Out-of-Kilter Algorithm

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Presentation transcript:

Out-of-Kilter Algorithm Network Flows IENG 516 Presented to: Assis.Prof.Dr. Sahand Daneshvar Presented by: Yahya El Osman El Dandachi 15500727 Mohammad A. Kh. Hamdan 16500161

Introduction The out of kilter algorithm is an example of a primal-dual algorithm. It works on both the primal problem (edges of the network) and the dual problem (nodes) in successive phases to find a feasible solution, and then to optimize the problem. Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

What do we keep track of ? We will have a variable for each node wi, and the flows through each edge of the original network. As well as these variables, each edge will be given a kilter state and a kilter number kij. Edges are either “in kilter” or “out of kilter”. We want all edges to be in kilter, so the algorithm keeps “in kilter” edges in kilter, and brings “out of kilter” edges into kilter. Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

THE OUT-OF-KILTER FORMULATION OF A MINIMAL-COST NETWORK FLOW PROBLEM We shall assume that Cij, lij, and Uij are integers Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Algorithm explained We will have a variable for each node wi, and the flows through each edge of the original network. As well as these variables, each edge will be given a kilter state and a kilter number kij. Edges are either “in kilter” or “out of kilter”. We want all edges to be in kilter, so the algorithm keeps “in kilter” edges in kilter, and brings “out of kilter” edges into kilter. Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Kilter Numbers Rules 5/14/2019 Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Starting the algorithm When we start we have a set of upper and lower bounds for all edges in the network and the cost of sending units of flow along each edge. We may need to add an artificial edge from the sink to the source, or even add an artificial node to handle some formulations. All flows xij and the wi values for the nodes can be set to zero in this initial phase. This makes some working simple. Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The primal phase The primal phase of the algorithm finds the most out of kilter edge of the network and tries to being it into kilter. We find the reduced costs of the edges of our network, and determine the kilter states and numbers for all edges. The edge with the highest kilter number is chosen and we then look to augment the flows of the network by finding a cycle through the potential changes of our network flows.

The Primal Phase Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Dual Phase Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The complementary Slackness Condition Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Kilter States and Kilter Numbers A kilter number can be thought of as the change required to bring a flow into feasibility and eventually optimality. So we can add up all the kilter numbers to find how far from optimality we are at any given time. An in kilter edge has a kilter number of zero. Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Dual Phase and Variable Changes Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Amount of Change Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Primal Phase Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The First Dual Solution Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Second Dual Phase 5/14/2019 Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019

The Optimal Solution 5/14/2019 Out of Kilter : Yahya Dandachi & Mohammad Hamdan 5/14/2019