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Lecture 17

Network flow optimization

total unimodularity

examples

171

Networks

arcs are ordered pairs (i, j) of nodes

we assume there is at most one arc from node i to node j

there are no loops (arcs (i, i))

1 if arc j starts at node i

Aij = 1 if arc j ends at node i

0 otherwise

Example

7

4 5

4

1 2 6

3

1 5 6

8 3

2

1 1 0 0 0 0 0 1

1 0 1 0 0 0 0 1

0 1 1 1 1 1 0 0

A=

0 0 0 1 0 0 1 0

0 0 0 0 0 1 1 0

0 0 0 0 1 0 0 0

Network flow

flow vector x Rn

xj : flow (of material, traffic, charge, information, . . . ) through arc j

positive if in direction of arc; negative otherwise

n

X

Aij xj = (Ax)i

j=1

Aik = 1

xj xk

Aij = 1

i

External supply

supply vector b Rm

bi is external supply at node i (negative bi represents external demand)

must satisfy 1T b = 0 (total supply = total demand)

Aik = 1

xj xk

Aij = 1

i

bi

balance equations:

Ax = b

Minimum cost network flow problem

minimize cT x

subject to Ax = b

lxu

Maximum flow problem

maximize flow from node 1 (source) to node m (sink) through the network

t 1 m t

maximize t

subject to Ax = te

lxu

where e = (1, 0, . . . , 0, 1)

Formulation as minimum cost flow problem

1 m

artificial arc n + 1

minimize t

x

subject to A e =0

t

lxu

Outline

total unimodularity

examples

Totally unimodular matrix

(a minor is the determinant of a square submatrix)

examples

the matrix

1 0 1 0 1

0 1 1 1 1

0 0 0 1 1

the entries Aij (i.e., its minors of order 1) are 1, 0, or 1

the inverse of any nonsingular square submatrix of A has entries 1, 0

proof: let A be an m n node-arc incidence matrix

A has exactly two nonzero entries (1 and 1) per column

consider a k k submatrix B of A

if all columns of B have two nonzero entries, then 1T B = 0, det B = 0

otherwise B has a column, say column j, with one nonzero entry Bij , so

Integrality of extreme points

Ax = b, lxu

where

A is totally unimodular

b is an integer vector

the finite lower bounds lk and finite upper bounds uk are integers

proof: apply rank test to determine whether x P is an extreme point

xk = lk for k J

xk = uk for k J+

x is an extreme point if and only if

0 I 0

rank 0 0 I = n A0 has full column rank

A0 A A+

inverse of any nonsingular submatrix of A0 has integer entries

Implications for combinatorial optimization

minimize cT x

subject to Ax = b

lxu

x Zn

equivalent to its linear program relaxation

minimize cT x

subject to Ax = b

lxu

(extreme optimal solution of the relaxation is optimal for the integer LP)

Outline

total unimodularity

examples

Shortest path problem

shortest path in directed graph with node-arc incidence matrix A

(forward) paths from node 1 to m can be represented by vectors x with

minimize 1T x

subject to Ax = (1, 0, . . . , 0, 1)

x {0, 1}n

LP formulation

minimize 1T x

subject to Ax = (1, 0, . . . , 0, 1)

0x1

Birkhoff theorem

N

X N

X

Xij = 1, j = 1, . . . , N, Xij = 1, i = 1, . . . , N

i=1 j=1

1 2 2 1

Xij is flow from input i to output j

hence extreme X has integer entries 1 3 3 1

example (N = 3)

Weighted bipartite matching

each person assigned to one task; each task assigned to one person

cost of matching person i to task j is Aij

LP formulation

N

P

minimize Aij Xij

i,j=1

PN

subject to Xij = 1, j = 1, . . . , N

i=1

N

P

Xij = 1, i = 1, . . . , N

j=1

0 Xij 1, i, j = 1, . . . , N

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