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diff --git a/lemon/doc/min_cost_flow.dox b/lemon/doc/min_cost_flow.dox new file mode 100644 index 0000000..ae8f044 --- /dev/null +++ b/lemon/doc/min_cost_flow.dox @@ -0,0 +1,153 @@ +/* -*- mode: C++; indent-tabs-mode: nil; -*- + * + * This file is a part of LEMON, a generic C++ optimization library. + * + * Copyright (C) 2003-2010 + * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport + * (Egervary Research Group on Combinatorial Optimization, EGRES). + * + * Permission to use, modify and distribute this software is granted + * provided that this copyright notice appears in all copies. For + * precise terms see the accompanying LICENSE file. + * + * This software is provided "AS IS" with no warranty of any kind, + * express or implied, and with no claim as to its suitability for any + * purpose. + * + */ + +namespace lemon { + +/** +\page min_cost_flow Minimum Cost Flow Problem + +\section mcf_def Definition (GEQ form) + +The \e minimum \e cost \e flow \e problem is to find a feasible flow of +minimum total cost from a set of supply nodes to a set of demand nodes +in a network with capacity constraints (lower and upper bounds) +and arc costs \ref amo93networkflows. + +Formally, let \f$G=(V,A)\f$ be a digraph, \f$lower: A\rightarrow\mathbf{R}\f$, +\f$upper: A\rightarrow\mathbf{R}\cup\{+\infty\}\f$ denote the lower and +upper bounds for the flow values on the arcs, for which +\f$lower(uv) \leq upper(uv)\f$ must hold for all \f$uv\in A\f$, +\f$cost: A\rightarrow\mathbf{R}\f$ denotes the cost per unit flow +on the arcs and \f$sup: V\rightarrow\mathbf{R}\f$ denotes the +signed supply values of the nodes. +If \f$sup(u)>0\f$, then \f$u\f$ is a supply node with \f$sup(u)\f$ +supply, if \f$sup(u)<0\f$, then \f$u\f$ is a demand node with +\f$-sup(u)\f$ demand. +A minimum cost flow is an \f$f: A\rightarrow\mathbf{R}\f$ solution +of the following optimization problem. + +\f[ \min\sum_{uv\in A} f(uv) \cdot cost(uv) \f] +\f[ \sum_{uv\in A} f(uv) - \sum_{vu\in A} f(vu) \geq + sup(u) \quad \forall u\in V \f] +\f[ lower(uv) \leq f(uv) \leq upper(uv) \quad \forall uv\in A \f] + +The sum of the supply values, i.e. \f$\sum_{u\in V} sup(u)\f$ must be +zero or negative in order to have a feasible solution (since the sum +of the expressions on the left-hand side of the inequalities is zero). +It means that the total demand must be greater or equal to the total +supply and all the supplies have to be carried out from the supply nodes, +but there could be demands that are not satisfied. +If \f$\sum_{u\in V} sup(u)\f$ is zero, then all the supply/demand +constraints have to be satisfied with equality, i.e. all demands +have to be satisfied and all supplies have to be used. + + +\section mcf_algs Algorithms + +LEMON contains several algorithms for solving this problem, for more +information see \ref min_cost_flow_algs "Minimum Cost Flow Algorithms". + +A feasible solution for this problem can be found using \ref Circulation. + + +\section mcf_dual Dual Solution + +The dual solution of the minimum cost flow problem is represented by +node potentials \f$\pi: V\rightarrow\mathbf{R}\f$. +An \f$f: A\rightarrow\mathbf{R}\f$ primal feasible solution is optimal +if and only if for some \f$\pi: V\rightarrow\mathbf{R}\f$ node potentials +the following \e complementary \e slackness optimality conditions hold. + + - For all \f$uv\in A\f$ arcs: + - if \f$cost^\pi(uv)>0\f$, then \f$f(uv)=lower(uv)\f$; + - if \f$lower(uv)<f(uv)<upper(uv)\f$, then \f$cost^\pi(uv)=0\f$; + - if \f$cost^\pi(uv)<0\f$, then \f$f(uv)=upper(uv)\f$. + - For all \f$u\in V\f$ nodes: + - \f$\pi(u)\leq 0\f$; + - if \f$\sum_{uv\in A} f(uv) - \sum_{vu\in A} f(vu) \neq sup(u)\f$, + then \f$\pi(u)=0\f$. + +Here \f$cost^\pi(uv)\f$ denotes the \e reduced \e cost of the arc +\f$uv\in A\f$ with respect to the potential function \f$\pi\f$, i.e. +\f[ cost^\pi(uv) = cost(uv) + \pi(u) - \pi(v).\f] + +All algorithms provide dual solution (node potentials), as well, +if an optimal flow is found. + + +\section mcf_eq Equality Form + +The above \ref mcf_def "definition" is actually more general than the +usual formulation of the minimum cost flow problem, in which strict +equalities are required in the supply/demand contraints. + +\f[ \min\sum_{uv\in A} f(uv) \cdot cost(uv) \f] +\f[ \sum_{uv\in A} f(uv) - \sum_{vu\in A} f(vu) = + sup(u) \quad \forall u\in V \f] +\f[ lower(uv) \leq f(uv) \leq upper(uv) \quad \forall uv\in A \f] + +However if the sum of the supply values is zero, then these two problems +are equivalent. +The \ref min_cost_flow_algs "algorithms" in LEMON support the general +form, so if you need the equality form, you have to ensure this additional +contraint manually. + + +\section mcf_leq Opposite Inequalites (LEQ Form) + +Another possible definition of the minimum cost flow problem is +when there are <em>"less or equal"</em> (LEQ) supply/demand constraints, +instead of the <em>"greater or equal"</em> (GEQ) constraints. + +\f[ \min\sum_{uv\in A} f(uv) \cdot cost(uv) \f] +\f[ \sum_{uv\in A} f(uv) - \sum_{vu\in A} f(vu) \leq + sup(u) \quad \forall u\in V \f] +\f[ lower(uv) \leq f(uv) \leq upper(uv) \quad \forall uv\in A \f] + +It means that the total demand must be less or equal to the +total supply (i.e. \f$\sum_{u\in V} sup(u)\f$ must be zero or +positive) and all the demands have to be satisfied, but there +could be supplies that are not carried out from the supply +nodes. +The equality form is also a special case of this form, of course. + +You could easily transform this case to the \ref mcf_def "GEQ form" +of the problem by reversing the direction of the arcs and taking the +negative of the supply values (e.g. using \ref ReverseDigraph and +\ref NegMap adaptors). +However \ref NetworkSimplex algorithm also supports this form directly +for the sake of convenience. + +Note that the optimality conditions for this supply constraint type are +slightly differ from the conditions that are discussed for the GEQ form, +namely the potentials have to be non-negative instead of non-positive. +An \f$f: A\rightarrow\mathbf{R}\f$ feasible solution of this problem +is optimal if and only if for some \f$\pi: V\rightarrow\mathbf{R}\f$ +node potentials the following conditions hold. + + - For all \f$uv\in A\f$ arcs: + - if \f$cost^\pi(uv)>0\f$, then \f$f(uv)=lower(uv)\f$; + - if \f$lower(uv)<f(uv)<upper(uv)\f$, then \f$cost^\pi(uv)=0\f$; + - if \f$cost^\pi(uv)<0\f$, then \f$f(uv)=upper(uv)\f$. + - For all \f$u\in V\f$ nodes: + - \f$\pi(u)\geq 0\f$; + - if \f$\sum_{uv\in A} f(uv) - \sum_{vu\in A} f(vu) \neq sup(u)\f$, + then \f$\pi(u)=0\f$. + +*/ +} |