alpar@1
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/* glpnet06.c (out-of-kilter algorithm) */
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/***********************************************************************
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* This code is part of GLPK (GNU Linear Programming Kit).
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*
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* Copyright (C) 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008,
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* 2009, 2010 Andrew Makhorin, Department for Applied Informatics,
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* Moscow Aviation Institute, Moscow, Russia. All rights reserved.
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* E-mail: <mao@gnu.org>.
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*
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* GLPK is free software: you can redistribute it and/or modify it
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* under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* GLPK is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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* or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
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* License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with GLPK. If not, see <http://www.gnu.org/licenses/>.
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***********************************************************************/
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#include "glpenv.h"
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#include "glpnet.h"
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|
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/***********************************************************************
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* NAME
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*
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* okalg - out-of-kilter algorithm
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*
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* SYNOPSIS
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*
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* #include "glpnet.h"
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* int okalg(int nv, int na, const int tail[], const int head[],
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* const int low[], const int cap[], const int cost[], int x[],
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* int pi[]);
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*
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* DESCRIPTION
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*
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* The routine okalg implements the out-of-kilter algorithm to find a
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|
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* minimal-cost circulation in the specified flow network.
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*
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* INPUT PARAMETERS
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|
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*
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* nv is the number of nodes, nv >= 0.
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*
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* na is the number of arcs, na >= 0.
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*
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* tail[a], a = 1,...,na, is the index of tail node of arc a.
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*
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* head[a], a = 1,...,na, is the index of head node of arc a.
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*
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* low[a], a = 1,...,na, is an lower bound to the flow through arc a.
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|
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*
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* cap[a], a = 1,...,na, is an upper bound to the flow through arc a,
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|
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* which is the capacity of the arc.
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*
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* cost[a], a = 1,...,na, is a per-unit cost of the flow through arc a.
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*
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* NOTES
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*
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* 1. Multiple arcs are allowed, but self-loops are not allowed.
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*
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* 2. It is required that 0 <= low[a] <= cap[a] for all arcs.
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*
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* 3. Arc costs may have any sign.
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*
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|
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* OUTPUT PARAMETERS
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*
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* x[a], a = 1,...,na, is optimal value of the flow through arc a.
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|
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*
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* pi[i], i = 1,...,nv, is Lagrange multiplier for flow conservation
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* equality constraint corresponding to node i (the node potential).
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*
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* RETURNS
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*
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* 0 optimal circulation found;
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*
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* 1 there is no feasible circulation;
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*
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* 2 integer overflow occured;
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|
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*
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* 3 optimality test failed (logic error).
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|
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*
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|
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* REFERENCES
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|
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*
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* L.R.Ford, Jr., and D.R.Fulkerson, "Flows in Networks," The RAND
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|
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* Corp., Report R-375-PR (August 1962), Chap. III "Minimal Cost Flow
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|
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* Problems," pp.113-26. */
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|
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|
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static int overflow(int u, int v)
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|
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{ /* check for integer overflow on computing u + v */
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|
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if (u > 0 && v > 0 && u + v < 0) return 1;
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|
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if (u < 0 && v < 0 && u + v > 0) return 1;
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return 0;
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|
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}
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|
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int okalg(int nv, int na, const int tail[], const int head[],
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const int low[], const int cap[], const int cost[], int x[],
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int pi[])
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{ int a, aok, delta, i, j, k, lambda, pos1, pos2, s, t, temp, ret,
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*ptr, *arc, *link, *list;
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105 |
/* sanity checks */
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xassert(nv >= 0);
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xassert(na >= 0);
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for (a = 1; a <= na; a++)
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{ i = tail[a], j = head[a];
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xassert(1 <= i && i <= nv);
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111 |
xassert(1 <= j && j <= nv);
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xassert(i != j);
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xassert(0 <= low[a] && low[a] <= cap[a]);
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|
114 |
}
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alpar@1
|
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/* allocate working arrays */
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ptr = xcalloc(1+nv+1, sizeof(int));
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arc = xcalloc(1+na+na, sizeof(int));
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link = xcalloc(1+nv, sizeof(int));
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list = xcalloc(1+nv, sizeof(int));
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alpar@1
|
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/* ptr[i] := (degree of node i) */
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121 |
for (i = 1; i <= nv; i++)
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ptr[i] = 0;
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123 |
for (a = 1; a <= na; a++)
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{ ptr[tail[a]]++;
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ptr[head[a]]++;
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}
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alpar@1
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127 |
/* initialize arc pointers */
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ptr[1]++;
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for (i = 1; i < nv; i++)
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ptr[i+1] += ptr[i];
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ptr[nv+1] = ptr[nv];
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alpar@1
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/* build arc lists */
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for (a = 1; a <= na; a++)
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{ arc[--ptr[tail[a]]] = a;
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arc[--ptr[head[a]]] = a;
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}
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137 |
xassert(ptr[1] == 1);
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xassert(ptr[nv+1] == na+na+1);
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/* now the indices of arcs incident to node i are stored in
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locations arc[ptr[i]], arc[ptr[i]+1], ..., arc[ptr[i+1]-1] */
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/* initialize arc flows and node potentials */
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for (a = 1; a <= na; a++)
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x[a] = 0;
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for (i = 1; i <= nv; i++)
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pi[i] = 0;
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loop: /* main loop starts here */
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/* find out-of-kilter arc */
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aok = 0;
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for (a = 1; a <= na; a++)
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alpar@1
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{ i = tail[a], j = head[a];
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if (overflow(cost[a], pi[i] - pi[j]))
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152 |
{ ret = 2;
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goto done;
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154 |
}
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155 |
lambda = cost[a] + (pi[i] - pi[j]);
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156 |
if (x[a] < low[a] || lambda < 0 && x[a] < cap[a])
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{ /* arc a = i->j is out of kilter, and we need to increase
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the flow through this arc */
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159 |
aok = a, s = j, t = i;
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160 |
break;
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|
161 |
}
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alpar@1
|
162 |
if (x[a] > cap[a] || lambda > 0 && x[a] > low[a])
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{ /* arc a = i->j is out of kilter, and we need to decrease
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164 |
the flow through this arc */
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165 |
aok = a, s = i, t = j;
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166 |
break;
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alpar@1
|
167 |
}
|
alpar@1
|
168 |
}
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alpar@1
|
169 |
if (aok == 0)
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|
170 |
{ /* all arcs are in kilter */
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alpar@1
|
171 |
/* check for feasibility */
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alpar@1
|
172 |
for (a = 1; a <= na; a++)
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alpar@1
|
173 |
{ if (!(low[a] <= x[a] && x[a] <= cap[a]))
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|
174 |
{ ret = 3;
|
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|
175 |
goto done;
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|
176 |
}
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alpar@1
|
177 |
}
|
alpar@1
|
178 |
for (i = 1; i <= nv; i++)
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alpar@1
|
179 |
{ temp = 0;
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alpar@1
|
180 |
for (k = ptr[i]; k < ptr[i+1]; k++)
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|
181 |
{ a = arc[k];
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alpar@1
|
182 |
if (tail[a] == i)
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|
183 |
{ /* a is outgoing arc */
|
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|
184 |
temp += x[a];
|
alpar@1
|
185 |
}
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|
186 |
else if (head[a] == i)
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|
187 |
{ /* a is incoming arc */
|
alpar@1
|
188 |
temp -= x[a];
|
alpar@1
|
189 |
}
|
alpar@1
|
190 |
else
|
alpar@1
|
191 |
xassert(a != a);
|
alpar@1
|
192 |
}
|
alpar@1
|
193 |
if (temp != 0)
|
alpar@1
|
194 |
{ ret = 3;
|
alpar@1
|
195 |
goto done;
|
alpar@1
|
196 |
}
|
alpar@1
|
197 |
}
|
alpar@1
|
198 |
/* check for optimality */
|
alpar@1
|
199 |
for (a = 1; a <= na; a++)
|
alpar@1
|
200 |
{ i = tail[a], j = head[a];
|
alpar@1
|
201 |
lambda = cost[a] + (pi[i] - pi[j]);
|
alpar@1
|
202 |
if (lambda > 0 && x[a] != low[a] ||
|
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|
203 |
lambda < 0 && x[a] != cap[a])
|
alpar@1
|
204 |
{ ret = 3;
|
alpar@1
|
205 |
goto done;
|
alpar@1
|
206 |
}
|
alpar@1
|
207 |
}
|
alpar@1
|
208 |
/* current circulation is optimal */
|
alpar@1
|
209 |
ret = 0;
|
alpar@1
|
210 |
goto done;
|
alpar@1
|
211 |
}
|
alpar@1
|
212 |
/* now we need to find a cycle (t, a, s, ..., t), which allows
|
alpar@1
|
213 |
increasing the flow along it, where a is the out-of-kilter arc
|
alpar@1
|
214 |
just found */
|
alpar@1
|
215 |
/* link[i] = 0 means that node i is not labelled yet;
|
alpar@1
|
216 |
link[i] = a means that arc a immediately precedes node i */
|
alpar@1
|
217 |
/* initially only node s is labelled */
|
alpar@1
|
218 |
for (i = 1; i <= nv; i++)
|
alpar@1
|
219 |
link[i] = 0;
|
alpar@1
|
220 |
link[s] = aok, list[1] = s, pos1 = pos2 = 1;
|
alpar@1
|
221 |
/* breadth first search */
|
alpar@1
|
222 |
while (pos1 <= pos2)
|
alpar@1
|
223 |
{ /* dequeue node i */
|
alpar@1
|
224 |
i = list[pos1++];
|
alpar@1
|
225 |
/* consider all arcs incident to node i */
|
alpar@1
|
226 |
for (k = ptr[i]; k < ptr[i+1]; k++)
|
alpar@1
|
227 |
{ a = arc[k];
|
alpar@1
|
228 |
if (tail[a] == i)
|
alpar@1
|
229 |
{ /* a = i->j is a forward arc from s to t */
|
alpar@1
|
230 |
j = head[a];
|
alpar@1
|
231 |
/* if node j has been labelled, skip the arc */
|
alpar@1
|
232 |
if (link[j] != 0) continue;
|
alpar@1
|
233 |
/* if the arc does not allow increasing the flow through
|
alpar@1
|
234 |
it, skip the arc */
|
alpar@1
|
235 |
if (x[a] >= cap[a]) continue;
|
alpar@1
|
236 |
if (overflow(cost[a], pi[i] - pi[j]))
|
alpar@1
|
237 |
{ ret = 2;
|
alpar@1
|
238 |
goto done;
|
alpar@1
|
239 |
}
|
alpar@1
|
240 |
lambda = cost[a] + (pi[i] - pi[j]);
|
alpar@1
|
241 |
if (lambda > 0 && x[a] >= low[a]) continue;
|
alpar@1
|
242 |
}
|
alpar@1
|
243 |
else if (head[a] == i)
|
alpar@1
|
244 |
{ /* a = i<-j is a backward arc from s to t */
|
alpar@1
|
245 |
j = tail[a];
|
alpar@1
|
246 |
/* if node j has been labelled, skip the arc */
|
alpar@1
|
247 |
if (link[j] != 0) continue;
|
alpar@1
|
248 |
/* if the arc does not allow decreasing the flow through
|
alpar@1
|
249 |
it, skip the arc */
|
alpar@1
|
250 |
if (x[a] <= low[a]) continue;
|
alpar@1
|
251 |
if (overflow(cost[a], pi[j] - pi[i]))
|
alpar@1
|
252 |
{ ret = 2;
|
alpar@1
|
253 |
goto done;
|
alpar@1
|
254 |
}
|
alpar@1
|
255 |
lambda = cost[a] + (pi[j] - pi[i]);
|
alpar@1
|
256 |
if (lambda < 0 && x[a] <= cap[a]) continue;
|
alpar@1
|
257 |
}
|
alpar@1
|
258 |
else
|
alpar@1
|
259 |
xassert(a != a);
|
alpar@1
|
260 |
/* label node j and enqueue it */
|
alpar@1
|
261 |
link[j] = a, list[++pos2] = j;
|
alpar@1
|
262 |
/* check for breakthrough */
|
alpar@1
|
263 |
if (j == t) goto brkt;
|
alpar@1
|
264 |
}
|
alpar@1
|
265 |
}
|
alpar@1
|
266 |
/* NONBREAKTHROUGH */
|
alpar@1
|
267 |
/* consider all arcs, whose one endpoint is labelled and other is
|
alpar@1
|
268 |
not, and determine maximal change of node potentials */
|
alpar@1
|
269 |
delta = 0;
|
alpar@1
|
270 |
for (a = 1; a <= na; a++)
|
alpar@1
|
271 |
{ i = tail[a], j = head[a];
|
alpar@1
|
272 |
if (link[i] != 0 && link[j] == 0)
|
alpar@1
|
273 |
{ /* a = i->j, where node i is labelled, node j is not */
|
alpar@1
|
274 |
if (overflow(cost[a], pi[i] - pi[j]))
|
alpar@1
|
275 |
{ ret = 2;
|
alpar@1
|
276 |
goto done;
|
alpar@1
|
277 |
}
|
alpar@1
|
278 |
lambda = cost[a] + (pi[i] - pi[j]);
|
alpar@1
|
279 |
if (x[a] <= cap[a] && lambda > 0)
|
alpar@1
|
280 |
if (delta == 0 || delta > + lambda) delta = + lambda;
|
alpar@1
|
281 |
}
|
alpar@1
|
282 |
else if (link[i] == 0 && link[j] != 0)
|
alpar@1
|
283 |
{ /* a = j<-i, where node j is labelled, node i is not */
|
alpar@1
|
284 |
if (overflow(cost[a], pi[i] - pi[j]))
|
alpar@1
|
285 |
{ ret = 2;
|
alpar@1
|
286 |
goto done;
|
alpar@1
|
287 |
}
|
alpar@1
|
288 |
lambda = cost[a] + (pi[i] - pi[j]);
|
alpar@1
|
289 |
if (x[a] >= low[a] && lambda < 0)
|
alpar@1
|
290 |
if (delta == 0 || delta > - lambda) delta = - lambda;
|
alpar@1
|
291 |
}
|
alpar@1
|
292 |
}
|
alpar@1
|
293 |
if (delta == 0)
|
alpar@1
|
294 |
{ /* there is no feasible circulation */
|
alpar@1
|
295 |
ret = 1;
|
alpar@1
|
296 |
goto done;
|
alpar@1
|
297 |
}
|
alpar@1
|
298 |
/* increase potentials of all unlabelled nodes */
|
alpar@1
|
299 |
for (i = 1; i <= nv; i++)
|
alpar@1
|
300 |
{ if (link[i] == 0)
|
alpar@1
|
301 |
{ if (overflow(pi[i], delta))
|
alpar@1
|
302 |
{ ret = 2;
|
alpar@1
|
303 |
goto done;
|
alpar@1
|
304 |
}
|
alpar@1
|
305 |
pi[i] += delta;
|
alpar@1
|
306 |
}
|
alpar@1
|
307 |
}
|
alpar@1
|
308 |
goto loop;
|
alpar@1
|
309 |
brkt: /* BREAKTHROUGH */
|
alpar@1
|
310 |
/* walk through arcs of the cycle (t, a, s, ..., t) found in the
|
alpar@1
|
311 |
reverse order and determine maximal change of the flow */
|
alpar@1
|
312 |
delta = 0;
|
alpar@1
|
313 |
for (j = t;; j = i)
|
alpar@1
|
314 |
{ /* arc a immediately precedes node j in the cycle */
|
alpar@1
|
315 |
a = link[j];
|
alpar@1
|
316 |
if (head[a] == j)
|
alpar@1
|
317 |
{ /* a = i->j is a forward arc of the cycle */
|
alpar@1
|
318 |
i = tail[a];
|
alpar@1
|
319 |
lambda = cost[a] + (pi[i] - pi[j]);
|
alpar@1
|
320 |
if (lambda > 0 && x[a] < low[a])
|
alpar@1
|
321 |
{ /* x[a] may be increased until its lower bound */
|
alpar@1
|
322 |
temp = low[a] - x[a];
|
alpar@1
|
323 |
}
|
alpar@1
|
324 |
else if (lambda <= 0 && x[a] < cap[a])
|
alpar@1
|
325 |
{ /* x[a] may be increased until its upper bound */
|
alpar@1
|
326 |
temp = cap[a] - x[a];
|
alpar@1
|
327 |
}
|
alpar@1
|
328 |
else
|
alpar@1
|
329 |
xassert(a != a);
|
alpar@1
|
330 |
}
|
alpar@1
|
331 |
else if (tail[a] == j)
|
alpar@1
|
332 |
{ /* a = i<-j is a backward arc of the cycle */
|
alpar@1
|
333 |
i = head[a];
|
alpar@1
|
334 |
lambda = cost[a] + (pi[j] - pi[i]);
|
alpar@1
|
335 |
if (lambda < 0 && x[a] > cap[a])
|
alpar@1
|
336 |
{ /* x[a] may be decreased until its upper bound */
|
alpar@1
|
337 |
temp = x[a] - cap[a];
|
alpar@1
|
338 |
}
|
alpar@1
|
339 |
else if (lambda >= 0 && x[a] > low[a])
|
alpar@1
|
340 |
{ /* x[a] may be decreased until its lower bound */
|
alpar@1
|
341 |
temp = x[a] - low[a];
|
alpar@1
|
342 |
}
|
alpar@1
|
343 |
else
|
alpar@1
|
344 |
xassert(a != a);
|
alpar@1
|
345 |
}
|
alpar@1
|
346 |
else
|
alpar@1
|
347 |
xassert(a != a);
|
alpar@1
|
348 |
if (delta == 0 || delta > temp) delta = temp;
|
alpar@1
|
349 |
/* check for end of the cycle */
|
alpar@1
|
350 |
if (i == t) break;
|
alpar@1
|
351 |
}
|
alpar@1
|
352 |
xassert(delta > 0);
|
alpar@1
|
353 |
/* increase the flow along the cycle */
|
alpar@1
|
354 |
for (j = t;; j = i)
|
alpar@1
|
355 |
{ /* arc a immediately precedes node j in the cycle */
|
alpar@1
|
356 |
a = link[j];
|
alpar@1
|
357 |
if (head[a] == j)
|
alpar@1
|
358 |
{ /* a = i->j is a forward arc of the cycle */
|
alpar@1
|
359 |
i = tail[a];
|
alpar@1
|
360 |
/* overflow cannot occur */
|
alpar@1
|
361 |
x[a] += delta;
|
alpar@1
|
362 |
}
|
alpar@1
|
363 |
else if (tail[a] == j)
|
alpar@1
|
364 |
{ /* a = i<-j is a backward arc of the cycle */
|
alpar@1
|
365 |
i = head[a];
|
alpar@1
|
366 |
/* overflow cannot occur */
|
alpar@1
|
367 |
x[a] -= delta;
|
alpar@1
|
368 |
}
|
alpar@1
|
369 |
else
|
alpar@1
|
370 |
xassert(a != a);
|
alpar@1
|
371 |
/* check for end of the cycle */
|
alpar@1
|
372 |
if (i == t) break;
|
alpar@1
|
373 |
}
|
alpar@1
|
374 |
goto loop;
|
alpar@1
|
375 |
done: /* free working arrays */
|
alpar@1
|
376 |
xfree(ptr);
|
alpar@1
|
377 |
xfree(arc);
|
alpar@1
|
378 |
xfree(link);
|
alpar@1
|
379 |
xfree(list);
|
alpar@1
|
380 |
return ret;
|
alpar@1
|
381 |
}
|
alpar@1
|
382 |
|
alpar@1
|
383 |
/* eof */
|