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Algorithms, 4 th Edition · Robert Sedgewick and Kevin Wayne · Copyright © 2002–2012 · April 8, 2012 5:24:49 AM Algorithms F O U R T H E D I T I O N R O B E R T S E D G E W I C K K E V I N W AY N E 6.4 MAXIMUM FLOW overview Ford-Fulkerson algorithm analysis Java implementation applications

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Algorithms, 4th Edition · Robert Sedgewick and Kevin Wayne · Copyright © 2002–2012 · April 8, 2012 5:24:49 AM

AlgorithmsF O U R T H E D I T I O N

R O B E R T S E D G E W I C K K E V I N W A Y N E

6.4 MAXIMUM FLOW

‣ overview‣ Ford-Fulkerson algorithm ‣ analysis‣ Java implementation‣ applications

Page 2: 64MaxFlow.pdf

2

‣ overview‣ Ford-Fulkerson algorithm‣ analysis‣ Java implementation‣ applications

Page 3: 64MaxFlow.pdf

Input. A weighted digraph, source vertex s, and target vertex t.

Mincut problem

3

5s t

15

10 15

16

9

15

6

8 10

154

4 10

10

each edge has apositive capacity

capacity

Page 4: 64MaxFlow.pdf

Def. A st-cut (cut) is a partition of the vertices into two disjoint sets,with s in one set A and t in the other set B.

Def. Its capacity is the sum of the capacities of the edges from A to B.

Mincut problem

4

5s

capacity = 10 + 5 + 15 = 30

15

10

t

Page 5: 64MaxFlow.pdf

Def. A st-cut (cut) is a partition of the vertices into two disjoint sets,with s in one set A and t in the other set B.

Def. Its capacity is the sum of the capacities of the edges from A to B.

10

Mincut problem

5

8

don't count edgesfrom B to A

t

16capacity = 10 + 8 + 16 = 34

s

Page 6: 64MaxFlow.pdf

Def. A st-cut (cut) is a partition of the vertices into two disjoint sets,with s in one set A and t in the other set B.

Def. Its capacity is the sum of the capacities of the edges from A to B.

Minimum st-cut (mincut) problem. Find a cut of minimum capacity.

10

Mincut problem

6

s

10

t

capacity = 10 + 8 + 10 = 28

8

Page 7: 64MaxFlow.pdf

"Free world" goal. Cut supplies (if cold war turns into real war).

Figure 2From Harris and Ross [1955]: Schematic diagram of the railway network of the Western So-viet Union and Eastern European countries, with a maximum flow of value 163,000 tons fromRussia to Eastern Europe, and a cut of capacity 163,000 tons indicated as ‘The bottleneck’.

Mincut application (1950s)

7

rail network connecting Soviet Union with Eastern European countries(map declassified by Pentagon in 1999)

Page 8: 64MaxFlow.pdf

Potential mincut application (2010s)

Government-in-power’s goal. Cut off communication to specified set of people.

8

Page 9: 64MaxFlow.pdf

Input. A weighted digraph, source vertex s, and target vertex t.

Maxflow problem

9

each edge has apositive capacity

4

4 15

10

105s t

6

10

9

8

15

1015

16

15

capacity

Page 10: 64MaxFlow.pdf

Def. An st-flow (flow) is an assignment of values to the edges such that:

• Capacity constraint: 0 ≤ edge's flow ≤ edge's capacity.

• Local equilibrium: inflow = outflow at every vertex (except s and t).

10

Maxflow problem

0 / 4

0 / 4 0 / 15

10 / 10

10 / 105 / 5 vs t

0 / 6

5 / 10

5 / 9

5 / 8

5 / 15

10 / 1010 / 15

10 / 16

inflow at v = 5 + 5 + 0 = 10

outflow at v = 10 + 0 = 10

flow capacity

0 / 15

Page 11: 64MaxFlow.pdf

11

Maxflow problem

Def. An st-flow (flow) is an assignment of values to the edges such that:

• Capacity constraint: 0 ≤ edge's flow ≤ edge's capacity.

• Local equilibrium: inflow = outflow at every vertex (except s and t).

Def. The value of a flow is the inflow at t.

0 / 4

10 / 10

10 / 105 / 5s t

5 / 10

5 / 9

5 / 8

5 / 15

10 / 1010 / 15

0 / 15

value = 5 + 10 + 10 = 25

0 / 4

0 / 6

10 / 16

0 / 15

we assume no edge points from s or to t

Page 12: 64MaxFlow.pdf

12

Maxflow problem

Def. An st-flow (flow) is an assignment of values to the edges such that:

• Capacity constraint: 0 ≤ edge's flow ≤ edge's capacity.

• Local equilibrium: inflow = outflow at every vertex (except s and t).

Def. The value of a flow is the inflow at t.

Maximum st-flow (maxflow) problem. Find a flow of maximum value.

0 / 4

10 / 10

10 / 105 / 5s

8 / 10

8 / 9

8 / 8

10 / 1013 / 15

0 / 15

value = 8 + 10 + 10 = 28

0 / 4

3 / 6

13 / 16

0 / 15

t

2 / 15

Page 13: 64MaxFlow.pdf

Soviet Union goal. Maximize flow of supplies to Eastern Europe.

Figure 2From Harris and Ross [1955]: Schematic diagram of the railway network of the Western So-viet Union and Eastern European countries, with a maximum flow of value 163,000 tons fromRussia to Eastern Europe, and a cut of capacity 163,000 tons indicated as ‘The bottleneck’.

Maxflow application (1950s)

13

flow

capacity

rail network connecting Soviet Union with Eastern European countries(map declassified by Pentagon in 1999)

Page 14: 64MaxFlow.pdf

Potential maxflow application (2010s)

"Free world" goal. Maximize flow of information to specified set of people.

14

facebook graph

Page 15: 64MaxFlow.pdf

Input. A weighted digraph, source vertex s, and target vertex t. Mincut problem. Find a cut of minimum capacity. Maxflow problem. Find a flow of maximum value.

Remarkable fact. These two problems are dual!

Summary

15

s

value of flow = 28

t

0 / 4

10 / 10

10 / 105 / 5

8 / 10

8 / 9

8 / 8

2 / 15

10 / 10

13 / 15

0 / 4

3 / 6

13 / 16

0 / 15

0 / 15

s

capacity of cut = 28

10

8

10

t

Page 16: 64MaxFlow.pdf

16

‣ overview‣ Ford-Fulkerson algorithm‣ analysis‣ Java implementation‣ applications

Page 17: 64MaxFlow.pdf

Initialization. Start with 0 flow.

Ford-Fulkerson algorithm

17

s t

0 / 4

0 / 40 / 15

0 / 10 0 / 15

0 / 15

0 / 10

0 / 10

0 / 9

0 / 15

0 / 8

0 / 6

0 / 16

initialization

0 / 5 0

value of flow

0 / 10

flow capacity

Page 18: 64MaxFlow.pdf

Augmenting path. Find an undirected path from s to t such that:

• Can increase flow on forward edges (not full).

• Can decrease flow on backward edge (not empty).

Idea: increase flow along augmenting paths

18

0 / 4

0 / 40 / 15

0 / 15

0 / 15 0 / 10

0 / 9

0 / 8

0 / 6

0 / 16

s t

0 / 10 0 / 15

0 / 10

0 / 10 0 / 15

0 / 10

10

10

10

—0 / 5

1st augmenting path

0 + 10 = 10

0 / 10

bottleneck capacity = 10

Page 19: 64MaxFlow.pdf

Augmenting path. Find an undirected path from s to t such that:

• Can increase flow on forward edges (not full).

• Can decrease flow on backward edge (not empty).

Idea: increase flow along augmenting paths

19

0 / 5

0 / 4

0 / 4

0 / 15

0 / 15

0 / 10

0 / 9

0 / 8

0 / 6

10 / 10 10 / 15

10 / 10s t

0 / 15 0 / 10

0 / 16

0 / 15 0 / 10

0 / 16

10

10

10

2nd augmenting path

10 + 10 = 20

Page 20: 64MaxFlow.pdf

Augmenting path. Find an undirected path from s to t such that:

• Can increase flow on forward edges (not full).

• Can decrease flow on backward edge (not empty).

Idea: increase flow along augmenting paths

20

0 / 4

0 / 4 0 / 150 / 6

10 / 10

10 / 10

10 / 15 10 / 10

10 / 16

s t0 / 5

0 / 10

0 / 9

0 / 8

10 / 15

0 / 5

0 / 10

0 / 9

0 / 8

10 / 15

3rd augmenting path

20 + 5 = 255—

5—

5—

5—

5—

0 / 15

backward edge(not empty)

Page 21: 64MaxFlow.pdf

Augmenting path. Find an undirected path from s to t such that:

• Can increase flow on forward edges (not full).

• Can decrease flow on backward edge (not empty).

Idea: increase flow along augmenting paths

21

0 / 4

0 / 4 0 / 15

10 / 10

10 / 105 / 5s t

0 / 6

5 / 10

5 / 9

5 / 8

0 / 6

5 / 10

5 / 9

5 / 8

5 / 155 / 15

10 / 1010 / 15

10 / 15

10 / 1610 / 16

4th augmenting path

25 + 3 = 288—

2—

8—

8—

13—

13—

3—

0 / 15

backward edge(not empty)

Page 22: 64MaxFlow.pdf

Termination. All paths from s to t are blocked by either a

• Full forward edge.

• Empty backward edge.

Idea: increase flow along augmenting paths

22

no more augmenting paths

0 / 4

0 / 4 0 / 15

10 / 10

10 / 105 / 5s t

3 / 6

8 / 10

8 / 9

8 / 8

2 / 15

10 / 1013 / 15

28

13 / 16

0 / 15

full forward edge

empty backward edge

Page 23: 64MaxFlow.pdf

Ford-Fulkerson algorithm

Questions.

• How to compute a mincut?

• How to find an augmenting path?

• If FF terminates, does it always compute a maxflow?

• Does FF always terminate? If so, after how many augmentations?

23

Start with 0 flow.While there exists an augmenting path: - find an augmenting path - compute bottleneck capacity - increase flow on that path by bottleneck capacity

Ford-Fulkerson algorithm

Page 24: 64MaxFlow.pdf

24

‣ overview‣ Ford-Fulkerson algorithm‣ analysis‣ Java implementation‣ applications

Page 25: 64MaxFlow.pdf

Relationship between flows and cuts

Def. The net flow across a cut (A, B) is the sum of the flows on its edgesfrom A to B minus the sum of the flows on its edges from from B to A.

Proposition. Let f be any flow and let (A, B) be any cut. Then, the net flow across (A, B) equals the value of f.

25

0 / 4

10 / 10

10 / 105 / 5s t

5 / 10

5 / 9

5 / 8

5 / 15

10 / 1010 / 15

0 / 15

value of flow = 25

0 / 4

0 / 6

10 / 16

0 / 15

net flow across cut = 5 + 10 + 10 = 25

Page 26: 64MaxFlow.pdf

Relationship between flows and cuts

Def. The net flow across a cut (A, B) is the sum of the flows on its edgesfrom A to B minus the sum of the flows on its edges from from B to A.

Proposition. Let f be any flow and let (A, B) be any cut. Then, the net flow across (A, B) equals the value of f.

26

0 / 4

10 / 10

10 / 105 / 5s t

5 / 10

5 / 9

5 / 8

5 / 15

10 / 1010 / 15

0 / 150 / 4

0 / 6

10 / 16

0 / 15

value of flow = 25

net flow across cut = 10 + 5 + 10 = 25

Page 27: 64MaxFlow.pdf

Relationship between flows and cuts

Def. The net flow across a cut (A, B) is the sum of the flows on its edgesfrom A to B minus the sum of the flows on its edges from from B to A.

Proposition. [flow-value lemma] Let f be any flow and let (A, B) be any cut. Then, the net flow across (A, B) equals the value of f.

27

0 / 4

10 / 10

10 / 105 / 5s t

5 / 10

5 / 9

5 / 8

5 / 15

10 / 1010 / 15

0 / 15

value of flow = 25

0 / 4

0 / 6

10 / 16

0 / 15

net flow across cut = (10 + 10 + 5 + 10) – (5 + 5) = 25

edges from B to A

Page 28: 64MaxFlow.pdf

Relationship between flows and cuts

Def. The net flow across a cut (A, B) is the sum of the flows on its edgesfrom A to B minus the sum of the flows on its edges from from B to A.

Proposition. [flow-value lemma] Let f be any flow and let (A, B) be any cut. Then, the net flow across (A, B) equals the value of f.

Pf. By induction on the size of B.

• Base case: B = { t }.

• Induction step: remains true by local equilibrium when movingany vertex from A to B.

Corollary. Outflow from s = inflow to t = value of flow.

28

Page 29: 64MaxFlow.pdf

Relationship between flows and cuts

Weak duality. Let f be any flow and let (A, B) be any cut.Then, the value of the flow ≤ the capacity of the cut.

Pf. Value of flow f = net flow across cut (A, B) ≤ capacity of cut (A, B).

29

flow value lemma flow bounded by capacity

s t

0 / 4

10 / 10

9 / 105 / 5

8 / 10

8 / 9

7 / 8

2 / 15

10 / 10

12 / 15

0 / 4

2 / 6

12 / 16

0 / 15

0 / 15

s

15

5

10

t

value of flow = 27 capacity of cut = 30

Page 30: 64MaxFlow.pdf

Maxflow-mincut theorem

Augmenting path theorem. A flow f is a maxflow iff no augmenting paths.Maxflow-mincut theorem. Value of the maxflow = capacity of mincut.

Pf. The following three conditions are equivalent for any flow f : i. There exists a cut whose capacity equals the value of the flow f. ii. f is a maxflow.iii. There is no augmenting path with respect to f.

[ i ⇒ ii ]

• Suppose that (A, B) is a cut with capacity equal to the value of f.

• Then, the value of any flow f ' ≤ capacity of (A, B) = value of f.

• Thus, f is a maxflow.

30

weak duality

Page 31: 64MaxFlow.pdf

Maxflow-mincut theorem

Augmenting path theorem. A flow f is a maxflow iff no augmenting paths.Maxflow-mincut theorem. Value of the maxflow = capacity of mincut.

Pf. The following three conditions are equivalent for any flow f : i. There exists a cut whose capacity equals the value of the flow f. ii. f is a maxflow.iii. There is no augmenting path with respect to f.

[ ii ⇒ iii ] We prove contrapositive: ~iii ⇒ ~ii.

• Suppose that there is an augmenting path with respect to f.

• Can improve flow f by sending flow along this path.

• Thus, f is not a maxflow.

31

Page 32: 64MaxFlow.pdf

Maxflow-mincut theorem

Augmenting path theorem. A flow f is a maxflow iff no augmenting paths.Maxflow-mincut theorem. Value of the maxflow = capacity of mincut.

Pf. The following three conditions are equivalent for any flow f : i. There exists a cut whose capacity equals the value of the flow f. ii. f is a maxflow.iii. There is no augmenting path with respect to f.

[ iii ⇒ i ]

Suppose that there is no augmenting path with respect to f.

• Let (A, B) be a cut where A is the set of vertices connected to s by an undirected path with no full forward or empty backward edges.

• By definition, s is in A; since no augmenting path, t is in B.

• Capacity of cut = net flow across cut = value of flow f.

32

forward edges full; backward edges empty

flow-value proposition

Page 33: 64MaxFlow.pdf

To compute mincut (A, B) from maxflow f :

• By augmenting path theorem, no augmenting paths with respect to f.

• Compute A = set of vertices connected to s by an undirected pathwith no full forward or empty backward edges.

Computing a mincut from a maxflow

33

forward edge(not full)

backward edge(not empty)

0 / 4

0 / 15

10 / 10

10 / 105 / 5 t

8 / 10

8 / 9

8 / 8

2 / 15

10 / 10

16 / 16

0 / 15

ss

13 / 15

13 / 156 / 66 / 6

3 / 43 / 4

full forward edge

empty backward edge

A

Page 34: 64MaxFlow.pdf

Ford-Fulkerson algorithm

Questions.

• How to compute a mincut? Easy. ✔

• How to find an augmenting path? BFS works well.

• If FF terminates, does it always compute a maxflow? Yes. ✔

• Does FF always terminate? If so, after how many augmentations?

34

Start with 0 flow.While there exists an augmenting path: - find an augmenting path - compute bottleneck capacity - increase flow on that path by bottleneck capacity

Ford-Fulkerson algorithm

yes, provided edge capacities are integers(or augmenting paths are chosen carefully)

requires clever analysis(see COS 423)

Page 35: 64MaxFlow.pdf

Ford-Fulkerson algorithm with integer capacities

Important special case. Edge capacities are integers between 1 and U.

Invariant. The flow is integer-valued throughout FF.Pf. [by induction]

• Bottleneck capacity is an integer.

• Flow on an edge increases/decreases by bottleneck capacity.

Proposition. Number of augmentations ≤ the value of the maxflow.Pf. Each augmentation increases the value by at least 1.

Integrality theorem. There exists an integer-valued maxflow.Pf. FF terminates; invariant ensures maxflow that FF finds is integer-valued.

35

flow on each edge is an integer

and FF finds one!important for some applications (stay tuned)

Page 36: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

36

t

s

0

1

00

0capacity

flow

100

100

100

100

0

initialize with 0 flow

Page 37: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

37

0

0

t

s

0

1

0

0

1st iteration

1

1

1

100

100

100

100

Page 38: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

38

1

1

1

2nd iteration

0

0

t

s

1

1

1

0

100

100

100

100

Page 39: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

39

1

1

t

s

1

1

1

0

3rd iteration

2

2

1

100

100

100

100

Page 40: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

40

2

2

1

4th iteration

1

1

t

s

1

2

2

0

100

100

100

100

Page 41: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

41

. . .

Page 42: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

42

t

s

99

1

99

0

199th iteration

100

100

1

99

99

100

100

100

100

Page 43: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmenting paths could be equal to the value of the maxflow.

Bad case for Ford-Fulkerson

43

100

100

1

200th iteration

99

99

t

s

1

100

100

0

100

100

100

100

Page 44: 64MaxFlow.pdf

Bad news. Even when edge capacities are integers, number of augmentingpaths could be equal to the value of the maxflow.

Good news. This case is easily avoided. [use shortest/fattest augmenting path]

Bad case for Ford-Fulkerson

44

0

100

100

t

s

1

100

100

100

10010

0

100

can be exponential in input size

Page 45: 64MaxFlow.pdf

How to choose augmenting paths?

FF performance depends on choice of augmenting paths.

45

augmenting path with fewest

number of edges

augmenting pathwith maximum

bottleneck capacity

shortest path fattest path

augmenting path number of paths implementation

shortest path ≤ ½ E V queue (BFS)

fattest path ≤ E ln(E U) priority queue

random path ≤ E U randomized queue

DFS path ≤ E U stack (DFS)

digraph with V vertices, E edges, and integer capacities (max U)

Page 46: 64MaxFlow.pdf

46

‣ overview‣ Ford-Fulkerson algorithm‣ analysis‣ Java implementation‣ applications

Page 47: 64MaxFlow.pdf

Flow edge data type. Associate flow fe and capacity ce with edge e = v→w.

Flow network data type. Need to process edge e = v→w in either direction:Include e in both v and w's adjacency lists.

Residual capacity.

• Forward edge: residual capacity = ce - fe.

• Backward edge: residual capacity = fe.

Augment flow.

• Forward edge: add ∆.

• Backward edge: subtract ∆.

Flow network representation

47

w7 / 9v

flow fe capacity ce

v w

2

7

residual capacityforward edge

backward edge

Page 48: 64MaxFlow.pdf

Residual network. A useful view of a flow network.

Key point. Augmenting path in original network is equivalent todirected path in residual network.

t

Flow network representation

48

9 / 10

4 / 104 / 5

9 / 10

9 / 9

0 / 8

4 / 44 / 4 0 / 15

original network

s t

1

61

1

9

8

4415

residual network

4 4

99

backward edge(not empty)

s

forward edge(not full)

Page 49: 64MaxFlow.pdf

49

Flow edge API

public class FlowEdge public class FlowEdge public class FlowEdge

FlowEdge(int v, int w, double capacity) create a flow edge v→wwith given capacity

int from() vertex this edge points from

int to() vertex this edge points to

int other(int v) other endpoint

double capacity() capacity of this edge

double flow() flow in this edge

double residualCapacityTo(int v) residual capacity toward v

void addResidualFlowTo(int v, double delta) add delta flow toward v

String toString() string representation

w7 / 9v

flow fe capacity ce

v w

2

7

residual capacityforward edge

backward edge

Page 50: 64MaxFlow.pdf

50

Flow edge: Java implementation

public class FlowEdge{ private final int v, w; // from and to private final double capacity; // capacity private double flow; // flow

public FlowEdge(int v, int w, double capacity) { this.v = v; this.w = w; this.capacity = capacity; }

public int from() { return v; } public int to() { return w; } public double capacity() { return capacity; } public double flow() { return flow; }

public int other(int vertex) { if (vertex == v) return w; else if (vertex == w) return v; else throw new RuntimeException("Illegal endpoint"); }

public double residualCapacityTo(int vertex) {...} public void addResidualFlowTo(int vertex, double delta) {...}}

flow variable

next slide

Page 51: 64MaxFlow.pdf

51

Flow edge: Java implementation

public double residualCapacityTo(int vertex) { if (vertex == v) return flow; else if (vertex == w) return capacity - flow; else throw new RuntimeException("Illegal endpoint"); }

public void addResidualFlowTo(int vertex, double delta) { if (vertex == v) flow -= delta; else if (vertex == w) flow += delta; else throw new RuntimeException("Illegal endpoint"); }

forward edge

backward edge

forward edge

backward edge

w7 / 9v

flow fe capacity ce

v w

2

7

residual capacityforward edge

backward edge

Page 52: 64MaxFlow.pdf

52

Conventions. Allow self-loops and parallel edges.

Flow network API

public class FlowNetwork public class FlowNetwork

FlowNetwork(int V)FlowNetwork(int V) create an empty flow network with V vertices

FlowNetwork(In in)FlowNetwork(In in) construct flow network input stream

void addEdge(FlowEdge e)addEdge(FlowEdge e) add flow edge e to this flow network

Iterable<FlowEdge> adj(int v)adj(int v) forward and backward edges incident to v

Iterable<FlowEdge> edges()edges() all edges in this flow network

int V()V() number of vertices

int E()E() number of edges

String toString()toString() string representation

Page 53: 64MaxFlow.pdf

Flow network: Java implementation

53

public class FlowNetwork{ private final int V; private Bag<FlowEdge>[] adj; public FlowNetwork(int V) { this.V = V; adj = (Bag<FlowEdge>[]) new Bag[V]; for (int v = 0; v < V; v++) adj[v] = new Bag<FlowEdge>(); }

public void addEdge(FlowEdge e) { int v = e.from(); int w = e.to(); adj[v].add(e); adj[w].add(e); }

public Iterable<FlowEdge> adj(int v) { return adj[v]; }}

same as EdgeWeightedGraph,

but adjacency lists ofFlowEdges instead of Edges

add forward edgeadd backward edge

Page 54: 64MaxFlow.pdf

Maintain vertex-indexed array of FlowEdge lists (use Bag abstraction).

Flow network: adjacency-lists representation

54

Flow network representation

adj[]0

1

2

3

4

5

0 2 1.03.0 0 1 2.0 2.0

Bagobjects

4 5 1.03.0 3 5 2.0 2.0

4 5 1.03.0 2 4 1.0 1.0 1 4 1.0 0.0

3 5 2.02.0 2 3 1.0 0.0 1 3 3.0 2.0

2 4 1.01.0 2 3 1.0 0.0 0 2 3.0 1.0

1 4 0.01.0 1 3 3.0 2.0 0 1 2.0 2.0

references to the same FlowEdge object

6 80 1 2.00 2 3.01 3 3.01 4 1.02 3 1.02 4 1.03 5 2.04 5 3.0

tinyFN.txt

V

E

Page 55: 64MaxFlow.pdf

55

Ford-Fulkerson: Java implementation

public class FordFulkerson{ private boolean[] marked; // true if s->v path in residual network private FlowEdge[] edgeTo; // last edge on s->v path private double value; // value of flow

public FordFulkerson(FlowNetwork G, int s, int t) { value = 0; while (hasAugmentingPath(G, s, t)) { double bottle = Double.POSITIVE_INFINITY; for (int v = t; v != s; v = edgeTo[v].other(v)) bottle = Math.min(bottle, edgeTo[v].residualCapacityTo(v));

for (int v = t; v != s; v = edgeTo[v].other(v)) edgeTo[v].addResidualFlowTo(v, bottle);

value += bottle; } }

public double hasAugmentingPath(FlowNetwork G, int s, int t) { /* See next slide. */ }

public double value() { return value; }

public boolean inCut(int v) { return marked[v]; }}

compute bottleneck capacity

augment flow

is v reachable from s in residual network?

Page 56: 64MaxFlow.pdf

56

Finding a shortest augmenting path (cf. breadth-first search)

private boolean hasAugmentingPath(FlowNetwork G, int s, int t){ edgeTo = new FlowEdge[G.V()]; marked = new boolean[G.V()];

Queue<Integer> q = new Queue<Integer>(); q.enqueue(s); marked[s] = true; while (!q.isEmpty()) { int v = q.dequeue();

for (FlowEdge e : G.adj(v)) { int w = e.other(v); if (e.residualCapacityTo(w) > 0 && !marked[w]) { edgeTo[w] = e; marked[w] = true; q.enqueue(w); } } }

return marked[t];}

save last edge on path to w; mark w;add w to the queue

found path from s to win the residual network?

is t reachable from s in residual network?

Page 57: 64MaxFlow.pdf

57

‣ overview‣ Ford-Fulkerson algorithm‣ analysis‣ Java implementation‣ applications

Page 58: 64MaxFlow.pdf

Maxflow/mincut is a widely applicable problem-solving model.

• Data mining.

• Open-pit mining.

• Bipartite matching.

• Network reliability.

• Image segmentation.

• Network connectivity.

• Distributed computing.

• Egalitarian stable matching.

• Security of statistical data.

• Multi-camera scene reconstruction.

• Sensor placement for homeland security.

• Baseball elimination.

• Many, many, more.

Maxflow and mincut applications

58

see next programming assignment

liver and hepatic vascularization segmentation

Page 59: 64MaxFlow.pdf

Bipartite matching problem

59

N students apply for N jobs.

Each gets several offers.

Is there a way to match all students to jobs?

1

2

3

4

5

Alice

Bob

Carol

Dave

Eliza

AdobeAmazonGoogle

AdobeAmazon

AdobeFacebook Google

AmazonYahoo

AmazonYahoo

6

7

8

9

10

Adobe

Amazon

Facebook

Google

Yahoo

AliceBobCarol

AliceBobDaveEliza

Carol

AliceCarol

DaveEliza

bipartite matching problem

Page 60: 64MaxFlow.pdf

Given a bipartite graph, find a maximal matching.

Bipartite matching problem

60

perfect matching (solution) bipartite graph

3

1

5

2

4

6

8

9

7

10

students companies

1

2

3

4

5

Alice

Bob

Carol

Dave

Eliza

AdobeAmazonGoogle

AdobeAmazon

AdobeFacebook Google

AmazonYahoo

AmazonYahoo

6

7

8

9

10

Adobe

Amazon

Facebook

Google

Yahoo

AliceBobCarol

AliceBobDaveEliza

Carol

AliceCarol

DaveEliza

bipartite matching problem

Alice

Bob

Carol

Dave

Eliza

—— Google

—— Adobe

—— Facebook

—— Yahoo

—— Amazon

Page 61: 64MaxFlow.pdf

Network flow formulation of bipartite matching

• Create s, t, one vertex for each student, and one vertex for each job.

• Add edge from s to each student (capacity 1).

• Add edge from each job to t (capacity 1).

• Add edge from student to each job offered (infinite capacity).

61

students companies

1

2

3

4

5

Alice

Bob

Carol

Dave

Eliza

AdobeAmazonGoogle

AdobeAmazon

AdobeFacebook Google

AmazonYahoo

AmazonYahoo

6

7

8

9

10

Adobe

Amazon

Facebook

Google

Yahoo

AliceBobCarol

AliceBobDaveEliza

Carol

AliceCarol

DaveEliza

3

1

t

6

8

9

55

2

4

7

10

s

bipartite matching problem

Page 62: 64MaxFlow.pdf

1-1 correspondence between integer-valued maxflow solution of value Nand perfect matchings.

Network flow formulation of bipartite matching

62

students companies

3

1

t

6

8

9

55

2

4

7

10

s

1

2

3

4

5

Alice

Bob

Carol

Dave

Eliza

AdobeAmazonGoogle

AdobeAmazon

AdobeFacebook Google

AmazonYahoo

AmazonYahoo

6

7

8

9

10

Adobe

Amazon

Facebook

Google

Yahoo

AliceBobCarol

AliceBobDaveEliza

Carol

AliceCarol

DaveEliza

bipartite matching problem

Page 63: 64MaxFlow.pdf

Goal. When no perfect matching, explain why.

What the mincut tells us

63

5

3

2

4

10

6

8

7

9

no perfect matching

5

2

4

10

7

1

S = { 2, 4, 5 }T = { 7, 10 }

student in Scan be matched

only tocompanies in T

| S | > T

Page 64: 64MaxFlow.pdf

Mincut. Consider mincut (A, B).

• Let S = students on s side of cut.

• Let T = companies on s side of cut.

• Fact: | S | > | T | and students in S can only be matched to companies in T.

Bottom line. When no perfect matching, mincut explains why.

What the mincut tells us

64

3

1

t

6

8

9

55

2

4

7

10

s

no perfect matching

2

4

7

10

s

5

S = { 2, 4, 5 }T = { 7, 10 }

student in Scan be matched

only tocompanies in T

| S | > T

Page 65: 64MaxFlow.pdf

Q. Which teams have a chance of finishing the season with the most wins?

Montreal is mathematically eliminated.

• Montreal finishes with ≤ 80 wins.

• Atlanta already has 83 wins.

Baseball elimination

65

i team wins losses to play ATL PHI NYM MON

0 Atlanta 83 71 8 – 1 6 1

1 Philly 80 79 3 1 – 0 2

2 New York 78 78 6 6 0 – 0

3 Montreal 77 82 3 1 2 0 –

Page 66: 64MaxFlow.pdf

Q. Which teams have a chance of finishing the season with the most wins?

Philadelphia is mathematically eliminated.

• Philadelphia finishes with ≤ 83 wins.

• Either New York or Atlanta will finish with ≥ 84 wins.

Observation. Answer depends not only on how many games already won and left to play, but on whom they're against.

Baseball elimination

66

i team wins losses to play ATL PHI NYM MON

0 Atlanta 83 71 8 – 1 6 1

1 Philly 80 79 3 1 – 0 2

2 New York 78 78 6 6 0 – 0

3 Montreal 77 82 3 1 2 0 –

Page 67: 64MaxFlow.pdf

Q. Which teams have a chance of finishing the season with the most wins?

Detroit is mathematically eliminated.

• Detroit finishes with ≤ 76 wins.

• Wins for R = { NYY, BAL, BOS, TOR } = 278.

• Remaining games among { NYY, BAL, BOS, TOR } = 3 + 8 + 7 + 2 + 7 = 27.

• Average team in R wins 305/4 = 76.25 games.

Baseball elimination

67

i team wins losses to play NYY BAL BOS TOR DET

0 New York 75 59 28 – 3 8 7 3

1 Baltimore 71 63 28 3 – 2 7 4

2 Boston 69 66 27 8 2 – 0 0

3 Toronto 63 72 27 7 7 0 – 0

4 Detroit 49 86 27 3 4 0 0 –

AL East (August 30, 1996)

Page 68: 64MaxFlow.pdf

Intuition. Remaining games flow from s to t.

Fact. Team 4 not eliminated iff all edges pointing from s are full in maxflow.

Baseball elimination: maxflow formulation

68

s g12 t

game vertices(each pair of teams other than 4)

team vertices(each team other than 4)

w4 + r4 – w2

1

0

3

2

0–2

0–3

1–3

0–1

2–3

1–2

games leftbetween 1 and 2

team 2 can still winthis many more games

Page 69: 64MaxFlow.pdf

Maximum flow algorithms: theory

(Yet another) holy grail for theoretical computer scientists.

69

year method worst caseorder of growth discovered by

1951 simplex E3 U Dantzig

1955 augmenting path E2 U Ford-Fulkerson

1970 shortest augmenting path E3 Dinitz, Edmonds-Karp

1972 fattest augmenting path E2 log E log( E U ) Dinitz, Edmonds-Karp

1983 dynamic trees E2 log E Sleator-Tarjan

1985 capacity scaling E2 log U Gabow

1997 length function E3/2 log E log U Goldberg-Rao

? ? E ?

maxflow algorithms for sparse digraphs with E edges, integer capacities (max U)

Page 70: 64MaxFlow.pdf

Maximum flow algorithms: practice

Warning. Worst-case order-of-growth is generally not useful for predicting or comparing maxflow algorithm performance in practice.

Best in practice. Push-relabel method with gap relabeling: E 3/2.

70

EUROPEAN JOURNAL

OF OPERATIONAL RESEARCH

E L S E V I E R European Journal of Operational Research 97 (1997) 509-542

T h e o r y a n d M e t h o d o l o g y

Computational investigations of maximum flow algorithms R a v i n d r a K . A h u j a a, M u r a l i K o d i a l a m b, A j a y K . M i s h r a c, J a m e s B . O r l i n d, .

a Department t~'lndustrial and Management Engineering. Indian Institute of Technology. Kanpur, 208 016, India b AT& T Bell Laboratories, Holmdel, NJ 07733, USA

c KA'F-Z Graduate School of Business, University of Pittsburgh, Pittsburgh, PA 15260, USA d Sloun School of Management, Massachusetts Institute of Technology. Cambridge. MA 02139. USA

Received 30 August 1995; accepted 27 June 1996

A b s t r a c t

The maximum flow algorithm is distinguished by the long line of successive contributions researchers have made in obtaining algorithms with incrementally better worst-case complexity. Some, but not all, of these theoretical improvements have produced improvements in practice. The purpose of this paper is to test some of the major algorithmic ideas developed in the recent years and to assess their utility on the empirical front. However, our study differs from previous studies in several ways. Whereas previous studies focus primarily on CPU time analysis, our analysis goes further and provides detailed insight into algorithmic behavior. It not only observes how algorithms behave but also tries to explain why algorithms behave that way. We have limited our study to the best previous maximum flow algorithms and some of the recent algorithms that are likely to be efficient in practice. Our study encompasses ten maximum flow algorithms and five classes of networks. The augmenting path algorithms tested by us include Dinic's algorithm, the shortest augmenting path algorithm, and the capacity-scaling algorithm. The preflow-push algorithms tested by us include Karzanov's algorithm, three implementations of Goldberg-Tarjan's algorithm, and three versions of Ahuja-Orlin-Tarjan's excess-scaling algorithms. Among many findings, our study concludes that the preflow-push algorithms are substantially faster than other classes of algorithms, and the highest-label preflow-push algorithm is the fastest maximum flow algorithm for which the growth rate in the computational time is O(n LS) on four out of five of our problem classes. Further, in contrast to the results of the worst-case analysis of maximum flow algorithms, our study finds that the time to perform relabel operations (or constructing the layered networks) takes at least as much computation time as that taken by augmentations and/or pushes. © 1997 Published by Elsevier Science B.V.

1. I n t r o d u c t i o n

The maximum flow problem is one of the most fundamental problems in network optimization. Its intuitive appeal, mathematical simplicity, and wide applicabil i ty has made it a popular research topic

* Corresponding author.

0377-2217/97/$17.00 © 1997 Published by Elsevier Science B.V. All PII S0377-2217(96)00269-X

among mathematicians, operations researchers and computer scientists.

The maximum flow problem arises in a wide variety of situations. It occurs directly in problems as diverse as the flow of commodit ies in pipeline net- works, parallel machine scheduling, distributed com- puting on multi-processor computers, matrix round- ing problems, the baseball el imination problem, and the statistical security of data. The maximum flow

rights reserved.

On Implement ing Push-Re labe l M e t h o d for the M a x i m u m Flow Problem

Boris V. Cherkassky 1 and Andrew V. Goldberg 2

1 Central Institute for Economics and Mathematics, Krasikova St. 32, 117418, Moscow, Russia

[email protected] 2 Computer Science Department, Stanford University

Stanford, CA 94305, USA goldberg ~cs. stanford, edu

Abst rac t . We study efficient implementations of the push-relabel method for the maximum flow problem. The resulting codes are faster than the previous codes, and much faster on some problem families. The speedup is due to the combination of heuristics used in our implementations. We also exhibit a family of problems for which the running time of all known methods seem to have a roughly quadratic growth rate.

1 I n t r o d u c t i o n

The rnaximum flow problem is a classical combinatorial problem that comes up in a wide variety of applications. In this paper we study implementations of the push-rdabel [13, 17] method for the problem.

The basic methods for the maximum flow problem include the network sim- plex method of Dantzig [6, 7], the augmenting path method of Ford and F~lker- son [12], the blocking flow method of Dinitz [10], and the push-relabel method of Goldberg and Tarjan [14, 17]. (An earlier algorithm of Cherkassky [5] has many features of the push-relabel method.) The best theoretical time bounds for the maximum flow problem, based on the latter method, are as follows. An algorithm of Goldberg and Tarjan [17] runs in O(nm log(n2/m)) time, an algo- r i thm of King et. al. [21] runs in O(nm + n TM) time for any constant e > 0, an algorithm of Cheriyan et. al. [3] runs in O(nm + (n logn) 2) time with high probability, and an algorithm of Ahuja et. al. [1] runs in O ( a m log (~ - - ~ + 2 ) ) time.

Prior to the push-relabel method, several studies have shown that Dinitz' algorithm [10] is in practice superior to other methods, including the network simplex method [6, 7], Ford-giflkerson algorithm [11, 12], Karzanov's algorithm [20], and Tarjan's algorithm [23]. See e.g. [18]. Several recent studies (e.g. [2,

* Andrew V. Goldberg was supported in part by NSF Grant CCR-9307045 and a grant from Powell Foundation. This work was done while Boris V. Cherkassky was visiting Stanford University Computer Science Department and supported by the above-mentioned NSF and Powell Foundation grants.

Page 71: 64MaxFlow.pdf

Summary

Mincut problem. Find an st-cut of minimum capacity.Maxflow problem. Find an st-flow of maximum value.Duality. Value of the maxflow = capacity of mincut.

Proven successful approaches.

• Ford-Fulkerson (various augmenting-path strategies).

• Preflow-push (various versions).

Open research challenges.

• Practice: solve real-word maxflow/mincut problems in linear time.

• Theory: prove it for worst-case inputs.

• Still much to be learned!

71