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The Hungarian Algorithm for the Transportation Problem

Introduction

The Hungarian Algorithm for the Transportation Problem is also a primal-dual Simplex method

It is a simplex modification of the Hungarian Algorithm for the Assignment Problem

Overview of the Hungarian Algorithm (for Transportation Problem)

Recall the Goal:

Find a minimum cost "transportation (flow) assignment" in a weighted bi-partite graph

Example weighted bi-partite graph:

Pseudo code:

Construct a subgraph graph G consisting of the "best cost edge"

Find a maximal flow in subgraph G

repeat until all supplies are exhausted

{
Add the "next best cost edge" to G;
// Notice the quotes: it's more complex that just
// looking at the cost of an edge

Find a maximal flow in (modified) subgraph G;

}

Capacity of an edge in the Transportation graph

Recall the Transportation Problem ships products from factories to the warehouses

This shipment is equivalent to commidity flow

Capacity of edges in the Transportation problem:

Capacity of an edge in the Transportation Problem = residual capacity of the warehouse connected to that edge

Example:

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The shipment of produce from a factory → warehouse will:

Decrease the amount of supply in the sending factory

Decrease the amount of capacity (demand) in the receiving warehouse

Example:

Initial Transportation Problem:

Suppose we ship 2 units from a1 → b1

Result:

Note:

When the capacity (demand) of a warehouse is reduced, the capacity of its attached edges are also reduced

Example:

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Finding Flow Augmenting Paths in a Transportation Graph

Recall: flow augmenting path

Flow Augmenting Path = a path from source to sink consisting of

Forward edges that is not saturated

Backward edges with flow > 0

(These are the 2 kinds of "flow augmenting edges in network flow)

Flow augmenting edges in a Transportation graph:

Edge from X → Y (forward edge) where the capacity (demand) > 0

Edge from Y → X (backward edge) where flow > 0

(We just apply the definition of the flow augmenting path to the Transportation bi-partite graph:

forward edges always run from X → Y and

backward edges always run from Y → X)

The Hungarian Algorithm (with examples)

Example Transportation problem:

Cost Matrix:

| b1 b2 b3
----+------------------
A1 | 3 5 7
A2 | 6 4 3

The Hungarian algorithm: initial step

Initial step:

For each vertex ∈ X:

1. find the minimal cost edge and

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2. subtract its weight from all weights connected with that vertex.

You will get at least one 0-weight edges for each node.

Example:

Min. weight edge of each node ∈ X After subtracting cost from other edges
| b1 b2 b3 | b1 b2 b3
----+------------------ ----+------------------
A1 | 3 5 7 A1 | 0 2 4
A2 | 6 4 3 A2 | 3 1 0

For each vertex ∈ Y:

1. find the minimal cost edge and

2. subtract its weight from all weights connected with that vertex.

You may get more 0-weight edges (and you not get any more)

Example:

Min. weight edge of each node ∈ X After subtracting cost from other edges
| b1 b2 b3 | b1 b2 b3
----+------------------ ----+------------------
A1 | 0 2 4 A1 | 0 1 4
A2 | 3 1 0 A2 | 3 0 0

Consider the subgraph consisting only of the 0-weight edges after step 0:

Subgraph Original graph

Note:

Just as in the Assignment Problem, the 0-weight edges will provide the lowest possible cost if we can maximum flow
(satisfying all the supplies in set X

Finding a maximum flow in the subgraph of the Transportation Problem:

Important:

We are trying to find a maximal flow in the subgraph consisting only of the 0-weight edges

So we will be using only these edge:

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Remember that:

The capacity in the vertices ∈ Y acts as capacity of the edges

A very simple way to find flow augmenting paths in the Transportation subgraph:

1. Label all vertices xi ∈ X with supply > 0 with "*"

(If all vertices ∈ X has supply = 0, the algorithm terminates)

2. For every newly labeled vertex xi do:

label all adjacent unlabeled vertices yj ∈ Y with the label "xi"

I.e., we always use the forward edges.

This is because a forward edge can always be part of a flow augmenting path:

If a forward edge is unsaturated, it can carry more flow forward

If a forward edge is saturated, it can be part of a flow augmenting path by reducing the flow backwards

3. For every newly labeled vertex yj do:

label all adjacent unlabeled vertices xi ∈ X with the label "yj" if edge (xi, yj) has flow > 0

Because we will use this edge only as a backward edge and as such, it can only be flow augmenting if flow > 0

4. Repeat steps 2 and 3 until:

1. Either a vertex yj ∈ Y with demand (capacity) > 0 receives a label

In this case, we have a breaktrough

Trace starting from vertex xi back to the "*" vertex to find the flow augmenting path

2. OR: after the labeling procedure terminates, there are no labeled vertices xi with demand > 0

In this case, we must add more (next least cost) edges

We use the same algorithm as in the Assignment Problem to add new edges to the subgraph

Example:

Find a Flow Augmenting Path After augmenting flow

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Find a Flow Augmenting Path After augmenting flow

Find a Flow Augmenting Path After augmenting flow

Find a Flow Augmenting Path No flow augmenting path found

*
| b1 b2 b3
----+------------------
* A1 | 0 1 4
A2 | 3 0 0

Note:

The graph (in table form) includes the labels made by the last step of the max. flow algorithm

If matching = maximum (all vertices ∈ X, then we are done

But in this case, we are not done (yet) and enter the iterative step

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Iterative step:

Add the "next least cost edge(s)" to the subgraph (it's more complex that just finding the smallest cost, because you have to
consider the effect of other nodes) and

Find a new maximal mathcing

Iterative step:

Iterative step (only doen when the matching is not maximum (complete)):

Add the next least cost edge(s):

1. Look in the full bi-partite graph (with the label of the maximum flow algorithm added):

*
| b1 b2 b3
----+------------------
* A1 | 0 1 4
A2 | 3 0 0

2. Find all edges (with cost > 0) going from a labeled vertex ∈ X to an unlabeled vertex ∈ Y

*
| b1 b2 b3
----+------------------
* A1 | 0 1 4
A2 | 3 0 0

Find the minimum cost δ:

δ=1

3. For each edge with cost > 0 such that: labeled vertex ∈ X → unlabeled vertex ∈ Y:

subtract δ from the cost of the edge

For each edge with cost > 0 joining an unlabeled vertex ∈ X → labeled vertex ∈ Y :

add δ from the cost of the edge

(This addition and subtraction is actually a pivoting operation in the Simplex Algorithm !!)

Example:

Before any operations After the subtract step After the addition step
* * *
| b1 b2 b3 | b1 b2 b3 | b1 b2 b3
---+--------------- ---+--------------- ---+---------------
* A1 | 0 1 4 * A1 | 0 0 3 * A1 | 0 0 3
A2 | 3 0 0 A2 | 3 0 0 A2 | 4 0 0

Add the new 0-cost edges to the subgraph:

Find a max flow in the new subgraph (by labelling)

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Find a Flow Augmenting Path After augmenting flow

Find a Flow Augmenting Path Optimal !!!

There are no supply vertex with supp

I.e.: all products have been transpor

We have found the optimum solution

Another worked out example

Problem description:

Transportation graph Cost Matrix

| b1 b2 b3 b4
----+---------------------
a1 | 5 4 7 6
a2 | 2 5 3 2
a3 | 6 3 4 4

Find the optimum (least cost) transportation scheme.

Solution:

Initialization:

1. Subtract the least cost of each vertex ∈ X from all weights connected to that vertex

This is the same as:

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Subtract the smallest value in each row from all other values in that row

Result:

Before subtraction: After subtraction:

| b1 b2 b3 b4 | b1 b2 b3 b4
----+--------------------- ----+---------------------
a1 | 5 4 7 6 a1 | 1 0 3 2
a2 | 2 5 3 2 a2 | 0 3 1 0
a3 | 6 3 4 4 a3 | 3 0 1 1

2. Subtract the least cost of each vertex ∈ Y from all weights connected to that vertex

This is the same as:

Subtract the smallest value in each column from all other values in that row

Result:

Before subtraction: After subtraction:

| b1 b2 b3 b4 | b1 b2 b3 b4
----+--------------------- ----+---------------------
a1 | 1 0 3 2 a1 | 1 0 2 2
a2 | 0 3 1 0 a2 | 0 3 0 0
a3 | 3 0 1 1 a3 | 3 0 0 1

Initial Subgraph:

Subgraph with 0-weight edges:

Find a Max flow:

Labelling to find "FAP" After increasing flow

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Labelling to find "FAP" After increasing flow

Labelling to find "FAP" After increasing flow

Labelling to find "FAP" Prepare to add more edges...

Labeled nodes at end of algorithm:

* *
| b1 b2 b3 b4
----+---------------------
* a1 | 1 0 2 2
a2 | 0 3 0 0
* a3 | 3 0 0 1

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Iteration 1:

The incomplete solution:

Edges labeled xi → unlabeled yj:

(marked red)

* *
| b1 b2 b3 b4
----+---------------------
* a1 | 1 0 2 2
a2 | 0 3 0 0
* a3 | 3 0 0 1

δ = 1

Recalculate edge costs to find new 0-weight edges:

Add δ (1) to the cost of edges

Subtract δ (1) from the cost of edges
unlabeled xi → labeled vertex yj
labeled xi → unlabeled yj:
(only when cost of edge > 0)

Result: Result:
* * * *
| b1 b2 b3 b4 | b1 b2 b3 b4
----+--------------------- ----+---------------------
* a1 | 0 0 2 1 * a1 | 0 0 2 1
a2 | 0 3 0 0 a2 | 0 4 0 0
* a3 | 2 0 0 0 * a3 | 2 0 0 0

New subgraph with additional 0-weight edges:

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Find a Maximal Flow (through labelling):

Labelling to find "FAP" After increasing flow

Labelling to find "FAP" After increasing flow

Labelling to find "FAP" After increasing flow

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No more unsatisfied supplies in X

We have found the optimal solution:

Transportation graph with edge cost Min cost flow solution

Cost of optimum solution:

Cost = 2*5 + 3*4 + 3*2 + 1*2 + 5*4 + 1*4

= 10 + 12 + 6 + 2 + 20 + 4
= 54

Compare to the solution obtained by LP:

Value of objective function: 54.00

Actual values of the variables:

x11 2
x12 3
x13 0
x14 0
x21 3
x22 0
x23 0
x24 1
x31 0
x32 0
x33 5
x34 1

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Side by side comparison:

LP solution Solution by Hungarian Algorithm

Note:

The cost of both solutions are the same (= 54) !!!

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