10 6 2 9 3 8 7

5 6 12 2 7 8 5 14 min

44 34 24 14

43 33 23 13

42 32 22 12

41 31 21 11

44 43 42 41

34 33 32 31

24 23 22 21

14 13 12 11

44 43 42 41 34 33 32 31

24 23 22 21 14 13 12 11

= =

= + + +

= + + +

= + + +

= + + +

= + + +

= + + +

= + + +

= + + +

+ + + + + + + +

+ + + + + + + =

ij ij orX X

X X X X

X X X X

X X X X

X X X X

X X X X

X X X X

X X X X

X X X X t s

X X X X X X X X

X X X X X X X X Z

.

46

For the model on the previous page note that:

X

ij

=1 if machine i is assigned to meet the demands of

job j

X

ij

=0 if machine i is not assigned to meet the demands

of job j

In general an assignment problem is balanced

transportation problem in which all supplies and

demands are equal to 1.

.

47

The Assignment Problem

In general the LP formulation is given as

Minimize

1 1

1

1

1 1

1 1

0

, , ,

, , ,

or 1,

n n

ij ij

i j

n

ij

j

n

ij

i

ij

c x

x i n

x j n

x ij

= =

=

=

= ¬ =

= ¬ =

= ¬

¿¿

¿

¿

Each supply is 1

Each demand is 1

.

48

Comments on the Assignment

Problem

• The Air Force has used this for assigning

thousands of people to jobs.

• This is a classical problem. Research on the

assignment problem predates research on LPs.

• Very efficient special purpose solution techniques

exist.

– 10 years ago, Yusin Lee and J. Orlin solved a problem

with 2 million nodes and 40 million arcs in ½ hour.

.

49

Although the transportation simplex appears to be very

efficient, there is a certain class of transportation

problems, called assignment problems, for which the

transportation simplex is often very inefficient. For that

reason there is an other method called The Hungarian

Method. The steps of The Hungarian Method are as

listed below:

Step1. Find a bfs. Find the minimum element in each row

of the mxm cost matrix. Construct a new matrix by

subtracting from each cost the minimum cost in its row.

For this new matrix, find the minimum cost in each

column. Construct a new matrix (reduced cost matrix) by

subtracting from each cost the minimum cost in its

column.

.

50

Step2. Draw the minimum number of lines (horizontal

and/or vertical) that are needed to cover all zeros in the

reduced cost matrix. If m lines are required , an optimal

solution is available among the covered zeros in the

matrix. If fewer than m lines are required, proceed to step

3.

Step3. Find the smallest nonzero element (call its value

k) in the reduced cost matrix that is uncovered by the

lines drawn in step 2. Now subtract k from each

uncovered element of the reduced cost matrix and add k

to each element that is covered by two lines. Return to

step2.

.

51

7.6 Transshipment Problems

A transportation problem allows only shipments that go

directly from supply points to demand points. In many

situations, shipments are allowed between supply points

or between demand points. Sometimes there may also

be points (called transshipment points) through which

goods can be transshipped on their journey from a

supply point to a demand point. Fortunately, the optimal

solution to a transshipment problem can be found by

solving a transportation problem.

.

52

Transshipment Problem

• An extension of a transportation problem

– More general than the transportation problem in that in this

problem there are intermediate “transshipment points”. In

addition, shipments may be allowed between supply points

and/or between demand points

• LP Formulation

– Supply point: it can send goods to another point but cannot

receive goods from any other point

– Demand point It can receive goods from other points but

cannot send goods to any other point

– Transshipment point: It can both receive goods from other

points send goods to other points

.

53

The following steps describe how the optimal solution to

a transshipment problem can be found by solving a

transportation problem.

Step1. If necessary, add a dummy demand point (with a

supply of 0 and a demand equal to the problem’s excess

supply) to balance the problem. Shipments to the dummy

and from a point to itself will be zero. Let s= total

available supply.

Step2. Construct a transportation tableau as follows: A

row in the tableau will be needed for each supply point

and transshipment point, and a column will be needed for

each demand point and transshipment point.

.

54

Each supply point will have a supply equal to it’s

original supply, and each demand point will have a

demand to its original demand. Let s= total available

supply. Then each transshipment point will have a supply

equal to (point’s original supply)+s and a demand equal

to (point’s original demand)+s. This ensures that any

transshipment point that is a net supplier will have a net

outflow equal to point’s original supply and a net

demander will have a net inflow equal to point’s original

demand. Although we don’t know how much will be

shipped through each transshipment point, we can be

sure that the total amount will not exceed s.

.

55

Transshipment Example

• Example 5: Widgetco manufactures widgets at two

factories, one in Memphis and one in Denver. The

Memphis factory can produce as 150 widgets, and the

Denver factory can produce as many as 200 widgets

per day. Widgets are shipped by air to customers in

LA and Boston. The customers in each city require

130 widgets per day. Because of the deregulation of

airfares, Widgetco believes that it may be cheaper

first fly some widgets to NY or Chicago and then fly

them to their final destinations. The cost of flying a

widget are shown next. Widgetco wants to minimize

the total cost of shipping the required widgets to

customers.

.

56

Transportation Tableau Associated

with the Transshipment Example

• NY Chicago LA Boston Dummy Supply

• Memphis $8 $13 $25 $28 $0 150

• Denver $15 $12 $26 $25 $0 200

• NY $0 $6 $16 $17 $0 350

• Chicago $6 $0 $14 $16 $0 350

• Demand 350 350 130 130 90

• Supply points: Memphis, Denver

• Demand Points: LA Boston

• Transshipment Points: NY, Chicago

• The problem can be solved using the transportation simplex

method

.

57

Limitations of Transportation Problem

• One commodity ONLY: any one product supplied

and demanded at multiple locations

– Merchandise

– Electricity, water

• Invalid for multiple commodities: (UNLESS

transporting any one of the multiple commodities is

completely independent of transporting any other

commodity and hence can be treated by itself alone)

– Example: transporting product 1 and product 2 from the

supply points to the demand points where the total amount

(of the two products) transported on a link is subject to a

capacity constraint

– Example: where economy of scale can be achieved by

transporting the two products on the same link at a larger

total volume and at a lower unit cost of transportation

.

58

Limitations of Transportation Problem

– Difficult to generalize the technique to accommodate

(these are generic difficulty for “mathematical

programming,” including linear and non-linear

programming

• Economy of scale the per-unit cost of transportation on a link

decreasing with the volume (nonlinear and concave; there is a trick

to convert a “non-linear program with a piecewise linear but

convex objective function to a linear program; no such tricks exists

for a piecewise linear but concave objective function)

• Fixed-cost: transportation usually involves fixed charges. For

example, the cost of truck rental (or cost of trucking in general)

consists of a fixed charge that is independent of the mileage and a

mileage charge that is proportional to the total mileage driven.

Such fixed charges render the objective function NON-LINEAR

and CONCAVE and make the problem much more difficult to

solve

.

59

Chapter 8

Network Models

.

60

Networks are Everywhere

• Physical Networks

– Road Networks

– Railway Networks

– Airline traffic Networks

– Electrical networks, e.g., the power grid

• Abstract networks

– organizational charts

– precedence relationships in projects

• Others?

.

61

Overview:

• Networks and graphs are powerful

modeling tools.

• Most OR models have networks or graphs

as a major aspect

• Each representation has its advantages

– Major purpose of a representation

• efficiency in algorithms

• ease of use

.

62

Description

Many important optimization problems can be analyzed

by means of graphical or network representation. In this

chapter the following network models will be discussed:

1. Shortest path problems

2. Maximum flow problems

3. CPM-PERT project scheduling models

4. Minimum Cost Network Flow Problems

5. Minimum spanning tree problems

.

63

WHAT IS CPM/PERT FOR?

CPM/PERT are fundamental tools of project

management and are used for one of a kind, often

large and expensive, decisions such as building

docks, airports and starting a new factory. Such

decisions can be described via mathematical

models, but this is not essential. Some would

argue that CPM/PERT is not a pure OR topic.

CPM/PERT really falls into gray area that can be

claimed by fields other than OR also.

.

64

General Comments on CPM/PERT vs. ALB

Assembly Line Balancing (ALB) are naturally not

discussed in this text, but it is important to be aware of the

huge difference between the ALB and CPM/PERT

concepts because the precedence diagrams look so similar.

Activity on node (AON) method of network precedence

diagram drawing and the ALB diagram are identical

looking at first. The ALB deals with small repetitive

items such as TV’s while CPM/PERT deals with large one

of a kind projects.

.

65

Network Analysis and Their LP

Connections

• Several Major Basic Classes of Network Problems

– How to recognize and formulate them? What are the

features they can be used to model? What are their

limitations?

– All can be formulated as an LP

– Several important “ad-hoc” algorithms and their rationales

will be provided

• Most efficient transportation of goods, information

etc. through a network

– Transportation problem (already discussed)

– Transshipment problem

.

66

Network Analysis and Their LP

Connections

• Most efficient way to go from one point to another in a

distance network or networks representing non-distance

phenomenon, e.g., the “cost network” representing

production, inventory, and other costs

– Shortest path problem:

• Find the shortest path between two points in a network

• Dijkstra algorithm

• Limitations: Breakdown of the Dijkstra’s algorithm when “side

constraints” are added

• LP formulation

• LP formulation to accommodate some side constraints, e.g.,

disallowing use of two particular links in the shortest path

– An example application to non-distance contexts:

Minimum production and inventory cost in the context of

dynamic programming.

.

67

Network Analysis and Their LP

Connections

– Maximum amount of flow from one point to

another in a capacitated network

• Maximum flow problem

• The flow-augmenting algorithm

• Limitations: breakdown of the flow-augmenting

algorithm when “side-constraints” are added

• LP formulation

• LP formulation to accommodate some “side-

constraints,” e.g., no link carrying more than 30% of the

whole flow so as to avoid drastic reduction of flow after

failure of any one flow-carrying link

.

68

8.1 Basic Definitions

A graph or network is defined by two sets of symbols:

• Nodes: A set of points or vertices(call it V) are called

nodes of a graph or network.

• Arcs: An arc consists of an ordered pair of vertices and

represents a possible direction of motion that may occur

between vertices.

1 2

Nodes

1 2

Arc

.

69

• Chain: A sequence of arcs such that every arc has

exactly one vertex in common with the previous arc is

called a chain.

1 2

Common vertex

between two arcs

.

70

• Path: 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) 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

.

71

Essence of Dijkstra’s Shortest- Path

Algorithm

• Key Points regarding the nature of the

algorithm

– In each iteration, the shortest path from the origin

to one of the rest of the nodes is found. That is, we

obtain one new “solved” node in each iteration.

(More than one such path and node may be found

in one iteration when there is a tie. There may also

exist multiple shortest paths from the origin to

some nodes.)

– The algorithm stops when the shortest path to the

destination is found

.

72

Essence of Dijkstra’s Shortest- Path

Algorithm

• General thought process involved in each

iteration

– Let S be the current set of “solved nodes” (the set

of nodes whose shortest paths from the origin been

found), N be the set of all nodes, and N – S be the

set of “unsolved nodes

• 1. The next “solved” node should be reachable directly

from one of the solved nodes via one direct link or arc

(these nodes can be called neighboring nodes of the

current solved nodes). Therefore, we consider only such

nodes and all the links providing the access from the

current solved nodes to these neighboring nodes (but no

other links).

.

73

Essence of Dijkstra’s Shortest- Path

Algorithm

– 2. For each of these neighboring nodes, find the

shortest path from the origin via only current

solved nodes and the corresponding distance from

the origin

– 3. In general, there exist multiple such neighboring

nodes.The shortest path to one of these nodes is

claimed to have been found. This node is the one

that has the shortest distance from the origin

among these neighboring nodes being considered.

Call this new node “solved node.”

.

74

Algorithm for the Shortest Path Problem

• Objective of the nth iteration: Find the nth nearest node to the

origin (to be repeated for n = 1, 2, … until the nth nearest node is

the destination)

• Input for the nth Iteration: (n – 1) nearest nodes to the origin

(solved for at the previous iterations), including their shortest

path and distance from the origin. (These nodes plus the origin

will be called solved nodes; the others are unsolved nodes)

• Candidates for the nth nearest node: Each solved node that is

directly connected by a link to one or more unsolved nodes

provides one candidate ÷ the unsolved node with the shortest

connecting link (ties provide additional candidates)

• Calculation of nth nearest node: For each solved node and its

candidate, add the distance between them and the distance of the

shortest path from the origin to this solved node. The candidate

with the smallest such total distance is the nth nearest node (ties

provide additional solved nodes), and its shortest path is the one

generating this distance.

.

75

The Road System for Seervada Park

• Cars are not allowed into the park

• There is a narrow winding road system for trams and

for jeeps driven by the park rangers

– The road system is shown without curves in the next slide

– Location O is the entrance into the park

– Other letters designate the locations of the ranger stations

– The scenic wonder is at location T

– The numbers give the distance of these winding roads in

miles

• The park management wishes to determine which

route from the park entrance to station T has the

smallest total distance for the operation of the trams

.

76

The Road System for Seervada Park

O

A

B

C

D

E

T

2

1

2

3

4

7

4

1

7

5

5

4

.

77

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• Oth iteration: Shortest distance from node O to

Node O. S = {O}.

• Ist iteration:

– Step 1: Neighboring Nodes = {A, B, C}

– Step 2: Shortest path from O to neighboring nodes

that traverse through the current set of solved

nodes S. Min {2, 5, 4} = 2 (corresponding to node

A).

– Step 3: The shortest path from O to A has been

found with a distance of 2. S = {O, A}

.

78

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

O

A

B

C

Solved Nodes

2

5

4

.

79

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• 2

nd

Iteration:

– Step 1: Neighboring nodes = {B, C, D}

– Step 2: Min (Min (2 + 2, 5), 4, (2 + 7)) = 4.

– Step 3: Shortest path from B and C has been

found. S = {O, A, B, C}

•

O

A

D

C

B

7

2

5

4

Current Solved Nodes

(2)

(0)

.

80

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• 3

rd

Iteration:

– Step 1: Neighboring nodes = {D, E}. Only AD, BD, BE,

and CE

– Step 2: Min(Min(2 + 7, 4+4), Min(4 + 3, 4+4)) = 7

– Step 3: The shortest path to E has been found S = {O, A, B,

C, E}

O

A

B

C

D

E

7

4

3

4

Current Solved

Nodes

(2)

(4)

(4)

.

81

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• Iteration 4

– Step 1: Include (only) Nodes D and T. Include

only arcs AD, BD, ED, & ET

– Step 2: Min((min(2+7, 4+4, 7+1), (7+7))) = 8

– Step 3: Shortest path from node O to Node D has

been found. S = {O, A, B, C, D, E}

O

A

B

C

E

D

T

(2)

(4)

(4) (7)

7

4

1

7

Current solved nodes

.

82

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• Iteration 5

– Step 1: Include only node T and include arcs DT and ET

– Step 2: Min(8+5, 7+7) = 13 (no other competing nodes)

– Step 3: The shortest path from the origin to T, the

destination, has been found, with a distance of 13

O

A

B

C

D

E

T

(0)

(2)

(4)

(4)

(8)

(7)

5

7

Current solved nodes

.

83

Dijkstra’s Algorithm for Shortest Path on a

Network with Positive Arc Lengths

• Final Solution

• Incidentally, we have also found the nth

nearest node from the origin sequentially

O

A

B

C

D

E

T

2

4

(0)

2

4

3

1

5

(2)

(4)

(4)

(7)

(8)

(13)

.

84

Shortest-Path Algorithm Applied to

Seervada Park Problem

n Solved Nodes

Directly Connected

to Unsolved Nodes

Closest

Connected

Unsolved

Node

Total

Distance

Involved

Nth

Nearest

Node

Minimum

Distance

Last

Connection

1 O A 2 A 2 OA

2, 3 O

A

C

B

4

2+2=4

C

B

4

4

OC

AB

4 A

B

C

D

E

E

2+7=9

4+3=7

4+4=8

E

7

BE

5 A

B

E

D

D

D

2+7=9

4+4=8

7+1=8

D

D

8

8

BD

ED

6 D

E

T

T

8+5=13

7+7=14

T 13 DT

.

85

LP Formulation of the Shortest Path

Problem

• Consider the following shortest path problem

from node 1 to node 6

• A: denotes a link

• Send one unit of flow from node 1 to node 6

1

2

3

4

5

6

4

3

2

3

3

2

1

2

5

4

3

6

7

2

.

86

LP Formulation of the Shortest Path

Problem

• Use flow conservation constraints

– (Outflow from any node – inflow to that node) = 0

– For origin = 1

– For destination = -1

– For all other nodes = 0

– Let xj denote the flow along link j, j = 1, 2, .., 7, xj

= 0 or 1

– It turns out that this 0-1 constraints can be replaced

by 0 s xj s 1, which can in turn be replaced by xj >

0

.

87

LP Formulation of the Shortest Path

Problem

• Min 4x1 + 3x2 + 3x3 + 2x4 + 3x5 + 2x6 + 2x7

• S.t. x1 + x2 = 1

• -x1 + x3 + x4 = 0

• - x2 + x5 = 0

• - x3 + x6 = 0

• - x4 – x5 + x7 = 0

• - x6 – x7 = -1

• Xj > 0, j = 1, 2, …, 7 (xj integers)

.

88

Maximum Flow Problem

• Maximum flow problem description

– All flow through a directed and connected network

originates at one node (source) and terminates at one

another node (sink)

– All the remaining nodes are transshipment nodes

– Flow through an arc is allowed only in the direction

indicated by the arrowhead, where the maximum amount of

flow is given by the capacity of that arc. At the source, all

arcs point away from the node. At the sink, all arcs point

into the node

– The objective is to maximize the total amount of flow from

the source to the sink (measured as the amount leaving the

source or the amount entering the sink)

.

89

Maximum Flow Problem

• Typical applications

– Maximize the flow through a company’s

distribution network from its factories to its

customers

– Maximize the flow through a company’s supply

network from its vendors to its factories

– Maximize the flow of oil through a system of

pipelines

– Maximize the flow of water through a system of

aqueducts

– Maximize the flow of vehicles through a

transportation network

.

90

Maximum Flow Algorithm

• Some Terminology

– The residual network shows the remaining arc

capacities for assigning additional flows after some

flows have been assigned to the arcs

O B

2

5

The residual capacity for flow from node O to Node B

The residual capacity for assigning some flow from node B to node O

.

91

Maximum Flow Algorithm

– An augmenting path is a directed path from the source to

the sink in the residual network such that every arc on this

path has strictly positive residual capacity

– The residual capacity of the augmenting path is the

minimum of these residual capacities (the amount of flow

that can feasibly be added to the entire path)

• Basic idea

– Repeatedly select some augmenting path and add a flow

equal to its residual capacity to that path in the original

network. This process continues until there are no more

augmenting paths, so that the flow from the source to the

sink cannot be increased further

.

92

Maximum Flow Algorithm

• The Augmenting Path Algorithm

– Assume that the arc capacities are either integers or rational

numbers

• 1. identify an augmenting path by finding some

directed path from the source to the sink in the

residual network such that every arc on this path has

strictly positive residual capacity. If no such path

exists, the net flows already assigned constitute an

optimal flow pattern

• 2. Identify the residual capacity c* of this augmenting

path by finding the minimum of the residual

capacities of the arcs on this path. Increase the flow in

this path by c*

.

93

Maximum Flow Example

• During the peak season the park management of the

Seervada park would like to determine how to route

the various tram trips from the park entrance (Station

O) to the scenic (Station T) to maximize the number

of trips per day. Each tram will return by the same

route it took on the outgoing trip so the analysis

focuses on outgoing trips only. To avoid unduly

disturbing the ecology and wildlife of the region,

strict upper limits have been imposed on the number

of outgoing trips allowed per day in the outbound

direction on each individual road. For each road the

direction of travel for outgoing trips is indicated by

an arrow in the next slide. The number at the base of

the arrow gives the upper limit on the number of

outgoing trips allowed per day.

.

94

Maximum Flow Example

• Consider the problem of sending as many units from node O to

node T for the following network (current flow, capacity):

O

A

B

C

D

E

T

(0,5)

(0,2)

(0,1)

(0,5)

(0,4)

(0,6)

(0,4)

(0,1)

(0,3)

(0,9)

(0,7)

(0,4)

.

95

Maximum Flow Example

• Iteration 1: one of the several augmenting paths is O÷B÷E÷T, which has a

residual capacity of min{7, 5, 6} = 5. By assigning the flow of 5 to this path, the

resulting network is shown above

O

A

B

C

D

E

T

(0,5)

(0,2)

(0,1)

(5,5)

(0,4)

(5,6)

(0,4)

(0,1)

(0,3)

(0,9)

(5,7)

(0,4)

.

96

Maximum Flow Example

• Iteration 2: Assign a flow of 3 to the augmenting path

O÷A÷D÷T. The resulting residual network is

O

A

B

C

D

E

T

(3,5)

(0,2)

(0,1)

(5,5)

(0,4)

(5,6)

(0,4)

(0,1)

(3,3)

(3,9)

(5,7)

(0,4)

.

97

Maximum Flow Example

• Iteration 3: Assign a flow of 1 to the augmenting path

O÷A÷B÷D÷T. The resulting residual network is

O

A

B

C

D

E

T

(4,5)

(0,2)

(1,1)

(5,5)

(0,4)

(5,6)

(1,4)

(0,1)

(3,3)

(4,9)

(5,7)

(0,4)

.

98

Maximum Flow Example

• Iteration 4: Assign a flow of 2 to the augmenting path O÷B÷D÷T. The

resulting residual network is

O

A

B

C

D

E

T

(4,5)

(0,2)

(1,1)

(5,5)

(0,4)

(5,6)

(3,4)

(0,1)

(3,3)

(6,9)

(7,7)

(0,4)

.

99

Maximum Flow Example

Iteration 5: Assign a flow of 1 to the augmenting path

O÷C÷E÷D÷T. The resulting residual network is

O

A

B

C

D

E

T

(4,5)

(0,2)

(1,1)

(5,5)

(1,4)

(5,6)

(3,4)

(1,1)

(3,3)

(7,9)

(7,7)

(1,4)

.

100

Maximum Flow Example

Iteration 6: Assign a flow of 1 to the augmenting path

O÷C÷E÷T. The resulting residual network is

O

A

B

C

D

E

T

(4,5)

(0,2)

(1,1)

(5,5)

(2,4)

(6,6)

(3,4)

(1,1)

(3,3)

(7,9)

(7,7)

(2,4)

.

101

Maximum Flow Example

• There are no more flow augmenting paths, so the current

flow pattern is optimal

13

O

C

A

B

E

D

T

13

4

7

2

1

3

3

5

6

1

7

2

.

102

Maximum Flow Example

• Recognizing optimality

• Max-flow min-cut theorem can be useful

• A cut is defined as any set of directed arcs

containing at least one arc from every directed

path from the source to the sink

• For any particular cut, the cut value is the sum

of the arc capacities of the arcs of the cut

• The theorem states that, for any network with a

single source and sink, the maximum feasible

flow from the source to the sink equals the

minimum cut value for all cuts of the network

.

103

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) to a terminal point (called the

sink). Such problems are called maximum flow

problems.

.

104

An example for maximum flow problem

Sunco Oil wants to ship the maximum possible amount

of oil (per hour) via pipeline from node so to node si as

shown in the figure below.

so si 2 1

(2)2 (1)3 (2)2

(1)3

a0

3 (1)4

(1)1

The various arcs represent pipelines of different diameters. The

maximum number of barrels of oil that can be pumped through

each arc is shown in the table above (also called arc capacity).

Arc Capacity

(so,1) 2

(so,2) 3

(1,2) 3

(1,3) 4

(3,si) 1

(2,si) 2

.

105

For reasons that will become clear soon, an artificial arc

called a

0

is added from the sink to the source. To

formulate an LP about this problem first we should

determine the decision variable.

X

ij

= Millions of barrels of oil per hour that will pass

through arc(i,j) of pipeline.

For a flow to be feasible it needs to be in the following

range:

0 <= flow through each arc <= arc capacity

And

Flow into node i = Flow out from node i

.

106

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. Thus,

Sunco’s goal is to maximize X

0.

Max Z= X

0

S.t. X

so,1

<=2 (Arc Capacity constraints)

X

so,2

<=3

X

12

<=3

X

2,si

<=2

X

13

<=4

X

3,si

<=1

X

0

=X

so,1

+X

so,2

(Node so flow constraints)

X

so,1

=X

12

+X

13

(Node 1 flow constraints)

X

so,2

+X

12

=X

2,si

(Node 2 flow constraints)

X

13

=X

3,si

(Node 3 flow constraints)

X

3,si

+X

2,si

=X

0

(Node si flow constraints)

X

ij

>=0

.

107

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.

.

108

8.6 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. For example, if each node

in a network represents a computer in a computer

network, arc(i,j) might represent an underground cable

that connects computer i to computer j. In many

applications, we want to determine the set of arcs in a

network that connect all nodes such that the sum of the

length of the arcs is minimized. Clearly, such a group of

arcs contain no loop.

.

109

Minimum Spanning Tree Problem

• An undirected and connected network is being

considered, where the given information includes

some measure of the positive length (distance, cost,

time, etc.) associated with each link

• Both the shortest path and minimum spanning tree

problems involve choosing a set of links that have the

shortest total length among all sets of links that

satisfy a certain property

– For the shortest-path problem this property is that the

chosen links must provide a path between the origin and

the destination

– For the minimum spanning tree problem, the required

property is that the chosen links must provide a path

between each pair of nodes

.

110

Some Applications

• Design of telecommunication networks (fiber-optic

networks, computer networks, leased-line telephone

networks, cable television networks, etc.)

• Design of lightly used transportation network to

minimize the total cost of providing the links (rail

lines, roads, etc.)

• Design of a network of high-voltage electrical

transmission lines

• Design of a network of wiring on electrical

equipment (e.g., a digital computer system) to

minimize the total length of the wire

• Design of a network of pipelines to connect a number

of locations

.

111

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.

1

3

2

12

7

4

(1,2)-(2,3)-(3,1) is a loop

(1,3)-(2,3) is the minimum spanning tree

.

112

Minimum Spanning Tree Problem

Description

• You are given the nodes of the network but not the

links. Instead you are given the potential links and the

positive length for each if it is inserted into the

network (alternative measures for length of a link

include distance, cost, and time)

• You wish to design the network by inserting enough

links to satisfy the requirement that there be a path

between every pair of nodes

• The objective is to satisfy this requirement in a way

that minimizes the total length of links inserted into

the network

.

113

Minimum Spanning Tree Algorithm

• Greedy Algorithm

– 1. Select any node arbitrarily, and then connect (i.e., add a

link) to the nearest distinct node

– 2. Identify the unconnected node that is closest to a

connected node, and then connect these two nodes (i.e., add

a link between them). Repeat the step until all nodes have

been connected

– 3. Tie breaking: Ties for the nearest distinct node (step 1)

or the closest unconnected node (step 2) may be broken

arbitrarily, and the algorithm will still yield an optimal

solution.

• Fastest way of executing algorithm manually is the

graphical approach illustrated next

.

114

Example: The State University campus has five

computers. The distances between computers are given

in the figure below. What is the minimum length of

cable required 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

.

115

Solution: We want to find the minimum spanning tree.

• Iteration 1: Following the MST algorithm discussed

before, we arbitrarily choose node 1 to begin. The

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

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

4

2

5

3

1

6

4

5

1

3

2

2

2

4

.

116

• 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 Ć={3,4}.

4

2

5

3

1

6

4

5

1

3

2

2

2

4

.

117

• 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 Ć={4}.

4

2

5

3

1

6

4

5

1

3

2

2

2

4

.

118

• Iteration 4: Node 5 is the closest node to node 4. Thus,

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

We now have a minimum spanning tree consisting of

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

.

119

8.4 CPM and PERT

Network models can be used as an aid in the scheduling of large

complex projects that consist of many activities.

CPM: If the duration of each activity is known with certainty, the

Critical Path Method (CPM) can be used to determine the length

of time required to complete a project.

PERT: If the duration of 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.

.

120

CPM and PERT are used in many applications

including the following:

• Scheduling construction projects such as office

buildings, highways and swimming pools

• Developing countdown and “hold” procedure for the

launching of space crafts

• Installing new computer systems

• Designing and marketing new products

• Completing corporate mergers

• Building ships

.

121

Project Planning, Scheduling and

Control

• Planning: organized approach to accomplish the goal of

minimizing elapsed time of project

– defines objectives and tasks; represents tasks interactions on

a network; estimates time and resources

• Scheduling: a time-phased commitment of resources

– identifies critical tasks which, if delayed, will delay the

project’s completion time.

• Control: means of monitoring and revising the progress

of a project

.

122

Network Representation

• Tasks (or activities) are represented by arcs

– Each task has a duration denoted by t

j

– Node 0 represents the “start” and node n denotes the “finish” of

the project

• Precedence relations are shown by “arcs”

– specify what other tasks must be completed before the task in

question can begin.

• A path is a sequence of linked tasks going from beginning

to end

• Critical path is the longest path

.

123

To apply CPM and PERT, we need a list of activities

that make up the project. The project is considered to be

completed when all activities have been completed. For

each activity there is a set of activities (called the

predecessors of the activity) that must be completed

before the activity begins. A project network is used to

represent the precedence relationships between

activities. In the following discussions the activities will

be represented by arcs and the nodes will be used to

represent completion of a set of activities (Activity on

arc (AOA) type of network).

1 3 2

A B

Activity A must be completed before activity B starts

.

124

While constructing an AOA type of project diagram one

should use the following rules:

• Node 1 represents the start of the project. An arc should lead

from node 1 to represent each activity that has no predecessors.

• A node (called the finish node) representing the completion of

the project should be included in the network.

• Number the nodes in the network so that the node representing

the completion time of an activity always has a larger number than

the node representing the beginning of an activity.

• An activity should not be represented by more than one arc in the

network

• Two nodes can be connected by at most one arc.

To avoid violating rules 4 and 5, it can be sometimes necessary to

utilize a dummy activity that takes zero time.

.

125

Formulating the CPM Problem

Input Data:

Precedence relationships and durations

Decision Variable:

ES

i

: Earliest starting times for each of the tasks

Objective:

Minimize the elapsed time of the project

where node n is the last node in the graph

.

126

Constraints

• If t

j

is the earliest starting time of a task, ES

i

is

the earliest starting time of an immediate

predecessor and t

i

is the duration of the

immediate predecessor, then we have

ES

j

> ES

i

+ t

i

for every arc (i, j)

.

127

Critical Path Definitions

• Earliest Start Time (ES) is the earliest time a task

can feasibly start

• Earliest Finish Time (EF) is the earliest time a

task can feasibly end

• Latest Start Time (LS) is the latest time a task can

feasibly start, without delaying the project at all.

• Latest Finish Time (LF) is the latest time a task

can feasibly end, without delaying the project at

all

.

128

Critical Path Method

• Forward Pass

– Go through the jobs in order

– Start each job at the earliest time while satisfying the

precedence constraints

– It finds the earliest start and finish times

– EF

i

= ES

i

+ t

i

– Earliest start time for an activity leaving a particular

node is equal to the largest of the earliest finish times

for all activities entering the node.

.

129

CPM: The Backward Pass

• Fix the finishing time

• Look at tasks in reverse order

• Lay out tasks one at a time on the Gantt chart

starting at the finish and working backwards to the

start

• Start the task at its latest starting time

– LS

i

= LF

i

- t

i

– Latest finish time for an activity entering a particular

node is equal to the smallest of the latest start times for

all activities leaving the node.

.

130

CPM and Critical Path

• Theorem: The minimum length of the schedule is

the length of the longest path.

The longest path is called the critical path

Look for tasks whose earliest start time and latest start time are

the same. These tasks are critical, and are on a critical path.

.

131

CPM and Critical Path

• Critical path are found by identifying those tasks where

ES=LS (equivalently, EF=LF)

• No flexibility in scheduling tasks on the critical path

• The makespan of the critical path equals the LF of the

final task

• Slack is the difference between LS and ES, or LF and EF.

An activity with a slack of zero is on the critical path

.

132

An example for CPM

Widgetco is about to introduce a new product. A list of

activities and the precedence relationships are given in

the table below. Draw a project diagram for this project.

Activity Predecessors Duration(days)

A:train workers - 6

B:purchase raw materials - 9

C:produce product 1 A, B 8

D:produce product 2 A, B 7

E:test product 2 D 10

F:assemble products 1&2 C, E 12

.

133

Project Diagram for Widgetco

1

6 5

4 2

3

A 6

B 9

Dummy

C 8

D 7

E 10

F 12

Node 1 = starting node

Node 6 = finish node

.

134

Project Diagram for Widgetco Forward Pass (ES,EF)

1

6 5

4 2

3

A 6

B 9

Dummy

C 8

D 7

E 10

F 12

Node 1 = starting node

Node 6 = finish node

(0,6)

(0,9)

(9,17)

(9,16)

(16,26)

(26,38)

.

135

Project Diagram for Widgetco Backward Pass (LS,LF)

1

6 5

4 2

3

A 6

B 9

Dummy

C 8

D 7

E 10

F 12

Node 1 = starting node

Node 6 = finish node

(3,9)

(0,9)

(18,26)

(9,16)

(16,26)

(26,38)

.

136

For Widgetco example ES(i)’s and LS(i)’s are as

follows:

Activity ES(i) LS(i)

A 0 3

B 0 0

C 9 18

D 9 9

E 16 16

F 26 26

.

137

According to the table on the previous slide the slacks

are computed as follows:

Activity B: 0

Activity A: 3

Activity D: 0

Activity C: 9

Activity E: 0

Activity F: 0

.

138

Critical path

• An activity with a slack of zero is a critical activity

• A path from node 1 to the finish node that consists

entirely of critical activities is called a critical path.

For Widgetco example B-D-E-F is a critical path.

The Makespan is equal to 38

.

139

Using LP to find a critical path

Decision variable:

X

ij

:the time that the event corresponding to node j occurs

Since our goal is to minimize the time required to

complete the project, we use an objective function of:

Z=X

F

-X

1

Note that for each activity (i,j), before j occurs , i must

occur and activity (i,j) must be completed.

.

140

Min Z =X

6

-X

1

S.T. X

3

>=X

1

+6 (Arc (1,3) constraint)

X

2

>=X

1

+9 (Arc (1,2) constraint)

X

5

>=X

3

+8 (Arc (3,5) constraint)

X

4

>=X

3

+7 (Arc (3,4) constraint)

X

5

>=X

4

+10 (Arc (4,5) constraint)

X

6

>=X

5

+12 (Arc (5,6) constraint)

X

3

>=X

2

(Arc (2,3) constraint)

The optimal solution to this LP is Z=38, X

1

=0, X

2

=9,

X

3

=9, X

4

=16, X

5

=26, X

6

=38

.

141

On variability of tasks

• Consider 10 independent tasks

– each takes 1 unit of time on average

– the time it takes is uniformly distributed between 0

and 2.

CPM (uses expected value)

Modeling Randomness

The random schedule takes longer

.

142

On Incorporating Variability

• Program Evaluation and Review Technique

(PERT)

– Attempts to incorporate variability in the durations

– Assume mean, µ, and variance, o

2

, of the durations

can be estimated

• Simulation

– Model variability using any distribution

– simulate to see how long a schedule will take

.

143

PERT

CPM assumes that the duration of each activity is

known with certainty. For many projects, this is clearly

not applicable. PERT is an attempt to correct this

shortcoming of CPM by modeling the duration of each

activity as a random variable. For each activity, PERT

requires that the project manager estimate the following

three quantities:

a : estimate of the activity’s duration under the most

favorable conditions

b : estimate of the activity’s duration under the least

favorable conditions

m : most likely value for the activity’s duration

.

144

Let T

ij

be the duration of activity (i,j). PERT requires

the assumption that T

ij

follows a beta distribution.

According to this assumption, it can be shown that the

mean and variance of T

ij

may be approximated by

36

) (

var

6

4

) (

2

a b

T

b m a

T E

ij

ij

÷

=

+ +

=

.

145

PERT requires the assumption that the durations of all

activities are independent. Thus,

¿

epath j i

ij T E

) , (

) (

¿

epath j i

ij T

) , (

var

: expected duration of activities on any path

: variance of duration of activities on any path

.

146

Let CP be the random variable denoting the total

duration of the activities on a critical path found by

CPM. PERT assumes that the critical path found by

CPM contains enough activities to allow us to invoke

the Central Limit Theorem and conclude that the

following is normally distributed:

¿

e

=

th criticalpa j i

ij T CP

) , (

.

147

a, b and m for activities in Widgetco

Activity a b m

(1,2) 5 13 9

(1,3) 2 10 6

(3,5) 3 13 8

(3,4) 1 13 7

(4,5) 8 12 10

(5,6) 9 15 12

.

148

According to the table on the previous slide:

1

36

) 9 15 (

var , 12

6

48 15 9

) (

44 . 0

36

) 8 12 (

var , 10

6

40 12 8

) (

4

36

) 1 13 (

var , 7

6

28 13 1

) (

78 . 2

36

) 3 13 (

var , 8

6

32 13 3

) (

78 . 1

36

) 2 10 (

var , 6

6

24 10 2

) (

78 . 1

36

) 5 13 (

var , 9

6

36 13 5

) (

2

56 56

2

45 45

2

34 34

2

35 35

2

13 13

2

12 12

=

÷

= =

+ +

=

=

÷

= =

+ +

=

=

÷

= =

+ +

=

=

÷

= =

+ +

=

=

÷

= =

+ +

=

=

÷

= =

+ +

=

T T E

T T E

T T E

T T E

T T E

T T E

.

149

Of course, the fact that arc (2,3) is a dummy arc yields

E(T

23

)=varT

23

=0

The critical path was B-D-E-F. Thus,

E(CP)=9+0+7+10+12=38

varCP=1.78+0+4+0.44+1=7.22

Then the standard deviation for CP is (7.22)

1/2

=2.69

And

13 . 0 ) 12 . 1 ( )

69 . 2

38 35

69 . 2

38

( ) 35 ( = ÷ s =

÷

s

÷

= s Z P

CP

P CP P

.

150

PERT implies that there is a 13% chance that the

project will be completed within 35 days.

.

151

More on Project Management

• CPM

– Advantage of ease of use

– Lays out the Gantt chart (nicely visual)

– Identifies the critical path

– Used in practice on large projects

• e.g., used for the big dig

• Other issues

– Tasks take resources, which are limited

– Task times are really random variables

– Unpredictable things happen

.

152

Incorporating Resource

Constraints

• Each task can have resources that it needs

– 3 construction workers

– 1 crane

– etc

• In scheduling, do not use more resources

than are available at any time

– Makes the problem much more difficult to

solve exactly. Heuristics are used.

.

153

Dealing with the unknown

• VERY hard to model

• How does one model totally unforeseen

events?

– In the Big Dig, there is a leak in digging a

tunnel despite assurances it would not happen

– In the Hubble telescope, a firm assures that the

mirrors are ground properly. By the time the

mistake is discovered, the telescope is in outer

space.

.

154

Project Management Software

• Explosive growth in software packages using

these techniques

• Cost and capabilities vary greatly

• Yearly survey in PM Network

• Microsoft Project is most commonly used

package today

– Free 60 day trial versions:

http://www.microsoft.com/office/98/project/

trial/info.htm

.

155

Summary

• Project management

• Simple model: we use estimates of the time

for each task, and we use the precedence

constraints

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