Malaya J. Mat.

S(2)(2015) 336–342

A Maxmin Advantage Approach to find Critical Path in Project Networks

Thangaraj Beaulaa and V.Vijayab, ∗

a,b
PG and Research Department of Mathematics, T.B.M.L College, Porayar, 609 307, India.

Abstract

This paper deals with project networks, where we analyze the problem under uncertain completion times.
The maxmin advantage criterion is used to obtain the critical path of the project.

Keywords: Trapezoidal fuzzy number, Ranking, Critical Path.

2010 MSC: 03E72, 90C70, 90C05, 90C08

c 2012 MJM. All rights reserved.

1 Introduction
Project management concerns the scheduling and control of activities in such a way that the project is
completed in minimum time [6]. In Critical Path Method some jobs must be completed before the other jobs
are started , that is an order of precedence will be followed. [2] and [3] proposed different methods to
identify critical path where the activity durations are fuzzy numbers. [7] proposed a new approach based on
linear programming for backward pass calculation. In [4], a goal programming approach was proposed to
solve a project with multiple objectives. [5] proposed a backward recursion on fuzzy subtraction, but this
method fails to compute floats in all types of networks. [1] introduced a new iterative method to find critical
path in a project network. In this paper, we have formulated a linear programming approach for critical path
problems, where the constraints and objective function uses the right and left ?-cut values. The paper is
organized as follows, section 2 consists of some basic ideas, section 3 is on the formulation of the problem,
section 4 consists of the proposed method, section 5 deals with a numerical example, section 6 is on
biobjective formulation.

Definition 1.1. Trapezoidal Fuzzy Number: A fuzzy number whose membership function is given by

x−a

b− a ; a ≤ x < b



b≤x≤c

1;
µ Ã ( x ) = d− x
d−c ; c < x ≤ d




0; otherwise


is called a trapezoidal fuzzy number à = ( a, b, c, d)

Definition 1.2. α-cut The α-cut of a trapezoidal fuzzy number à = ( a, b, c, d) is given by α A = [(b − a)α + a, d −
(d − c)α]
Definition 1.3. Directed Acyclic Graph A directed acyclic graph is represented by G=(N,E), where N is the set of
nodes and E is the set of edges. G will represent the project and its nodes are identified with the beginning or ending of a
subset of tasks and their edges will denote the activities of the project.
Critical Path Problem For all (i, j) ∈ E, if wijs be the execution time of the activity associated to the arc (i,j) under the
∗ Corresponding author.

E-mail address: edwinbeaula@yahoo.co.in (Thangaraj Beaula), vvijayamanikandan@gmail.com(V.Vijaya).

 Thangaraj Beaula & V.Vijaya /A Maxmin Advantage Approach to find Critical Path in Project Networks 337

scenario S. Let us assume that for each (i,j)?E. The cartesian product of the set of intervals will form the set of acceptable
scenario denoted by S. Let P denote the set of directed paths in the graph G with n nodes. The length of the largest path
in P usually represents the minimum time for the execution of the whole project G, which is obtained by solving
 
max
x∈P
∑ wijs xij 
(i,j)∈ E

where x is the path which is identified by the matrix with binary entries xij . To find the changing subset of critical tasks,
we propose to maximize the minimum advantage over the whole scenario. To formulate the problem mathematically we
define the minimum advantage for a given path as follows.
Definition 1.4. Minimum Advantage For any path x ∈ P, the minimum advantage for x corresponding to the
scenario S is A( x ) = mins∈S { A( x, ws ) − miny∈ P A(y, ws )}, where A( x, ws ) = ∑(i,j)∈E wijs xij .
Hence the optimization problem whose solution is to be found becomes
A∗ = maxx∈ P A( x ) = maxx∈ P mins∈S { A( x, ws ) − miny∈ P A(y, ws )} —(1)
Theorem 1.1. Problem (1) is NP-hard.
Proof. Proof is obvious, since the complexity for the problem remains NP-hard even for the planar directed
acyclic graphs with nodes of degrees less than or equal to three and integer values for the extremes wij± .

Definition 1.5. Scenario For an arbitrary path x ∈ P , we define the scenario s( x ) ∈ S as


w+ ; i f (i, j) ∈ x
s( x ) ij
wij =
w+ ; otherwise
ij

The scenario s(x) will play an important role in the mixed integer formulation of maxmin advantage problem. Infact
under this scenario, the minimum advantage for x is reached. To analyze the mixed integer programming problem for (1)
in the next section we use the following notations.
i. As = minx∈ P A( x, ws )
s s
ii. As( x)= A( x,w )− A
iii. A( x ) = mins∈S As( x)
Proposition 1.1. For every x ∈ P, we have A( x ) = As( x) = A( x, ws( x) ) − As( x)

2 The MIP Formulation

In this section, the MIP formulation is proposed in terms of the notation defined in the previous section. First,
the value As( x) can be obtained as the optimal objective value of the flow problem of a product from first node
to nth node in G with n nodes.
As( x) = min ∑i,j∈E [wij− + (wij− + wij+ ) xij ]yij such that

1

 if i = 1
∑ yij − ∑ yki = −1 if i = n − − − − − (2)
j:(i,j)∈ E k:(k,i )∈ E

i f i 6= 1, n

0

It is not necessary that the variables yij ∈ {0, 1} since (2) has unimodular constraints, that is, every extreme
point for the feasible set has integer(or binary) components. Hence the linear programming problem has at
least one optimal solution with yij ∈ {0, 1}.

Theorem 2.2. As( x) is a convex function.

Proof. Consider ∑i,j∈E [wij− + (wij− + wij+ )(λxij + (1 − λ) xij0 )]yij
= λ ∑i,j∈E [wij− + (wij− + wij+ ) xij ]yij + (1 − λ) ∑i,j∈E [wij− + (wij− + wij+ ) xij0 ]yij
0
For all λ ∈ [0, 1] and AS(λx+(1−λ) x is given by the minimum of the above expression. Also from (2), As( x)
is the optimal objective value for a linear optimization problem, whose dual optimization problem is given by
As( x) = max an − a1 − − − − −(3)
338 Thangaraj Beaula V.Vijaya / A Maxmin Advantage Approach to find Critical Path in Project Networks

st a j − ai ≤ wij− + (wij− + wij+ ) xij ∀(i, j) ∈ E

If ( a1 , a2 , ..., an ) is a feasible solution of (3), then a1 + λ, a2 + λ, ..., an + λ) is also a feasible solution of (3) for
any value of λ. Hence a new constraint a1 = 0 is added to the set of constraints.
As( x) = max an
such that a j − ai ≤ wij− + (wij− + wij+ ) xij ∀(i, j) ∈ E —–(4)
a1 = 0
where all the ai0 s are nonnegative. Hence on introducing a1 = 0 and xij ∈ [0, 1], we have ai ≥ a j ≥ 0 for all
(i, j) ∈ E
Using the proposition 2.1 and formulation (2), the problem can be equivalently written as
A∗ = max[∑ wij+ xij − As( x) ] such that


1

 if i = 1
∑ xij − ∑ xki = −1 if i = n
j:(i,j)∈ E k:(k,i )∈ E

i f i 6= 1, n

0

xij ∈ {0, 1}, (i, j) ∈ E where A( x, 2s ( x )) = ∑(i,j)∈E wij+ xij

Since the objective function of the above problem is a piecewise convex function, we cannot the delete the
binary constraints on the variables and hence it can reach its maximum out of the extreme point set of the
feasible polyhedron.
Hence from (4), the mixed integer linear formulation of the problem is
A∗ = max ∑(i,j)∈E wij+ xij − an
such that

1

 if i = 1
∑ xij − ∑ xki = −1 if i = n
j:(i,j)∈ E k:(k,i )∈ E

i f i 6= 1, n

0

a j − ai + (wij− + wij+ ) xij ≤ wij− (i, j) ∈ E

where xij ∈ {0, 1}, (i, j) ∈ E

3 Proposed method to find critical path

Step 1: Consider a project network where all the activities are trapezoidal fuzzy numbers.
Step 2: Find the α-cut of each trapezoidal fuzzy number and it is represented as the duration of the
corresponding activity.
Step 3: The left α-cut is taken as wij− and the right α-cut is taken as wij+ .
Step 4: On solving the mixed integer problem we get the critical path.

4 Numerical example to find critical path using the MIP formulation

Consider the following network whose critical path is to be found

Fig 5.1 Project Network
 Thangaraj Beaula & V.Vijaya /A Maxmin Advantage Approach to find Critical Path in Project Networks 339

The duration of each activity and their α-cut is represented in the following table
Table 5.2:Duration and α-cut of the Network

Activity Duration α-cut

1-2 (25,28,32,35) [25+3α,35-3α]
1-3 (40,55,65,70) [40+15α,70-5α]
2-4 (32,37,43,48) [32+5α,48-5α]
3-4 (20,25,35,40) [20+5α,40-5α]
2-5 (35,38,42,45) [35+3α,45-3α]
4-7 (60,65,75,85) [60+5α,85-10α]
3-6 (42,45,55,60) [42+3α,60-5α]
5-7 (65,75,85,90) [65+10α,90-5α]
6-7 (15,18,22,26) [15+3α,26-4α]

Case i: When α=0, the completion time of each activity is given as

Activity Duration
1-2 (25,35)
1-3 (40,70)
2-4 (32,48)
3-4 (20,40)
2-5 (35,45)
4-7 (60,85)
3-6 (42,60)
5-7 (65,90)
6-7 (15,26)

The problem can be formulated as max[35x12 + 70x13 + 48x24 + 40x34 + 45x25 + 85x47 + 60x36 + 90x57 +
26x67 − a7 ]
such that
x12 + x13 = 1
− x12 + x24 + x25 = 0
− x13 + x34 + x36 = 0
− x24 − x34 + x47 = 0
340 Thangaraj Beaula V.Vijaya / A Maxmin Advantage Approach to find Critical Path in Project Networks

− x25 + x57 = 0
− x36 + x67 = 0
− x47 − x67 − x57 = −1
a2 − a1 − 10x12 ≤ 25
a3 − a1 − 30x12 ≤ 40
a4 − a3 − 20x34 ≤ 20
a4 − a2 − 16x24 ≤ 32
a5 − a2 − 10x25 ≤ 35
a7 − a4 − 25x47 ≤ 60
a6 − a3 − 18x36 ≤ 42
a7 − a6 − 11x67 ≤ 15
a7 − a5 − 25x57 ≤ 65
a1 = 0
Case ii: When α=1, the completion time of each activity is given as

Activity Duration
1-2 (28,32)
1-3 (55,65)
2-4 (37,43)
3-4 (25,35)
2-5 (38,42)
4-7 (65,75)
3-6 (45,55)
5-7 (75,85)
6-7 (18,22)

The problem can be formulated as max[32x12 + 65x13 + 43x24 + 35x34 + 42x25 + 75x47 + 55x36 + 85x57 +
22x67 − a7 ]
such that
x12 + x13 = 1
− x12 + x24 + x25 = 0
− x13 + x34 + x36 = 0
− x24 − x34 + x47 = 0
− x25 + x57 = 0
− x36 + x67 = 0
− x47 − x67 − x57 = −1
a2 − a1 − 4x12 ≤ 28
a3 − a1 − 10x12 ≤ 55
a4 − a2 − 6x34 ≤ 37
a4 − a3 − 10x24 ≤ 25
a5 − a2 − 4x25 ≤ 38
a7 − a4 − 10x47 ≤ 65
a6 − a3 − 10x36 ≤ 45
a7 − a5 − 10x67 ≤ 75
a7 − a6 − 4x57 ≤ 18
a1 = 0
In both the cases, we can find the solution using TORA software, where we get the optimal solution as
x13 = x34 = x47 = 1 and the remaining variables to be zero.Hence the critical path is 1-3-4-7.

5 Bi-objective formulation
Let x a ∈ P be a path that maximizes an ( x ) and x b ∈ P minimizing ∑(i,j)∈E wij+ xij . Both the paths are not
efficient solutions of the biobjective problem. Particularly, x b gives the minimal execution of the project when
all the intervals are uncertain.
 Thangaraj Beaula & V.Vijaya /A Maxmin Advantage Approach to find Critical Path in Project Networks 341

+ a + b
Let γ0 = max{ a+ b
n − an ( x ), ∑(i,j)∈ E wij xij − ∑(i,j)∈ E wij xij }
and x0 = arg max{ A( x a ), A( x b )}

Theorem 5.3. The path x0 ∈ P is a γ0 -approximation of the problem (1).

Proof. For every path x ∈ P,

∑(i,j)∈E wij+ xij − an ( x ) ≤ ∑(i,j)∈E wij+ xijb − an ( x )
= − an ( x b ) + ∑(i,j)∈E [wij+ xijb − an ( x ) + an ( x b )]
≤ − an ( x b ) + ∑(i,j)∈E [wij+ xijb − a+ b
n + an ( x )]
≤ ∑(i,j)∈E [wij+ xij0 − a+ b 0
n + an ( x )] − an ( x )
Also
∑(i,j)∈E wij+ xij − an ( x ) ≤ ∑(i,j)∈E wij+ xij − an ( x a )
= ∑(i,j)∈E wij+ xija − ∑(i,j)∈E wij+ xija + ∑(i,j)∈E wij+ xij − an ( x a )
≤ ∑(i,j)∈E wij+ xij0 − ∑(i,j)∈E wij+ xija + ∑(i,j)∈E wij+ xij − an ( x0 )
Hence A( x ) ≤ γ0 − A( x0 )
It can be observed that if ∑(i,j)∈E wij+ xija = ∑(i,j)∈E wij+ xijb , then γ0 =0 implying that is an optimal solution of
both objective functions and it is called as an ideal point. If γ0 is a negative value, the γ0 approximation can
be improved by means of the solution of the sub problem given as
max an ( x ) —-(5)
such that x ∈ P, ∑(i,j)∈E wij+ xij < ∑(i,j)∈E wij+ xija
On solving this problem, a better solution can be obtained for the problem (1). Let x 0 be an optimal solution
of (5), where c = ∑(i,j)∈E wij+ xija and if x1 reaches the maximal objective value among { x a , x b , x c } that is x1 =
arg max{ A( x a ), A( x b ), A( x c )}.
+ c + b
Let γ1 = max{ a+ b
n − an ( x ), ∑(i,j)∈ E wij xij − ∑(i,j)∈ E wij xij }
It can be found that x 0 is a feasible solution of (5), since
c = ∑(i,j)∈E wij+ xija < ∑(i,j)∈E wij+ xijc , which implies that γ1 ≥ γ0

Theorem 5.4. The path x1 ∈ P is a γ1 -approximation of the problem (1).

Proof. If x ∈ P implies ∑(i,j)∈E wij+ xija ≥ ∑(i,j)∈E wij+ xij , then

A( x ) = ∑(i,j)∈E wij+ xij − an ( x ) ≥ ∑(i,j)∈E wij+ xijb − an ( x a )
= A ( x 1 ) ≤ A ( x a ).
On the other hand, c < ∑(i,j)∈E wij+ xij , hence an ( x ) ≤ an ( x c )
∑(i,j)∈E wij+ xij − an ( x ) ≤ ∑(i,j)∈E wij+ xij + ∑(i,j)∈E wij+ xijc − ∑(i,j)∈E wij+ xijc − an ( x )
≤ A( x c ) + ∑(i,j)∈E wij+ xijc − ∑(i,j)∈E wij+ xijb
≤ A( x1 ) + ∑(i,j)∈E wij+ xijc − ∑(i,j)∈E wij+ xijb
Hence x1 ∈ P is a γ1 -approximation.
This is an iterative process to solve the problem P.

6 Conclusion
In this paper, we have proposed a new approach called maxmin advantage approach to find the critical path
of a project network. Since, we consider the ?-cut of a fuzzy number, this method is suitable not only for
trapezoidal but also for triangular fuzzy numbers. In addition, we have formulated the critical path problem
as a linear programming problem, which paves the way to further research in finding critical path in project
networks.

References
[1] E. Conde, A minmax regret approach to the critical path method with task interval times, European Journal
of Operational Research., 197, 235-242, 2009.
342 Thangaraj Beaula V.Vijaya / A Maxmin Advantage Approach to find Critical Path in Project Networks

[2] D. Kuchta, Use of fuzzy numbers in project risk(criticality) assessment, International Journal of Project
Management., Vol 19, No.5, 305-310,2001.

[3] C.S. Mclahon and E.S. Lee , Project Network analysis with fuzzy activity times, Computer and Mathematics
with Applications, Vol 15, No.10, 829-838, 1988.

[4] H. Pan and C.H. Yeh, Fuzzy project scheduling with multiple objectives, Lecture Notes in Artificial
Intelligence, Vol 3154, 1011-1012, 2004.

[5] H. Rommelfanger , Network analysis and information flow in fuzzy environment, Fuzzy sets and systems,
67, 119-128, 1994.

[6] G. Roy, P. Nara and S. Israel, Integrating system analysis and project management tools, International
Journal of Project Management, 20, (2002), 461-468.

[7] A. Soltani and R. Haji, A Project scheduling method based on fuzzy theory, Journal of Industrial and system
Engineering, Vol 1, No.1, 70-80, 2007.

Received: August 10, 2015; Accepted: September 30, 2015

UNIVERSITY PRESS

Website: http://www.malayajournal.org/