01.3 The Transport Problem

INGENIERIA DEL TRANSPORTE
Unit 1.3
THE TRANSPORT PROBLEM
Contents
1. Transport problem standard formulation
1.1 Summary of mathematical properties
1.2 Cycles and linear dependence
1.3 Application to degenerate cases
Ingeniería e Infraestructura de los Transportes. Escuela Técnica Superior de Ingeniería, Univ. Sevilla 1
1. Transport problem standard formulation. 1.1 Summary of mathematical properties
1. Influence of the existence of a linear combination among constraints:

m n

Min z =  cij xij 
i =1 j =1

n 
s.t  xij = ai i = 1, , m  Min z = cx As there is a linear combination between all
j =1  constraints, we can eliminate one of them
  Ax = b
m arbitrarily:
 xij = b j j = 1, , n  x0
i =1
 (the last demand constraint for instance):

 i = 1, , m 
xij  0  
m n

 Min z =  cij xij 
 j = 1, , n  i =1 j =1

n 
s.t  xij = ai i = 1, , m  Min z = cx
j =1 
m   A' x = b '
 xij = b j j = 1, , n − 1, n  x0
i =1


i = 1, , m 
xij  0   
 j = 1, , n 
2. The technological matrix A’ can always be splitted into two matrices:
 xB  Basic variables
Ax=b
' '
  B ' D '   = b '
 xD  Non-Basic variables
Matrix/ Dimensions Name

vector
B' ( m + n − 1)  ( m + n − 1) Invertible (*) Basic matrix
D' ( m + n − 1)  (m  n −  m + n − 1) No-invertible Non-basic matrix
b' ( m + n − 1)  1 Resource vector
 xB 
A x = b   B ' D '   = b '
' '
 xD 
x B = B '−1  b ' − B '−1  D ' x D
(*) There are very many invertible submatrices in A´: all of the are denoted by B´.
Example of invertible matrix B' : (see Unit 1.2)
a1n a2n amn a11 a12 a1n −1

1 0 0 1 1 1
 
0 1 0 0 0 0
m rows
 
 
0 0 1 0 0 0
 B = ( a1n , a2 n , , a1n−1 ) m + n rows
A '' =  0 0 0 1 0 0
 
0 0 0 0 1 0
  n rows m + n -1 columns
 
0 0 0 0 0 1
1 0 
 1 1 0 0 By supressing the last row
m columns n -1 columns
(
 B' = a 'pq , a 'st , '
, a lm ) m + n − 1 rows
A '': submatrix of A containing m + n -1 columns
a set of m + n -1 columns
3. Matrix B´ is composed of m+n-1 basic column-vectors linearly independent, each one

associated to one basic decision variable: x  ij 
 
(
B' = a ij' , a 'st , '
, a lm ) (
B'x B = a ij' , a 'st , , a l'm )  xst 
 
m+n-1
basic variables
 
m+n-1 basic vectors  xlm 
4. Matrix D’ is composed of non-basic column-vectors,

′ each one can be linearly represented
in function of the basic column-vectors:
(
D' = a 'pq , a 'kl , , a 'rt )  a 'pq = 
a ij' B '
ij a ij' , (at least some) ij  0
5. The enlarged matrix B composed of m+n-1 enlarged basic column-vectors:
(
B = a ij , a st , , a lm )
m+n-1 basic vectors
they are also linearly independent.
So they can also be used as a base to represent any column-vector of matrix D.
(
D = a pq , a kl , , a rt )  a pq = a
a ij B '
ij ij
, (at least some) ij  0
1. Transport problem standard formulation. 1.2 Cycles and linear dependence
Concept of Cycle. An ordered sequence of 4 or more cells were:

- Two consecutive ones are on the same row or column.
- Never more than two consecutive cells are on the same row or column.
x11 x12 x13 x14 x11 x12 x13 x14
x21 x22 x23 x24 x21 x22 x23 x24
x31 x32 x33 x34 x31 x32 x33 x34
x41 x42 x43 x44 x41 x42 x43 x44
(3,4)
{(3,2), (3,4), (1,4), (1,2)}
But {(1,2), (3,4), (3,2), (1,4)}
(3,2) (1,4) … it is not a cycle !!!
It does not comply with the cycle rules.
{(1,2), (3,2), (3,4), (1,4)}
(1,2)
Examples of Cycle.
x11 x12 x13 x14 x11 x12 x13 x14
x21 x22 x23 x24 x21 x22 x23 x24
x31 x32 x33 x34 x31 x32 x33 x34
x41 x42 x43 x44 x41 x42 x43 x44
{(4,2), (4,3), (2,3), (2,4), (1,4), (1,2)}
{(4,3), (2,3), (2,4), (1,4), (1,2), (4,2)}

…
{ (2,3), (2,4), (1,4), (1,1), (4,1), (4,3)}
Examples of No-Cycle.
x11 x12 x13 x14 x11 x12 x13 x14
x21 x22 x23 x24 x21 x22 x23 x24
x31 x32 x33 x34 x31 x32 x33 x34
x41 x42 x43 x44 x41 x42 x43 x44
This layout contains a cycle. {(4,2), (1,2), (2,3), (1,4), (2,4), (4,3)}
But this sequence is not a cycle !!!.
Cycles and Linear dependence.
Theorem 1. Given a set of columns of matrix A. They are linearly dependent if and
only if the associated cells contain a cycle.
Proof. Let suppose that the set contains the following cycle:
{(p, q), (p, r), (s, r), (s, t), …., (v, w), (v, q)}
Each cell has associated a variable and the corresponding column-vector of matrix A:
( p, q)  a pq = e p + em + q (* m)
( p, r )  a pr = e p + em + r
It is easy to detect the linear combination among the
( s, r )  asr = es + em + r column-vectors: it has the form:
( s, t )  ast = es + em +t a pq − a pr + asr − ast + + avw − avq = 0
(v, w)  avw = ev + em + w
(v, q )  avq = ev + em + q (*) m : number of supply constraints
Theorem 2. The set formed by the cells that represents the basic vectors and the cell that
corresponds to the non-basic variable form a cycle.
(
 a ,a ,
 ij st )
, a lm  B 

a  D = a , a ,
 pq rs kl
( )
, a rt    Cycle

m+n-1 basic vectors
Proof.
a) The cells of the basic vectors forms the base B

b) Any non-basic cell (p, q) is characterised by its non-basic vector a
pq
c) The non-basic vector a pq is linearly dependent of the basic vectors
d) Due to Theorem 1: a cycle exists.
Example of Theorem 2.
Dimensions of the problem:

x11 x12 x13 x14 - Constraints : m + n = 8
- Variables: m x n = 16
x21 x22 x23 x24 - Basic variables: m + n - 1 = 7
Let choose arbitrarily 7 variables (cells)

x31 x32 x33 x34
that do not form cycle (they form a base):
x41 x42 x43 x44
x11 x12 x13 x14
x21 x22 x23 x24
x31 x32 x33 x34
x41 x42 x43 x44
Let choose an additional cell (non-basic) to

check Theorem 2. x11 x12 x13 x14
x21 x22 x23 x24
x31 x32 x33 x34

- Case 1: x12 x41 x42 x43 x44
x11 x12 x13 x14
x21 x22 x23 x24
x31 x32 x33 x34
x41 x42 x43 x44

The cycle comes out !
- Case 2: x13 - Case 3: x21
x11 x12 x13 x14 x11 x12 x13 x14
x21 x22 x23 x24 x21 x22 x23 x24
x31 x32 x33 x34 x31 x32 x33 x34
x41 x42 x43 x44 x41 x42 x43 x44
The cycle comes out ! The cycle comes out !
You are invited to test the rest of cases !!
1. Transport problem standard formulation. 1.3 Application to degenerate cases
Let´s rescue the shipping route problem and the different initial solutions obtained.
The number of basic variables should be m+n-1:4+4-1=7. The circled cells point out the basic
variables detected. But there are some missing ones.
Min. cost per row meth. Min. cost per column meth.
North-west corner meth.
(6 basic variables)
(4 basic variables) (6 basic variables)
Global Min cost meth. Vogel meth. Russell meth.

(6 basis variables) (6 basis variables) (6 basis variables)
Degree of degeneration: DG: [(m+n-1=7) – number of basic variables assigned]
North-west corner meth. Min. cost per row meth. Min. cost per column meth.
(6 basic variables)
(4 basic variables) (6 basic variables)
DG: 1
DG: 1
DG: 3
Global Min cost meth. Vogel meth. Russell meth.

(6 basis variables) (6 basis variables) (6 basis variables)
DG: 1
DG: 1
DG: 1
Next step: To complete the set of basic variables

Exercise 1: Let’s complete the set of basic variables with extra degenerate basic variables
(with zero assignment). Case “Minimum cost per row method” DG: 1
Only 1 extra assignment is needed. The best method is to look for a candidate with the minimum
absolute-cost and meets with the requirement of not forming cycle with the existent basic variables.
As cell (2, 2) complies with all requirements, it will be the extra degenerate basic variable (with 0
units).
x
0
Now the Feasible Basic Solution is completes to initiate the process of searching for the
Optimal solution.
Exercise 2: Let’s complete the set of basic variables with extra degenerate basic variables
(with zero assignement). Case “North-west corner meth.” DG: 3
In this case 3 extra assignment are needed. We look for 3 candidates with the minimum
Absolute-cost and meets with the requirement of not forming cycle with the existent basic variables.
In this case, more than 1 candidate, we carry out the searching one by one.
Cell (2, 3) complies with all requirements. It will be the first extra degenerate basic variable (with 0
units).
The next second candidate to become a degenerate basic variable is cell (2,1) with C 21 =10.
It also complies with all requirements, thus the value of 0 unit is assigned.
0 0
The third and last candidate to become a degenerate basic variable is cell (3,1) with C 31 =12.
But it does not meet the requirement of linear independence respect to the already defined basic
variables: (3,1) forms cycle with cells (2,1), (2,3), (3,3).
The next candidate is cell (4,2) with a C42 =15. It does meet the requirement of linear independence.
0 0 0 0
Now the Feasible Basic Solution is completed to initiate the process of searching for the
Optimal solution.

01.3 The Transport Problem

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INGENIERIA DEL TRANSPORTE

1. Influence of the existence of a linear combination among constraints:

2. The technological matrix A’ can always be splitted into two matrices:

Matrix/ Dimensions Name

D' ( m + n − 1)  (m  n −  m + n − 1) No-invertible Non-basic matrix

b' ( m + n − 1)  1 Resource vector

Example of invertible matrix B' : (see Unit 1.2)

a1n a2n amn a11 a12 a1n −1

3. Matrix B´ is composed of m+n-1 basic column-vectors linearly independent, each one

4. Matrix D’ is composed of non-basic column-vectors,

5. The enlarged matrix B composed of m+n-1 enlarged basic column-vectors:

So they can also be used as a base to represent any column-vector of matrix D.

Concept of Cycle. An ordered sequence of 4 or more cells were:

x11 x12 x13 x14 x11 x12 x13 x14

x21 x22 x23 x24 x21 x22 x23 x24

x31 x32 x33 x34 x31 x32 x33 x34

x41 x42 x43 x44 x41 x42 x43 x44

x11 x12 x13 x14 x11 x12 x13 x14

x21 x22 x23 x24 x21 x22 x23 x24

x31 x32 x33 x34 x31 x32 x33 x34

x41 x42 x43 x44 x41 x42 x43 x44

{(4,2), (4,3), (2,3), (2,4), (1,4), (1,2)}

{(4,3), (2,3), (2,4), (1,4), (1,2), (4,2)}

{ (2,3), (2,4), (1,4), (1,1), (4,1), (4,3)}

x11 x12 x13 x14 x11 x12 x13 x14

x21 x22 x23 x24 x21 x22 x23 x24

x31 x32 x33 x34 x31 x32 x33 x34

x41 x42 x43 x44 x41 x42 x43 x44

But this sequence is not a cycle !!!.

a) The cells of the basic vectors forms the base B

Dimensions of the problem:

Let choose arbitrarily 7 variables (cells)

x21 x22 x23 x24

x31 x32 x33 x34

x41 x42 x43 x44

Let choose an additional cell (non-basic) to

x21 x22 x23 x24

x31 x32 x33 x34

x11 x12 x13 x14

x21 x22 x23 x24

x31 x32 x33 x34

x41 x42 x43 x44

- Case 2: x13 - Case 3: x21

x11 x12 x13 x14 x11 x12 x13 x14

x21 x22 x23 x24 x21 x22 x23 x24

x31 x32 x33 x34 x31 x32 x33 x34

x41 x42 x43 x44 x41 x42 x43 x44

The cycle comes out ! The cycle comes out !

You are invited to test the rest of cases !!

Global Min cost meth. Vogel meth. Russell meth.

Global Min cost meth. Vogel meth. Russell meth.

Next step: To complete the set of basic variables

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