JOURNAL OF ALGORITHMS 2,328-336 (1981)

A Weighted Matroid Intersection Algorithm

ANDRAS FRANK*
Research Institute for Telecommunication, Budapest, Hungary

Received November 5, 1980; revised May 10, 1981

Two matroids M, = (S, 4,) and M, = (S, $), and a weight function s on
S (possibly negative or nonintegral) are given. For every nonnegative integer
k, find a k-element common independent set of maximum weight (if it
exists).
This problem was solved by J. Edmonds [3, 41 both theoretically and
algorithmically. Since then the question has been investigated by a number
of different authors; see, for example, [l, 6-101. The purpose of this note is
to make a simpler primal-dual algorithm and thereby give a clearer
constructive proof for Edmonds’ matroid polyhedral intersection theorem.
The idea behind the procedure is that the meaning of the dual part in
Lawler’s primal-dual algorithm can be made much simpler. We shall not
need the dual variables assigned to the closed sets of the two matroids.
Instead, we are working by splitting the weights of the elements. At the end
of the algorithm the optimal dual variables can simply be computed from
the final splitting.
The reader is assumed to be familiar with such basic concepts of matroid
theory as “independent set,” “circuit,” “greedy algorithm,” etc. [9, 111.
The weight of a subset X of S is s(X) = Z(s(x): x E X). If Tis a family of
subsets of S we say that F E Tis s-maximal in Tif s(F) L s(X) for X E 9.
Before describing the algorithm we need some simple lemmas. The main
content of the Greedy Algorithm theorem [2] is:
LEMMAI. ForagivenmatroidM=(S,$),letgk ={X:XE$,IXI=k}.
I E 4k is s-maximal in g k if and on& if

(1) x fj! I, I + x 6! $ imply s(x) I s(y), for every y E C(I, x) and

(2) xBI,I+xEgimplys(x)Is(y),foreveryyEI,

*This note was written while the author was visiting the University of Waterloo, January-
April, 1980.
328
Ol%-6774/81/0400328-09$02.00/O
Copyright 0 I98 I by Academic F’ress, Inc.
All rights of repmduction in any form reserved.
 WEIGHTED MATROID INTERSECTION ALGORITHM 329

where C(I, x) denotes the uni&e circuit in I + x. Cl

LEMMAS. L.etBbes-maximalin$k.L.etx,,x, ,..., x,andy,,y2 ,..., yi
be distinct elements, yi E B, xi @ B (i = 1,2,. . . , 1) such that

(3) B + xi @ 4 and yi E C( B, xi),

C4) s(xi) = s(Yih
(5) s( yi) = s( yj) and i <j imply yi 65 C( B, xj).
Then B’ = B - {y,, y2,. . . , y,} U {x1, x2,. . . , x,} is also s-maximal in Sk.
Proof Since s(B’) = s(B) and 1B’ I= k we have to prove the indepen-
dence of B’. By induction on 1. The case I= 1 is trivial so let I> 1. Let yi be
that element which minimizes (s( yj), j) lexicographically. Then i # j implies
yi B C( B, xi); the contrary case would imply s( yi) L s( yj) by (1) and (4),
and so s( yi) = s(5) because of the choice of y,, whence i >j by (5),
contradicting the inequality (s( yi), i) < (s( yj), j).
Now the induction hypothesis holds for B, = B - y, + xi and
x1, x 2,...,Xi-l,Xi+l,...,X~,Y1,Y2,.--,Yi-~,Yi+l,~~~,Y~ from which the
lemma follows. 0

Denote SF, = 9: n 9:.

LEMMA 3. Let I E $:, and s,, s2 be functions on S with the property that
s, + s2 = s and I is si-maximal in gik (i = 1,2). Then I is s-maximal in $t2.

Proof Trivial. Cl
For each possible k, the algorithm constructs I, s,, s2 satisfying the
hypotheses of Lemma 3.
The procedure starts with k = 0. Then k is increased one by one. An
essential property of the algorithm is that, in every stage, the current I E 9t2
is s-maximal in $&.
Suppose we have I E SF,,sl, s2 which satisfy the hypotheses of Lemma 3
and which have been constructed by the algorithm previously. From these
we shall make I’ E 9:. ’ , s;, s; satisfying again the hypotheses of Lemma 3.
Atthebeginningk=O,I= 0,s, ~0,s~ =s.
Let mi = max(si( y): y @ 1, I + y E gi) (i = 1,2).

Let Xi = {x:x B I, I + x E gi,si(x) = mi} (i = 1,2).

Define an awriliary digraph G on S as follows:
I. If x 6!.!I, I + x 6! $,, y E C,(I, x),s,(x) = si(y) then let (xy) be an
edge.
II. If x 6! I, I + x 6! 4, y E C,(I, x), s*(x) = s2( y) then let (yx) be
an edge.
330 ANDIdSFRANK

By the well-known labeling technique [9], decide whether there exists a path
from the set X, to X,.
Case 1. If the path in question exists let U be a path of minimum
number of vertices. (U is considered as a vertex set, and we shall need only
that U is minimal.)
Let I’ = I @ U, where @ denotes the symmetric difference, and let
s; = si (i = 1,2).
CLAIM 1. I’, s;, s; satisfy the conditions of Lemma 3 for k + 1.
Proof. Let us denote the vertices of U by x,,, y,, x,, y2, x2,. . . , y,, xI
(x0 E X,, x, E X,). By Lemma 1, B = I + x0 is s,-optimal in $[+I.
Observe that the hypotheses of Lemma 2 hold for k + 1 and for B E
g+‘, x,, x 2,...,XI,Y,,Y2,...9 y,. (Properties (3) and (4) are true because
of the definition of G, (5) follows from the minimality of U.) Thus I’ is
s,-optimal in 9:+‘. That I’ is s,-optimal in $:+’ can similarly be proved
with the difference that one should rename the vertices of U just in reverse
order (i.e., its last vertex will be x0 while the first one x,). 0
CLAIM 2. s(I’) - s(I) = m, + m2.
Proof Obvious. Cl
Case 2. If there is no path let T consist of vertices having reached from
X2. Let
s;(x) = s,(x) + s ifx E T
= s,(x) ifx f?! T
and s;(x) = s(x) - s;(x). S = min(S,, 6,, 6, a,), where

6, = min(s,(y) - s*(x): I + x 6! g,, x E T - I, y E C,(I, x) - T),

S, = min(m, - s,(x): I+xE$,xET-I),
6, = min(s,(y) - s2(x): I+x@$~,xES-(TUI),
Y E C,(L x) n T),
6, = min(m, - s2(x): I+xE$~,xES-(TUI)).

(The minimum is defined to be cc when it is taken over the empty set.)

CLAIM 3. 6=-o.
We prove that S, and 6, > 0. That S,, 6, > 0 can be proved similarly. If
y E C,(I, x) - T then s,(y) 2 s,(x) by Lemma 1. But s,(y) = s,(x) would
mean that (xy) is an edge in G leaving T, which is impossible. So 6, > 0. If
x E S - (T U I) then x @ X2; thus the definition of m2 implies 8, > 0. Cl
 WEIGHTEDMATROIDINTERSECTIONALGORITHM 331

CLAIM 4. I’ = I, s’, and s; satisfy the conditions of Lemma 3.

Proof: We prove only that I’ = I is s;-optimal in 9:. The s;-optimality
can be proved similarly. By Lemma 1, we have to prove that (1) and (2) hold
for s;.
Choose elements x, y so that y E C,(I, x). If, indirectly, s;(y) < s;(x)
then, because of s,(y) 2 s,(x), s;(x) = s,(x) + S and s;(y) = si(y) are
implied. But 6 I 6, I s,(y) - si(x), that is, s’,(x) I s’,(y), a contradiction.
Thus (1) holds.
Choose elements x, y so that y E I, x 6! I and I + x E g,. If, indirectly,
s;(y) < s;(x) then, because of sl(y) 1 s,(x), we have s;(y) = s,(y) and
s;(x) = s,(x) + 6. But m, I s,(y) and 6 I S, I m, - s,(x), from
which s;(x) 5 s;(y), a contradiction. Thus (2) holds. 0
Now again apply the algorithm starting with I’, s;, s;. Observe that the
new T’ (if Case 2 occurs again) properly includes T, furthermore Xi 2 Xi
(i = 1,2). C onse q uently, after no more than 1S 1applications of this loop of
the algorithm, either Case 1 is attained or S becomes cc. The latter case
means that the current I is of maximum cardinality since k = 1I I= r,(T) +
rz(S - T). (Obviously, 1I’ 15 r,(T’) + r2(S - T’) for any common inde-
pendent set I’ and T’ c S.)

COMPLEXITYOFTHEALGORITHM

The matroids are defined by the help of an oracle, which decides, in at

most g steps, for an independent set I and an element x @ I, whether I + x
is independent or not and in the latter case, determines the fundamental
circuit C(I, x).
The addition, subtraction, and comparison of two real numbers are
considered as one step each.
Let ISI = n and K denote the maximum cardinality of a common
independent set (yet to be determined).
The labeling technique requires at most n* steps to find a path or the
subset T. However, if Case 2 occurs the current labels can be used again,
because T’ > T, Xi _> X,, Xi 1 X2. Consequently, if Case 1 has occurred
at any time, after no more than g-n* steps, Case 1 will have occurred again.
Therefore the complexity of the algorithm can be bounded by 0( go Kmn*)
I O(gn3).
Remark. If the algorithm starts with s, = 0 then m, = 0, and S, = cc
throughout the process. We have not exploited this simplification, in order
to keep the symmetry between M, and M2 and to provide the possibility of
starting with any 1, s,, s2 satisfying the conditions of Lemma 3.
332 ANDtiSFRANK

WEIGHTEDINTERSECTIONALGORITHM

Input: Matroids M,, M, on S. Weight function s on S.

Output: Maximum cardinality K of a common independent set and
T c S, for which r,(T) + r2(S - T) = K and
Ik; a k-element common independent set of maximum weight
(0IkIK)and
st and st: for which sf + s’; = s and Zk is s:-maximal in $/
(i = 42).

Step 1
1.0. s, - O,s, = s, k = 0, Ik = 0.
1.1. Make the auxiliary graph. Determine X, and X,.
1.2. Find a path U from ._X, to X, by the labeling technique, using the
labels having defined but not deleted previously. If it exists, go to step 3.

Step 2
2.0. Let T denote the set of vertices having labels.
2.1. Count 6. If S = do, Let K = k, the current Ik has maximum
cardinality and K = r,(T) + rZ(S - T). HALT.
2.2. Let s,(x) = s,(x) + &s,(x) = s*(x) - 6 whenever x E T.
2.3. Go to 1.1.

Step 3
3.0. Let Ik+,:= Ik @ U. Let k: = k + 1. Ik is optimal in 9& record
it.
3.1. Delete all the labels.
32, . s::=s 1, sk*=s
2’ 2’
3.3. Go to 1.1.
Now we show some consequences of the algorithm. Since neither m, nor
ml increases during the algorithm Claim 2 implies a result of Krogdahl
[7, 91.
COROLLARY. Sk+, -Sk <Sk -Sk-,, where sj denotes the weight of an
s-maximal member of S:‘,.
We have proved the following.
THEOREM. I E $fY is s-maximal if and only if there exist two weightings s,
and s2 such that s, + s2 = s and I is s,-maximal in 5: (i = 1,2). If, in
addition, s is integer valued then si can be chosen to be integer valued.
 WEIGHTED MATROID INTERSECTION ALGORITHM 333

The main consequence of the algorithm is a min-max theorem on the

maximum weight sk of a k-element common independent set. The most
convenient way to formulate it is to describe it as a linear program.
Let Aj denote a 0- 1 matrix, the columns of which correspond to the
elements of S while the rows correspond to the closed subsets of Mi. Let e
denote a row vector consisting of )S 1 1’s. The following result is a version of
Edmonds’ matroid polyhedral intersection theorem [3].
THEOREM. Consider the dual pair of linear programs:

ex = k
xro
max sx
If the primal program ( * ) has a feasible solution it has an integral optimal
solution. Moreover, if s is integral the dual program has an integral optimal
solution.
Proof. The primal optimal solution is defined as the incidence vector of
Ik, where Ik is the optimum element of SF,, constructed by the algorithm.
The dual optimal solution can be obtained from s, and s2.
Let Ik = {e,, e2,. . . , ek} = {f,, f2,. . . , fk} so that
s,(e,) 2s,(e,) 2 +--Ls,(e,) and s,(f,) 1 s2(h) 2 -m-1 sz(fd

0 b

A
d

Example for weighted matroid intersection algorithm.

334 ANDtiS FRANK

--m--e-
case 2.1

[ Case 1.
k =3
I.= (a.c.e) l7

Let E, = sp,(e,, e2,. . . , ei) and l$ = spI( f,, f2,. . . , 6.). Define
Y,(K) = sl(ei) - sl(ej+l)9
Y,(l;;) = 4.6) - s*(f;+J fori= 1,2 ,..., k- 1.
Let t = s,(ek) + s2( fk). Using (1) and (2), a simple counting shows that
 WEIGHTEDMATROIDINTERSECTIONALGORITHM 335

(y,, yr, t) is a feasible solution to ( * * ). The value of the objective function

on (Y,,y2,0 is

*hW - sde2N+ 2Me2)- sded>+ ***

+(k - *)Wh> - Sk)) + 1(s2(fi) - s2(hN
+2(s,Ud - sz(LN+ - . . +(k - 1)@2(fk--l) - s2(Q) + k . t
= r$Sdei)- Wed + i GA) - &(fk) + k * t
i=l
= 5 s(e,) = s(Zk).
i=l

This proves the optimality of the primal and dual solutions. Moreover, if
s is integer then so are si and s2 and thus y,,y2, as well. Cl
Another consequence of the algorithm deserving mention is:
COROLLARY. For every k L 0, if $‘2+’ # 0, there exists an optimal
solution to ( * * ) which, at the same time, is an optimal solution to ( * * ) for
k + 1 instead of k.
(This is the so called t-phenomenon; see [S].)
Proof. Consider that stage of the algorithm when Zk+ , is arising. The
vector (y,, y2, t) belonging to the current s,, s2 satisfies the requirements.
The original version of Edmonds’ theorem can similarly be obtained:

A,
THEOREM. [3]. Consider the dual pair of linear programs

x 10,
(hY2)
[A1 2

YlTY2
2 0
IS

max sx ~Ey,(z)r,(z) + %2(z)r2(z)

The primal program has an integral optimal solution. If s is integer valued

the dual program has an integral optimal solution.
Proof. For simplicity suppose that none of the matroids contains loops.
Let us slightly modify the algorithm. Suppose that the algorithm starts with
s, s 0, s2 = s, in which case m, = 0 and 13, = cc throughout the algorithm.
Furthermore when Case 2 occurs set 6 = min( a,, 6,, S,, m2). If s I 0 the
zero vectors appropriately dimensioned satisfy the requirements. If s 9 0,
m2 is strictly positive when the algorithm is starting. Obviously the algo-
rithm works in the same way as before until the value of 6 takes the current
m2. (This case will certainly occur.) Now performing the changes in s, and
s2 m2 becomes 0 (first time during the algorithm). Let Zk,s,,s2 denote the
336 ANDRAS FRANK

corresponding common independent set and weightings belonging to this

stage. Now we have m, = m2 = 0 and s,(ek) 2 0, s2( fk) L 0. (Of course
e,, . . . , ek and fi, . . . , fk may change when s,, s2 are changed.) Let y,(E,)
and ~~(4) be defined as before but now for i = 1,2,. . . , k. Then y, L 0, y2
10 and, as can be simply checked, the incidence vector x of Ik and y,, y2 are
optimal solutions to the primal and dual programs. Moreover, if s is integer
valued then so are y, and y2.

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