Minimum Cost Flow

Algorithms and Networks

This lecture
The minimum cost flow problem: statement and applications The cycle cancelling algorithm A polynomial time variant of cycle cancelling The successive shortest paths algorithm

Algorithms and Networks: Minimum Cost Flow

Minimum Cost Flow I

Edges have
Capacity c(u,v): bound on amount of flow that can go through the edge Cost: cost(u,v): cost that must be paid per unit of flow that goes through the edge.

Cost of flow f:
Sum over all (u,v) of: f (u,v) * cost(u,v).
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Minimum cost flow problem

Given: Network G, c, cost, s, t, and a target flow value r. Question: Find a flow from s to t with value r, with minimum cost.

Algorithms and Networks: Minimum Cost Flow

Unbounded capacities
Some edges may have unbounded capacities
If there is a cycle of negative cost with only edges with unbounded capacity:
Arbitrary small cost (degenerate case)

Otherwise: simple transformation to bounded capacities

E.g., set each unbounded capacity to sum of all bounded capacities
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Separate demands
Similar to max-flow with multiple sources and multiple sinks Or: work with demand, which can be positive or negative
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s1 s sk G

t1 t tr

Algorithms and Networks: Minimum Cost Flow

Nonnegative arc costs

We may assume all costs are nonnegative. In case of negative costs: assume bounded capacity. Modify network to equivalent one with nonnegative costs:
Cost -r b Cost 0 Capacity c
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Capacity c Cost r Capacity c

a Cost 0

Or work with separate demands Capacity c t

Algorithms and Networks: Minimum Cost Flow

Applications
Transport problems Minimum cost matchings Reconstruction of Left Ventricle from X-ray projections
Image: 2d bit array; known are sums of columns, rows; probabilities for each bit Look for image with correct row and column sums of maximum probability Can be modelled as minimum cost flow problem
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Application: Optimal loading of hopping airplane

1 2 n bij weight units (or passengers) can be transported from i to j Each gives a profit of fij Plane can never carry more than p units How much units do we transport of each type for maximum profit? 14 13 12 1
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Capacity i j: p 24 Node ij has supply bij Cost from ij to i: - fij 23 34 Node i has demand sum over all bji 2 3 4

All other arcs infinite cap. All other costs 0

Algorithms and Networks: Minimum Cost Flow

Cycles and circulations; paths and flows

We can view:
Cycles as a special type of circulations Paths as a special type of flows If we have a directed cycle c, then we can see it as a circulation:
c(e) = 1 when e is on c c(e) = 0 otherwise

If we have a path p from s to t, we can see it as a flow with value 1:

p(e) = 1 when e is on p p(e) = 0 otherwise
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First: useful theorems on flows and circulations

Theorem Let f be a circulation. Then f is a nonnegative linear combination of cycles in G.
Proof. Ignore lower bounds. If f(v,w) = 0 everywhere, then it clearly holds. Otherwise, there is a directed cycle c in G with each edge e on c: f(e)>0 Let r be the minimum flow of an edge on c, i.e., r = min {f(e) | e on c} Use induction: the theorem also holds for f cr
f-cr(e) = f(e) when e is not on c f-cr(e) = f(e) r when e is on c

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More on these linear combinations

If circulation f is integer, then f can be written as an`integer scalared linear combination of cycles in G Corollary: a flow is the linear combination of cycles and paths from s to t.
Look at the circulation by adding an edge from t to s and giving it flow value(f).

And, a flow f with each f(e) an integer is the integer scalared linear combination of cycles and paths from s to t
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Residual network
Define the residual network Gf of a flow in the setting of costs: Capacities as for maximum flow algorithms. If f (u,v)>0, then costf (u,v) = cost(u,v), and costf (v,u) = cost(u,v).

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Algorithms and Networks: Minimum Cost Flow

Example
Capacity 5, cost 3 a b Suppose we send 1 flow from a to b Capacity 4, cost 3 a In Gf: b Capacity 2, cost 6 Capacity 1, cost -3
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Capacity 2, cost 6

Cycle cancelling algorithm

Make a feasible flow f in the network while Gf has a negative cycle do
Find a negative cycle C in Gf Let D be the minimum residual capacity cf of an edge on C Add D units of flow to each edge on C: this is a new feasible flow of smaller cost

Output f.
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Cycle cancelling algorithm is correct

Theorem: a flow f has minimum costs, if and only if Gf has no negative cycle.
If Gf has negative cycle, then we can improve f to one with smaller cost. Suppose f is a flow, and f is an optimal flow. f f is a circulation in Gf, hence a linear combination of cycles, and if f is not optimal, then the total cost of these cycles is negative, so there is a negative cycle in this set: it is a cycle in Gf.
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More on the cycle cancelling algorithm

No guarantee that it uses polynomial time. Corollary: if all costs, capacities, and target flow value are integral, then there is an optimal integer minimum cost flow.
The cycle cancelling algorithm finds an integer flow in this case.

Variant: using always the minimum mean cost cycle gives a polynomial time algorithm!
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Minimum mean-cost circulation algorithm

Cycle cancelling algorithm but find always the minimum mean cost cycle and use that.
O(nm) time to find the cycle. A theorem shows that O(nm2 log2 n) iterations are sufficient. O(n2m3 log2 n) algorithm.

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Algorithms and Networks: Minimum Cost Flow

Successive shortest paths

Start with flow f with f(u,v)=0 for all u,v. repeat until value(f ) = r
Find the shortest path P in Gf from s to t Let q be the minimum residual capacity of an edge on P. Send min(q,r value(f)) additional units of flow across P.
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Time and correctness

Time: possibly exponential time Correctness: only if G has no cycle with negative cost Example where it goes wrong with negative cost: consider target flow r=0 Proof of correctness: next

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Algorithms and Networks: Minimum Cost Flow

On the successive shortest paths algorithm

If G has no negative cycle, then the algorithm gives the optimal answer.
Invariant: f has minimum cost among all flows with value value(f). Suppose we obtain f from f by sending across P. Let f be a minimum cost flow with same value as f. Write f f as weighted sum of paths from s to t in Gf and circuits in Gf. Argue that cost(f f) cost(f f), using that:
P is shortest path Circuits have non-negative costs, by optimality of f.
Algorithms and Networks: Minimum Cost Flow

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Finally
More efficient algorithms exist
Some use scaling techniques:
Scaling on capacities Scaling on costs

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Algorithms and Networks: Minimum Cost Flow