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Stochastic Programming - Index of

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NETWORK PROBLEMS 279<br />

Figure 1<br />

Network used to demonstrate definitions.<br />

connected if for all Y ⊂N we have Q =[Y,N \Y ] ≠ ∅.<br />

We shall also need the following sets:<br />

F + (Y )={nodes j | k ∼ (i, j) fori ∈ Y }∪Y,<br />

B + (Y )={nodes j | k ∼ (j, i) fori ∈ Y }∪Y.<br />

The set F + (Y )containsY itself plus all nodes that can be reached directly<br />

(i.e. in one step) from a node in Y . Similarly B + (Y )containsY and all nodes<br />

from which Y can be reached directly.<br />

Two other sets that are very similar to F + (Y )andB + (Y )are<br />

F ∗ (Y )={nodes j |∃a directed path from some node i ∈ Y to node j}∪Y,<br />

B ∗ (Y )={nodes j |∃a directed path from node j to some node i ∈ Y }∪Y.<br />

Thus the sets F + and B + pick up immediate successors and predecessors,<br />

whereas F ∗ and B ∗ pick up all successors and predecessors.<br />

Example 6.1 Let us consider Figure 1 to briefly illustrate most <strong>of</strong> the<br />

concepts we have introduced.<br />

The node set N = {1, 2, 3, 4},andthearcsetE = {1, 2, 3, 4, 5}.Anexample<br />

<strong>of</strong> an arc is 5 ∼ (2, 3), since arc 5 starts at node 2 and ends at node 3. Let<br />

Y = {1, 3} and Y ′ = {2}. The network G(Y ) consists <strong>of</strong> nodes 1 and 3, and<br />

arc 2, since that is the only arc connecting nodes in Y . Furthermore, for the<br />

same Y and Y ′ ,wehave[Y,Y ′ ] + = {1}, since arc 1 is the only arc going from<br />

nodes 1 or 3 to node 2. Similarly [Y,Y ′ ] − = {5}. If we define Q =[Y,N \Y ]<br />

then Q + = {1, 4} and Q − = {5}. Therefore Q = {1, 4, 5} is a cut.<br />

Again, with the same definition <strong>of</strong> Y ,wehave<br />

Furthermore, we have<br />

b(Y )=(1, 0, 1, 0) T , a(Q + )=(1, 0, 0, 1, 0) T .<br />

F + ({1}) ={1, 2, 3}, F ∗ ({1}) ={1, 2, 3, 4},

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