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Re: [Help-glpk] financial compensation

From: glpk xypron
Subject: Re: [Help-glpk] financial compensation
Date: Wed, 05 Sep 2012 16:53:28 +0200

Hello Zvonko,

this is a pure LP problem:

# partners
set S;
# given flows;
set F, dimen 3;
# minimized flows
var f{S,S}, >=0;

minimize obj :
  sum{i in S, j in S} f[i,j];
s.t. c1{i in S} :
  sum{(j,i,x) in F} x - sum{(i,j,x) in F} x =
  sum{j in S} f[j,i]  - sum{j in S} f[i,j];


display f;


set S := A B C;
set F :=
 A B 7000
 B C 5000
 C A 2000;

Best regards


-------- Original-Nachricht --------
> Datum: Wed, 5 Sep 2012 08:13:18 +0000
> Von: Zvonko Bregar <address@hidden>
> An: "address@hidden" <address@hidden>
> Betreff: [Help-glpk] financial compensation

> Hello everyone,
> I came across a certain combinatorial problem.
> Of a mandatory debt compensation between firms.
> The problem can be stated as:
> You have a directed graph.
> Each vortex presents a firm (a company).
> Each (directed) link from A to B presents the money amount that the A-firm
> must pay to the B-firm.
> And the problem is to reduce all the redundant cycles,
> For example if A owes 7000 to B and B owes 5000 to C and C owes 2000 back
> to A then this cycle could be reduced by 2000 and the link between C and A
> becomes obsolete.
> My question is whether or not this problem can be formulated as a mixed
> integer linear program.
> If Yes, does it makes sense or it would be much better to apply some graph
> theory alghoritms for minimal trees, cycles etc.
> If it does make sense to apply MILP please point me to the literature.
> Thank you in advance
> Zvonko
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