Professional Documents
Culture Documents
Network Models
to accompany
Introduction to Mathematical Programming: Operations Research, Volume 1
4th edition, by Wayne L. Winston and Munirpallam Venkataramanan
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
2
3
Copyright 2003 Brooks/Cole, a division of Thomson Learning, Inc.
Age of Car
(Years)
Trade-in Price
$2,000
$7,000
$4,000
$6,000
$5,000
$2,000
$9,000
$1,000
$12,000
$0
Thus:
cij = maintenance cost incurred during years i,i+1,,j-1
+cost of purchasing a car at the beginning of year i
-trade-in value received at the beginning of year j.
Applying this formula to the information we will obtain the
following:
c12=2+12-7=7
c15=2+4+5+9+12-1=31
c24=2+4+12-6=12
c34=2+12-7=7
c45=2+12-7=7
c13=2+4+12-6=12
c13=2+4+5+9+12+12-0=44
c25=2+4+5+12-2=21
c35=2+4+12-6=12
c46=2+4+12-6=12
11
c14=2+4+5+12-2=21
c23=2+12-7=7
c26=2+4+5+9+12-1=31
c36=2+4+5+12-2=21
c56=2+12-7=7
44
31
21
12
31
21
12
7
7
12
12
21
12
13
so
(2)2
(2)3
(0)4
2
3
(2)2
(0)1
si
Arc
Capacity
(so,1)
(so,2)
(1,2)
(1,3)
(3,si)
(2,si)
16
Max Z= X0
S.t.
Xso,1<=2
Xso,2<=3
X12<=3
X2,si<=2
X13<=4
X3,si<=1
X0=Xso,1+Xso,2
Xso,1=X12+X13
Xso,2+X12=X2,si
X13+X3,si
X3,si+X2,si=X0
Xij>=0
17
10
Duration(days)
6
9
8
7
10
12
11
F 12
3
A6
5
D7
Dummy
1
B9
E 10
4
24
12
8
6
4
4
ET(3) +8=14
5
ET(6)=14
26
13
LT (4) 7 = 9
LT (3) = min
LT (5) 8 = 18
LT(2) = LT(3) - 0 = 9
28
14
LT (2) 9 = 0
LT (1) = min
LT (3) 6 = 3
29
Total Float
Before the project is begun, the duration of each
activity is unknown, and the duration of each activity
used to construct the project network is just an
estimate of the activitys actual completion time. The
concept of total float of an activity can be used as a
measure of how important it is to keep each
activitys duration from greatly exceeding our
estimate of its completion time. Total float is
represented by TF(i,j) and equals:
30
TF(i,j)=LT(j)-ET(i)-tij
Copyright 2003 Brooks/Cole, a division of Thomson Learning, Inc.
15
31
Node
ET(i)
LT(i)
16
16
26
26
38
38
16
Critical path
An activity with a total float 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 1-2-3-4-5-6 is a critical path.
33
Free Float
Free float is the amount by which the starting time of
the activity corresponding to arc(i,j) can be delayed
without delaying the start of any later activity
beyond the earliest possible starting time. Free float
is calculated as follows:
FF(I,j)=ET(j)-ET(i)-tij
34
17
35
18
Min Z =X6-X1
S.T. X3>=X1+6
X2>=X1+9
X5>=X3+8
X4>=X3+7
X5>=X4+10
X6>=X5+12
X3>=X2
PERT
19
a + 4m + b
6
(b a ) 2
var Tij =
36
E (Tij ) =
39
E (T )
ij
( i , j )path
var T
( i , j )path
40
20
CP =
ij
( i , j )criticalpath
41
42
Activity
(1,2)
13
(1,3)
10
(3,5)
13
(3,4)
13
(4,5)
12
10
(5,6)
15
12
21
43
5 + 13 + 36
(13 5) 2
E (T 12) =
= 9, var T 12 =
= 1.78
6
36
2 + 10 + 24
(10 2) 2
E (T 13) =
= 6, var T 13 =
= 1.78
6
36
3 + 13 + 32
(13 3) 2
E (T 35) =
= 8, var T 35 =
= 2.78
6
36
1 + 13 + 28
(13 1) 2
E (T 34) =
= 7, var T 34 =
=4
6
36
8 + 12 + 40
(12 8) 2
E (T 45) =
= 10, var T 45 =
= 0.44
6
36
9 + 15 + 48
(15 9) 2
E (T 56) =
= 12, var T 56 =
=1
6
36
P (CP 35) = P(
44
CP 38 35 38
) = P ( Z 1.12) = 0.13
2.69
2.69
Copyright 2003 Brooks/Cole, a division of Thomson Learning, Inc.
22
45
46
23
c X
min
ij
ij
allarcs
48
24
Demand point 1
Supply point 2
Demand point 2
49
4 (Node 1)
5 (Node 2)
6 (Node 3)
3 (Node 4)
X14
X23
X24
-1
-1
rhs
Constraint
Node 1
Node 2
-1
-6
Node 3
-1
-3
Node 4
50
25
12
2
(1,2)-(2,3)-(3,1) is a loop
4
7
52
26
53
54
27
1
2
6
5
3
3
55
1
2
6
5
4
4
56
3
3
28
1
2
6
5
3
3
57
1
2
6
5
4
4
58
3
3
29
1
2
6
5
4
4
59
3
3
30