I have to do a linear programming exercise but i have some problems regarding the result. I have a graph with N nodes and E edges, that is not acyclic, and each edge is associated to a cost. I have also two nodes (marked as B and E), and I have to find the maximum path cost from B to E. Also, each edge can be used at most k times and the total cost of the path must be at most C.
I have inserted also the constraint regarding the balance of each node as follow (where E are the edges and x[i,j] tells me how many times an edges is been used, and the two nodes B and E):
$\sum\nolimits_{j |(j,i) \in Edges} x(j,i) -\sum\nolimits_{j | (i,j) \in Edges} x(i,j) =0$
$\sum\nolimits_{j | (j,B) \in Edges} x(j,B) -\sum\nolimits_{j | (B,j) \in Edges} x(B,j) =-1$
$\sum\nolimits_{j | (j,E) \in Edges} x(j,E) -\sum\nolimits_{j | (E,j) \in Edges} x(E,j) =1$
The objective function is: $max \sum\nolimits_{(i,j) \in Edges} x(i,j)*cost(i,j)$
Other constraints:
$x(i,j) <= K \forall (i,j) \in Edges$
$\sum\nolimits_{(i,j) \in Edges} x(i,j)*cost(i,j) <= C$
When i run the LP solver the solution that it gives me, of course it includes a path from B to E, but also an other cyclic path that not includes nodes B and E.
Any suggestion?