@@ -62,12 +62,12 @@ A planner wants to minimize total transportation costs subject to the following
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The planner's problem can be expressed as the following constrained minimization problem:
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$$
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- \begin{align* }
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+ \begin{aligned }
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\min_{x_{ij}} \ & \sum_{i=1}^m \sum_{j=1}^n c_{ij} x_{ij} \\
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\mbox{subject to } \ & \sum_{j=1}^n x_{ij} = p_i, & i = 1, 2, \dots, m \\
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& \sum_{i=1}^m x_{ij} = q_j, & j = 1, 2, \dots, n \\
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& x_{ij} \ge 0 \\
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- \end{align* }
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+ \end{aligned }
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$$ (plannerproblem)
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This is an **optimal transport problem** with
@@ -105,12 +105,12 @@ Let
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Where $\mathbf{1}_n$ denotes $n$-dimensional column vector $(1, 1, \dots, 1)'$, our problem can now be expressed compactly as:
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$$
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- \begin{align * }
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+ \begin{aligned }
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\min_ {X} \ & \operatorname{tr} (C' X) \\
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\mbox{subject to } \ & X \ \mathbf{1}_ n = p \\
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& X' \ \mathbf{1}_ m = q \\
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& X \ge 0 \\
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- \end{align * }
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+ \end{aligned }
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$$
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We can convert the matrix $X$ into a vector by stacking all of its columns into a column vector.
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Our problem can now be expressed in terms of an $mn$-dimensional vector of decision variables:
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$$
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- \begin{align * }
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+ \begin{aligned }
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\min_ {z} \ & \operatorname{vec}(C)' z \\
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\mbox{subject to } \ & A z = b \\
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& z \ge 0 \\
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- \end{align * }
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+ \end{aligned }
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$$ (decisionvars)
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where
@@ -451,10 +451,10 @@ Let $u, v$ denotes vectors of dual decision variables with entries $(u_i), (v_j)
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The **dual** to **minimization** problem {eq}`plannerproblem` is the **maximization** problem:
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$$
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- \begin{align * }
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+ \begin{aligned }
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\max_ {u_i, v_j} \ & \sum_ {i=1}^m p_i u_i + \sum_ {j=1}^n q_j v_j \\
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\mbox{subject to } \ & u_i + v_j \le c_ {ij}, \ i = 1, 2, \dots, m;\ j = 1, 2, \dots, n \\
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- \end{align * }
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+ \end{aligned }
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$$ (dualproblem)
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The dual problem is also a linear programming problem.
@@ -476,10 +476,10 @@ Components of the vectors $u$ and $v$ of **values** are **shadow prices** of th
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We can write the dual problem as
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$$
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- \begin{align * }
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+ \begin{aligned }
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\max_ {u_i, v_j} \ & p u + q v \\
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\mbox{subject to } \ & A' \begin{bmatrix} u \\ v \\ \end{bmatrix} = \operatorname{vec}(C) \\
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- \end{align * }
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+ \end{aligned }
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$$ (dualproblem2)
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For the same numerical example described above, let's solve the dual problem.
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