Implementation of the Classic Transportation Problem with Geographic Information Systems By : Uchit Patel Master’s Degree in Geographic Information Sciences University of Texas at Dallas Summer 2006 Introduction – Network Models Important – Special case of linear optimization models Many Real – world problems can be modeled by using networks e.g. Transportation, Distribution, Scheduling Visual Interpretation in addition to the mathematical formulation Corresponding Mathematical formulation has a special structure that allows extremely large problem to be solved very quickly Introduction – Classic Transportation Problem (CTP) - Bunch of stuff at a bunch of Places, Deliver the stuff to a bunch of Places - Minimize the cost - Each Supply and Demand have constraints (no. on the pictures) - Total Supply = Total Demand - Cost of shipping from Supply to Demand (no. on the lines) Source:Tapojit Kumar and Susan M. Schilling. Comparison of Optimization Techniques In Large Scale Transportation Problems Introduction Well developed methods in Network Analysis – Solve problems regarding Management of products, facilities, vehicles etc. Few Implemented in the GIS environment CTP as a Network Analysis Problem in GIS Network Analysis functions available in ArcGIS Research Questions Main research question of the project is answer to following question Can we implement CTP in GIS environment ? Implement different methods for solving Initial Basic Feasible solution Implement method for solving Optimal solution Sub research questions are answers to following questions Which Initial and Optimal solution gives faster result ? How many Iterations takes place for Optimal solution in each method ? Literature Review Fields of Operations Research Mathematical Programming Computing Machinery Formulations of the CTP Solution Methods for CTP – Initial Basic feasible Solution and Optimal Solution Implementing CTP Solution procedures in Computer Software Literature Review Formation of the CTP - Attributions are to the 1940’s and later - CTP Formulation (Hitchcock 1941) - Application to the Network (Tolstoi 1939) - Application of the Simplex Method to a Transportation Problem (Dantzig 1951) Methods of finding Initial Basic Feasible Solution and Optimal Solution - Variant's of Vogel’s approximation method (Mathirajan, Meenakshi 2004) - Heuristic better than Vogel’s approximation method (Sharma, Prasad 2003) - Heuristic for initial basic feasible solution (Adlakha and Kowalski 2003) - Vogel’s better than Northwest corner method (Totschek and Wood 1960) Literature Review - Dual forest exterior point algorithm is faster than Transportation Simplex (Paparrizos, Samaras 2004) - Backward Decomposition gives improvement (Poh, Choo and Wong 2005) - The most efficient method for solving TP arises by coupling a primal transportation algorithm with a modified row minimum start rule and a modified row first negative evaluator rule (Glover, Karney, Kligman,Napier 1974) Implementation in Computer Software - MODI algorithm was coded in FORTRAN V (Srinivasan, Thompson 1973) - 20-to-1 time reduction possible with assembler language (Zimmer 1970) Formulation Shipping costs, Supply, and Demand for Power Co - Example From City 1 City 2 To City City 3 4 Plant 1 Plant 2 Plant 3 $8 $9 $14 $6 $12 $9 $10 $13 $16 $9 $7 $5 Demand (Million kwh) 45 20 30 30 http://www.engr.sjsu.edu/udlpms/ISE%20265/set2_transport%20&%20network.ppt Supply (Million kwh) 35 50 40 Formulation Decision Variable We have to determine how much electricity is sent from each plant to each city Xij = Amount of electricity produced at plant i and sent to city j X14 = Amount of electricity produced at plant 1 and sent to city 4 Objective function Minimize Z = 8X11+6X12+10X13+9X14 +9X21+12X22+13X23+7X24 +14X31+9X32+16X33+5X34 Formulation (Supply, Demand and Sign Constraints) Each supply point has a limited production capacity X11+X12+X13+X14 <= 35 X21+X22+X23+X24 <= 50 X31+X32+X33+X34 <= 40 Each destination point has a limited demand capacity X11+X21+X31 >= 45 X12+X22+X32 >= 20 X13+X23+X33 >= 30 X14+X24+X34 >= 30 Sign Constraints A negative amount of electricity can not be shipped all Xij’s must be non negative Xij >= 0 (i= 1,2,3; j= 1,2,3,4) Formulation - LP Min Z = 8X11+6X12+10X13+9X14+9X21+12X22+13X23+7X24 +14X31+9X32+16X33+5X34 X11+X12+X13+X14 <= 35 X21+X22+X23+X24 <= 50 X31+X32+X33+X34 <= 40 (Supply Constraints) X11+X21+X31 >= 45 X12+X22+X32 >= 20 X13+X23+X33 >= 30 X14+X24+X34 >= 30 (Demand Constraints) Xij >= 0 (i= 1,2,3; j= 1,2,3,4) Formulation - CTP 1. A set of m supply points from which a good is shipped. Supply point i can supply at most si units 2. A set of n demand points to which the good is shipped. Demand point j must receive at least di units of the shipped good 3. Each unit produced at supply point i and shipped to demand point j incurs a variable cost of cij Xij = number of units shipped from supply point i to demand point j i m j n min c Xij ij i 1 j 1 j n s.t. Xij si (i 1,2,..., m) j 1 i m X ij dj ( j 1,2,..., n) i 1 Xij 0(i 1,2,..., m; j 1,2,..., n) Balanced Transportation Problem Total supply equals to total demand, the problem is said to be a balanced transportation problem j n i m s d i i 1 j j 1 CTP - Applications Goods Supply Transportation Communication Utility Cash flow Models Inventory to Machines Agriculture Military Solution Procedure - Linear Programming (LP) LP - Problem be reduced to a set of Linear functions LP – Objective function is to be maximized or minimized Solution LP - Graphically - Specialized Simplex Method Graphical Method (1) Find Feasible Solution Space - Non Negativity Constraints - X – Exterior Point Variables Y – Interior Point Variables - Inequality is removed and graphed - Constraints are accounted and solution space is shaded – Feasible solution (2) Find Optimal Solution - Exists at Corner Points - All Corner Points values are measured - Insert in the Objective Function - Minimization Problem – Lowest value Optimal solution Source:Tapojit Kumar and Susan M. Schilling. Comparison of Optimization Techniques In Large Scale Transportation Problems Specialized Simplex Method (Solution Process) Set up Transportation Simplex Tableau Initialize Problem with any Basic Feasible Solution Iterate (1) Find Optimal Solution (2) Test for Optimality (a) If Optimal, Stop (b) Not Optimal, Make changes to the solution and go to Step 1 http://www.utdallas.edu/~scniu/OPRE-6201/6201.htm The Transportation Tableau Matrix form of CTP http://www.utdallas.edu/~scniu/OPRE-6201/6201.htm Find Basic Feasible Solution Implemented - Northwest Corner Method (NWCM) - Least Cost Method (LCM) Find Optimal Solution Implemented - Stepping Stone Method NWCM (Flow Chart) Allocate minimum value of first row or column to north west corner square Eliminate row or column whose capacity has been exhausted Adjust corresponding supply and demand value No No Check column capacity is exhausted ? Yes Move horizontally one square Allocate as much as possible Adjust corresponding supply and demand value Move vertically one square Allocate as much as possible Adjust corresponding supply and demand value If each each row and column are traversed or Total Allocation = Total supply value = Total source value Yes End NWCM LCM (Flow Chart) Find square with minimum cell value Allocate maximum as possible Eliminate row or column whose capacity is exhausted Adjust corresponding supply and demand value Find square with minimum cell value from the remaining rows and column Allocate maximum as possible Eliminate row or column whose capacity is exhausted Adjust corresponding supply and demand value No If each each row and column are eliminated or Total Allocation = Total supply value = Total source value Yes End LCM Optimal Solution Stepping Stone Method (Flow Chart) Start with any initial basic feasible solution Determine closed path starting from each empty square Beginning at the first square assign ‘+’ and alternate ‘-’ at the corner squares Sum the unit costs in squares with ‘+’ sign and subtract with ‘-’ sign Transfer allocations No Test for optimality ? Yes End Stepping Stone Method Data Network : 1043 Nodes and 1596 Arcs Original Source – Tiger formatted set of Streets of DFW Metropolitan 2000 U. S. Census Bureau dataset Converted to ESRI Network Dataset Sources and Destinations : Different Nodes from the Network and Converted to ESRI Shapefile format Test Network Test Network with Sources and Destinations Methodology The project is implemented in VBA and ArcObjects in ArcGIS environment Final application is .mxd form ArcMap Document Methodology : Software Application Welcome Screen Methodology : Software Application Select Network Dataset Methodology : Software Application Select Sources Methodology : Software Application Select Destinations Methodology : Software Application Execute a Model Methodology : Software Application Execute a Model Methodology : Software Application Select Any One Button from a CTP Toolbar Methodology : Software Application Printed Final Result Methodology : Procedure Data Input - User selects the Network, Sources and Destinations (Network must be ESRI Network Dataset format) - Model is executed and depending of the cost field it finds the shortest path cost between all Sources and Destinations Initial Basic Feasible Solution - Using OD Cost matrix values, values of Sources and Destinations two methods (algorithms) – NWCM and LCM gives initial basic feasible solution - User can select any one algorithm Optimal Solution - Based on the any one initial basic feasible solution (NWCM or LCM) Stepping Stone Method gives Optimal Solution - Check for Optimality if Optimal Print Results else iterate the same method for another time Output - Output will be printed in a .txt file Methodology : Procedure (Flow Chart) Cost field Sources and destinations Network Dataset OD Cost matrix generation Find initial basic feasible solution by LCM Find initial basic feasible solution by NWCM Find Optimal solution by Stepping Stone method No Test for optimality ? Yes End Analysis NWCM Vs. LCM - NWCM - Quick solution - Ignores any Cost Information - Gives solution very far from Optimal - LCM - Tries to match Supply and Demand with consideration of cost - Select the square with smallest cij value - Gives solution near to optimal compare to NWCM Testing Environment - Test Network is tested for different sets of Sources and Destinations - Tested for different 33 sets of Sources and Destinations - Network is tested for very small, moderate and large scale of Sources and Destinations (n + m) - Maximum Sources 67 and Destinations 84 , ( 67 + 84) tested on the network - System Configurations Intel(R) Pentium(R) 4 CPU 2.80 GHz 1 GB RAM Operating System - Microsoft Windows XP Professional - Response Time Time spent to find the initial basic feasible solution and optimal solution Time is calculated after the data is initialized Results : Time Comparision of Time for Two Methods 2500000 Milliseconds 2000000 1500000 NWCM + OPTIMAL LCM + OPTIMAL 1000000 500000 0 0 50 100 N+M 150 200 Results : Iterations Comparision of Iterations for Two Methods 60 No. of Iterations 50 40 NWCR + OPTIMAL 30 LCM + OPTIMAL 20 10 0 0 50 100 N+M 150 200 Results Yes, we can implement CTP in GIS environment Total 33 different sets of Sources and Destinations tested - 30 out of 33 results give faster solution by LCM than NWCM - 30 out of 33 results take less no. of iterations by LCM than NWCM Conclusions Time LCM yields appreciable savings over a period of time Small Size Problem up to(10 + 15) – NWCM is accepted As size (n + m) increases (moderate to large scale) NWCM takes very high time compare to LCM No. of Iterations LCM yields comparatively less no. of iterations than NWCM Small Size Problem up to(10 + 15) – NWCM is accepted Future Research Initial Feasible Solution Vogel’s Approximation method gives better result than the two (NWCM and LCM) Heuristic Method As size of the problem (n + m) increases time is increases Need a heuristic which gives faster result Application Software Parallel version of algorithm will give faster result Time is consumed in searching square and path Improved searching technique gives improvement – BFS (Graph Theory) Zimmer 1970 reported 20 – t0 – 1 reduction in time if use assembler language References Hitchcock, F.L. 1941. 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