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The assignment problem

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Presentation on theme: "The assignment problem"β€” Presentation transcript:

1 The assignment problem
Given 𝑛×𝑛 matrix of costs 𝐢= 𝑐 𝑖𝑗 , find a permutation πœ‹ on 1,2,…,𝑛 such that 𝑖=1 𝑛 𝑐 𝑖,πœ‹(𝑖) is minimized

2 As an integer linear program
𝑖=1 𝑛 𝑐 𝑖𝑗 π‘₯ 𝑖𝑗 min 𝑗=1 𝑛 π‘₯ 𝑖𝑗 =1 𝑖=1 𝑛 π‘₯ 𝑖𝑗 =1 π‘₯ 𝑖𝑗 β‰₯0 s.t. 𝑖=1,…,𝑛 𝑗=1,…,𝑛

3 Cramer’s Rule The system 𝐴π‘₯=𝑏 has a unique solution if and only if det 𝐴 β‰ 0, and in that case it is given by π‘₯ 𝑖 = det⁑( 𝐴 𝑖 ) det⁑(𝐴) where 𝐴 𝑖 is 𝐴 with column 𝑖 replaced by 𝑏.

4 Laplace’s formula Given 𝑛×𝑛 matrix 𝐴=( π‘Ž 𝑖𝑗 ). det 𝐴 = 𝑗=1 𝑛 βˆ’1 𝑖+𝑗 π‘Ž 𝑖𝑗 det 𝐴 𝑖𝑗 = 𝑖=1 𝑛 βˆ’1 𝑖+𝑗 π‘Ž 𝑖𝑗 det⁑( 𝐴 𝑖𝑗 ) where 𝐴 𝑖𝑗 is 𝐴 with row 𝑖 and column 𝑗 removed.

5 Properties of determinants
Let 𝐴 be π‘šΓ—π‘š matrix. Then Exchanging rows or columns changes sign of determinant. Multiplying row or column by 𝑐 multiplies determinant by 𝑐 as well. Adding a multiple of row (column) to another row (column) does not affect determinant.

6 Totally Unimodular Matrices
An π‘šΓ—π‘› matrix 𝐴=( π‘Ž 𝑖𝑗 ) is totally unimodular if every square submatrix has determinant in βˆ’1,0,1 .

7 Integrality theorem for totally unimodular linear programs
Let 𝐴=( π‘Ž 𝑖𝑗 ) be π‘šΓ—π‘› totally unimodular matrix and let π‘βˆˆ 𝒁 π‘š . Then all basic solutions of 𝐹= 𝐴π‘₯≀𝑏, π‘₯β‰₯0 are integer.

8 Lemma 1 If 𝐴=( π‘Ž 𝑖𝑗 ) is a matrix with entries from βˆ’1,0,1 such that: Every column of 𝐴 has at most one entry that is 1 and at most one entry that is βˆ’1. Then 𝐴 is totally unimodular.

9 Canonical example Let 𝐷= 𝑁,𝐴 be directed graph. Let 𝐴 be node-arc adjacency matrix of 𝐷. Rows are indexed by nodes. Columns by arcs. Entry (π‘˜, 𝑖,𝑗 ) is: 1 when π‘˜=𝑖 βˆ’1 when π‘˜=𝑗 0 otherwise.

10 Lemma 2 Let 𝐴 be totally unimodular. Then 𝐴 ⊺ is totally unimodular.
Suppose 𝐡 is obtained from 𝐴 by: Removing rows or columns. Exchanging rows or columns. Multiplying rows or columns by βˆ’1. Then 𝐡 is totally unimodular.

11 Lemma 3 Let 𝐴 be totally unimodular. Then 𝐴 𝐼 and 𝐴 𝐴 are totally unimodular as well.

12 Networks Directed graph 𝐷=(𝑁,𝐴). Flow π‘₯ assigns a real number π‘₯ 𝑖𝑗 to arc π‘–π‘—βˆˆπ΄. Nonnegativity constraint: π‘₯ 𝑖𝑗 β‰₯0

13 Balances Outgoing flow from node 𝑖: π‘–π‘—βˆˆπ΄ π‘₯ 𝑖𝑗
Ingoing flow from node 𝑖: π‘—π‘–βˆˆπ΄ π‘₯ 𝑖𝑗 Balance at node 𝑖 wrt. π‘₯: 𝑏 𝑖 π‘₯ = π‘–π‘—βˆˆπ΄ π‘₯ 𝑖𝑗 βˆ’ π‘—π‘–βˆˆπ΄ π‘₯ 𝑖𝑗 Note 𝑖 is source if 𝑏 𝑖 π‘₯ >0, and sink if 𝑏 𝑖 π‘₯ <0. No sources or sinks: flow is circulation.

14 Balance constraints Given by balances 𝑏 𝑖 for π‘–βˆˆπ‘. Constraint: 𝑏 𝑖 π‘₯ = 𝑏 𝑖 for all π‘–βˆˆπ‘. Assumption: π‘–βˆˆπ‘ 𝑏 𝑖 =0

15 Arc constraints Given by lower bounds 𝑙 𝑖𝑗 and upper bounds 𝑒 𝑖𝑗 . Constraint: 𝑙 𝑖𝑗 ≀ π‘₯ 𝑖𝑗 ≀ 𝑒 𝑖𝑗 for all π‘–π‘—βˆˆπ΄. Assumption: 0≀ 𝑙 𝑖𝑗 ≀ 𝑒 𝑖𝑗

16 The minimum cost problem
Given network 𝐷=(𝑁,𝐴) with arc costs 𝑐 𝑖𝑗 , together with balance constraints and possibly arc constraints. Find feasible flow π‘₯ minimizing π‘–π‘—βˆˆπ΄ 𝑐 𝑖𝑗 π‘₯ 𝑖𝑗

17 Integrality theorem If all balance constraints, lower bounds, and upper bounds are integer, then there is a minimum cost feasible flow that is integer.

18 Modelling with min cost flows
Like modelling with linear programs this is an acquired skill. Most important question to figure out: What is the flow.

19 Transportation problem
Given: Set of sources 𝑆 and destinations 𝐷. Ship goods from sources to destinations at minimum cost. Cost of shipping unit of good from source 𝑖 to destination 𝑗 is 𝑐 𝑖𝑗 . Source 𝑖 has supply π‘Ÿ 𝑖 . Destination 𝑗 has demand 𝑠 𝑗 .

20 Tanker Scheduling Problem
Find minimum size of fleet to accomodate schedule of deliveries. Given: List of deliveries ( 𝑖 π‘˜ , 𝑗 π‘˜ , 𝑑 π‘˜ ) for π‘˜=1,…,π‘š. Pick up at port 𝑖 π‘˜ at time 𝑑 π‘˜ and deliver at port 𝑗 π‘˜ . π‘Ž 𝑖𝑗 = time to load at port 𝑖 and sail to port 𝑗. 𝑏 𝑖𝑗 = time to unload at port 𝑖 and sail to port 𝑗.

21 Optimal loading of a hopping airplane
Find most profitable way to accept passengers on a ”hopping flight” route. Given: Single plane with capacity 𝑝. Route along cities 1,2,…,𝑛. At city 𝑖 there are 𝑏 𝑖𝑗 passengers that would like to go to city 𝑗, paying fare 𝑓 𝑖𝑗 each.


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