Mathematical Programming

, Volume 66, Issue 1–3, pp 313–325 | Cite as

Minimum cost multiflows in undirected networks

  • A. V. Karzanov
Article

Abstract

LetN = (G, T, c, a) be a network, whereG is an undirected graph,T is a distinguished subset of its vertices (calledterminals), and each edgee ofG has nonnegative integer-valuedcapacity c(e) andcost a(e). Theminimum cost maximum multi(commodity)flow problem (*) studied in this paper is to find ac-admissible multiflowf inG such that: (i)f is allowed to contain partial flows connecting any pairs of terminals, (ii) the total value off is as large as possible, and (iii) the total cost off is as small as possible, subject to (ii). This generalizes, on one hand, the undirected version of the classical minimum cost maximum flow problem (when |T| = 2), and, on the other hand, the problem of finding a maximum fractional packing ofT-paths (whena ≡ 0). Lovász and Cherkassky independently proved that the latter has a half-integral optimal solution.

A pseudo-polynomial algorithm for solving (*) has been developed earlier and, as its consequence, the theorem on the existence of a half-integral optimal solution for (*) was obtained. In the present paper we give a direct, shorter, proof of this theorem. Then we prove the existence of a half-integral optimal solution for the dual problem. Finally, we show that half-integral optimal primal and dual solutions can be designed by a combinatorial strongly polynomial algorithm, provided that some optimal dual solution is known (the latter can be found, in strongly polynomial time, by use of a version of the ellipsoid method).

Keywords

Network Multicommodity flow Minimum cost flow Edge-disjoint paths 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1]
    B.V. Cherkassky, “A solution of a problem on multicommodity flows in a network,”Ekonomika i Matematicheskie Metody 13 (1) (1977) 143–151 (Russian).Google Scholar
  2. [2]
    J. Edmonds and R. Giles, “A min—max relation for submodular functions on directed graphs,” in: P.L. Hammer, E.L. Johnson, and B.H. Korte, eds.,Studies in Integer Programming (Annals of Discrete Mathematics, v. 1, 1977) 185–204.Google Scholar
  3. [3]
    L.R. Ford and D.R. Fulkerson,Flows in Networks (Princeton Univ. Press, Princeton, NJ, 1962).Google Scholar
  4. [4]
    A.V. Goldberg, E. Tardos, and R.E. Tarjan, “Network flow algorithms,” in: B. Korte, L. Lovász, H.J. Prömel, and A. Schrijver, eds.,Paths, Flows, and VLSI-Layout (Springer, Berlin et al., 1990) pp. 101–164.Google Scholar
  5. [5]
    A.V. Goldberg and R. Tarjan, “Finding minimum-cost circulations by canceling negative cycles,”Journal of the ACM 36 (4) (1989) 873–886.Google Scholar
  6. [6]
    M. Grötshel, L. Lovász, and A. Schrijver,Geometric Algorithms and Combinatorial Optimization (Springer, Berlin, 1988).Google Scholar
  7. [7]
    A.V. Karzanov, “A minimum cost maximum multiflow problem,” in:Combinatorial Methods for Flow Problems (Institute for System Studies, Moscow, 1979, issue 3) pp. 138–156 (Russian).Google Scholar
  8. [8]
    A.V. Karzanov, “Fast algorithms for solving two known undirected multicommodity flow problems,” in:Combinatorial Methods for Flow Problems (Institute for System Studies, Moscow, 1979, issue 3) pp. 96–103 (Russian).Google Scholar
  9. [9]
    A.V. Karzanov, “Unbounded fractionality in maximum-value and minimum-cost maximum-value multiflow problems,” in: A.A. Fridman, ed.,Problems of Discrete Optimization and Methods to Solve Them (Central Economical and Mathematical Inst., Moscow, 1987) pp. 123–135 (Russian).Google Scholar
  10. [10]
    A.V. Karzanov, “Polyhedra related to undirected multicommodity flows,”Linear Algebra and Its Applications 114/115 (1989) 294–328. (English translation in:American Mathematical Society Translations, Ser. 2, 158 (1994) 71–80.)Google Scholar
  11. [11]
    L.G. Khachiyan, “Polynomial algorithms in linear programming,”Zhurnal Vychislitelnoj Matematiki i Matematicheskoi Fiziki 20 (1980) 53–72 (Russian).Google Scholar
  12. [12]
    L. Lovász, “On some connectivity properties of Eulerian graphs,”Acta Mathematica Academiae Scientiarum Hungaricae 28 (1976) 129–138.Google Scholar
  13. [13]
    E. Tardos, “A strongly polynomial minimum cost circulation algorithm,”Combinatorica 5 (3) (1985) 247–255.Google Scholar
  14. [14]
    E. Tardos, “A strongly polynomial algorithm to solve combinatorial linear programs,”Operations Research 34 (1986) 250–256.Google Scholar

Copyright information

© The Mathematical Programming Society, Inc. 1994

Authors and Affiliations

  • A. V. Karzanov
    • 1
  1. 1.Institute for System AnalysisMoscowRussia

Personalised recommendations