Network Flows

Maximum Flow Basics Ford-Fulkerson Preow-Push Lower Bounds Minimum Cost Flow
VU Algorithmics
Part IV: Network Flows
Mario Ruthmair, Markus Leitner, G unther Raidl
Algorithms and Data Structures Group
Institute of Computer Graphics and Algorithms
Vienna University of Technology
WS 2011/12
VU Algorithmics M. Ruthmair 1
Topics of this part
Maximum Flow Basics
Ford-Fulkerson Maximum Flow Algorithm
Preow-Push Maximum Flow Algorithm
Networks with Lower Capacity Bounds
Minimum Cost Flow Problem
Maximum Flows in Networks
Maximum Flows: Introduction
Maximum ow problem arises in a wide variety of situations:
Transport of petroleum products in a pipeline network.
Transmission of data between two stations in a telecommunication
network.
. . .
Subproblem in the solution of other, more dicult network
problems, e.g. minimum cost ow.
Literature:
R.K. Ahuja, T.L. Magnanti, J.B. Orlin: Network Flows,
Prentice Hall, 1993
Denition 1 (Flow Network)
A ow network is a 5-tuple A = (V, A, , s, t), with (V, A) being a
directed graph with node set V and arc set A, a function : A R
+
0
,
and two nodes s, t V, s ,= t. Function associates nonnegative
capacities to each arc (u, v), node s is called the source, node t the
target or sink.
Extension: (a) = 0 arcs a (V V)A.
Assumption
The network A is connected
(guaranteed by the extension (a) = 0 a (V V)A).
Assumption
The network A does not contain a directed path from s to t composed
only of innite capacity arcs.
Assumption
The network A does not contain parallel arcs (i.e., two or more arcs with
the same tail and head nodes).
Denition 2 (Flow)
A ow is a real function f : V V R with the following three
properties:
1. Skew symmetry:
f (u, v) = f (v, u) u, v V
2. Capacity constraints:
f (u, v) (u, v) u, v V
3. Flow conservation:
vV
f (u, v) = 0 u V s, t
f (u, v) is the net ow from node u to node v:
real ow of 4 units from u to v and of 3 units from v to u then the net ow
f (u, v) = 1 and f (v, u) = 1.
s
v
1
v
2
v
3
v
4
t
16
13
4
10
12
9
7
20
4
14
Figure: A ow network A with associated arc capacities (u, v).
16
13
4
10
12
9
7
20
4
14
11
12
15
7
4
8
1
11
4
s
v
1
v
2
v
3
v
4
t
Figure: A ow f (red) in the network A.
Denition 3 (Value of a Flow, Maximum Flow)
The value of a ow f is the total amount of ow reaching the sink t:
[f [ =
vV
f (v, t).
f

is a maximum ow when there is no ow g with [g[ > [f

[.
Denition 4 (Residual Capacity)
Given a ow f in the network A. The residual capacity of an arc
a V V in respect to f is dened as r
f
(a) = (a) f (a).
Notice: An arc a with r
f
(a) > 0 is called a residual arc where additional
ow can be supplemented; otherwise (r
f
(a) = 0) the arc is called
saturated.
Denition 3 (Value of a Flow, Maximum Flow)
The value of a ow f is the total amount of ow reaching the sink t:
[f [ =
vV
f (v, t).
f

is a maximum ow when there is no ow g with [g[ > [f

[.
Denition 4 (Residual Capacity)
Given a ow f in the network A. The residual capacity of an arc
a V V in respect to f is dened as r
f
(a) = (a) f (a).
Notice: An arc a with r
f
(a) > 0 is called a residual arc where additional
ow can be supplemented; otherwise (r
f
(a) = 0) the arc is called
saturated.
Denition 5 (Residual Network)
The graph G
f
= (V, A
f
) with A
f
being the set of all residual arcs (i.e.,
all arcs a with r
f
(a) > 0) is called the residual network in respect to a
given ow f .
Denition 6 (Augmenting Path)
A path P in the residual network G
f
from source s to sink t is called an
augmenting path in respect to a given ow f .
Notice: An augmenting path in G
f
can be used to increase the ow
from s to t leading to a new ow f

and residual network G
f
.
The graph G
f
= (V, A
f
) with A
f
being the set of all residual arcs (i.e.,
all arcs a with r
f
(a) > 0) is called the residual network in respect to a
given ow f .
Denition 6 (Augmenting Path)
A path P in the residual network G
f
from source s to sink t is called an
augmenting path in respect to a given ow f .
Notice: An augmenting path in G
f
can be used to increase the ow
from s to t leading to a new ow f

and residual network G
f
.
Denition 7 (Push)
The basic operation of augmenting a ow f along an arc (u, v) A by
some value x is referred to as a push.
Notice: f

(u, v) = f (u, v) + x f

(v, u) = f (v, u) x.
Increasing ow f in a network A:
1. Find augmenting path P from s to t in G
f
;
x minimum residual capacity along P.
2. Push x along P (this saturates at least one arc) f

.
3. [f

[ = [f [ + x
Denition 7 (Push)
The basic operation of augmenting a ow f along an arc (u, v) A by
some value x is referred to as a push.
Notice: f

(u, v) = f (u, v) + x f

(v, u) = f (v, u) x.
Increasing ow f in a network A:
1. Find augmenting path P from s to t in G
f
;
x minimum residual capacity along P.
2. Push x along P (this saturates at least one arc) f

.
3. [f

[ = [f [ + x
16
13
4
10
12
9
7
20
4
14
11
12
15
7
4
8
1
11
4
s
v
1
v
2
v
3
v
4
t
Figure: A ow f (red) in the network A.
5
5
3
11
12
5
7
15
4
3
8
11
4
11
5
s
v
1
v
2
v
4
v
3
t
Figure: The residual network G
f
in respect to f .
5
5
3
11
12
5
7
15
4
3
8
11
4
11
5
s
v
1
v
2
v
4
v
3
t
Figure: An augmenting path P in the residual network G
f
.
5
5
3
11
12
5
7
15
4
3
8
11
4
11
5
4
4
4
s
v
1
v
2
v
4
v
3
t
Figure: Minimum residual capacity along P: 4.
16
13
4
10
12
9
7
20
4
14
11
12
15
7
4
8
1
11
4
s
v
1
v
2
v
3
v
4
t
Figure: Flow f before push operation.
16
13
4
10
12
9
7
20
4
14
11
12
19
7
12
1
11
4
v
3
t
v
4
s
v
1
v
2
Figure: Flow f

after push operation (4 units along P).
Question: Flow f augmenting path P in G
f
pushes along P
new ow f

, but is f

really a ow (as dened before)?
Answer: Yes.
Proof:
Skew symmetry:
See push operation: f (u, v) + x f (v, u) x.
Capacity constraints:
Construction of G
f
: Residual capacity r
f
(a) gives the max.
amount of additional ow the arc a can carry.
Flow conservation:
u V s, t along P the net ow remains 0:
x is added to the incoming as well as outgoing ow of u.
Question: Flow f augmenting path P in G
f
pushes along P
new ow f

, but is f

really a ow (as dened before)?
Answer: Yes.
Proof:
Skew symmetry:
See push operation: f (u, v) + x f (v, u) x.
Capacity constraints:
Construction of G
f
: Residual capacity r
f
(a) gives the max.
amount of additional ow the arc a can carry.
Flow conservation:
u V s, t along P the net ow remains 0:
x is added to the incoming as well as outgoing ow of u.
Maximum Flow / Minimum Cut
Denition 8 (Cut, Capacity of a Cut)
A cut is a set of nodes S V with s S and t S, where S := V S;
i.e., a cut is a partition of V into two non-empty sets S and S.
The capacity of a cut is dened as the capacity of all arcs crossing the
cut from S to S:
(S, S) =
uS
vS
(u, v).
The number of possible cuts is 2
|V|2
.
Lemma 9 (Flow / Cut Capacity)
No ow f in a network A can have a value greater than the capacity of
any cut S.
Proof (using the denition of a ow 13):
[f [ = f (V, t)
(3)
= f (V, S) = f (S, S) + f (S, S) = f (S, S)
(2)
(S, S),
where f (A, B) =
uA
vB
f (u, v).
Implication: [f [ = f (S, S) for any ow f and any cut S in A.
Denition 10 (Saturated Cut)
A ow f saturates a cut S i f (S, S) = (S, S).
any cut S.
[f [ = f (V, t)
(3)
= f (V, S) = f (S, S) + f (S, S) = f (S, S)
(2)
(S, S),
where f (A, B) =
uA
vB
f (u, v).
any cut S.
[f [ = f (V, t)
(3)
= f (V, S) = f (S, S) + f (S, S) = f (S, S)
(2)
(S, S),
where f (A, B) =
uA
vB
f (u, v).
Theorem 11 (Max-Flow / Min-Cut)
Let f be a ow in a network A, then the following three conditions are
equivalent:
1. There is a cut S in A saturated by f .
2. f is a maximum ow in A.
3. There is no augmenting path P in the residual network G
f
.
Ford/Fulkerson and Elias/Feinstein/Shannon, 1956
The max-ow min-cut theorem is one of the central statements in
optimization theory!
16
13
4
10
12
9
7
20
4
14
11
12
19
7
12
1
11
4
v
3
t
v
4
s
v
1
v
2
Figure: Flow f

(after a push operation).
5
1
3
11
12
7
19
4
12
11
1
9
3
11
s
v
1
v
2
v
4
v
3
t
Figure: Residual network G
f
in respect to ow f

.
5
1
3
11
12
7
19
4
12
11
1
9
3
11
v
3
t
v
4
v
1
v
2
s
Figure: No augmenting path from s to t in G
f
.
16
13
4
10
12
9
7
20
4
14
11
12
19
7
12
1
11
4
v
3
t s
v
1
v
2
v
4
Figure: Maximum ow f

in network A.
Proof (max-ow min-cut theorem, circular reasoning):
12: saturated cut maximum ow [based on Lemma 9]
For any ow g and any cut S [g[ (S, S)
f max. ow, because f (S, S) = (S, S) due to condition 1.
23: maximum ow no augmenting path
If there would be an augmenting path, f could be increased
by some positive value x f would not be a max. ow.
31: no augmenting path saturated cut
Let S be the set of nodes in G
f
reachable from s s S,
and t / S due to condition 3 S is a cut
(u, v) A, u S, v S : f (u, v) = (u, v),
otherwise r
f
(u, v) > 0 (u, v) G
f
v could be reached
from s contradiction to denition of S.
f
(u, v) A, u S, v S : f (u, v) = (u, v),
otherwise r
f
(u, v) > 0 (u, v) G
f
v could be reached
f
(u, v) A, u S, v S : f (u, v) = (u, v),
otherwise r
f
(u, v) > 0 (u, v) G
f
v could be reached
Background: Why is it called the Max-Flow Min-Cut theorem?
Let f be a maximum ow in A. Lemma 9 states that [f [ is bounded
above by the capacity of any cut. Therefore a cut S with (S, S) = [f [
has to be a cut of minimum capacity; such a saturated cut exists due to
the theorem (21).
Suppose there is a cut S
with (S
, S
) < (S, S), then there must hold:

[f [ (S
, S
) < (S, S) = [f [ contradiction.

Problem became of major interest during cold war between the United
States and the Soviet Union from the mid-1940s until the early 1990s:
Where to hit the Soviet rail system to prevent transport of troops and
supplies to Eastern Europe?
Harris, Ross: Fundamentals of a Method for Evaluating Rail Net Capacities
Research Memorandum RM-1537, 1955
Ford-Fulkerson Algorithm
Proposed by Ford and Fulkerson 1962.
Directly motivated by the proof for the max-ow min-cut theorem:
3 (no augmenting path) 2 (maximum ow).
Basic idea:
Start with a null ow.
As long as there can be found an augmenting path:
Increase ow along this path.
Ford-Fulkerson algorithm is restricted to integer capacities!
Procedure FordFulkerson( )
i 0; /* initialization */ 1
f
i
null ow; 2
while augmenting path P from s to t in G
f
i
do /* algorithm */ 3
x minimum residual capacity along P; 4
augment ow of value x along P; 5
f
i +1
f
i
+ x; 6
i i + 1; 7
return f
i
; 8
Ford-Fulkerson Algorithm: Example
s
v
1
v
2
v
3
v
4
t
16
13
4
10
12
9
7
20
4
14
Figure: A ow network A with associated arc capacities (u, v).
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
Figure: A rst augmenting path in the original network A(G
f
0
).
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
4
4
4
4
4
Figure: Minimum capacity along the path: 4 ow f
1
.
13
4
10 7
20 12
5
4
4
4
10
8
4
s
v
1
v
2
v
3
v
4
t
4
f
1
.
13
4
10 7
20 12
5
4
4
4
10
8
4
s
v
1
v
2
v
3
v
4
t
4
Figure: Augmenting path in G
f
1
.
13
4
10 7
20 12
5
4
4
4
10
8
4
s
v
1
v
2
v
3
v
4
t
4
7
7
4
10
v
2
v
4
7
7
7
7
Figure: Minimum capacity along the path: 7.
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
7+4
4
7+4
4
4
7 7
7
Figure: New ow f
2
.
13
11
3 7
5
5
4
4
11
3
8
4
s
v
1
v
2
v
4
11
7
13
v
3
t
f
2
.
13
11
3 7
5
5
4
4
11
3
8
4
s
v
1
v
2
v
4
11
7
13
v
3
t
f
2
.
13
11
3 7
5
5
4
4
11
3
8
4
s
v
1
v
2
v
4
11
7
13
v
3
t
8
8
8
8
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
11
8+4
11
4
4
7 7-7
8+7
8
1
Figure: New ow f
3
.
3
11 7
5
5
4
4
11
3
v
1
v
4
11
15
5
t
5
8
s
v
2
12
v
3
f
3
.
3
11 7
5
5
4
4
11
3
v
1
v
4
11
15
5
t
5
8
s
v
2
12
v
3
f
3
.
3
11 7
5
5
4
4
11
3
v
1
v
4
11
15
5
t
5
8
s
v
2
12
v
3
4
4
4
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
11
12
11
4
4-4
7
4+15
4+8
1
Figure: New ow f
4
.
3
11 7
5
4
11
3
v
1
v
4
11
19
1
t
1
12
s
v
2
12
9
v
3
f
4
, no augmenting s t path.
16
13
4
10
12
9
7
20
4
14
s
v
1
v
2
v
3
v
4
t
11
12
11
4
7
19
12
1
Figure: The maximum ow f
4
in the network A.
Correctness (without proof): Ford-Fulkerson algorithm terminates
computing the maximum ow in case the capacities in the ow network
A are integral.
The maximum ow f

is integral.
Runtime:
Null ow: ([A[).
Find augmenting path, DFS / BFS: ([A[).
Number of augmenting paths: O([f

[).
Integrality condition f is increased at least by 1 in each iteration.
Ford-Fulkerson algorithm runs in time O([A[[f

[) (worst case).
Correctness (without proof): Ford-Fulkerson algorithm terminates
computing the maximum ow in case the capacities in the ow network
A are integral.
The maximum ow f

is integral.
Runtime:
Null ow: ([A[).
Find augmenting path, DFS / BFS: ([A[).
Number of augmenting paths: O([f

[).
Integrality condition f is increased at least by 1 in each iteration.
Ford-Fulkerson algorithm runs in time O([A[[f

[) (worst case).
Ford-Fulkerson Algorithm: Problems
Problem: Pseudopolynomial running time:
10
6
s t
v
1
s
10
6
10
6
10
6
1
10
6
1 10
6
10
6
1 10
6
1
1
1
t
v
2
v
1
v
2
Figure: Flow network A with [f

[ = 210
6
, where the
Ford-Fulkerson algorithm requires time ([A[[f

[).
10
6
s t
v
1
s
10
6
10
6
10
6
1
10
6
1 10
6
10
6
1 10
6
1
1
1
t
v
2
v
1
v
2
Improvement: Edmonds-Karp Algorithm (1972)
Two heuristics for choosing augmenting paths:
Fat Pipes:
Augmenting path with largest bottleneck value;
running time O([A[
2
log [A[log [f

[). (modied Prims MST)
Short Pipes:
Shortest (in respect to number of arcs) augmenting path;
running time O([V[[A[
2
). (BFS)
Problem: Capacities R, irrational capacities:
Rational capacities: Scale to integer running time can explode
(pseudopolynomial).
Irrational capacities: Algorithm can loop forever and may converge
to a wrong maximum ow value.
Sketch of Proof
Details: Uri Zwick:
The smallest networks on which the Ford-Fulkerson maximum
ow procedure may fail to terminate. (1993)
Basic idea:
Use a network A to simulate the computation of a sequence a
i
.
a
i
: a
0
= 1
a
1
= =
51
2
0.62
a
i
= a
i 2
a
i 1
i 2
.
.
.
a
2
= a
0
a
1
= 1 =
2
a
3
=
2
= (1 ) =
2
=
3
a
i
=
i
s t
v
2
v
1
v
4
v
3
M
M
M
M
M
M
1
1
a
1
a
0
Figure: Flow network A with irrational capacity
=
51
2
0.62, M = some large integer.
Maximum ow [f

[ = 2M + 1.
v
1
v
4
1
1
s t
v
2
v
3
1
1
f

= 1
First ow to initialize the network A; f

= a
0
.
v
1
1
1
s t
v
2
v
4
v
3
0
0
0
f

= 1
The rst residual network
(only the residual arcs and capacities of the critical edges between
the nodes v
i
, i = 1 . . . 4, are illustrated).
Sequence of augmenting paths p
i
, i = 1 . . . 3, to simulate the
computation of a
i
(innite loop):
p
1
p
2
p
1
p
3
. . .
p
1
: p
3
: p
2
:
1
1
t
0
0
0
v
1
s
v
2
v
4
v
3
f

= 1 +
Flow along augmenting path p
1
; bottleneck arc: v
1
v
2
.
p
1
:
v
1
1
s t
v
2
v
4
v
3
0
1
f

= 1 +
Residual network
(capacity of residual arc v
3
v
4
= a
2
).
1
t
v
4
0
1
v
1
s
v
2
v
3
f

= 1 + +
2
; bottleneck arc: v
2
v
1
.
p
2
:
v
1
1
s t
v
2
v
4
v
3
0
0
1
f

= 1 + +
Residual network
(capacities of residual arcs v
1
v
2
and v
2
v
3
resetted).
1
t
0
0
1
v
1
s
v
2
v
4
v
3
1
1
f

= 1 + + + (1)
1
; bottleneck arc: v
3
v
4
.
p
1
:
v
1
s t
v
2
v
4
v
3
1 (1)
1
1
0
f

= 1 + + + (1)
Residual network
1
v
2
= a
3
).
v
1
t
1 (1)
1
1
0
s
v
2
v
4
v
3
1
1
f

= 1 + + + (1) + (1)
3
; bottleneck arc: v
3
v
2
.
p
3
:
v
1
s t
v
2
v
4
v
3
1 (1)
1 0
1
f

= 1 + + + (1) + (1)
Residual network
3
v
4
resetted).
v
1
s t
v
2
v
4
v
3
1
2
=
3
a
2
a
3
1 =
2
f

= 1 + + + (1) + (1)
Residual network
(p
1
p
2
p
1
p
3
: a
1
a
3
and a
0
a
2
).
f

= 1 + + + (1) + (1) +. . . =
= 1 + 2 + 2
2
+ 2
3
+. . . =
= 1 + 2
i =1
i
= (geometric series)
= 1 + 2
1
1
2 =
= 2 +
5 < 5.
Remember:
Maximum ow [f

[ in network A: 2M + 1.
s t
v
2
v
1
v
4
v
3
M
M
M
M
M
M
1
1
Drawback of all augmenting path algorithms:
t

s
.
.
.
1
1
1
1

1
1
1
1
Figure: Sending ow along a s t path is a computationally expensive
operation, it requires O(n) time in worst case.
Improvement: Preow-Push algorithms.
Preflow-Push Algorithm
Generic Preow-Push Algorithm
Proposed by Goldberg and Tarjan 1988.
Running time: O([V[
2
[A[).
For comparison, the Edmonds-Karp algorithms:
O([A[
2
log [A[log [f

[) resp. O([V[[A[
2
).
Basic idea:
Relax ow conservation rule.
Push ow along individual arcs, not along complete s t paths.
Every node has an overfall basin of unlimited size to buer ow.
Direct ow from basins with excess to the target t.
Preow-Push algorithm is not restricted to integer capacities!
Denition 12 (Preow)
A preow is a real function f : V V R with the following three
properties:
1. Skew symmetry:
f (u, v) = f (v, u) u, v V
f (u, v) (u, v) u, v V
3. Excess condition:
uV
f (u, v) = e
f
(v) 0 v V s
Intermediate stages:
Augmenting path algorithms feasible ows.
Preow-push algorithms infeasible ows (preows).
s
v
1
v
2
v
3
v
4
t
16
13
4
10
12
9
7
20
4
14
Figure: Illustration of the preow-push algorithm (basic idea, no labels).
16
13
4
10
12
9
7
20
4
14
16
13
v
1
v
2
v
3
v
4
t
+16
+13
s
Figure: Initialization: Saturate all arcs having s as their source node;
e
f
(v
1
) = 16, e
f
(v
2
) = 13.
16
13
4
10
12
9
7
20
4
14
16
13
v
3
v
4
t
+16
+13
s
v
1
v
2
f
; two nodes ,= t with excess continue.
16
13
4
10
12
9
7
20
4
14
16
13
v
3
v
4
t
+17
s
12
4
+12
v
1
v
2
Figure: Push excess of v
1
(e
f
(v
1
) = 16) to nodes v
2
and v
3
;
e
f
(v
2
) = 13 + 4, e
f
(v
3
) = 12.
16
13
8
6
12
9
7
20
4
14
16
13
v
4
t
+17
s
12
4
+12
v
1
v
2
v
3
f
16
13
8
6
12
9
7
20
4
14
16
13
v
4
t
+17
s
12
4
+12
v
1
v
2
12
v
3
3
(e
f
(v
3
) = 12) to the target node t;
e
f
(v
2
) = 17, e
f
(t) = 12.
16
13
8
6
12
9
7
4
14
16
13
v
4
+17
s
12
4
+12
v
1
v
2
12 12
8
t
v
3
f
; one node ,= t with excess continue.
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+12
v
1
12 12
8
t
v
3
+14
v
2
v
4
14
Figure: Push as much as possible excess of v
2
(e
f
(v
2
) = 17) to node v
4
;
e
f
(v
2
) = 17 14, e
f
(v
4
) = 14, e
f
(t) = 12.
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+12
v
1
12 12
8
t
v
3
+14
v
2
v
4
14
f
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+16
v
1
12 12
8
t
v
3
+3
v
2
14
4
7
+7
v
4
Figure: Push as much as possible excess of v
4
(e
f
(v
4
) = 14) to v
3
and t;
e
f
(v
2
) = 3, e
f
(v
3
) = 7, e
f
(v
4
) = 14 11, e
f
(t) = 12 + 4.
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+16
v
1
12 12
8
+3
v
2
v
4
14
4
7
+7
t
v
3
f
; three nodes ,= t with excess continue.
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+23
v
1
12+7 19
8
+3
v
2
v
4
14
4
7
t
v
3
3
(e
f
(v
3
) = 7) to the target node t;
e
f
(v
2
) = 3, e
f
(v
4
) = 3, e
f
(t) = 16 + 7.
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+23
v
1
19 12
1
+3
v
2
v
4
14
4
7
t
v
3
f
16
13
8
6
12
9
7
4
14
16
13
+3
s
12
4
+23
v
1
19 12
1
+3
v
2
v
4
14
4
7
t
v
3
Figure: No possibility to push excess of nodes v
2
and v
4
to target t
send excess back to source s.
16
13
8
6
12
9
7
4
14
16
13
+6
s
12
4
+23
v
1
19 12
1
v
2
14-3
4
7
t
v
3
v
4
4
(e
f
(v
4
) = 3) back to v
2
;
e
f
(v
2
) = 3 + 3, e
f
(t) = 23.
3
11
16
13
8
6
12
9
7
4
16
13
+6
s
12
4
+23
v
1
19 12
1
v
2
11
4
7
t
v
3
v
4
f
3
11
16
13
8
6
12
9
7
4
16
13
+6
s
12
4-6
+23
v
1
19 12
1
11
4
7
t
v
3
v
4
v
2
2
(e
f
(v
2
) = 6) back to v
1
;
e
f
(v
1
) = 6, e
f
(t) = 23.
3
11
16
13
2
12
12
9
7
4
16
13
+6
s
12
+23
v
1
19 12
1
11
4
7
t
v
3
v
4
v
2
2
f
3
11
16
13
2
12
12
9
7
4
16-6
13
+6
s
12
+23
19 12
1
11
4
7
t
v
3
v
4
v
2
2
v
1
1
(e
f
(v
1
) = 6) back to source node s;
e
f
(t) = 23.
6
10
3
11
13
2
12
12
9
7
4
10
13
s
12
+23
19 12
1
11
4
7
t
v
3
v
4
v
2
2
v
1
f
; no node ,= t with excess terminate.
+23
16
13
4
10
12
9
7
20
4
14
10
12
19
13
11
4
v
3
t s
v
1
v
2
v
4
7
2
Figure: Valid maximum ow within network A: [f

[ = e
f
(t) = 23.
Denition 13 (Label / Height of a Node; Valid Labeling)
Label / Height: Function d : V N
0
.
A labeling is called valid:
d(s) = [V[ = n and d(t) = 0
d(u) d(v) + 1 residual arcs (u, v) in G
f
h
h +1
h +2
h 1
h 2

u
v
u v u
v
u
v
Figure: Valid and invalid labeling of nodes u and v in a residual network G
f
;
declining arcs are only allowed if the dierence in height is not more than 1.
Denition 14 (Admissible Arc)
An arc (u, v) in G
f
(i.e., f (u, v) < (u, v)) is called admissible i
d(u) = d(v) + 1 (declining arc).
Denition 15 (Active Node)
A node v V s, t is called active i the excess e
f
(v) > 0.
Denition 16 (Saturating / Nonsaturating Push)
Let u be an active node.
A saturating push of value x along a residual arc (u, v) in G
f
removes
this arc from the residual network (x = r
f
(u, v)).
A nonsaturating push along (u, v) reduces excess at u to zero
(e
f
(u) = x < r
f
(u, v)).
Procedure push(u,v)
/* precondition: u active, (u, v) admissible */
x minr
f
(u, v), e
f
(u); 1
f (u, v) f (u, v) + x; 2
f (v, u) f (u, v); 3
Procedure lift(u)
/* precondition: u active, no admissible arc (u, v) */
d(u) d(u) + 1; 1
Procedure GenericPreflowPush(u,v)
d(s) n; /* initialization */ 1
forall v V s do d(v) 0; 2
forall (u, v) A do f (u, v) = f (v, u) 0; 3
forall (s, v) A do 4
f (s, v) (s, v); 5
f (v, s) f (s, v); 6
while active node u G
f
if admissible arc (u, v) G
f
then 8
push(u, v); 9
else 10
lift(u); 11
Lemma 17 (Labeling / Preow)
The labeling d is always valid and f is always a preow.
Proof:
lift(u):
Preow: After initialization ow f is a preow;
f is not modied by a lift() operation.
Validity: After initialization labeling d is valid (only because of
saturation of arcs (s, v));
preconditions of lift() operation: (u, v) G
f
:
d(u) d(v), otherwise push() would have been called
d(u) + 1 cannot lead to an invalid labeling.
Lemma 17 (Labeling / Preow)
The labeling d is always valid and f is always a preow.
Proof:
push(u,v):
Preow: Skew symmetry, capacity constraints, excess condition.
Validity: 2 dierent cases:
Nonsaturating push: Perhaps arc (v, u) G
f
after
push() operation; precondition: d(u) = d(v) + 1
d(v) d(u) + 1 valid labeling.
Saturating push: Arc (u, v) will no longer be part of
G
f
no condition to be met.
Lemma 18 (No Augmenting Path)
Let d be a valid labeling, and f a preow: There exists no augmenting
path from s to t in G
f
.
Proof:
An augmenting path from s to t cannot consist of more than n 1
([V[ = n) arcs. Due to the denition of a valid labeling d(s) = n,
d(t) = 0, and there exists no arc (u, v) G
f
with d(u) > d(v) + 1.
With a valid labeling it is not possible to connect a node at height n with
a node at height 0 without skipping at least one level if the path
consists of only n 1 arcs.
Lemma 19 (Partial Correctness of Preow Push Algorithm)
In case the generic preow-push algorithm terminates f is a maximum
ow in the network A.
Proof:
Algorithm terminates
no active nodes, i.e., e
f
(v) = 0 v V s, t
f is not only a preow but a ow;
according to Lemma 18 there exists no augmenting s t path in G
f
,
f is a valid ow
f is a maximum ow.
Still to proof: Algorithm terminates. Worst-case runtime?
Lemma 20 (Excess Nodes Connected To Source)
Let f be a preow and u an active node, i.e., e
f
(u) > 0:
There exists a path from u to source s in the residual graph G
f
.
Proof:
Let T V be the set of nodes reachable from u in G
f
, and T = V T,
then the following holds:
vT
e
f
(v) = f (V, T) = f (T, T) + f (T, T)
(1)
= f (T, T) 0.
f
(u) > 0:
f
.
Proof:
f
, and T = V T,
vT
e
f
(v) = f (V, T) = f (T, T) + f (T, T)
(1)
= f (T, T) 0.
f (T, T) cannot be positive: A ow f (w, v) > 0 from a node w T to a
node v T would lead to a residual arc (v, w) in G
f
contradiction to
the denition of T (v is reachable from u, but an arc (v, w) would make
node w also reachable from u w T and w T ).
f
(u) > 0:
f
.
Proof:
f
, and T = V T,
vT
e
f
(v) = f (V, T) = f (T, T) + f (T, T)
(1)
= f (T, T) 0.
Excess condition (preow denition): e
f
(v) 0 v V s, and u is
an active node (e
f
(u) > 0) there has to be a negative term in the sum
above the source node s has to be element of set T and is therefore
reachable from u.
Lemma 21 (Height Restriction)
For every node u V: d(u) 2n 1.
Proof:
It is sucient to proof this for active nodes, because inactive nodes are
not lifted:
Lemma 20: There is a path P from u to s in the residual graph G
f
,
which cannot consist of more than n 1 arcs;
d(s) = n and a valid labeling
d(s) + n 1 is an upper bound for the height of u,
i.e., d(u) 2n 1.
Lemma 22 (Number of Relabel Operations)
The number of relabel resp. lift() operations is bounded above by 2n
2
.
Proof:
Direct consequence of Lemma 21:
lift() increases the height of a node by 1,
no operation decreases the height of a node,
n 2 nodes (without s, t),
2n 1 is an upper bound for the height of each node
a maximum of 2n
2
5n + 2 2n
2
lift() operations can be
performed.
Lemma 23 (Number of Saturating Pushes)
The number of saturating push() operations is bounded above by 2nm
(m = [A[).
Proof:
For two consecutive saturating pushes along an arc (u, v) A the
heights of the nodes u and v have to increase at least by 2.
u
v
v
v
u
u
=2
=2
Figure: Saturating push along (u, v) removes this arc from
G
f
; to perform another saturating push along it there have
to be a push along (v, u) to bring back (u, v) into G
f
.
Lemma 23 (Number of Saturating Pushes)
The number of saturating push() operations is bounded above by 2nm
(m = [A[).
Proof:
For two consecutive saturating pushes along an arc (u, v) A the
heights of the nodes u and v have to increase at least by 2.
2n 1 is an upper bound for the height of the nodes u and v
arc (u, v) can be saturated maximum n times,
the number of arcs in G
f
can be up to 2m (for every arc (u, v) A
there can also be an arc (v, u) G
f
)
number of saturating pushes is bounded above by n2m.
Lemma 24 (Number of Nonsaturating Pushes)
The number of nonsaturating push() operations is 6n
2
m.
Proof:
Let X be the changing over time set of active nodes. We dene the
following potential function:
=
uX
d(u)
At the beginning = 0, and during execution of the algorithm 0.
2
m.
Proof:
A nonsaturating push along arc (u, v) reduces the excess at u to 0
X = Xu. Let
be the resulting potential.
d(u) if v was already X, or v = t,

d(u) + d(v) if v was / X,

d(u) + d(v) = 1,
because (u, v) has to be an admissible arc d(v) = d(u) 1.
2
m.
Proof:
Saturating pushes:
Push along (u, v) can insert v into set X,
d(v) 2n 1 (Lemma 21),
number of saturating pushes = 2nm (Lemma 23)
saturating pushes can increase at most by 4n
2
m.
2
m.
Proof:
lift() operations:
lift(u) increases d(u) by 1,
number of lift() operations is bounded by 2n
2
(Lemma 22)
lift() operations can increase at most by 2n
2
.
The number of nonsaturating pushes is bounded above by
4n
2
m + 2n
2
6n
2
m.
Theorem 25 (Correctness of Preow Push Algorithm)
The generic preow-push algorithm terminates after O(n
2
m) push()
and lift() operations, and calculates the maximum ow f in the
network A.
Proof:
Direct consequence of the Lemmas 17 to 24.
Note: This theorem also proofs that every network A = (V, A, , s, t)
has a maximum ow.
Preow-Push Algorithm: Improvements
Improvements without changing the worst case runtime complexity:
Denition 26 (Maximum Preow)
A preow with the maximum possible ow into target node t is called a
maximum preow.
Denition 27 (V
)
V
V is the set of nodes with no directed path to t in the residual

network G
f
(nodes disconnected from sink).
After initialization V
= s.
Generic preow-push algorithm performs push() and lift() operations
at active nodes until
1. all excess reaches target node t, or
2. excess returns to the source node s.
Maximum preow established
push excess of active nodes back to s (to transform preow into a
ow)
a substantially large number of subsequent push()/lift()
operations is required to raise these nodes until they are suciently
higher than n.
Improvement 1:
Start with set V
= s.
V
u, if d(u) n.
Perform no push()/lift() on nodes V
.
Stop algorithm when there are no active nodes in V V
.
At termination, the current preow is also an optimal preow
convert maximum preow into maximum ow [exercise]
substantial reduce in running time due to empirical tests.
Improvement 2:
Start with set V
= s.
Occasionally perform reverse BFS from t in G
f
to
obtain exact labels / heights, and to
add all nodes not reachable from t to V
.
Perform no push()/lift() on nodes V
.
Stop algorithm when there are no active nodes in V V
.
Occasionally: After n lift() operations ( constant)
does not change the worst case complexity [exercise].
Improvements changing the worst case runtime complexity:
Bottleneck: Number of nonsaturating pushes.
Dierent rules to select active nodes various algorithms that can
substantially reduce these bottleneck operations.
Denition 28 (Node Examination)
Whenever an active node u is selected by the algorithm, it keeps pushing
ow from that node until
the excess of u becomes 0 (saturating pushes except the last one
which could be a nonsaturating push), or
u is lifted.
This sequence of operations is referred to as node examination.
FIFO Preow-Push Algorithm:
All active nodes are stored in a queue Q.
Get node u from Q, examine u:
Add new active nodes to rear of Q;
if u is lifted (still excess available) add u to rear of Q and continue
with next node in Q;
if u becomes inactive continue with next node in Q.
Stop algorithm when queue of active nodes is empty.
Worst case running time: O(n
3
).
Highest-Label Preow-Push Algorithm:
Push ow from an active node u with highest distance label d(u).
How to select a node with highest d() without too much eort?
active[k], k = 0, . . . , 2n 1: list of active nodes with d() = k.
level: highest value of k where active[k] is nonempty:
lift(u) of an examined node u level = level + 1
active[k] gets empty without lift() operation
check active[k-1], active[k-2], . . . , until nonempty list found;
total increase in level bounded by 2n
2
decrease = O(2n
2
).
Worst case: O(n
2
m), currently most ecient method in practise.

Maximum Flow: Networks
with Lower Capacity Bounds
Denition 29 (Flow Network with Lower and Upper Bounds)
A ow network with lower and upper capacity bounds is a 6-tuple
A = (V, A,
L
,
U
, s, t), with (V, A) being a directed graph with node
set V and arc set A, two nodes s, t V, s ,= t, and two functions
L
,
U
: A R
0
, the lower (
L
) and upper (
U
) capacity bounds,
respectively.
It must hold:
L
(a)
U
(a) arcs a A.
Extension:
L
(a) =
U
(a) = 0 arcs a (V V)A.
Denition 30 (Flow with Nonnegative Lower Bounds)
A ow is a real function f : V V R with the following two properties:
L
(u, v) f (u, v)
U
(u, v) u, v V
2. Flow conservation:
vV
f (v, u)
vV
f (u, v) = 0 u V s, t
Note: Skew symmetry has to be discarded.
Problem: No guarantee that there is a feasible solution to the maximum
ow problem in an arbitrary network A with nonnegative lower and
upper bounds:
[5,10]
v s t
[2,4]
[
L
,
U
]
Figure: A ow network A with no feasible solution.
Problem: No guarantee that there is a feasible solution to the maximum
ow problem in an arbitrary network A with nonnegative lower and
upper bounds:
[5,10]
v s t
[2,4]
[
L
,
U
]
Figure: A ow network A with no feasible solution.
Two-phase approach to solve the maximum ow problem:
1. Determine whether the problem is feasible, and if so
2. compute a maximum ow in a transformed network A
without lower bounds.

Phase 2 (Maximum Flow):
Precondition:
f is a feasible ow, in particular:
L
(a) f (a)
U
(a) a (V V).
Build residual graph G
f
using the following residual capacities:
r
f
(u, v) =
U
(u, v) f (u, v)
f (v, u)
L
(v, u)
Note: r
f
(u, v) is always nonnegative.
Compute maximum ow f
+
in G
f
, and
combine initial feasible ow f and f
+
to get the maximum ow f

of
original network A with lower and upper capacity bounds [exercise].
Generalized Maximum Flow / Minimum Cut Theorem:
Denition 31 (Capacity of a Cut [Extension])
The capacity of a s t cut (S, S), s S, t S, in a ow network A
with nonnegative lower bounds is dened as follows:
(S, S) =
U
(S, S)
L
(S, S) =
uS
vS
U
(u, v)
vS
uS
L
(v, u)
Remember:
[f [ = f (S, S) =
uS
vS
f (u, v)
vS
uS
f (v, u).
Substitute ow by the corresponding capacity bounds:
f (u, v)
U
(u, v)
L
(v, u) f (v, u)
[f [
uS
vS
U
(u, v)
uS
vS
L
(v, u) = (S, S)
Optimality criterion for maximum ow: No augmenting s t path in G
f
there exists a s t cut (S, S) with all r
f
(u, v) = 0, u S, v S:
r
f
(u, v) =
U
(u, v) f (u, v)
f (v, u)
L
(v, u)
r
f
(u, v) = 0 f (u, v) =
U
(u, v) f (v, u) =
L
(v, u)
Optimality criterion for maximum ow: No augmenting s t path in G
f
there exists a s t cut (S, S) with all r
f
(u, v) = 0, u S, v S:
r
f
(u, v) =
U
(u, v) f (u, v)
f (v, u)
L
(v, u)
r
f
(u, v) = 0 f (u, v) =
U
(u, v) f (v, u) =
L
(v, u)
Theorem 32 (Generalized Max-Flow / Min-Cut)
Let f be a ow in A, (S, S) dened as above: The maximum value of
ow from s to t equals the minimum capacity among all s t cuts:
[f

[ = min
(S,S)
(S, S) = min
(S,S)
(
U
(S, S)
L
(S, S)).
Phase 1 (Feasible Flow):
Transformation of the maximum ow problem into a circulation problem:
New arc (t, s) with capacities [0, +].
[0, +]
s t
Figure: Circulation problem.
Note:
Feasible ow feasible circulation, but
feasible circulation
?
feasible ow?
Phase 1 (Feasible Flow):
Circulation Problem
In a feasible circulation a ow f satises the following constraints:
v:(u,v)A
f (u, v)
v:(v,u)A
f (v, u) = 0 u V
L
(u, v) f (u, v)
U
(u, v) (u, v) A
Note: The ow conservation contraints now hold for every node u V,
including s and t.
Phase 1 (Feasible Flow): Alternative 1
Replace f (u, v) by f

(u, v) +
L
(u, v) in the ow conservation constraints:
v:(u,v)A
f

(u, v) +
L
(u, v)
v:(v,u)A
f

(v, u) +
L
(v, u)
= 0
v:(u,v)A
f

(u, v)
v:(v,u)A
f

(v, u) = b(u)
b(u) =
v:(v,u)A
L
(v, u)
v:(u,v)A
L
(u, v) u V
This way the lower capacity bounds are removed,
0 f

(u, v)
U
(u, v)
L
(u, v) (u, v) A
and supplies / demands b() are introduced.
Note:
uV
b(u) = 0, since each
L
(u, v) appears twice once positive
and once negative in this expression.
There are algorithms to handle multiple sources / sinks.
Theorem 33 (Circulation Feasibility Conditions)
A circulation problem with nonnegative lower bounds on arc ows is
feasible i for every arbitrary set S V, S ,= , S = V S, the following
condition holds:
L
(S, S)
U
(S, S)
vS
uS
L
(v, u)
uS
vS
U
(u, v)
Note: Relation to generalized max-ow / min-cut theorem!
Theorem 33 is a necessary condition:
uS
vS
f (u, v)
vS
uS
f (v, u) = 0
(generalization of the ow conservation conditions).
Using f (u, v)
U
(u, v) and f (v, u)
L
(v, u):
vS
uS
L
(v, u)
uS
vS
U
(u, v).
Algorithmic proof: Theorem 33 is a sucient condition:
Denition 34 (Feasible / Infeasible Arc)
In respect to a ow f an arc (u, v) is called infeasible if
f (u, v) <
L
(u, v), otherwise it is a feasible arc, i.e.,
L
(u, v) f (u, v).
Basic idea:
Start with a ow fullling ow conservation conditions, but violating
lower capacity bounds transform ow (while still ensuring ow
conservation and upper capacity bounds) if possible into circulation
satisfying also the lower capacity bounds.
Denition 34 (Feasible / Infeasible Arc)
In respect to a ow f an arc (u, v) is called infeasible if
f (u, v) <
L
(u, v), otherwise it is a feasible arc, i.e.,
L
(u, v) f (u, v).
Computation of residual capacities:
Feasible arc:
r
f
(u, v) =
U
(u, v) f (u, v)
f (v, u)
L
(v, u)
.
Infeasible arc:
r
f
(u, v) =
U
(u, v) f (u, v).
Function feasible circulation
f (u, v) 0 (u, v) A; /* initialization */ 1
while an infeasible arc (u, v) G
f
nd directed path P(v, u) in G
f
; 3
if P(v, u) then return S = v nodes reachable from v in G
f
; 4
P(v, u) (u, v) augmenting cycle in G
f
; 5
augment ow along P(v, u) (u, v) 6
(u, v) becomes feasible, or cycle cannot carry more ow;
return f ; 7
Algorithm terminates returning feasible circulation.
Algorithm returns set S, infeasible arc (u, v):
Let S = V S, x S, y S. r
f
(x, y) = 0 in G
f
, otherwise y could
be reached from v f (x, y) =
U
(x, y) and f (y, x)
L
(y, x)
it is not possible to send more ow out of S.
u S (no path from v to u), v S, (u, v) infeasible
f (u, v) <
L
(u, v), i.e., at least one arc (S, S) requires to send more
ow into S
vS
uS
f (v, u) =
uS
vS
f (u, v) (ow conservation)
vS
uS
L
(v, u) >
uS
vS
U
(u, v)
contradiction to conditions of Theorem 33.
Problem: Feasible circulation
?
feasible s t ow?
[0,1]
[2,2]
[2,2]
[2,2]
v
1
s t
v
0
v
3
v
2
[0,1]
Figure: Network A with a feasible circulation, but no feasible s t ow: It is
not possible to bring the required ow from s to the circle v
1
v
2
v
3
v
1
.
Problem: Feasible circulation
?
feasible s t ow?
[0,1]
[2,2]
[2,2]
[2,2]
v
1
s t
v
0
v
3
v
2
[0,1]
Figure: Network A with a feasible circulation, but no feasible s t ow: It is
not possible to bring the required ow from s to the circle v
1
v
2
v
3
v
1
.
feasible circulation():
It has to be ensured that arc (t, s) is part of the directed path from
v to u, i.e., P(v, u) = v t s u.
Minimum Cost Flow in
Networks
Minimum Cost Flow: Introduction
Denition 35 (Minimum Cost Flow)
Given a directed graph G(V, A) with costs c(u, v) and a capacity (u, v)
associated with each arc (u, v) A, the minimum cost ow problem can
be stated as follows:
Minimize z(f ) =
(u,v)A
c(u, v)f (u, v)
subject to:
v:(u,v)A
f (u, v)
v:(v,u)A
f (v, u) = b(u) u V
0 f (u, v) (u, v) (u, v) A.
Denition 36 (Supply / Demand)
A value b(v) > 0 denotes a supply of b(v) units of ow at node v,
whereas a value b(v) < 0 denotes a demand at this node.
Assumption
All data, i.e., costs, capacity, supply, and demand, are integral.
Assumption
All arc costs are nonnegative, or at least there is no directed negative
cost cycle of innite capacity.
Minimum cost ows arise in a lot of dierent applications, respectively
various (sub-)problems can be reformulated as a minimum cost ow
problem:
Shipping and distribution: the transportation problem (e.g. plants
with supplies warehouses with demands, minimizing the shipping
costs).
Optimal loading of a hopping airplane.
Reconstruction of organs (e.g. ventricle) based on x-ray projections.
Scheduling with deferral costs (uniform processing times of jobs).
Ecient solving of linear programs with special structure (01
matrix, consecutive 1s in columns).
. . .
Assumption
The minimum cost ow problem has a feasible solution, i.e. amongst
others, the supplies and demands satisfy the following condition:
vV
b(v) = 0
Test for feasibility:
Introduce two new, additional nodes s and t.
Introduce new arcs:
For every node v with b(v) > 0: A = A (s, v), (s, v) = b(v).
For every node v with b(v) < 0: A = A (v, t), (v, t) = b(v).
Solve a maximum ow problem on the modied graph. If all the
arcs (s, ) and (, t) are saturated, there exists a feasible solution to
the original minimum cost ow problem.
Given a ow f , each arc (u, v) A is replaced in the residual network G
f
by two arcs:
An arc (u, v) with costs c(u, v) and a residual capacity
r
f
(u, v) = (u, v) f (u, v), and
an arc (v, u) with costs c(v, u) = c(u, v) and r
f
(v, u) = f (u, v).
Note: r
f
is always 0.
Minimum Cost Flow: Optimality Conditions
Negative Cycle Optimality Condition:
A feasible solution f

is an optimal solution of the minimum cost ow
problem i the residual network G
f
contains no directed negative cost
cycle.
Sketch of Proof:
Sending ow along a cycle does not change the ow conservation
conditions at any node of the network.
The residual network G
f
only contains arcs that can carry additional
ow, i.e., it is possible to send ow along such arcs without violating
the capacity bounds.
Consequence: When sending ow along a negative cost cycle in G
f
the ow f remains feasible but the costs can be reduced.
Reduced Costs Optimality Condition:
Observation
Optimality condition for shortest path regarding costs:
c
d
(u, v) = d(u) + c(u, v) d(v) 0 (u, v) A
c
d
(u, v) is referred to as the reduced costs for arc (u, v).
Interpretation:
c
d
(u, v) measures the costs of the arc (u, v) relative to the shortest path
distances d(u) and d(v).
Note: If (u, v) is part of the shortest path from a node s to v, then
c
d
(u, v) = 0, otherwise c
d
(u, v) > 0.
Denition 38 (Node Potential)
Each node v V we associate a real number (unrestricted in sign) (v),
the potential of a node.
Interpretation: (v) is the linear programming dual variable
corresponding to the ow conservation condition at node v.
Denition 38 (Node Potential)
Each node v V we associate a real number (unrestricted in sign) (v),
the potential of a node.
Interpretation: (v) is the linear programming dual variable
corresponding to the ow conservation condition at node v.
Denition 39 (Reduced Costs (Minimum Cost Flow))
Based on node potentials (), the reduced cost of an arc (u, v) in G or
G
f
is dened as follows:
c
(u, v) = c(u, v) (u) +(v).

Lemma 40 (Path and Node Potentials)
For any directed path P from u to v the following equation holds:
(i ,j )P
c
(i , j ) =
(i ,j )P
c(i , j ) (u) +(v).
Lemma 41 (Cycle and Node Potentials)
For any directed cycle W the following equation holds:
(i ,j )W
c
(i , j ) =
(i ,j )W
c(i , j ).
Consequence: negative cost cycle with respect to c() negative
cost cycle with respect to c
().

problem i some set of node potentials () satisfy the reduced cost
optimality conditions:
c
(u, v) 0 (u, v) G
f
Proof:
Direct consequence of the negative cycle optimality condition and the
preceding lemma.
Now assume a solution f

contains no negative cycle in G
f
let d()
be shortest path distance from a xed node to all other nodes in G
f

d(v) d(u) + c(u, v) c(u, v) (d(u)) + (d(v)) 0 with
() = d(): c(u, v) (u) +(v) = c
(u, v) 0.
Economic interpretation:
c(u, v): The cost to send one unit of ow from u to v.
Let (u) = (u) be the cost to obtain a unit of ow at u
c(u, v) +(u) the cost of a unit of ow at v in case arc (u, v) is
used to transport it.
(v) c(u, v) +(u) c(u, v) (u) +(v) 0:
Send a unit of ow to v using arc (u, v), then
(v) = c(u, v) +(u), otherwise there is a cheaper way of getting
this unit of ow to v, i.e., (v) < c(u, v) +(u).
Complementary Slackness Optimality Condition:

problem i for some set of node potentials () the reduced costs and
ow values satisfy the following complementary slackness optimality
conditions for every (u, v) A (original network):
If c
(u, v) > 0, then f

(u, v) = 0.
If 0 < f

(u, v) < (u, v), then c
(u, v) = 0.
If c
(u, v) < 0, then f

(u, v) = (u, v).
Complementary Slackness Optimality Condition:
Sketch of Proof:
Node potentials () and the ow f

satisfy the reduced cost optimality
conditions (c
(u, v) 0 (u, v) G
f
) they have to satisfy
complementary slackness optimality condition:
If c
(u, v) > 0 arc (v, u) / G

f
, because
c
(u, v) = c(u, v) (u) +(v) = c
(v, u) c
(v, u) < 0
to optimality condition f

(u, v) = 0.
If 0 < f

(u, v) < (u, v), then G
f
contains both arcs (u, v) and
(v, u) c
(u, v) 0, c
(v, u) 0, c
(u, v) = c
(v, u)
c
(u, v) = c
(v, u) = 0.
If c
(u, v) < 0, arc (u, v) / G

f
(otherwise to assumption)
f

(u, v) = (u, v)
Minimum Cost Flow: Algorithms
Cycle-Canceling Algorithm:
Basic Idea: Establish feasible ow; keep ow feasible but improve costs
until optimum reached.
Procedure Cycle-Canceling( )
establish feasible ow f in network; /* initialization */ 1
while negative cost cycle W in G
f
x minimum residual capacity along W; 3
augment ow by value x along W; 4
update G
f
; 5
[5,2]
b(s)=5 b(t)=5
s
v
1
v
2
v
3
t
[3,4]
[1,1]
[2,6]
[,c]
[7,3]
[3,2] 3
2
3
2
f
[3,4] 3
Figure: Initialization: A feasible ow from s to t in network A.
[3,-2]
b(s)=5 b(t)=5
[2,-4]
[1,1]
[2,6]
[2,-3]
[3,-2]
[3,-4]
s
v
1
v
2
v
3
t
[2,2]
[5,3]
[1,4]
f
.
[3,-2]
b(s)=5 b(t)=5
[2,-4]
[1,1]
[2,6]
[2,-3]
[3,-2]
[3,-4]
[2,2]
[5,3]
[1,4]
-1
s
v
1
v
2
v
3
t
Figure: Negative cost cycle: t v
2
v
1
s v
3
t, costs: 1.
[3,-2]
b(s)=5 b(t)=5
[2,-4]
[1,1]
[2,6]
[2,-3]
[3,-2]
[3,-4]
[2,2]
[5,3]
[1,4]
s
v
1
v
2
v
3
t
3-1
2+1
3-1
2+1
3-1
Figure: Minimum residual capacity: r
f
(s, v
3
) = 1; augment ow along cycle.
[2,-2]
b(s)=5 b(t)=5
[3,-4]
[1,1]
[2,6]
[3,-3]
[2,-2]
[2,-4]
[3,2]
[4,3]
s
v
3
v
1
v
2
t
[1,4]
[1,2]
Figure: Resulting residual network G
f
.
[2,-2]
b(s)=5 b(t)=5
[3,-4]
[1,1]
[2,6]
[3,-3]
[2,-2]
[2,-4]
[3,2]
[4,3]
s
[1,4]
[1,2]
-2
v
3
v
1
v
2
t
Figure: Negative cost cycle: t v
2
v
1
v
3
t, costs: 2.
[2,-2]
b(s)=5 b(t)=5
[3,-4]
[1,1]
[2,6]
[3,-3]
[2,-2]
[2,-4]
[3,2]
[4,3]
s
[1,4]
[1,2]
v
3
v
1
v
2
t
2-1
3+1
2-1
+1
Figure: Minimum residual capacity: r
f
(v
1
, v
3
) = 1; augment ow along cycle.
[2,-2]
b(s)=5 b(t)=5
[3,-4]
[1,-1]
[2,6]
[4,-3]
[1,-2]
[1,-4]
[3,2]
[3,3]
s
v
1
v
2
t
[2,4]
[2,2]
v
3
Figure: Resulting residual network G
f
; no negative cost cycle.
[5,2]
b(s)=5 b(t)=5
s
v
2
v
3
t
[3,4]
[1,1]
[2,6]
[7,3]
[3,2] 3-1
2+1
3-1-1
2+1+1
[3,4] 3-1-1
+1
v
1
Figure: Original ow and ows augmented along negative cost cycles.
[5,2]
b(s)=5 b(t)=5
s
v
2
v
3
t
[3,4]
[1,1]
[2,6]
[7,3]
[3,2] 2
3
1
4
[3,4] 1
1
v
1
Figure: Minimum cost ow in network A.
Denition 42 (C, U)
C = maxc(u, v) : (u, v) A.
U = max
uv
: (u, v) A
uv
< .
Running time:
Number of iterations: O(mCU) (integrality condition).
Identifying a negative cost cycle: O(nm) (shortest path algorithm).
O(nm
2
CU)
Variation: Network simplex algorithm: Widely considered one of the
fastest algorithms in practice; identies a negative cost cycle in O(m)
(but objective function cannot be reduced in every iteration).
Successive Shortest Path Algorithm:
Basic Idea: Start with solution satisfying reduced costs optimality
condition, but not ow conservation (excess / decit pseudoow);
keep optimality condition and transform pseudoow into feasible ow.
Denition 43 (E, D)
e
f
(u) = b(u)
v:(u,v)A
f (u, v) +
v:(v,u)A
f (v, u) u V
E = Set of nodes with excess (e
f
() > 0).
D = Set of nodes with decit (e
f
() < 0).
Procedure Successive Shortest Path( )
f () 0; () 0; /* initialization */ 1
e(v) = b(v) v V; initialize sets E and D; 2
while E ,= do /* algorithm */ 3
select a node u E and a node v D; 4
compute shortest path distances d() from u to all other nodes in G
f
5
with respect to reduced costs c
();
P shortest path from u to v; 6
() () d(); 7
x mine(u), e(v), minr
f
(i , j ) : (i , j ) P; 8
augment ow of value x along P; 9
update f (), G
f
, E, D, c
(); 10
Running time:
Number of iterations: O(nU) (U: upper bound on largest supply).
Shortest path algorithm: S(n, m, C) (nonnegative arc costs).
O(nUS(n, m, nC)) (c
in G
f
bounded by nC).
Running time:
Number of iterations: O(nU) (U: upper bound on largest supply).
Shortest path algorithm: S(n, m, C) (nonnegative arc costs).
O(nUS(n, m, nC)) (c
in G
f
bounded by nC).
So Many Algorithms, So Less Time . . .

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Maximum Flow Basics Ford-Fulkerson Preow-Push Lower Bounds Minimum Cost Flow

) < (S, S), then there must hold:

) < (S, S) = [f [ contradiction.

be the resulting potential.

d(u) if v was already X, or v = t,

V is the set of nodes with no directed path to t in the residual

m), currently most ecient method in practise.

without lower bounds.

(u, v) = c(u, v) (u) +(v).

(u, v) > 0, then f

(u, v) < 0, then f

(u, v) > 0 arc (v, u) / G

(u, v) = c(u, v) (u) +(v) = c

(u, v) < 0, arc (u, v) / G

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