Dualization of a Linear Program for City Logistics












0












$begingroup$


I am trying to use Bender's decomposition for a Location-Allocation Problem. The aim is to dualize the slave problem to generate the cuts for the Restricted Master Problem. Therefore, I have identified a slave problem and am trying to dualize it.



The problem consists of a two-stage distribution network. There are external zones E outside of a city. Satelites S are potential locations for opening a satelite within the city. Between external zones and satelites only trucks T are operating. Delivery from satelites to customer zones Z within the city is done using eco-friendly city-freighters V.



To give a bit of background I'll introduce the variables:
We have two decision variables in the Master problem:



begin{align*}f_{esz}^{pvt} &= text{flow of product } p in P text{ from external site } e in E text{ to satelite } s in S text{ using truck } t in T $ \
&text{ and delivering to customer zone } z in Z text{ with city freighter } v in V \
end{align*}

begin{align*}
y_s &= begin{cases} 1 & text{if satelite } s in S text{ is opened}, \
0 & text{otherwise.} end{cases} \
end{align*}

In the slave problem y is given so y becomes a normal variable.



$k_p t_s^p$ are the handling cost of product p per time unit multiplied times the handling time of product p at satelite s.



$t_{es}$ are the travel times from external site e to satelite s and $t_{sz}$ the travel times from s to customer zone z respectively.



$k_t$ are the operations cost for a truck t and $k_v$ the operations cost for a city freighter.



$u_t$ is the capacity of a truck and $u_v$ the cap. of a city freighter.



$g_{ez}^p$ is the demand of customer z for product p from external e



At satelite s there is a capacity of $u_s^T$ trucks and $u_s^V$ city freighters. If a satelite s is opened then at least $l_s^T$ trucks have to be used at the satelite.



The slave problem in the primal looks as follows:



begin{align*}
min Z left( f right) = &sum_{s in S} sum_{p in P} k_pt_s^p sum_{e in E}sum_{z in Z}sum_{t in T}sum_{vin V} f_{esz}^{pvt} + \
& sum_{p in P} left( sum_{e in E}sum_{s in S} t_{es}sum_{t in T} k_t sum_{z in Z} sum_{v in V} frac{f_{esz}^{pvt}}{u_t} + sum_{s in S}sum_{z in Z} t_{sz}sum_{v in V} k_v sum_{e in E}sum_{t in T} frac{f_{esz}^{pvt}}{u_v}right)
end{align*}

begin{align}
text{s.t.} quad &sum_{s in S}sum_{t in T}sum_{v in V} f_{esz}^{pvt} = g_{ez}^p quad forall e in E, z in Z, p in P \
& sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} leq u_s^T y_s quad forall sin S \
& sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} geq l_s^T y_s quad forall sin S \
& sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_v} leq u_s^V y_s quad forall sin S \
& y in lbrace 0,1 rbrace quad forall s in S \
& f_{esz}^{pvt} geq 0 quad forall e in E, z in Z, s in S, p in P ,v in V, t in T
end{align}



My current version of the dualization looks like this:
begin{align*}
max Z(f) sum_{s in S} u_s^T y_s alpha_s + sum_{s in S} l_s^T y_s gamma_s + sum_{s in S} u_s^V y_s beta_s + sum_{e in E}sum_{z in Z}sum_{p in P} g_{ez}^p delta_{ez}^p
end{align*}



begin{align}
text{s.t.} quad delta_{ez}^p &in mathbb{R} quad forall ein E, z in Z, p in P \
alpha_s &leq 0 quad forall s in S \
gamma_s &geq 0 quad forall s in S \
beta_s &leq 0 quad forall s in S \
frac{alpha_s+gamma_s}{u_t} + frac{beta_s}{u_v} &leq frac{t_{es}k_t}{u_t} + frac{t_{sz} * k_v}{u_v} quad forall e in E, s in S, t in T, z in Z, v in V \
delta_s &leq k_p t_s^p quad forall s in S, p in P, z in Z, e in E
end{align}



However, I am really unsure about the constraints. How do I know which variables should appear in which constraint and generally, what would be the correct formulation?










share|cite|improve this question











$endgroup$

















    0












    $begingroup$


    I am trying to use Bender's decomposition for a Location-Allocation Problem. The aim is to dualize the slave problem to generate the cuts for the Restricted Master Problem. Therefore, I have identified a slave problem and am trying to dualize it.



    The problem consists of a two-stage distribution network. There are external zones E outside of a city. Satelites S are potential locations for opening a satelite within the city. Between external zones and satelites only trucks T are operating. Delivery from satelites to customer zones Z within the city is done using eco-friendly city-freighters V.



    To give a bit of background I'll introduce the variables:
    We have two decision variables in the Master problem:



    begin{align*}f_{esz}^{pvt} &= text{flow of product } p in P text{ from external site } e in E text{ to satelite } s in S text{ using truck } t in T $ \
    &text{ and delivering to customer zone } z in Z text{ with city freighter } v in V \
    end{align*}

    begin{align*}
    y_s &= begin{cases} 1 & text{if satelite } s in S text{ is opened}, \
    0 & text{otherwise.} end{cases} \
    end{align*}

    In the slave problem y is given so y becomes a normal variable.



    $k_p t_s^p$ are the handling cost of product p per time unit multiplied times the handling time of product p at satelite s.



    $t_{es}$ are the travel times from external site e to satelite s and $t_{sz}$ the travel times from s to customer zone z respectively.



    $k_t$ are the operations cost for a truck t and $k_v$ the operations cost for a city freighter.



    $u_t$ is the capacity of a truck and $u_v$ the cap. of a city freighter.



    $g_{ez}^p$ is the demand of customer z for product p from external e



    At satelite s there is a capacity of $u_s^T$ trucks and $u_s^V$ city freighters. If a satelite s is opened then at least $l_s^T$ trucks have to be used at the satelite.



    The slave problem in the primal looks as follows:



    begin{align*}
    min Z left( f right) = &sum_{s in S} sum_{p in P} k_pt_s^p sum_{e in E}sum_{z in Z}sum_{t in T}sum_{vin V} f_{esz}^{pvt} + \
    & sum_{p in P} left( sum_{e in E}sum_{s in S} t_{es}sum_{t in T} k_t sum_{z in Z} sum_{v in V} frac{f_{esz}^{pvt}}{u_t} + sum_{s in S}sum_{z in Z} t_{sz}sum_{v in V} k_v sum_{e in E}sum_{t in T} frac{f_{esz}^{pvt}}{u_v}right)
    end{align*}

    begin{align}
    text{s.t.} quad &sum_{s in S}sum_{t in T}sum_{v in V} f_{esz}^{pvt} = g_{ez}^p quad forall e in E, z in Z, p in P \
    & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} leq u_s^T y_s quad forall sin S \
    & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} geq l_s^T y_s quad forall sin S \
    & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_v} leq u_s^V y_s quad forall sin S \
    & y in lbrace 0,1 rbrace quad forall s in S \
    & f_{esz}^{pvt} geq 0 quad forall e in E, z in Z, s in S, p in P ,v in V, t in T
    end{align}



    My current version of the dualization looks like this:
    begin{align*}
    max Z(f) sum_{s in S} u_s^T y_s alpha_s + sum_{s in S} l_s^T y_s gamma_s + sum_{s in S} u_s^V y_s beta_s + sum_{e in E}sum_{z in Z}sum_{p in P} g_{ez}^p delta_{ez}^p
    end{align*}



    begin{align}
    text{s.t.} quad delta_{ez}^p &in mathbb{R} quad forall ein E, z in Z, p in P \
    alpha_s &leq 0 quad forall s in S \
    gamma_s &geq 0 quad forall s in S \
    beta_s &leq 0 quad forall s in S \
    frac{alpha_s+gamma_s}{u_t} + frac{beta_s}{u_v} &leq frac{t_{es}k_t}{u_t} + frac{t_{sz} * k_v}{u_v} quad forall e in E, s in S, t in T, z in Z, v in V \
    delta_s &leq k_p t_s^p quad forall s in S, p in P, z in Z, e in E
    end{align}



    However, I am really unsure about the constraints. How do I know which variables should appear in which constraint and generally, what would be the correct formulation?










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      I am trying to use Bender's decomposition for a Location-Allocation Problem. The aim is to dualize the slave problem to generate the cuts for the Restricted Master Problem. Therefore, I have identified a slave problem and am trying to dualize it.



      The problem consists of a two-stage distribution network. There are external zones E outside of a city. Satelites S are potential locations for opening a satelite within the city. Between external zones and satelites only trucks T are operating. Delivery from satelites to customer zones Z within the city is done using eco-friendly city-freighters V.



      To give a bit of background I'll introduce the variables:
      We have two decision variables in the Master problem:



      begin{align*}f_{esz}^{pvt} &= text{flow of product } p in P text{ from external site } e in E text{ to satelite } s in S text{ using truck } t in T $ \
      &text{ and delivering to customer zone } z in Z text{ with city freighter } v in V \
      end{align*}

      begin{align*}
      y_s &= begin{cases} 1 & text{if satelite } s in S text{ is opened}, \
      0 & text{otherwise.} end{cases} \
      end{align*}

      In the slave problem y is given so y becomes a normal variable.



      $k_p t_s^p$ are the handling cost of product p per time unit multiplied times the handling time of product p at satelite s.



      $t_{es}$ are the travel times from external site e to satelite s and $t_{sz}$ the travel times from s to customer zone z respectively.



      $k_t$ are the operations cost for a truck t and $k_v$ the operations cost for a city freighter.



      $u_t$ is the capacity of a truck and $u_v$ the cap. of a city freighter.



      $g_{ez}^p$ is the demand of customer z for product p from external e



      At satelite s there is a capacity of $u_s^T$ trucks and $u_s^V$ city freighters. If a satelite s is opened then at least $l_s^T$ trucks have to be used at the satelite.



      The slave problem in the primal looks as follows:



      begin{align*}
      min Z left( f right) = &sum_{s in S} sum_{p in P} k_pt_s^p sum_{e in E}sum_{z in Z}sum_{t in T}sum_{vin V} f_{esz}^{pvt} + \
      & sum_{p in P} left( sum_{e in E}sum_{s in S} t_{es}sum_{t in T} k_t sum_{z in Z} sum_{v in V} frac{f_{esz}^{pvt}}{u_t} + sum_{s in S}sum_{z in Z} t_{sz}sum_{v in V} k_v sum_{e in E}sum_{t in T} frac{f_{esz}^{pvt}}{u_v}right)
      end{align*}

      begin{align}
      text{s.t.} quad &sum_{s in S}sum_{t in T}sum_{v in V} f_{esz}^{pvt} = g_{ez}^p quad forall e in E, z in Z, p in P \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} leq u_s^T y_s quad forall sin S \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} geq l_s^T y_s quad forall sin S \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_v} leq u_s^V y_s quad forall sin S \
      & y in lbrace 0,1 rbrace quad forall s in S \
      & f_{esz}^{pvt} geq 0 quad forall e in E, z in Z, s in S, p in P ,v in V, t in T
      end{align}



      My current version of the dualization looks like this:
      begin{align*}
      max Z(f) sum_{s in S} u_s^T y_s alpha_s + sum_{s in S} l_s^T y_s gamma_s + sum_{s in S} u_s^V y_s beta_s + sum_{e in E}sum_{z in Z}sum_{p in P} g_{ez}^p delta_{ez}^p
      end{align*}



      begin{align}
      text{s.t.} quad delta_{ez}^p &in mathbb{R} quad forall ein E, z in Z, p in P \
      alpha_s &leq 0 quad forall s in S \
      gamma_s &geq 0 quad forall s in S \
      beta_s &leq 0 quad forall s in S \
      frac{alpha_s+gamma_s}{u_t} + frac{beta_s}{u_v} &leq frac{t_{es}k_t}{u_t} + frac{t_{sz} * k_v}{u_v} quad forall e in E, s in S, t in T, z in Z, v in V \
      delta_s &leq k_p t_s^p quad forall s in S, p in P, z in Z, e in E
      end{align}



      However, I am really unsure about the constraints. How do I know which variables should appear in which constraint and generally, what would be the correct formulation?










      share|cite|improve this question











      $endgroup$




      I am trying to use Bender's decomposition for a Location-Allocation Problem. The aim is to dualize the slave problem to generate the cuts for the Restricted Master Problem. Therefore, I have identified a slave problem and am trying to dualize it.



      The problem consists of a two-stage distribution network. There are external zones E outside of a city. Satelites S are potential locations for opening a satelite within the city. Between external zones and satelites only trucks T are operating. Delivery from satelites to customer zones Z within the city is done using eco-friendly city-freighters V.



      To give a bit of background I'll introduce the variables:
      We have two decision variables in the Master problem:



      begin{align*}f_{esz}^{pvt} &= text{flow of product } p in P text{ from external site } e in E text{ to satelite } s in S text{ using truck } t in T $ \
      &text{ and delivering to customer zone } z in Z text{ with city freighter } v in V \
      end{align*}

      begin{align*}
      y_s &= begin{cases} 1 & text{if satelite } s in S text{ is opened}, \
      0 & text{otherwise.} end{cases} \
      end{align*}

      In the slave problem y is given so y becomes a normal variable.



      $k_p t_s^p$ are the handling cost of product p per time unit multiplied times the handling time of product p at satelite s.



      $t_{es}$ are the travel times from external site e to satelite s and $t_{sz}$ the travel times from s to customer zone z respectively.



      $k_t$ are the operations cost for a truck t and $k_v$ the operations cost for a city freighter.



      $u_t$ is the capacity of a truck and $u_v$ the cap. of a city freighter.



      $g_{ez}^p$ is the demand of customer z for product p from external e



      At satelite s there is a capacity of $u_s^T$ trucks and $u_s^V$ city freighters. If a satelite s is opened then at least $l_s^T$ trucks have to be used at the satelite.



      The slave problem in the primal looks as follows:



      begin{align*}
      min Z left( f right) = &sum_{s in S} sum_{p in P} k_pt_s^p sum_{e in E}sum_{z in Z}sum_{t in T}sum_{vin V} f_{esz}^{pvt} + \
      & sum_{p in P} left( sum_{e in E}sum_{s in S} t_{es}sum_{t in T} k_t sum_{z in Z} sum_{v in V} frac{f_{esz}^{pvt}}{u_t} + sum_{s in S}sum_{z in Z} t_{sz}sum_{v in V} k_v sum_{e in E}sum_{t in T} frac{f_{esz}^{pvt}}{u_v}right)
      end{align*}

      begin{align}
      text{s.t.} quad &sum_{s in S}sum_{t in T}sum_{v in V} f_{esz}^{pvt} = g_{ez}^p quad forall e in E, z in Z, p in P \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} leq u_s^T y_s quad forall sin S \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_t} geq l_s^T y_s quad forall sin S \
      & sum_{e in E}sum_{z in Z}sum_{p in P}sum_{t in T}sum_{v in V} frac{f_{esz}^{pvt}}{u_v} leq u_s^V y_s quad forall sin S \
      & y in lbrace 0,1 rbrace quad forall s in S \
      & f_{esz}^{pvt} geq 0 quad forall e in E, z in Z, s in S, p in P ,v in V, t in T
      end{align}



      My current version of the dualization looks like this:
      begin{align*}
      max Z(f) sum_{s in S} u_s^T y_s alpha_s + sum_{s in S} l_s^T y_s gamma_s + sum_{s in S} u_s^V y_s beta_s + sum_{e in E}sum_{z in Z}sum_{p in P} g_{ez}^p delta_{ez}^p
      end{align*}



      begin{align}
      text{s.t.} quad delta_{ez}^p &in mathbb{R} quad forall ein E, z in Z, p in P \
      alpha_s &leq 0 quad forall s in S \
      gamma_s &geq 0 quad forall s in S \
      beta_s &leq 0 quad forall s in S \
      frac{alpha_s+gamma_s}{u_t} + frac{beta_s}{u_v} &leq frac{t_{es}k_t}{u_t} + frac{t_{sz} * k_v}{u_v} quad forall e in E, s in S, t in T, z in Z, v in V \
      delta_s &leq k_p t_s^p quad forall s in S, p in P, z in Z, e in E
      end{align}



      However, I am really unsure about the constraints. How do I know which variables should appear in which constraint and generally, what would be the correct formulation?







      optimization linear-programming duality-theorems






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Jan 13 at 14:17







      user3578476

















      asked Jan 13 at 14:11









      user3578476user3578476

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