Setting up large linear programming problem

I am trying to solve a large scale linear programming problem for allocation of flows between three types of nodes, a, b and c. Allowable flows are from a to a' F(a,a'), from a to b F(a,b), and flows from a to c F(a,c). Then flows from b to c F(b,c), and flows from b to a F(b,a). With flows between a=a' and other possible combinations between m and m and c to a,b equal to zero. Then I know the overall flow between a specific node and the other type of nodes, I mean for example, for each node a I know how much the sum of flows to nodes b anc c should be. The same for other nodes. My objective function would be to minimize the sum of the products of distance times flow
  • f= sum(i,j, Flow(i,j)*distance(i,j)) where i=a,b; j=a,b,c;subject to the following constraints
  • sum(j, Flow(i,j))=known total outlet flow from a to b's for each i=a; where j's=all b's
  • sum(j, Flow(i,j))=known total outlet flow from a to c's for each i=a; where j's=all c's
  • sum(i, Flow(i,j))=known total inlet flow from a's to b for each j=b; where i's=all a's
  • sum(j, Flow(i,j))=known total outlet flow from b to a's for each i=b; where j's=all a's
  • sum(j, Flow(i,j))=known total outlet flow from b to c's for each i=b; where j's=all c's
  • sum(i, Flow(i,j))=known total inlet flow from a's and b's to c for each j=c; where i's=all a's and all b's
Any help in how to set up this problem in matricial form to be used by linprog solver would be really appreciated.
Thanks

1 comentario

Shivam Chaturvedi
Shivam Chaturvedi el 19 de Abr. de 2016
You can try following the steps from this page to help you get started with setting up your problem to a matrix form that can be fed to linprog :

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