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The assignment problem
Given πΓπ matrix of costs πΆ= π ππ , find a permutation π on 1,2,β¦,π such that π=1 π π π,π(π) is minimized
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As an integer linear program
π=1 π π ππ π₯ ππ min π=1 π π₯ ππ =1 π=1 π π₯ ππ =1 π₯ ππ β₯0 s.t. π=1,β¦,π π=1,β¦,π
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Cramerβs Rule The system π΄π₯=π has a unique solution if and only if det π΄ β 0, and in that case it is given by π₯ π = detβ‘( π΄ π ) detβ‘(π΄) where π΄ π is π΄ with column π replaced by π.
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Laplaceβs formula Given πΓπ matrix π΄=( π ππ ). det π΄ = π=1 π β1 π+π π ππ det π΄ ππ = π=1 π β1 π+π π ππ detβ‘( π΄ ππ ) where π΄ ππ is π΄ with row π and column π removed.
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Properties of determinants
Let π΄ be πΓπ matrix. Then Exchanging rows or columns changes sign of determinant. Multiplying row or column by π multiplies determinant by π as well. Adding a multiple of row (column) to another row (column) does not affect determinant.
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Totally Unimodular Matrices
An πΓπ matrix π΄=( π ππ ) is totally unimodular if every square submatrix has determinant in β1,0,1 .
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Integrality theorem for totally unimodular linear programs
Let π΄=( π ππ ) be πΓπ totally unimodular matrix and let πβ π π . Then all basic solutions of πΉ= π΄π₯β€π, π₯β₯0 are integer.
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Lemma 1 If π΄=( π ππ ) is a matrix with entries from β1,0,1 such that: Every column of π΄ has at most one entry that is 1 and at most one entry that is β1. Then π΄ is totally unimodular.
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Canonical example Let π·= π,π΄ be directed graph. Let π΄ be node-arc adjacency matrix of π·. Rows are indexed by nodes. Columns by arcs. Entry (π, π,π ) is: 1 when π=π β1 when π=π 0 otherwise.
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Lemma 2 Let π΄ be totally unimodular. Then π΄ βΊ is totally unimodular.
Suppose π΅ is obtained from π΄ by: Removing rows or columns. Exchanging rows or columns. Multiplying rows or columns by β1. Then π΅ is totally unimodular.
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Lemma 3 Let π΄ be totally unimodular. Then π΄ πΌ and π΄ π΄ are totally unimodular as well.
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Networks Directed graph π·=(π,π΄). Flow π₯ assigns a real number π₯ ππ to arc ππβπ΄. Nonnegativity constraint: π₯ ππ β₯0
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Balances Outgoing flow from node π: ππβπ΄ π₯ ππ
Ingoing flow from node π: ππβπ΄ π₯ ππ Balance at node π wrt. π₯: π π π₯ = ππβπ΄ π₯ ππ β ππβπ΄ π₯ ππ Note π is source if π π π₯ >0, and sink if π π π₯ <0. No sources or sinks: flow is circulation.
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Balance constraints Given by balances π π for πβπ. Constraint: π π π₯ = π π for all πβπ. Assumption: πβπ π π =0
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Arc constraints Given by lower bounds π ππ and upper bounds π’ ππ . Constraint: π ππ β€ π₯ ππ β€ π’ ππ for all ππβπ΄. Assumption: 0β€ π ππ β€ π’ ππ
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The minimum cost problem
Given network π·=(π,π΄) with arc costs π ππ , together with balance constraints and possibly arc constraints. Find feasible flow π₯ minimizing ππβπ΄ π ππ π₯ ππ
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Integrality theorem If all balance constraints, lower bounds, and upper bounds are integer, then there is a minimum cost feasible flow that is integer.
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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.
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Transportation problem
Given: Set of sources π and destinations π·. Ship goods from sources to destinations at minimum cost. Cost of shipping unit of good from source π to destination π is π ππ . Source π has supply π π . Destination π has demand π π .
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Tanker Scheduling Problem
Find minimum size of fleet to accomodate schedule of deliveries. Given: List of deliveries ( π π , π π , π‘ π ) for π=1,β¦,π. Pick up at port π π at time π‘ π and deliver at port π π . π ππ = time to load at port π and sail to port π. π ππ = time to unload at port π and sail to port π.
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Optimal loading of a hopping airplane
Find most profitable way to accept passengers on a βhopping flightβ route. Given: Single plane with capacity π. Route along cities 1,2,β¦,π. At city π there are π ππ passengers that would like to go to city π, paying fare π ππ each.
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