Soviet Rail Network, 1955

7. Network Flow

Reference: On the history of the transportation and maximum flow problems.

Alexander Schrijver in Math Programming, 91: 3, 2002.
Algorithm Design by va Tardos and Jon Kleinberg

Copyright 2005 Addison Wesley

Slides by Kevin Wayne

Maximum Flow and Minimum Cut

Minimum Cut Problem

Flow network.
Abstraction for material flowing through the edges.
G = (V, E) = directed graph, no parallel edges.
Two distinguished nodes: s = source, t = sink.
c(e) = capacity of edge e.

Max flow and min cut.

!

Two very rich algorithmic problems.

Cornerstone problems in combinatorial optimization.

Beautiful mathematical duality.

Nontrivial applications / reductions.

!

Data mining.
Open-pit mining.
Project selection.
Airline scheduling.
Bipartite matching.
Baseball elimination.
Image segmentation.

Network reliability.

15

15

10

10

15

30

Distributed computing.
Egalitarian stable matching.

10

Security of statistical data.

Network intrusion detection.

source

Multi-camera scene reconstruction.

Many many more . . .

Network connectivity.

capacity

15

sink

10

Cuts

Cuts

Def. An s-t cut is a partition (A, B) of V with s ! A and t ! B.

Def. An s-t cut is a partition (A, B) of V with s ! A and t ! B.

Def. The capacity of a cut (A, B) is:

Def. The capacity of a cut (A, B) is:

cap( A, B) =

" c(e)

cap( A, B) =

e out of A

10

" c(e)

e out of A

15

15

10

10

15

30

15

15

10

10

15

30

10

A
15

10

15

Capacity = 10 + 5 + 15
= 30

10
Capacity = 9 + 15 + 8 + 30
= 62

Minimum Cut Problem

Flows

Min s-t cut: find an s-t cut of minimum capacity.

Def. An s-t flow is a function that satisfies:

For each e ! E:
0 " f (e) " c(e)
For each v ! V {s, t}: " f (e) = " f (e)

(capacity)
(conservation)

e in to v

e out of v

Def. The value of a !flow f is: v( f ) =

" f (e) .

e out of s

!
0
2

5
4

10

4 4

0
15

15

4 0

30

15

15

10

10

15

30

10

0
5

0
0

4
6

0
A

15

10
Capacity = 10 + 8 + 10
= 28
7

capacity

15

flow

10

15 0

0
7

10

0
10

Value = 4
8

Flows

Maximum Flow Problem

Def. An s-t flow is a function that satisfies:

For each e ! E:
0 " f (e) " c(e)
For each v ! V {s, t}: " f (e) = " f (e)

Max flow problem: find s-t flow of maximum value.

(capacity)
(conservation)

e in to v

e out of v

Def. The value of a !flow f is: v( f ) =

" f (e) .

e out of s

!
6
2

10
10

4 4

0
15

4 0

30

3
5

9
5

15

15

flow

11

10

10

10

4 0

1
15

15

8
6

10

capacity

15 0

capacity

15

flow

14

Value = 24

4 0

30

10
9

8
6

10

10
10

11

9
0

15 0

10
10

14

Value = 28

10

Flows and Cuts

Flows and Cuts

Flow value lemma. Let f be any flow, and let (A, B) be any s-t cut.
Then, the net flow sent across the cut is equal to the amount leaving s.

Flow value lemma. Let f be any flow, and let (A, B) be any s-t cut.
Then, the net flow sent across the cut is equal to the amount leaving s.

" f (e) # " f (e) = v( f )

e out of A

e out of A

6
2
10
10

4 4

0
15

3
s

" f (e) # " f (e) = v( f )

e in to A

15

30

11

10

10

10

15 0

11
7

4 4

0
15

15

4 0

30

8
6

1
4 0

15

10

10

11

11

10
8

1
15

Value = 24

6
0

10

e in to A

15 0

11
7

10
10
10

Value = 6 + 0 + 8 - 1 + 11
= 24
12

Flows and Cuts

Flows and Cuts

Flow value lemma. Let f be any flow, and let (A, B) be any s-t cut.
Then, the net flow sent across the cut is equal to the amount leaving s.

Flow value lemma. Let f be any flow, and let (A, B) be any s-t cut. Then

" f (e) # " f (e) = v( f ) .

e out of A
e in to A
Pf. (by induction on |A|)
Base case: A = { s }.
Inductive hypothesis: assume true for all cuts (A, B) with |A| < k.
!
consider cut (A', B') with |A'| = k
A' = A " { v } for some v # {s, t}
By induction, cap(A, B) = v(f).
adding v to A increase cut capacity by " f (e) # " f (e) = 0 !

" f (e) # " f (e) = v( f )

e out of A

e in to A

6
9

4 4

0
15

15

2
10
10
3
s

6
0

1
15

4 0

11

15 0

30

10

10

A
Value = 10 - 4 + 8 - 0 + 10
= 24

t
v

10

11
4

e in to v

e out of v

10

A'
s

Before

13

After

Flows and Cuts

14

Flows and Cuts

Weak duality. Let f be any flow, and let (A, B) be any s-t cut. Then
the value of the flow is at most the capacity of the cut.

Weak duality. Let f be any flow. Then, for any s-t cut (A, B) we have
v(f) % cap(A, B).
Pf.

Cut capacity = 30 $

Flow value % 30

v( f ) =

e out of A

10

15

15

15

30

4
8

e in to A

B
t

" f (e)

e out of A

10

" c(e)

e out of A

10

= cap( A, B)

7
6

A
15

" f (e) # " f (e)

!
10

Capacity = 30
15

16

Certificate of Optimality

Towards a Max Flow Algorithm

Corollary. Let f be any flow, and let (A, B) be any cut.

If v(f) = cap(A, B), then f is a max flow and (A, B) is a min cut.

Greedy algorithm.
Start with f(e) = 0 for all edge e ! E.
Find an s-t path P where each edge has f(e) < c(e).
Augment flow along path P.
Repeat until you get stuck.
!

Value of flow = 28

Cut capacity = 28 $

Flow value % 28

9
2

1
15

10
10

4
5

5
9
15

8
8

15

4 0

14

10

15 0

10

30

0
10

30 0

10
10

14
4

0
20

10

20

Flow value = 0

7
17

18

Towards a Max Flow Algorithm

Towards a Max Flow Algorithm

Greedy algorithm.
Start with f(e) = 0 for all edge e ! E.
Find an s-t path P where each edge has f(e) < c(e).
Augment flow along path P.
Repeat until you get stuck.

Greedy algorithm.
Start with f(e) = 0 for all edge e ! E.
Find an s-t path P where each edge has f(e) < c(e).
Augment flow along path P.
Repeat until you get stuck.

locally optimality $ global optimality

1

20 X
0

20

10

30 X
0 20

20
20
t

10

20

X
0 20

0
10

greedy = 20

2
19

20
20
t

30 20

10
0

Flow value = 20

20
20
2

10
10

10
10

opt = 30

30 10

20
20
2
20

Residual Graph
Original edge: e = (u, v) ! E.
Flow f(e), capacity c(e).
!

Ford-Fulkerson Algorithm
capacity

flow
s

10

10

10

10

capacity

G:

Residual edge.
"Undo" flow sent.
e = (u, v) and eR = (v, u).
Residual capacity:

17

residual capacity

$c(e) " f (e) if e # E

c f (e) = %
if e R # E
& f (e)

11
6

residual capacity

Residual graph: Gf = (V, Ef ).

!
Residual edges with positive residual capacity.
Ef = {e : f(e) < c(e)} " {eR : c(e) > 0}.
!

21

22

Max-Flow Min-Cut Theorem

Proof of Max-Flow Min-Cut Theorem

Augmenting path theorem. Flow f is a max flow iff there are no

augmenting paths.

(iii) $ (i)
Let f be a flow with no augmenting paths.
Let A be set of vertices reachable from s in residual graph.
By definition of A, s ! A.
By definition of f, t & A.
!

Max-flow min-cut theorem. [Ford-Fulkerson, 1956] The value of the

max flow is equal to the value of the min cut.

Proof strategy. We prove both simultaneously by showing the TFAE:

(i) There exists a cut (A, B) such that v(f) = cap(A, B).
(ii) Flow f is a max flow.
(iii) There is no augmenting path relative to f.

v( f ) =

" f (e) # " f (e)

e out of A

e in to A

" c(e)

B
t

e out of A

= cap( A, B)

(i) $ (ii) This was the corollary to weak duality lemma.

(ii) $ (iii) We show contrapositive.

Let f be a flow. If there exists an augmenting path, then we can
improve f by sending flow along path.

original network

23

24

Augmenting Path Algorithm

Running Time
Assumption. All capacities are integers between 1 and C.

Augment(f, c, P) {
b ' bottleneck(P)
foreach e ! P {
if (e ! E) f(e) ' f(e) + b
else
f(eR) ' f(e) - b
}
return f
}

Invariant. Every flow value f(e) and every residual capacities cf (e)
remains an integer throughout the algorithm.

forward edge
reverse edge

Theorem. The algorithm terminates in at most v(f*) % nC iterations.

Pf. Each augmentation increase value by at least 1.
Corollary. If C = 1, Ford-Fulkerson runs in O(mn) time.

Ford-Fulkerson(G, s, t, c) {
foreach e ! E f(e) ' 0
Gf ' residual graph

Integrality theorem. If all capacities are integers, then there exists a

max flow f for which every flow value f(e) is an integer.
Pf. Since algorithm terminates, theorem follows from invariant.

while (there exists augmenting path P) {

f ' Augment(f, c, P)
update Gf
}
return f
}
25

26

Ford-Fulkerson: Exponential Number of Augmentations

7.3 Choosing Good Augmenting Paths

Q. Is generic Ford-Fulkerson algorithm polynomial in input size?

m, n, and log C

A. No. If max capacity is C, then algorithm can take C iterations.

0
X

Copyright 2005 Addison Wesley

Slides by Kevin Wayne

1 X
0 1

0 1
X
2

Algorithm Design by va Tardos and Jon Kleinberg

X
0

0 1
X

C
1 X
0 X
1 0

X
0 1

0
1 X
2

28

Choosing Good Augmenting Paths

Capacity Scaling

Use care when selecting augmenting paths.

Some choices lead to exponential algorithms.
Clever choices lead to polynomial algorithms.
If capacities are irrational, algorithm not guaranteed to terminate!

Intuition. Choosing path with highest bottleneck capacity increases

flow by max possible amount.
Don't worry about finding exact highest bottleneck path.
Maintain scaling parameter (.
Let Gf (() be the subgraph of the residual graph consisting of only
arcs with capacity at least (.

Goal: choose augmenting paths so that:

Can find augmenting paths efficiently.
Few iterations.
!

110

Choose augmenting paths with: [Edmonds-Karp, 1972]

Max bottleneck capacity.
Sufficiently large bottleneck capacity.
Fewest number of edges.

102
1

122

110

170

102

122

170

Gf

Gf (100)

29

30

Capacity Scaling

Capacity Scaling: Correctness

Assumption. All edge capacities are integers between 1 and C.
Integrality invariant. All flow and residual capacity values are integral.

Scaling-Max-Flow(G, s, t, c) {
foreach e ! E f(e) ' 0
( ' smallest power of 2 greater than or equal to C
Gf ' residual graph

Correctness. If the algorithm terminates, then f is a max flow.

Pf.
By integrality invariant, when ( = 1 $ Gf(() = Gf.
Upon termination of ( = 1 phase, there are no augmenting paths. !
!

while (( ) 1) {
Gf(() ' (-residual graph
while (there exists augmenting path P in Gf(()) {
f ' augment(f, c, P)
update Gf(()
}
( ' ( / 2
}
return f

31

32

Capacity Scaling: Running Time

Capacity Scaling: Running Time

Lemma 1. The outer while loop repeats 1 + *log2 C+ times.

Pf. Initially C % ( < 2C. ( decreases by a factor of 2 each iteration. !

Lemma 2. Let f be the flow at the end of a (-scaling phase. Then value
of the maximum flow is at most v(f) + m (.
Pf. (almost identical to proof of max-flow min-cut theorem)
We show that at the end of a (-phase, there exists a cut (A, B)
such that cap(A, B) % v(f) + m (.
Choose A to be the set of nodes reachable from s in Gf(().
By definition of A, s ! A.
By definition of f, t & A.

Lemma 2. Let f be the flow at the end of a (-scaling phase. Then the
proof on next slide
value of the maximum flow is at most v(f) + m (.

Lemma 3. There are at most 2m augmentations per scaling phase.

Let f be the flow at the end of the previous scaling phase.
L2 $ v(f*) % v(f) + m (2().
Each augmentation in a (-phase increases v(f) by at least (. !

v( f ) =

e out of A

Theorem. The scaling max-flow algorithm finds a max flow in O(m log C)
augmentations. It can be implemented to run in O(m2 log C) time. !

" c(e) #

e out of A

B
t

e in to A

" (c(e) # %) # "

e out of A

" f (e) # " f (e)

%

e in to A

" % # "%

e out of A

e in to A

$ cap(A, B) - m%
original network
33

34