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Optimization on networks
40
x13 /c13
x24 /c24
30
x35 /c35
x34 /c34
20
x45 /c45
25
Optimization on networks
Optimization on networks
Optimization on networks
3
5
Optimization on networks
(1)
aij =
1,
0,
(2)
otherwise
i
= 0, where eT = 1 1 . . . 1 . The rows
It is easy to see that eT A
are thus linearly dependent and it is possible to eliminate the last row to
obtain the reduced incidence matrix A.
Lecture Optimization on Networks
Optimization on networks
1
1
0
0
0
1 0
1
1
0
A=
1
0 1 1 0
0
0
0 1 1
0
0
1
0
0
1
0
0
0
0
0 1 1
1
1
0
0
0 0 0
1 0
1
1
0
0
0
A=
0 1 1 0
1
1
0
0
0
0 1 1 0 1
Optimization on networks
k = (ik1 , ik ), and i0 = s, iN = t
A (directed) cycle is a (directed) path from a node to itself.
Optimization on networks
Connected graph
NOT acyclic
Acyclic graph
NOT connected
Tree
Spanning Tree
Optimization on networks
If an arc is removed
it is decomposed
into two new trees
If an arc is added
a unique cycle is created
10
Optimization on networks
Balance of flow
b3
b1
x12
b2
x13
x23
x24
x35
x34
b5
x45
b4
xij denotes the flow (data traffic, oil, e.t.c.) in arc (i, j)
11
Optimization on networks
aij xij = bi , i = 1, . . . , n
=b
Ax
j=1
Pn
12
Optimization on networks
Initial BFS
= (1 , . . . , m )
= (1 , . . . , l )
Calculate (y, r , b)
T
A y = c
r = c AT
y
=b
A b
Optimal solution
r 0
Yes
x = 0
x = b,
T
z
= cT
b = y b
No
Solve A a
k = ak ; k := q
a
k 0
Yes
Unbounded problem
Solution does not exist
No
tmax = min
i
b
|
aik > 0
bp
a
ik
a
pk
old := q , q := p , p := old
13
Optimization on networks
14
Optimization on networks
x12
x23
x24
x12
x45
6
61
A = 6
6
4 0
0
7
07
7
7
05
x24
x35
x23
6
61
A = 6
6
4 0
15
7
07
7
7
15
0
Optimization on networks
x12
b2
x23
x24
b5
x45
b4
The basic variables can be determined from the flow balance equations in
the spanning tree (recall (b1 , b2 , b3 , b4 ) = (40, 35, 30, 25), b5 = 20.)
b1
1
0
0 0
x12 = b1 = 40
1 1
1
0
x23 = b3 = 30
2
x
=
b3
0
1
0
0
x24 = b2 + x12 x23 = 45
b4
0
0 1 1
x45 = x24 + b4 = 20
Note that x45 + x35 = 20, i.e., flow balance in node 5, follows automatically
16
Optimization on networks
The basic flow can also be determined through the balance equations
downstreams:
x45 = b5 = 20
x24 = x45 b4 = 45
x23 = b3 = 30
x12 = x23 + x24 b2 = b1 = 40
Do you see why ?
b12
40
b 30
23
17
Optimization on networks
y1 1
c12
y2 2
c23
c24
5 y5 = 0
4 y4
18
c45
Optimization on networks
3 y3
y1 1
c12
y2 2
c23
c24
5 y5 = 0
4 y4
c45
With cT = (c12 , c13 , c23 , c24 , c34 , c35 , c45 ) = (2, 5, 2, 2, 1, 1, 2) we obtain
(in this order since y5 = 0)
y4 y5 = c45 y4 = c45 = 2
y2 y4 = c24 y2 = y4 + c24 = 2 + 2 = 4
y2 y3 = c23 y3 = y2 c23 = 4 2 = 2
y1 y2 = c12 y1 = y2 + c12 = 4 + 2 = 6
19
Optimization on networks
1
0 0
0
0
A =
1 1 1
0 1 0
20
Optimization on networks
r13 /c13
3 y3
r35 /c35
r34 /c34
y2 2
y5=0
4 y4
r13 = c13 y1 + y3 = 5 6 + 2 = 1
r34 = c34 y3 + y4 = 1 2 + 2 = 1
r35 = c35 y3 + y5 = 1 2 + 0 = 1
Note that r35 < 0 and the current basic feasible solution is not optimal.
Lecture Optimization on Networks
21
Optimization on networks
b3
1
x12
b2
x35 = t
x23
x24
b5
x45
b4
bp
bi
max
|
aik > 0 =
The test in the usual simplex method t
= min
aik
apk
is simplified by just looking at the flow balance in the cycle that has
been formed.
Lecture Optimization on Networks
22
Optimization on networks
30
40
x23
x35 = t
= b23 + t
x12 = b12
35
5
x24 = b24 t
20
x45 = b45 t
25
x23 = b23 + t = 30 + t
x24 = b24 t = 45 t
x45 = b45 t = 20 t
Note that t can be increased until tmax = 20 when x45 = 0.
Then x45 exits the basis.
Lecture Optimization on Networks
23
Optimization on networks
x35 = 20
x23 = 50
x12 = 40
35
5
x24 = 25
20
25
We have = {(1, 2), (2, 3), (2, 4), (3, 5)} and
40
50
=
x = b
0
25
20
24
Optimization on networks
Next iteration
y1
5
y 3
2
y = = ,
y3 1
y4
1
r13
1
= 1 0
r =
r
34
r45
1
Since all the reduced costs are positive, the current basic feasible
solution is optimal.
25
Optimization on networks
Resum
e of the network flow simplex method
For network optimization, most steps in the simplex method are
simplified:
(i) A basic index vector corresponds to the arcs in a spanning tree.
(ii) The basic solution corresponding to can be determined from the
flow balance equations in a spanning tree. The basic solution is
feasible if the flow in all basic arcs are non-negative.
(iii) The Simplex multiplicators are determined by (ym = 0)
yi yj = cij , for all (i, j) (all basic arcs)
(iv) The reduced costs are determined from
rij = cij yi + yj for all (i, j) (i.e. for all non-basic arcs)
(v) If all rij 0 an optimal basic solution has been found.
Lecture Optimization on Networks
26
Optimization on networks
(vi) If some reduced cost rij is negative (use the most negative), add the
arc (i, j) to the spanning tree corresponding to the basis . A cycle
is formed and we apply a flow xij = t 0. By studying the balance
of flow in the cycle, it is easy to see how much t can be increased
until one flow in the cycle is zero.
If t can be increased arbitrarily, the optimization problem has no
bounded solution.
(vii) Update the spanning tree by adding the arc (i, j) to and removing
the arc with zero flow. A new basis is obtained (i.e., a new spanning
tree) and a new basic feasible solution.
(viii) Repeat from (iii).
27
Optimization on networks
x13
y3
x35
y5
x23
x12
x34
x45
2
y2
x24
4
y4
28
Optimization on networks
x13
u13
y3
u35
x34
u12
u34
x23
y2
x35
x24
y5
u23
u24
y4
x45
u45
29
Optimization on networks
Left nullspace
= u corresponds to the physical laws
Interpretation: The equation y
TA
over the arcs (resistors)
yi yj = uij
T ) = span e = 1
N (A
T ), then u = 0.
If y N (A
i.e., if all potentials are equal,
then all voltages are zero.
30
Optimization on networks
1
0
0
1
0
0
1
1
0
n
o
= x R7 : Ax
= 0 = span 0 , 1 , 0 = N (A)
N (A)
0
1
1
0
0
1
0
0
1
1
1
2
2
Lecture Optimization on Networks
4
31
Optimization on networks
Other cycles in the graph are given by linear combinations of the three
basis cycles in the previous figure.
1
5
2
4
(basis)cycle 1 cycle 2
5
2
4
Cycle 1 cycle 2 + cycle 3
4
Cycle 2 cycle 3
32
Optimization on networks
The Rowspace
n
o
T) = u = A
Ty
R(A
(= u = A y )
= N (A)
(= N (A) )
7
= u R : u13 = u12 + u23 ; u24 = u23 + u34 ; u35 = u24 + u45
33
Optimization on networks
The Rangespace
= N (A
T ) = {b Rm : eT b = 0}
R(A)
= {b Rm :
m
X
bk = 0}
k=1
34
Optimization on networks
Kirchoffs laws
x13
b1
u13
b3
x35 u35
x12
x34
u12
u34
x23
u23
b2
x24
b5
x45
u24
u45
b4
Kirchoffs Voltage Law: The sum of all voltages over a cycle is equal
to zero.
Lecture Optimization on Networks
35
Optimization on networks
Reading instructions
36
Optimization on networks