help, someone can help me?
Minimum cost flow with fixed costs and awards for strings saturated.
Consider the following variant of the problem of minimum cost flow where in addition
to the network G = (V, A) with values bi associated with nodes i ∈ V, such that
Pi∈V bi = 0 and costs cij for the unit cost of transport along the arc (i, j) ∈ A we also have that:
• in each arch is associated with a capacity value that indicates the maximum flow dij
transportable along the arc;
• the number of arcs along here has sent a strictly positive flow is no more than a percentage 100p1% of the total of the arches and for each of these arcs you pay a fixed cost of K;
• the number of arcs that are saturated (arcs along which is sent a flow equal to their capacity) is at least a percentage 100p2% of the total of the arches
(p2
Formulate the mathematical model for this problem, it is written in AMPL and defining the data of a particular instance, resolving it. Care must also be an analysis of what happens if you change some of the instance data. In particular, you may find an interval [p1, p2] as small as possible so that there is a solution of the problem.
I'm not sure that I clearly understand your problem, I try to give a possible solution for each question:
You should have a positive variable let's call it Xij for each arc, which defines the current flow passing on the arc between nodes i and j.
With this variable and the given parameter Dij you can add a constraint to express the capacity boundary: Xij<=Dij ForEach (i,j) belonging to A.
About the others constraint I suggest you to use a minimization objective function of the sum{ i in N , j in N } used[i,j] * k . Where used[i,j] is a binary variable that denotes if the corresponding flow is equal to zero or not.To relate the flow with this binary variable you should add an additional constraint like this:
x[i,j] <= d[i,j] * used[i,j]
As far the number of saturated arcs concern, you can solve the max flow problem, in which the solution is given by consecutive iterations of the augmenting flow algorithm.
I'm not sure that I answer to your questions if I don't feel free of posting exactly what is your decision problem ( which is the objective function and what are the constraints )
Related
I am working on a Traveling salesman problem and can't figure how to solve it. The problem contains ten workers, ten workplaces where they should be driven to and one car driving them one by one. There is a cost of $1.5 per km. Also, all the nodes (both workers and workplaces) are positioned in a 10*10 matrix and the distance between each block in the matrix is 1 km.
The problem should be solved using AMPL.
I have already calculated the distances between each coordinate in excel and have copy pasted the matrix to the dat.file in AMPL.
This is my mod.file so far (without the constrains):
param D > 0;
param D > 0;
set A = 1..W cross 1..D;
var x{A}; # 1 if the route goes from person p to work d,
# 0 otherwise
param cost;
param distance;
minimize Total_Cost:
sum {(w,d) in A} cost * x[w,d];
OK, so your route looks like: start-worker 1-job 1-worker 2-job 2-worker 3-job-3-...-job 10-end (give or take start & end points, depending on how you formulate the problem.
That being the case, the "worker n-job n" parts of your route are predetermined. You don't need to include "worker n-job n" costs in the route optimisation, because there's no choice about those parts of the route (though you do need to remember them for calculating total cost, of course).
So what you have here is really a basic TSP with 10 "destinations" (each representing a single worker and their assigned job) but with an asymmetric cost matrix (because cost of travel from job i to worker j isn't the same as cost of travel from job j to worker i).
If you already have an implementation for the basic TSP, it should be easy to adapt. If not, then you need to write one and make that small change for an asymmetric cost matrix. I've seen two different approaches to this in AMPL.
2-D decision matrix with subtour elimination
Decision variable x{1..10,1..10} is defined as: x[i,j] = 1 if the route goes from job i to job j, and 0 otherwise. Constraints require that every row and column of this matrix has exactly one 1.
The challenging part with this approach is preventing subtours (i.e. the "route" produced is actually two or more separate cycles instead of one large cycle). It sounds like your current attempt is at this stage.
One solution to the problem of subtours is an iterative approach:
Write an implementation that includes all requirements except for subtour prevention.
Solve with this implementation.
Check the resulting solution for subtours.
If no subtours are found, return the solution and end.
If you do find subtours, add a constraint which prevents that particular subtour. (Identify the arcs involved in the subtour, and set a constraint which implies they can't all be selected.) Then go to #2.
For a small exercise you may be able to do the subtour elimination by hand. For a larger exercise, or if your lecturer doesn't like that approach, you can create a .run that automates it. See Bob Fourer's post of 31/7/2013 in this thread for an example of implementation.
3-D decision matrix with time dimension
Under this approach, you set up a decision variable x{1..10,1..10,1..10} where x[i,j,t] = 1 if the route goes from job i to worker j at time t, and 0 otherwise. Your constraints then require that the route goes to and from each job/worker combination exactly once, that if it goes to worker i at time t then it must go from job i at time t+1 (excepting first/last issues), that it's doing exactly one thing at time t, and that the endpoint at time 10 matches the startpoint at time 1 (assuming you want a circuit).
This prevents subtours, because it forces a route that starts at some point at time 1, returns to that point at time 10, and doesn't visit any other point more than once - meaning that it has to go through all of them exactly once.
I want to use a python Min-Cost Flow solver to be able to construct new networks. This means that I have an initial complete graph, with the vertices being either suppliers or having a demand. Using the algorithm should tell me, based on their costs, what edges will be used to settle all demands. Different to the existing problems, the cost of an edge when being used are not only described by a unit cost but also have an investment of this edge which is independent of the flow. I have been looking into the source code of networkx and or-tools but cannot figure out how to adapt these to implement the investment cost of the edges. Does someone have a better idea or can help me adapting the code?
Best Regards
Justus
You cannot solve this with a standard graph algorithm (eg: MinCostFlow).
Instead you need to formulate it as a Mixed Integer Program.
You can start with this example:
https://developers.google.com/optimization/assignment/assignment_mip
But you need to tweak it a little bit:
You need two classes of decision variables: invest_var (binary) and flow_var (continuous).
The objective will look like this:
min: sum(flow_cost[i,j]*flow_var[i,j]) + sum(invest_cost[i,j]*invest_var[i,j])
And you need to add an additional constraint for each link:
flow_var[i,j] <= BIG_INT * invest_var[i,j]
The purpose of these to constrain flow_var to 0 if invest_var is 0.
Demand and Supply constraints will be similar as in the example.
BIG_INT is a constant. You can set it as:
BIG_INT=max(flow_upper_bound[i,j])
Where flow_upper_bound is an upper bound on your flow_var variables.
Notice, that the problem now becomes a Mixed Integer Linear Program instead of just being a Linear Program.
I'm using AMPL to model a production where I have two particular constraints that I am not very sure how to handle.
subject to Constraint1 {t in T}:
prod[t] = sum{i in I} x[i,t]*u[i] + Recycle[f]*RecycledU[f];
subject to Constraint2 {t in T}:
Solditems[t]+Recycle[t]=prod[t];
EDIT: where x[i,t] is the amount of products from supply point i. u[i] denotes the "exchange rate" of the raw material from supply point i to create the product. I.E. a percentage of the raw material will become the finished products, whereas some raw material will go to waste. The same is true for RecycledU[f] where f is in F, which denotes the refinement station where it has been refined. The difference is that RecycledU[f] has a much lower percentage that will go to waste due to Recycled already being a finished product from f (albeitly a much less profitable one). I.e. Recycle has already "went through" the process of being a raw material earlier, x, but has become a finished product in some earlier stage, or hopefully (if it can be modelled) in the same time period as this. In the actual models things as "products" and "refinement station" is existent as well, but I figured for this question those could be abandoned to keep it more simple.
What I want to accomplish is that the amount of products produced is the sum of all items sold in time period t and the amount of products recycled in time period t (by recycled I mean that the finished product is kept at the production site for further refinement in some timestep g, g>t).
Is it possible to write two equal signs for prod[t] like I have done? Also, how to handle Recycle[t]? Can AMPL "understand" that since these are represented at the same time step, that AMPL must handle the constraints recursively, i.e. compute a solution for Recycle[t] and subsequently try to improve that solution in every timestep?
EDIT: The time periods are expressed in years which is why I want to avoid having an expression with Recycle[t-1].
EDIT2: prod and x are parameters and Recycle and Solditems are variables.
Hope anyone can shed some light into this!
Cenderze
The two constraints will be considered simultaneously (unless you explicitly exclude one from the problem). AMPL or optimization solvers don't have the notion of time steps and the complete problem is considered at the same time, so you might need to add some linking constraints between time periods yourself to model time periods. In particular, you might need to make sure that the inventory (such as the amount finished product is kept at the production site for further refinement) is carried over from one period to another, something like:
Recycle[t + 1] = Recycle[t] - RecycleDecrease + RecycleIncrease;
You have to figure out the expressions for the amounts by which Recycle is increased (RecycleIncrease) and decreased (RecycleDecrease).
Also if you want some kind of an iterative procedure with one constraint considered at a time instead, then you should use AMPL script.
Recently I was faced with this interview question (K-Means Clustering solution). The design I came up with did not meet the expectations of the interviewer (to put simply I didnt get the job because I lost to another candidate on this design problem). I am wondering how many different / efficient / simply solutions can the SO community come up with (by doing this I am hoping to hone my skills):
To implement a simple algorithm to cluster people according to their weight and height. The
data set includes a list of people with their weights and heights like so:
Person Weight Height
(kg) (inches)
Person 1 70 70
Person 2 75 80
Person 3 120 85
You can plot the data as a 2 dimensional data. Weight being one dimension and height being
the other dimension. Weight can range from a minimum of 50kg to 150kg. Height can range
from a minimum of 38inches to 90inches
Algorithm:
The algorithm (called K-means clustering) will cluster data into K groups goes as such:
Start with K clusters. Each cluster is defined by its center point which will start of as
random weight and random height. Pick random numbers from within the
corresponding ranges defined above.
For each person
Calculate distance to center of each cluster using formula
distance = sqrt(pow((wperson−wcenter), 2) + (pow(hperson−hcenter),2))
where wperson = weight of person,
hperson = height of person
wcenter = weight of cluster center point,
hcenter = height of cluster center point
Assign the person to the cluster with the shortest distance to center point of cluster
After end of step 2, you will end up with K clusters each assigned with a set of people
For each cluster, set the weight and height of the center point to the average of the
people in the cluster
wcenter = (sum of weight of each person in cluster)/(number of people in cluster)
hcenter = (sum of height of each person in cluster)/number of people in cluster)
Repeat steps 2 to 5 for 1000 iterations, then print out following information for each
cluster.
weight and height of center of cluster.
list of people in cluster.
I am not looking for a implementation/solution but for a high level design. can you list the interfaces / classes etc.
I dont want to give my solution now, but will post it later in the day?
This is my attempt at the design. I only show the static diagram since the algorithm is pretty much laid out already. I would have a plan to have a visitor for the representation of the clusters, could allow different types of output (xml, strings, csv..etc). Maybe the visitor is overkill, if it was then I'd just have something like a ToString method that could be overridden.
Note: the Cluster creates a CenterClusterItem on the SetCenter and FindNewCenter methods. The CenterClusterItem is not a PersonClusterItem, it just holds the same amount of AClusterValues as a PersonClusterItem would (since the average isn't really a person).
Also, I forgot to make a method on the KCluster to begin the process, but that's implied.
Class Diagram http://img11.imageshack.us/img11/499/kcluster.png
Well, I would first tackle all the constants/magic numbers that reduce the reusability of the algorithm:
instead of a fixed number of iterations, use a stopping criterion (e.g., if clusters don't change too much, terminate)
don't restrict yourself to 2-dim data, use vectors
let the user define the number of clusters to be found
Then, you could hide some specifics behind interfaces, e.g. the distance might be calculated differently (for example, it might at some point have to cope with values other than double).
On the other hand, if you really have this simple problem, some of these generalizations might well be overkill - but that's what I would discuss with someone telling me to implement this algorithm.
You can create the following classes:
Person to store data about persons and centers. Properties: id, weight and height. Method: calculateDistance
Cluster to store one center and a list of persons: Properties: center and list of Person. Method: calculateCenter.
KCluster to hold your algorithm and store a list of clusters: Property: list of Cluster. Methods: generateClusters.
I'm not sure what your question actually is, the steps you point out effectively define the algorithm you're talking about.
A better idea may be to include exactly what you did then people can give you some hints / tips as to where you might have gone wrong or what they would have done differently.
That sounds like a really good way to do it. K-means will usually converge quickly (though not necessarily to the global optimum), so my one suggestion would be to run the algorithm until no more changes occur, rather than a fixed number of 1000 iterations. You could then repeat the entire process a few times with different random starting points.
One weakness of k-means is that it does require you to specify (i.e. guess) an appropriate value for k up-front. I think you would get points for asking the interviewer what an appropriate value for k would be, or, if there is no way to know, describing some goodness-of-fit measure and then calculating that measure for different values of k to find a "just low enough" value.
My math classes are far behind, and I'm currently struggling to find a decent solution to a problem I'm having: I have a tree, in which nodes are actions, and are "weighted" according to multiple criteria : the cost of said action, the time it will take, the necessary resources, the disturbance, etc...
And I want to to find in this tree the path that minimizes both the cost AND the time for example, or the disturbance AND cost AND time, etc. My problem is that I have no idea on how to do it, except by coming up with a global cost function F(cost, time, resources,...), and apply a regular tree traversal algorithm using the result from F(...) as my only weight.
But then, how do I come up with F ? Something like "F(cost, time, resources) = a * cost + b * time + c * resources" feels very "unprofessional"...
Edit:
I wanted to avoid the word "summing" as I wasn't sure it was really the way to go, but in essence, that's what I'm doing: computing a total cost for each "path" or "branch" that goes from that top node, to one of the leafs, and choosing the "path" or "branch" that minimizes the cost. The problem being that each node has a weight based on the time necessary, on financial cost, on resource usage, etc.
So it seems inevitable to have to come up with a formula, as Stephan says, that will reduce all these parameters to one global cost, per node, which I can then sum across nodes as I travel down the tree, and pick the path that minimizes the total cost.
So I guess my question really is, it there a methodology to choose that function ?
Thanks for your answers and comments, it's starting to be a bit more clear in my head now.
Let's say we have four pairs (x, y) like (1, 4), (1, 5), (2, 3), (3, 3). Now you want to minimize "both x and y". What do you mean? If you minimize first x and then y you end up with (1, 4). If you minimize first y and then x you find (2, 3).
Unless you choose a global cost function F(x, y), like in your observation, I can't see any meaning of "both". (Anyway, once F is chosen, there may still be multiple minimum points.) By the way, in my opinion a linear combination (the positive multipliers a,b,c being understood as "weights") is not "unprofessional" at all, at least if you have no idea of what a more suitable cost function could be.
Edit:
So it seems inevitable to have to come up with a formula, as Stephan says, that will reduce all these parameters to one global cost, per node, which I can then sum across nodes as I travel down the tree, and pick the path that minimizes the total cost.
Caution. Indeed this strategy makes sense only if F is linear. Surely cost, time, resources etc. are additive functions, in the sense that time(node1 -> node2 -> node3) = time(node1) + time(node2) + time(node3), but in general this is not the case for F, unless it is linear. (i.e. F(cost(node1 -> node2)) = F(cost(node1) + cost(node2)) != F(cost(node1)) + F(cost(node2)). )
If you choose a nonlinear global cost function, the right strategy is to compute, for each node, the total cost, total time, total resources from the root to that node, and compute (then minimize) F only for the terminal nodes.
Coming up with F is the most important thing. If I can give you 6 cost and 5 time or 5 time and 6 cost, which do you prefer? Your cost function needs to take that into consideration. There's no algorithm that's going to solve that problem for you, unfortunately. I denied that for a week before I sat down and wrote F for an optimization application I was working on. Worst case, leave parameters for the user to tinker with.
Why wouldn't a normal graph search algorithm like A* work?
For the path-cost function, you could use the running sum of the relevant criteria. The distance to the goal is more difficult...
It could be the distance to the nearest leaf, pre-computed for all or some nodes, although that sounds awfully expensive. Depending on the structure of your tree, you could come up with a cheaper under-estimate - if it's perfectly balanced, for example, it's trivial.