.

Some basic network flow problems

.

Lê Xuân Thanh
Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Basic concepts in graph theory

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Basic concepts in graph theory

Directed and undirected graphs

A directed graph G = (V, A) An undirected graph G = (V, E)

consists of consists of
a set V of vertices, and a set V of vertices, and
a set A of (directed) arcs a set E of (undirected) edges

Arc = ordered pair of Edge = unordered pair of

distinct vertices distinct vertices
2 4 2 4

1 5 7 1 5 7

3 6 3 6
 Basic concepts in graph theory

Directed and undirected networks

A directed network G = (N, A) An undirected network
consists of G = (N, E) consists of
a set N of nodes a set N of nodes
a set A of (directed) arcs a set E of (undirected) edges
(ordered pairs of distinct (unordered pairs of distinct
nodes) nodes)
numerical values associated numerical values associated
to each node and/or arc to each node and/or edge

6 6
2 4 7 2 4 4
4 4
4 2 2 4 2 2

2 2
1 0 5 7 1 9 0 3 5 7
6
3 2 3 2
3 3 3 3
3 6 5 3 6 4
3 3
 Basic concepts in graph theory

Some concepts in directed graphs (I)

Given a directed graph G = (V, A)

For an arc (i, j) ∈ A we say

i is a predecessor of j
j is a successor of i
(i, j) is an outgoing arc of vertex i
2 4
(i, j) is an incoming arc of vertex j
i and j are adjacent to each other
(i, j) is incident to i and j
1 5 7

For a vertex i ∈ V
The indegree of i is 3 6
the number of incoming arcs of i
The outdegree of i is
the number of outgoing arcs of i
The degree of i
= its indegree + its outdegree
 Basic concepts in graph theory

Some concepts in directed graphs (II)

Given a directed graph G = (V, A)
A walk in G is a sequence of vertices

i1 − i2 − . . . − ir
2 4
where ik is adjacent to ik+1
(with k = 1, . . . , r − 1)
Example: 1 − 2 − 4 − 5 − 2 − 3 1 5 7

A path in G is
a walk without repetition of vertices
3 6
Example: 1 − 2 − 4 − 5 − 6
Vertices i and j are connected if
there is at least one path from i to j
Example: 1 & 6 are connected

G is connected if every pair of its vertices is connected

 Basic concepts in graph theory

Some concepts in directed graphs (III)

Given a directed graph G = (V, A)

2 4
A cycle in G is a closed path
(start and end at same vertex)
Example: 2 − 4 − 5 − 2 1 5 7

A directed graph is acyclic if it

contains no directed cycle 3 6
 Basic concepts in graph theory

Some concepts in directed graphs (IV)

Given a directed graph G = (V, A)

A cut of G is
a partition of the vertex set V
into two parts S and S = V \ S 2 4

Notation: [S, S]
Note: cut [S, S] defines a set of arcs 1 5 7

having one endpoint in S and

another endpoint in S
3 6

Given two distinct vertices s and t.

An s − t cut is
a cut [S, S] with s ∈ S and t ∈ S
 Basic concepts in graph theory

Some concepts in directed networks

The mentioned concepts in directed graphs

are also applied to directed networks
 Basic concepts in graph theory

Some concepts in undirected graphs

Given an undirected graph G = (V, E)

For an edge {i, j} ∈ E we say

i is adjacent to j
{i, j} is incident to i and j
2 4

For a vertex i ∈ V
The degree of i
1 5 7
= the number of edges incident to i

The concepts of
3 6
walk, path, cycle
connected undirected graph
acyclic undirected graph
are defined as with directed graphs
 Basic concepts in graph theory

Some concepts in undirected networks

The mentioned concepts in undirected graphs

are also applied to undirected networks
 Shortest path problem Problem description

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Shortest path problem Problem description

Problem description
Input:
a directed network G = (N, A)
arc length cij associated with each (i, j) ∈ A
two distinct nodes s, t ∈ N

Definition: Length of a path = sum of lengths of arcs in the path

Objective: Find the shortest path from s to t
2
3 5
3
4

2 1 1
1 6

6 7
2
2 4
 Shortest path problem Problem description

Assumptions

All arc lengths are integers

The network contains a path from s to every other node

The network does not contain a cycle of negative length

 Shortest path problem Dijkstra’s algorithm

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm: principle

Compute shortest paths from source s to all other nodes
Key ideas based on
.
Property 1
.
If a path s = i1 − i2 − . . . − ih = t is a shortest path from s to t,
then for every q = 2, . . . , h − 1 the subpath s = i1 − i2 − . . . − iq is
a. shortest path from s to iq .

q
s
t

.
Property 2
.
Let d(i) be the shortest path distance from source s to node i.
Then a path P from s to node k is a shortest path if and only if
d(j)
. = d(i) + cij for every (i, j) ∈ P.
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0,
d(i) = ∞ ∀i ̸= s
Each iteration:
Node selection:
i := node of minimum temporary
label, make it permanent
Distance update:
If (i, j) ∈ A and d(j) > d(i) + cij ,
then set d(j) := d(i) + cij
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, ∞ ∞
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent ∞
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
∞ ∞
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, ∞
4
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent ∞
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
6 ∞
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, 6
4
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent ∞
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
6 5
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, 6
4
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent
12
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
6 5
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, 6
4
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent
9
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
6 5
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm via an example

Label-setting:
Each node i has a (distance) label d(i)
Permanent nodes: label = shortest distance from source
Temporary nodes:
label = upper bound on length of shortest path from source
Algorithm illustration:
Step 1: temporary labels d(s) = 0, 6
4
d(i) = ∞ ∀i ̸= s 3
2
5
Each iteration: 4
3
Node selection: 0
i := node of minimum temporary 1 2 1 1
6
label, make it permanent
9
Distance update: 6 7
If (i, j) ∈ A and d(j) > d(i) + cij , 2
2
4
then set d(j) := d(i) + cij
6 5
Stop when all nodes are permanent
 Shortest path problem Dijkstra’s algorithm

Dijkstra’s algorithm: pseudo-code

Require: Directed network G = (N, A), source node s ∈ N,

compute shortest paths from s to all other nodes
1: S := ∅, S := N, d(s) := 0, pred(s) := s, d(i) = ∞ ∀i ∈ N
2: while |S| < |N| do
3: i := argmin{d(j) | j ∈ S}
4: S := S ∪ {i}, S := S\{i}
5: for each j ∈ N with (i, j) ∈ A do
6: if d(j) > d(i) + cij then
7: d(j) := d(i) + cij , pred(j) := i
8: end if
9: end for
10: end while
 Max-flow problem Problem description

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Max-flow problem Problem description

Problem description
Input:
a directed network G = (N, A)
arc capacity cij associated with each (i, j) ∈ A
source node s ∈ N, sink node t ∈ N

Objective:
send maximum amount of (flow) units from s to t satisfying
arc capacities
flow conversation at all other nodes

3
4 5

s 1 3 4 t
2
1
2
 Max-flow problem Problem description

Problem description
Input:
a directed network G = (N, A)
arc capacity cij associated with each (i, j) ∈ A
source node s ∈ N, sink node t ∈ N

Objective:
send maximum amount of (flow) units from s to t satisfying
arc capacities
flow conversation at all other nodes

3
4 5
4 5
s 1 1 3 4 t
2 1
2 1
2
 Max-flow problem Problem description

Assumptions

All arc capacities are nonegative integers

The network does not contain a directed path from s to t

composed only of infinite capacity arcs

The network does not contain parallel arcs

 Max-flow problem Augmenting path algorithm

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Max-flow problem Augmenting path algorithm

Intuition

Start by sending some flow units from s to t

Compute residual capacity in each arc residual network
Send more flow units through a directed path from s to t
(if possible) augmenting path

3
4 5

s 1 3 4 t
2
1
2
 Max-flow problem Augmenting path algorithm

Intuition

Start by sending some flow units from s to t

Compute residual capacity in each arc residual network
Send more flow units through a directed path from s to t
(if possible) augmenting path

3
4↓3 5↓4
1 1
s 1 0 3↓3 4 t
2↓1 1
1 1↓0
2
 Max-flow problem Augmenting path algorithm

Intuition

Start by sending some flow units from s to t

Compute residual capacity in each arc residual network
Send more flow units through a directed path from s to t
(if possible) augmenting path

3
4↓0 5↓1
4 4
s 1 0 3↓3 4 t
2↓1 1
1 1↓0
2
 Max-flow problem Augmenting path algorithm

Intuition

Start by sending some flow units from s to t

Compute residual capacity in each arc residual network
Send more flow units through a directed path from s to t
(if possible) augmenting path

3
4↓0 5↓0
4 5
s 1 1 3↓2 4 t
2↓0 1
2 1↓0
2
 Max-flow problem Augmenting path algorithm

Residual network
“Remaining flow network” for carrying incremental flow
Intuitive idea:
Original network G: arc (i, j) has capacity cij
Given xij flow units in arc (i, j)
Up to cij − xij flow units can be sent i → j
Up to xij units can be sent j → i to cancel existing flow in (i, j)
Construction of residual network Gr (x):
Replace arc (i, j) in original network G by
arc (i, j) with residual capacity rij = cij − xij , and
arc (j, i) with residual capacity rji = xij
Remove arcs with residual capacity 0
3 3
4 5 1
3 5 5
3
1 2 3 4 1 2 1 4
s 2 0 t s t
2 1 2 1
2 Gr (x) 2
G, x
 Max-flow problem Augmenting path algorithm

Augmenting path

An augmenting path is
a directed path from source to sink in residual network
Residual capacity of an augmenting path is
the minimum residual capacity of any arc in the path
Always positive (by residual network construction)
Observation:
Additional flow can be sent s → t along augmenting path

3 3
1
3+1
3 5 5
1 2 1 4 1 1 1+1 4
s t s t
2 1 2 1
2 2
 Max-flow problem Augmenting path algorithm

Augmenting path: how to find

Input: Directed residual network Gr (x), source s ∈ N, sink t ∈ N

Objective: find a directed path from s to t in Gr (x)
Labeling algorithm:
1: Label source node s
2: LIST := {s}
3: while LIST ̸= ∅ and t is unlabeled do
4: Remove a node i∗ from LIST
5: for each arc (i∗ , j) in Gr (x) do
6: if j is unlabeled then
7: pred(j) := i∗
8: label j
9: LIST := LIST ∪ {j}
10: end if
11: end for
12: end while
 Max-flow problem Augmenting path algorithm

Augmenting path algorithm

Step 1: send no flow unit through network (x = 0)
Each iteration:
Compute residual network Gr (x)
Find an augmenting path in Gr (x)
If such path exists, then
Compute residual capacity δ of such path
Augment δ flow units along the path, and
update flow value in each arc
Stop when no augmenting path is found

3 3
4 5 4 5
0
0
1 0 3 4 1 3 4
s 0 0 t s t
2 1 2 1
2 Original 2 Residual
 Max-flow problem Augmenting path algorithm

Augmenting path algorithm

Step 1: send no flow unit through network (x = 0)
Each iteration:
Compute residual network Gr (x)
Find an augmenting path in Gr (x)
If such path exists, then
Compute residual capacity δ of such path
Augment δ flow units along the path, and
update flow value in each arc
Stop when no augmenting path is found

3 3
4 5 4 1
4
4 4
1 0 3 4 1 3 4
s 0 0 t s t
2 1 2 1
2 Original 2 Residual
 Max-flow problem Augmenting path algorithm

Augmenting path algorithm

Step 1: send no flow unit through network (x = 0)
Each iteration:
Compute residual network Gr (x)
Find an augmenting path in Gr (x)
If such path exists, then
Compute residual capacity δ of such path
Augment δ flow units along the path, and
update flow value in each arc
Stop when no augmenting path is found

3 3
4 5 4 1
4
4 4
1 0 3 4 1 3 4
s 1 1 t s 1 1 t
2 1 1
2 Original 2 Residual
 Max-flow problem Augmenting path algorithm

Augmenting path algorithm

Step 1: send no flow unit through network (x = 0)
Each iteration:
Compute residual network Gr (x)
Find an augmenting path in Gr (x)
If such path exists, then
Compute residual capacity δ of such path
Augment δ flow units along the path, and
update flow value in each arc
Stop when no augmenting path is found

3 3
4 5 4
5
4 5
1 1 3 4 1 3 4
s 2 1 t s 2 1 t
2 1
2 Original, optimal 2 Residual
 Max-flow problem Max-flow min-cut theorem

Contents

1. Basic concepts in graph theory

2. Shortest path problem

Problem description
Dijkstra’s algorithm

3. Max-flow problem
Problem description
Augmenting path algorithm
Max-flow min-cut theorem
 Max-flow problem Max-flow min-cut theorem

Max-flow min-cut theorem

.
Theorem
.
The maximum value of the flow from a source node s to a sink
node t in a capacitated network equals the minimum capacity
among
. all s − t cuts.

Proof. Based on the observation:

Any flow s → t must pass through forward arcs of every s − t cut.

2 4

1 5 7
s t

3 6
 Thanks

Thank you for your attention!