ECE 307 – Techniques for

Engineering Decisions
Transshipment and Shortest Path Problems

George Gross
Department of Electrical and Computer Engineering
University of Illinois at Urbana-Champaign

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

TRANSSHIPMENT PROBLEMS

‰ We consider the shipment of a certain homo-

geneous commodity from a specified point or
source to a particular destination or sink
‰ In general, the source and the sink need not be
directly connected; rather, the flow goes through
the transshipment points or intermediate nodes
‰ The objective is to determine the maximal flow
from the source to the sink
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

1
 FLOW NETWORK EXAMPLE

1
4

s 3 t

2 5

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

TRANSSHIPMENT PROBLEMS

 nodes 1, 2, 3, 4 and 5 are the transshipment

points
 arcs of the network are ( s, 1 ), ( s, 2 ), ( 1, 2 ),
( 1, 3 ), ( 2, 5 ), ( 3, 4 ), ( 3, 5 ),( 4, 5 ), ( 5, 4 ) ( 4, t ),
( 5, t ) ; the existence of an arc from 4 to 5 and
from 5 to 4 allows bidirectional flows between
the two nodes
 each arc may be constrained in terms of a
limit on the flow through the arc
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

2
 MAX FLOW PROBLEM

‰ We denote by fij the flow from i to j and this

equals the commodity amount shipped from i
to j on an arc (i , j) that directly connects the
nodes i and j
‰ The problem is to determine the maximal flow f

from s to t taking into account the flow limits kij

on each arc (i , j)
‰ The mathematical statement of the problem is
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

MAX FLOW PROBLEM

max Z = f
s.t .
0 ≤ f ij ≤ kij ∀ arc ( i , j ) that connects
nodes i and j
f = ∑fi
si at source s conservation
of flow
∑i f it = f at sink t relations

⎫⎪
∑i f ij = ∑k f jk ⎬ at each transshipment node j
⎪⎭
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

3
 MAX FLOW PROBLEM

‰ While the simplex approach can solve the max

flow problem, it is possible to construct a highly

efficient network method to find f directly

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

NETWORK DEFINITIONS

‰ Each arc is directed and so for an arc (i, j), fij ≥ 0

‰ A forward arc at a node i is one that leaves
node i to some node j and is denoted by (i, j)
‰ A backward arc at node i is one that enters
node i from some node j and is denoted by (j, i)
‰ A path connecting node i to node j is a
sequence of arcs starting at node i and
terminating at node j
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

4
 NETWORK DEFINITION

 we denote a path by

P = { ( i, k ), ( k, l ), …, ( m, j ) }

 in the example network

( 1, 2 ), ( 2, 5 ), ( 5, 4 ) is a path from 1 to 4

( 1, 3 ), ( 3, 4 ) is another path from 1 to 4

‰ A cycle is a path with i = j , i.e.,

P = { ( i, k ), ( k, l ), …, ( m, i ) }
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

NETWORK DEFINITION

‰ We denote the set of nodes of the network by N

 the definition is

N = { i : i is a node of the network }

 In the example network

N = { s , 1, 2, 3, 4, 5, t }
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

5
 NETWORK CUT

‰ A cut is a partitioning of nodes into two distinct

subsets S and T with
N = S ∪ T and S ∩ T = φ
‰ We are interested in cuts with the property that
s ∈ S and t ∈ T
 the sets S and T are said to provide an s - t
cut
 in the example network,
S = { s, 1, 2 } and T = { 3, 4, 5, t }
provide an s - t cut
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

NETWORK CUT

‰ The capacity of a cut is

Κ (S ,T ) = ∑ kij
i ∈S
j∈T
‰ In the example network with
S = { s, 1, 2 } and T = { 3, 4, 5, t }
we have
Κ (S , T ) = k13 + k25
but for the cut with
S = {s, 1, 2, 3, 4 } and T = { 5, t }
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

6
 NETWORK CUT
Κ (S ,T ) = k4, t + k4, 5 + k3, 5 + k2, 5
Note : arc (5, 4) is directed from a node in T to a
node in S and is not included in the summation

‰ An important characteristic of the s - t cuts of

interest is that if all the arcs in the cut are

removed then no path exists from s to t

‰ Consequently no flow is possible since any flow

from s to t must go through the arcs in a cut and
thus the flow is limited by the capacity of the cut
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

NETWORK CUT LEMMA

‰ Lemma: for any directed network the flow f

from s to t is constrained by an s to t cut

f ≤ Κ (S , T ) for any cut S , T

‰ Clearly, this lemma implies that

max flow ≤ Κ (S , T ) ∀ S , T

and consequently

max flow ≤ min Κ (S , T )

S ,T

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

7
 MAX FLOW MIN CUT THEOREM

‰ For any network, the value of the maximal flow

from s to t is equal to the minimal cut, i.e., the

cut S , T with the smallest capacity

‰ The max-flow min-cut theorem allows us, in

principle, to find the maximal flow in a network

by finding the capacities of all the cuts and

choosing the minimum capacity cut

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

MAX FLOW

‰ The maximal flow algorithm is based on finding

a path through which a positive flow from s to t
can be sent, the so called flow augmenting
path; the procedure is continued until no such
flow augmenting path can be found and
therefore we have the maximal flow

‰ The labeling procedure is used to find a flow

augmenting path from s to t
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

8
 LABELING PROCEDURE

Step 0 : start with node s

Step 1 : label node j : node j can be labeled if
and only if flow can be sent from s to t ;
we label node j given that node i is
labeled only if
(i) either there exists an arc (i, j) and
fij < kij
(ii) or there exists an arc ( j, i ) and
fji < 0
Step 2 : if j = t , stop; else, go to Step 1
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

THE MAX FLOW ALGORITHM

Step 0 : start with a feasible flow
Step 1 : use the labeling procedure to find a flow
augmenting path
Step 2 : determine the maximum value δ for the
max increase (decrease) of flow on all
forward (backward) arcs
Step 3 : use the labeling procedure to find a flow
augmenting path; if no such path exists,
stop; else, go to Step 2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

9
 EXAMPLE APPLICATION

‰ Consider the simple network with the flow

capacities on each arc indicated

7 1 9

s 3 t

9 8
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE APPLICATION

‰ We initialize the network with a flow 1

f = 1

(1,7) 1 (0, 9)

s (1, 3) t

(0, 9) (1,8)
2

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

10
 EXAMPLE APPLICATION

‰ We apply the labeling procedure

f = min { 6, 2, 7 } = 2

6 1

s 2 t

7
2

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE APPLICATION

‰ Consider the simple network with the flow

capacities on each arc indicated f = 3

(3,7) 1 (0, 9)

s (3, 3) t

(0, 9) (3, 8)
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

11
 EXAMPLE APPLICATION

‰ We repeat application of the labeling procedure

f = min { 5, 9 } = 5

s t

9 5
2

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE APPLICATION

‰ We increase the flow by 5

f = 8

(3,7) 1 (0, 9)

s t
(3, 3)

(5, 9) (8, 8)
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

12
 EXAMPLE APPLICATION

‰ We repeat application of the labeling procedure

f = min { 4, 9 } = 4

4 1 9

s t

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE APPLICATION

‰ We increase the flow by 4

f = 12

(7,7) 1 (4, 9)

s t
(3, 3)

(5, 9) (8, 8)
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

13
 EXAMPLE APPLICATION

‰ We repeat application of the labeling procedure

f = min { 4, 3, 5 } = 3
1 5

s t
3

4
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE APPLICATION

‰ We increase the flow by 3

f = 15
(7,7) 1 (7, 9)

s (0, 3)
t

(8, 9) (8, 8)
2

no possibility of flow augmenting path

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

14
 UNDIRECTED NETWORKS
‰ A network with undirected arcs is called an
undirected network: the flows on each arc ( i, j )
with the limit kij cannot violate the capacity
constraints in either direction

‰ Mathematically, we require

f ij ≤ kij ⎫ interpretation of
⎪
f ji ≤ k ji ⎪⎬ unidirectional flow below
⎪
f ij f ji = 0 ⎪⎭ capacity limit
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLES OF AN UNDIRECTED
NETWORK WITH ARCS
‰ Consider the network with the three unrestricted
arcs

30
1 3
40 50

s 15 20 25 t

30 30
2 4
50
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

15
 EXAMPLE OF A NETWORK WITH
UNDIRECTED ARCS
‰ To make the problems realistic, we assume that
the numbers represent traffic flow capacities:
the directed arcs correspond to unidirectional
streets and the problem is to place one-way
signs on each street ( i, j ) not already directed
so as to maximize traffic flow from s to t

‰ The procedure is to replace each undirected arc

by two directed arcs ( i, j ) and ( j, i ) to deter-
mine the maximal s – t flow
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE OF A NETWORK WITH

UNDIRECTED ARCS
‰ Consider the network with the three unrestricted
arcs

1 30 3
40 50

s 15 15 20
25 25 t
20

30 30
2 4
50
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

16
 EXAMPLE OF A NETWORK WITH
UNDIRECTED ARCS
‰ We apply the max flow scheme to the directed
network and give the following interpretations to
the flows on the max flow bidirectional arcs that
are the initially undirected arcs ( i, j ) : if
fij > 0 , fji > 0 and fij > fji
set up the flow from i to j with value fij – fji
and remove the arc ( j, i )
‰ The computation of the max flow f for this
example is left as a homework exercise
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE OF A NETWORK WITH

UNDIRECTED ARCS

(30 ,30)
30
1 3 (30
(40 ,50)
50
(40
(30 ,40)
40

20
s 15 15 25 (10 ,25)
25 t
20
(10 ,20)

30
(30 ,30) (30 ,30)
30
2 4
50
(30 ,50)

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

17
 EXAMPLE OF A NETWORK WITH
UNDIRECTED ARCS
flow: s 1 3 n = 30
flow: s 2 4 n = 30

flow: s 1 4 3 t = 10

and so the maximum flow is 30 + 30 + 10 = 70

one way signs should be put from 1 4 and 4 3
an alternative routing of a flow of 10 is the path
s 1 2 4 3 t which would require one
way signs from 1 2 and 4 3
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

NETWORKS WITH MULTIPLE

SOURCES AND MULTIPLE SINKS

‰ We next consider a network with several supply

and several demand points

‰ We introduce a super source ŝ linking to all the

sources and a super sink t̂ linking all the sinks

‰ We can consequently apply the max flow

algorithm to the modified network

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

18
 NETWORKS WITH MULTIPLE
SOURCES AND MULTIPLE SINKS

s1 t1
n
e
t
ŝ s2 w t2 t̂
o
. . .

. . .
r

sm k
tn
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

MULTIPLE SOURCE / MULTIPLE SINK

NETWORK EXAMPLE
15 sink with
2 5 demand 15
10 sink with
5
10 5 demand 20

1 3 5 6 10 8
20

5 5
sources 10 10
with
supply 20 4 5 7

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

19
 MULTIPLE SOURCE / MULTIPLE SINK
NETWORK EXAMPLE
2 15 5
super sink
node t̂
10 15
5 t̂
10 5
20 20
ŝ 1 3 5 6 10 8
20

20 5
5 10 10
super source
node ŝ 5
4 7

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

MULTIPLE SOURCE / MULTIPLE SINK

NETWORK EXAMPLE
‰ The transshipment problem is feasible if and

only if the maximal sˆ − t̂ flow f satisfies

f = ∑
sinks
demands

‰ Show that the transshipment problem is infeas-

ible since the network cannot accommodate the

total demand of 35 ; also determine the small-

est shortage for this problem

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

20
 MULTIPLE SOURCE / MULTIPLE SINK
NETWORK EXAMPLE

2 15 5 f
15
10 t̂
5
10 5
20
1 3 5 6 10 8
20

20 5 5
10 10
ŝ
20 4 5 7
f
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

MULTIPLE SOURCE / MULTIPLE SINK

NETWORK EXAMPLE

‰ The minimum cut is shown and has capacity

15 + 5 + 5 + 5 = 30

and the maximum flow is, therefore, 30

‰ Since the maximum flow fails to meet the total

demand of 35 units, the problem is infeasible;

the minimum shortage is 5

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

21
 APPLICATION TO MANPOWER
SCHEDULING
‰ Consider the case of a company that must comp-
lete 4 projects in 6 months
manpower
earliest start latest finish
project requirements
month month
( person/month )

A 1 4 6

B 1 6 8

C 2 5 3

D 1 6 4
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

APPLICATION TO MANPOWER
SCHEDULING
‰ There are the following additional constraints:

 the company has only 4 engineers

 at most 2 engineers may be assigned to any

one project in a given month

 no engineer maybe assigned to more than

one project at any time

‰ The question is whether there is a feasible

assignment
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

22
 APPLICATION TO MANPOWER
SCHEDULING
‰ The solution approach is to setup the problem
as a transshipment network
 the sources are the 6 months
 the sinks are the 4 projects
 arcs ( i, j ) are introduced whenever a
feasible assignment of the engineers in
month i can be made to project j ; each arc
has capacity
kij = 2 i = 1, 2, …, 6 , j = A, B, C, D
 there is no arc ( 1, C ) since project C cannot
start before month 2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

APPLICATION TO MANPOWER
SCHEDULING
4 1
A 6
4 2
8
man / months

B
man / months

demands

4 3
supply

4 4 C 3

4 5
D 4
4 6 each arc has capacity 2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

23
 APPLICATION TO MANPOWER
SCHEDULING

‰ The transshipment problem is feasible if the total

demand 6 + 8 + 3 + 4 = 21 can be met

‰ As a homework problem, determine whether a

feasible schedule exists and if so, find it

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

APPLICATION TO MANPOWER
SCHEDULING
1 (2, 2)
(4, 4) (2, 2) (2, 2) A (6, 6)

(4, 4)
2 (2, 2)

(2, 2)
(4, 4)
(2, 2) B (8, 8)
3
ŝ (2, 2) t̂
(4, 4) 4 (2, 2) (1, 2) C (3, 3)

(3, 4)
5 (2, 2)
(2, 4)
D (4, 4)

6 (2, 2)
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

24
 APPLICATION TO MANPOWER
SCHEDULING
(2, 2)
1 (6, 6)
(4, 4) (2, 2) (2, 2) A
21
(4, 4)
2 (2, 2)

(2, 2) (8, 8)
(4, 4)
(2, 2) B
3
ŝ (2, 2) t̂
(3, 3)
(4, 4) 4 (2, 2) C
(1, 2) 21
(3, 4)
5 (2, 2)
(4, 4)
(2, 4)
D
6 (2, 2)
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

SHORTEST ROUTE PROBLEM

‰ The problem is to determine the shortest path
from s to t for a network with a set of nodes
N = { s = 1, 2, …, n = t }
and arcs ( i, j ) where for each arc ( i, j ) of the
network
dij = distance or transit time
‰ The determination of the shortest path from 1 to
n requires the specification of the path
{ ( 1, i1 ) , ( i1, i2 ) , …, ( iq , n ) }
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

25
 SHORTEST ROUTE PROBLEM

‰ We can write an LP formulation of this problem in

the form of a transshipment problem:

ship 1 unit from node 1 to node n by

minimizing the shipping costs given the
parameters

dij = shipping costs for 1 unit from i to j ;

for i and j are not directly connected,

dij = ∞
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

DIJKSTRA’S ALGORITHM
‰ The solution is very efficiently performed using
Dijkstra’s algorithm

‰ The assumptions are

 dij is given for each pair of nodes

 dij ≥ 0

‰ The scheme is basically a label assignment

procedure, which assigns nodes with either a
permanent or a temporary label
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

26
 DIJKSTRA’S ALGORITHM

‰ The temporary label of node i is the upper

bound on the shortest distance from node 1 to

node i

‰ The permanent label is the actual shortest

distance from node 1 to node i

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

DIJKSTRA’S ALGORITHM
Step 0 : assign the permanent label 0 to node 1
Step 1 : assign the temporary labels to all the other
nodes
 d1j if node j is directly connected to
node 1
 ∞ if node j is not directly connected
to node 1
and select the minimum of the temporary
labels and declare it permanent ; in case
of ties, the choice is arbitrary
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

27
 DIJKSTRA’S ALGORITHM
Step 2 : let A be the node most recently assigned
a permanent label and consider each node
j with a temporary label; recompute the
label to be
⎪⎧ temporary label permanent label ⎪⎫
min ⎨ , + d Aj ⎬
⎪⎩ of node j of node A ⎪⎭

Step 3 : select the smallest of the temporary labels

and declare it permanent ; in case of ties,
the choice is arbitrary
Step 4 : if this is node n , stop; else, go to Step 2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

DIJKSTRA’S ALGORITHM

‰ The shortest path is obtained by retracing the

sequence of permanently labeled nodes back

from n to the node 1

‰ The path is then given in the forward direction

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

28
 EXAMPLE : SHORTEST PATH

‰ Consider the undirected network

9
2 6
3 6
2

1 7 3 3

1 3
4
4 5
3
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE : SHORTEST PATH

‰ The problem is to

 find the shortest path from 1 to 6

 compute the length of the shortest path

‰ We apply the Dijkstra algorithm and assign

successively a permanent label to each node

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

29
 EXAMPLE : SHORTEST PATH

0
3,7,4,∞ ,∞ ⎤⎦
Steps 0 and 1 : L (0 ) = ⎡⎣0 ,,3,7,4,
1

Steps 2 : L (1) = 3, 5, 4, ∞ ,12 ⎤⎦

⎡0 ,,3,5,4,
⎣
2

Steps 2,3 and 4 : L (2) = ⎡0 ,3,5,4,7,12

⎣
, 3, 5, 4,7,12⎤⎦
3
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE : SHORTEST PATH

Steps 2,3 and 4 : L (3) = ⎡0 ,,3,5,4,7,11

⎣
3, 5, 4, 7,11⎤⎦
4

Steps 2,3 and 4 : L (4) = ⎡0 ,,3,5,4,7,10

⎣
3, 5, 4, 7,10⎤⎦
5

L (4) = ⎡0,3,5,4,7,10 ⎤
⎣ ⎦
6
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

30
 EXAMPLE : SHORTEST PATH

9
2 6 5
3 1 6
2

1 7 3 3 3
0

1 3
4 2
4 5 4
3
‰ The shortest distance is 10 and we get the path
{ ( 1, 4 ) , ( 4, 5 ) , ( 5, 6 ) }
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

PATH RETRACING
‰ We retrace the path from n back to 0 using the
scheme:

pick node j preceding node n as the node

with the property

permanent label of shortest

+ djn =
node j distance

‰ In the retracing scheme, certain nodes may be

skipped
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

31
 SHORTEST PATH BETWEEN ANY TWO
NODES

‰ Dijkstra’s algorithm may be applied to

determine the shortest distance between any

pair of nodes i , j by taking i as the source

and j as the sink

‰ Consider as an example the following five node

network
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE : PATH RETRACING

4 8 10
0 1 2 3 4
3 3 2 3
4 4 8

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

32
 EXAMPLE : SHORTEST PATH

L (0 ) = 3,4,8,10,∞ ⎤⎦
⎡0 ,,3,4,8,10,
⎣
0

L (1) = ⎡0 ,,3,4,7,10
⎣
3, 4,7,10 ⎤⎦
1

L (2) = ⎡0 ,3,4,6,8
⎣
, 3, 4, 6,8⎤⎦
2
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EXAMPLE : SHORTEST PATH

L (3) = ⎡0 ,,3,4,6,8
⎣
3, 4, 6, 8 ⎤⎦
3
Retracing the path we get
8 = 4
O + d 24

node 2 4

and so the path is

0 →2→4
gives the shortest distance from 0 to every other
node
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

33
 EXAMPLE : PATH RETRACING

1 4 8 3 10
2
0 1 2 3 4 4
3 3 2 3
4 4 8
0

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

APPPLICATION : EQUIPMENT
REPLACEMENT PROBLEM
‰ We consider the problem of replacing old
equipment or continuing its maintenance

‰ As equipment ages, the level of maintenance

required increases and typically, this results in
increased operating costs

‰ O&M costs may be reduced by replacing aging

equipment; however this increases capital
investment costs
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

34
 APPPLICATION : EQUIPMENT
REPLACEMENT PROBLEM

‰ The problem is how often to replace equipment

in order to minimize

total capital O&M

= +
costs costs costs

fixed variable

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

EQUIPMENT REPLACEMENT
PROBLEM
‰ Equipment replacement is planned during the
next 5 years
‰ The cost elements are
pj = purchase costs in year j
sj = salvage value of original
equipment after j years of use
cj = O&M costs in year j of operation
of equipment with the property that
… cj < cj+1 < cj+2 < …
‰ We formulate the equipment replacement
problem as a shortest route problem on a
directed network
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

35
 EQUIPMENT REPLACEMENT PROBLEM
end of
planning
d16
d15 period
d14 d36
d13 d35

1 d12
2 d23
3 4 5 6
d34 d45 d56

d24 d46
d25
beginning of d26
planning period
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

APPPLICATION : EQUIPMENT
REPLACEMENT PROBLEM

where, the “distances” dij are defined to be

finite if i < j , i.e., year i precedes the year j ,
with
j−i
d ij = pi − s j−i + ∑ cτ
τ =1
j > i


purchase salvage value O&M costs

price in after j – i for j - i years
year i years of use of operation
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

36
 APPPLICATION : EQUIPMENT
REPLACEMENT PROBLEM
‰ For example, if the purchase is made in year 1
5
d16 = p1 − s5 + ∑c
τ =1
τ

‰ The solution is the shortest distance path from

year 1 to year 6 ; if for example the path is
{ ( 1, 2) , (2, 3) , (3, 4) , (4, 5) , (5, 6) }
then the solution is interpreted as the replace-
ment of the equipment each year with
5
total costs = ∑
i =1
pi − 5 s1 + 5c1
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

COMPACT BOOK STORAGE IN A

LIBRARY
‰ This problem concerns the storage of books in a
limited size library

‰ Books are stored according to their size, in

terms of height and thickness, with books
placed in groups of same or higher height; the
set of book heights { Hi } is arranged in
ascending order

H1 < H2 < … < Hn

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

37
 COMPACT BOOK STORAGE IN A
LIBRARY
‰ Any book of height Hi may be shelved on a
shelf of height ≥ Hi

‰ The length Li of shelving required for height

class i is computed given the thickness of each
book; the total shelf area required is ∑i H i Li

if only 1 height class [ corresponding to the

tallest book ] exists, total shelf area required
is the total length of the thickness of all
books times the height of the tallest book
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

COMPACT BOOK STORAGE IN A

LIBRARY
 if 2 or more height classes are considered,
the total area required is less than the total
area required for a single class

‰ The costs of construction of shelf areas for each

height class Hi have the components

si fixed costs [ independent of shelf area ]

ci variable costs / unit area

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

38
 COMPACT BOOK STORAGE IN A
LIBRARY
‰ For example, if we consider the problem with 2
height classes Hm and Hn with Hm < Hn
 all books of height ≤ Hm are shelved in shelf
with height Hm
 all other books are shelved on the shelf with
height Hn
‰ The corresponding total costs are
⎡ m ⎤ ⎡ n ⎤
⎢ sm + c m H m
⎢⎣
∑ L j ⎥ + ⎢ sn + c n H n
⎥⎦ ⎢⎣
∑ Lj ⎥
⎥
j =1 j = m +1 ⎦
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

COMPACT BOOK STORAGE IN A

LIBRARY
‰ The problem is to find the set of shelf heights and
lengths to minimize the total shelving costs

‰ The solution approach is to use a network flow

model for a network with the

 set of n + 1 nodes
N = { 1, 2, . . . , n }
corresponding to the n + 1 book heights with

1 ↔ H1 < H2 < … < Hn ↔ n

ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

39
 COMPACT BOOK STORAGE IN A
LIBRARY

 directed arcs ( i , j ) only if j > i resulting in

a total of n ( n + 1) arcs
2

 “distance” dij on each arc given by

⎧ j
⎪ s + cj H j
d ij = ⎨ j ∑
k = i +1
Lk if j > i
⎪ ∞ otherwise
⎩
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

COMPACT BOOK STORAGE IN A

LIBRARY
‰ For this network, we solve the shortest route

problem for the specified “distances” dij

‰ Suppose that for a problem with n = 17 , we

determine the optimal trajectory to be

{ ( 0, 7 ) , ( 7, 9 ) , ( 9, 15 ) , (1 5, 17 ) }
the interpretation of this solution is :
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

40
COMPACT BOOK STORAGE IN A
LIBRARY
 store all the books of height ≤ H7 on the
shelf of height H7
 store all the books of height ≤ H9 but > H7
on the shelf of height H9
 store all the books of height ≤ H15 but > H9
on the shelf of height H15
 store all the books of height ≤ H17 but >
H15 on the shelf of height H17
ECE 307© 2006 George Gross, University of Illinois at Urbana-Champaign, All Rights Reserved.

41