RhodeCode

/* -*- mode: C++; indent-tabs-mode: nil; -*-

 *

 * This file is a part of LEMON, a generic C++ optimization library.

 *

 * Copyright (C) 2003-2009

 * 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.

 *

 */

#ifndef LEMON_NETWORK_SIMPLEX_H

#define LEMON_NETWORK_SIMPLEX_H

/// \ingroup min_cost_flow

///

/// \file

/// \brief Network Simplex algorithm for finding a minimum cost flow.

#include <vector>

#include <limits>

#include <algorithm>

#include <lemon/core.h>

#include <lemon/math.h>

namespace lemon {

  /// \addtogroup min_cost_flow

  /// @{

  /// \brief Implementation of the primal Network Simplex algorithm

  /// for finding a \ref min_cost_flow "minimum cost flow".

  ///

  /// \ref NetworkSimplex implements the primal Network Simplex algorithm

  /// for finding a \ref min_cost_flow "minimum cost flow".

  /// This algorithm is a specialized version of the linear programming

  /// simplex method directly for the minimum cost flow problem.

  /// It is one of the most efficient solution methods.

  ///

  /// In general this class is the fastest implementation available

  /// in LEMON for the minimum cost flow problem.

  /// Moreover it supports both directions of the supply/demand inequality

  /// constraints. For more information see \ref SupplyType.

  ///

  /// Most of the parameters of the problem (except for the digraph)

  /// can be given using separate functions, and the algorithm can be

  /// executed using the \ref run() function. If some parameters are not

  /// specified, then default values will be used.

  ///

  /// \tparam GR The digraph type the algorithm runs on.

  /// \tparam V The value type used for flow amounts, capacity bounds

  /// and supply values in the algorithm. By default it is \c int.

  /// \tparam C The value type used for costs and potentials in the

  /// algorithm. By default it is the same as \c V.

  ///

  /// \warning Both value types must be signed and all input data must

  /// be integer.

  ///

  /// \note %NetworkSimplex provides five different pivot rule

  /// implementations, from which the most efficient one is used

  /// by default. For more information see \ref PivotRule.

  template <typename GR, typename V = int, typename C = V>

  class NetworkSimplex

  {

  public:

    typedef V Value;

    typedef C Cost;

  public:

    /// \brief Problem type constants for the \c run() function.

    ///

    /// Enum type containing the problem type constants that can be

    /// returned by the \ref run() function of the algorithm.

    enum ProblemType {

      /// The problem has no feasible solution (flow).

      INFEASIBLE,

      /// The problem has optimal solution (i.e. it is feasible and

      /// bounded), and the algorithm has found optimal flow and node

      /// potentials (primal and dual solutions).

      OPTIMAL,

      /// The objective function of the problem is unbounded, i.e.

      /// there is a directed cycle having negative total cost and

      /// infinite upper bound.

      UNBOUNDED

    };

    /// \brief Constants for selecting the type of the supply constraints.

    ///

    /// Enum type containing constants for selecting the supply type,

    /// i.e. the direction of the inequalities in the supply/demand

    /// constraints of the \ref min_cost_flow "minimum cost flow problem".

    ///

    /// The default supply type is \c GEQ, since this form is supported

    /// by other minimum cost flow algorithms and the \ref Circulation

    /// algorithm, as well.

    /// The \c LEQ problem type can be selected using the \ref supplyType()

    /// function.

    ///

    /// Note that the equality form is a special case of both supply types.

    enum SupplyType {

      /// This option means that there are <em>"greater or equal"</em>

      /// supply/demand constraints in the definition, i.e. the exact

      /// formulation of the problem is the following.

      /**

          \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]

      */

      /// It means that the total demand must be greater or equal to the 

      /// total supply (i.e. \f$\sum_{u\in V} sup(u)\f$ must be zero or

      /// negative) and all the supplies have to be carried out from 

      /// the supply nodes, but there could be demands that are not 

      /// satisfied.

      GEQ,

      /// It is just an alias for the \c GEQ option.

      CARRY_SUPPLIES = GEQ,

      /// This option means that there are <em>"less or equal"</em>

      /// supply/demand constraints in the definition, i.e. the exact

      /// formulation of the problem is the following.

      /**

          \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.

      LEQ,

      /// It is just an alias for the \c LEQ option.

      SATISFY_DEMANDS = LEQ

    };

    /// \brief Constants for selecting the pivot rule.

    ///

    /// Enum type containing constants for selecting the pivot rule for

    /// the \ref run() function.

    ///

    /// \ref NetworkSimplex provides five different pivot rule

    /// implementations that significantly affect the running time

    /// of the algorithm.

    /// By default \ref BLOCK_SEARCH "Block Search" is used, which

    /// proved to be the most efficient and the most robust on various

    /// test inputs according to our benchmark tests.

    /// However another pivot rule can be selected using the \ref run()

    /// function with the proper parameter.

    enum PivotRule {

      /// The First Eligible pivot rule.

      /// The next eligible arc is selected in a wraparound fashion

      /// in every iteration.

      FIRST_ELIGIBLE,

      /// The Best Eligible pivot rule.

      /// The best eligible arc is selected in every iteration.

      BEST_ELIGIBLE,

      /// The Block Search pivot rule.

      /// A specified number of arcs are examined in every iteration

      /// in a wraparound fashion and the best eligible arc is selected

      /// from this block.

      BLOCK_SEARCH,

      /// The Candidate List pivot rule.

      /// In a major iteration a candidate list is built from eligible arcs

      /// in a wraparound fashion and in the following minor iterations

      /// the best eligible arc is selected from this list.

      CANDIDATE_LIST,

      /// The Altering Candidate List pivot rule.

      /// It is a modified version of the Candidate List method.

      /// It keeps only the several best eligible arcs from the former

      /// candidate list and extends this list in every iteration.

      ALTERING_LIST

    };

  private:

    TEMPLATE_DIGRAPH_TYPEDEFS(GR);

    typedef std::vector<Arc> ArcVector;

    typedef std::vector<Node> NodeVector;

    typedef std::vector<int> IntVector;

    typedef std::vector<bool> BoolVector;

    typedef std::vector<Cost> CostVector;

    // State constants for arcs

    enum ArcStateEnum {

      STATE_UPPER = -1,

      STATE_TREE  =  0,

      STATE_LOWER =  1

    };

  private:

    // Data related to the underlying digraph

    const GR &_graph;

    int _node_num;

    int _arc_num;

    // Parameters of the problem

    SupplyType _stype;

    Value _sum_supply;

    // Data structures for storing the digraph

    IntNodeMap _node_id;

    IntVector _source;

    IntVector _target;

    // Node and arc data

    CostVector _cost;

    CostVector _pi;

    // Data for storing the spanning tree structure

    IntVector _parent;

    IntVector _pred;

    IntVector _thread;

    IntVector _rev_thread;

    IntVector _succ_num;

    IntVector _last_succ;

    IntVector _dirty_revs;

    BoolVector _forward;

    IntVector _state;

    int _root;

    // Temporary data used in the current pivot iteration

    int in_arc, join, u_in, v_in, u_out, v_out;

    int first, second, right, last;

    int stem, par_stem, new_stem;

    Value delta;

  public:

    /// \brief Constant for infinite upper bounds (capacities).

    ///

    /// Constant for infinite upper bounds (capacities).

    /// It is \c std::numeric_limits<Value>::infinity() if available,

    /// \c std::numeric_limits<Value>::max() otherwise.

    const Value INF;

  private:

    // Implementation of the First Eligible pivot rule

    class FirstEligiblePivotRule

    {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

      const IntVector  &_target;

      const CostVector &_cost;

      const IntVector  &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _arc_num;

      // Pivot rule data

      int _next_arc;

    public:

      // Constructor

      FirstEligiblePivotRule(NetworkSimplex &ns) :

        _source(ns._source), _target(ns._target),

        _cost(ns._cost), _state(ns._state), _pi(ns._pi),

        _in_arc(ns.in_arc), _arc_num(ns._arc_num), _next_arc(0)

      {}

      // Find next entering arc

      bool findEnteringArc() {

        Cost c;

        for (int e = _next_arc; e < _arc_num; ++e) {

          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

          if (c < 0) {

            _in_arc = e;

            _next_arc = e + 1;

            return true;

          }

        }

        for (int e = 0; e < _next_arc; ++e) {

          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

          if (c < 0) {

            _in_arc = e;

            _next_arc = e + 1;

            return true;

          }

        }

        return false;

      }

    }; //class FirstEligiblePivotRule

    // Implementation of the Best Eligible pivot rule

    class BestEligiblePivotRule

    {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

      const IntVector  &_target;

      const CostVector &_cost;

      const IntVector  &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _arc_num;

    public:

      // Constructor

      BestEligiblePivotRule(NetworkSimplex &ns) :

        _source(ns._source), _target(ns._target),

        _cost(ns._cost), _state(ns._state), _pi(ns._pi),

        _in_arc(ns.in_arc), _arc_num(ns._arc_num)

      {}

      // Find next entering arc

      bool findEnteringArc() {

        Cost c, min = 0;

        for (int e = 0; e < _arc_num; ++e) {

          c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

          if (c < min) {

            min = c;

            _in_arc = e;

          }

        }

        return min < 0;

      }

    }; //class BestEligiblePivotRule

    // Implementation of the Block Search pivot rule

    class BlockSearchPivotRule

    {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

    class AlteringListPivotRule

    {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

      const IntVector  &_target;

      const CostVector &_cost;

      const IntVector  &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _arc_num;

      // Pivot rule data

      int _block_size, _head_length, _curr_length;

      int _next_arc;

      IntVector _candidates;

      CostVector _cand_cost;

      // Functor class to compare arcs during sort of the candidate list

      class SortFunc

      {

      private:

        const CostVector &_map;

      public:

        SortFunc(const CostVector &map) : _map(map) {}

        bool operator()(int left, int right) {

          return _map[left] > _map[right];

        }

      };

      SortFunc _sort_func;

    public:

      // Constructor

      AlteringListPivotRule(NetworkSimplex &ns) :

        _source(ns._source), _target(ns._target),

        _cost(ns._cost), _state(ns._state), _pi(ns._pi),

        _in_arc(ns.in_arc), _arc_num(ns._arc_num),

        _next_arc(0), _cand_cost(ns._arc_num), _sort_func(_cand_cost)

      {

        // The main parameters of the pivot rule

        const double BLOCK_SIZE_FACTOR = 1.5;

        const int MIN_BLOCK_SIZE = 10;

        const double HEAD_LENGTH_FACTOR = 0.1;

        const int MIN_HEAD_LENGTH = 3;

        _block_size = std::max( int(BLOCK_SIZE_FACTOR *

                                    std::sqrt(double(_arc_num))),

                                MIN_BLOCK_SIZE );

        _head_length = std::max( int(HEAD_LENGTH_FACTOR * _block_size),

                                 MIN_HEAD_LENGTH );

        _candidates.resize(_head_length + _block_size);

        _curr_length = 0;

      }

      // Find next entering arc

      bool findEnteringArc() {

        // Check the current candidate list

        int e;

        for (int i = 0; i < _curr_length; ++i) {

          e = _candidates[i];

          _cand_cost[e] = _state[e] *

            (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

          if (_cand_cost[e] >= 0) {

            _candidates[i--] = _candidates[--_curr_length];

          }

        }

        // Extend the list

        int cnt = _block_size;

        int last_arc = 0;

        int limit = _head_length;

        for (int e = _next_arc; e < _arc_num; ++e) {

          _cand_cost[e] = _state[e] *

            (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

          if (_cand_cost[e] < 0) {

            _candidates[_curr_length++] = e;

            last_arc = e;

          }

          if (--cnt == 0) {

            if (_curr_length > limit) break;

            limit = 0;

            cnt = _block_size;

          }

        }

        if (_curr_length <= limit) {

          for (int e = 0; e < _next_arc; ++e) {

            _cand_cost[e] = _state[e] *

              (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);

            if (_cand_cost[e] < 0) {

              _candidates[_curr_length++] = e;

              last_arc = e;

            }

            if (--cnt == 0) {

              if (_curr_length > limit) break;

              limit = 0;

              cnt = _block_size;

            }

          }

        }

        if (_curr_length == 0) return false;

        _next_arc = last_arc + 1;

        // Make heap of the candidate list (approximating a partial sort)

        make_heap( _candidates.begin(), _candidates.begin() + _curr_length,

                   _sort_func );

        // Pop the first element of the heap

        _in_arc = _candidates[0];

        pop_heap( _candidates.begin(), _candidates.begin() + _curr_length,

                  _sort_func );

        _curr_length = std::min(_head_length, _curr_length - 1);

        return true;

      }

    }; //class AlteringListPivotRule

  public:

    /// \brief Constructor.

    ///

    /// The constructor of the class.

    ///

    /// \param graph The digraph the algorithm runs on.

    NetworkSimplex(const GR& graph) :

      INF(std::numeric_limits<Value>::has_infinity ?

          std::numeric_limits<Value>::infinity() :

          std::numeric_limits<Value>::max())

    {

      // Check the value types

      LEMON_ASSERT(std::numeric_limits<Value>::is_signed,

        "The flow type of NetworkSimplex must be signed");

      LEMON_ASSERT(std::numeric_limits<Cost>::is_signed,

        "The cost type of NetworkSimplex must be signed");

    }

    /// \name Parameters

    /// The parameters of the algorithm can be specified using these

    /// functions.

    /// @{

    /// \brief Set the lower bounds on the arcs.

    ///

    /// This function sets the lower bounds on the arcs.

    /// If it is not used before calling \ref run(), the lower bounds

    /// will be set to zero on all arcs.

    ///

    /// \param map An arc map storing the lower bounds.

    /// Its \c Value type must be convertible to the \c Value type

    /// of the algorithm.

    ///

    /// \return <tt>(*this)</tt>

    template <typename LowerMap>

    NetworkSimplex& lowerMap(const LowerMap& map) {

      for (ArcIt a(_graph); a != INVALID; ++a) {

      }

      return *this;

    }

    /// \brief Set the upper bounds (capacities) on the arcs.

    ///

    /// This function sets the upper bounds (capacities) on the arcs.

    /// If it is not used before calling \ref run(), the upper bounds

    /// will be set to \ref INF on all arcs (i.e. the flow value will be

    /// unbounded from above on each arc).

    ///

    /// \param map An arc map storing the upper bounds.

    /// Its \c Value type must be convertible to the \c Value type

    /// of the algorithm.

    ///

    /// \return <tt>(*this)</tt>

    template<typename UpperMap>

    NetworkSimplex& upperMap(const UpperMap& map) {

      for (ArcIt a(_graph); a != INVALID; ++a) {

      }

      return *this;

    }

    /// \brief Set the costs of the arcs.

    ///

    /// This function sets the costs of the arcs.

    /// If it is not used before calling \ref run(), the costs

    /// will be set to \c 1 on all arcs.

    ///

    /// \param map An arc map storing the costs.

    /// Its \c Value type must be convertible to the \c Cost type

    /// of the algorithm.

    ///

    /// \return <tt>(*this)</tt>

    template<typename CostMap>

    NetworkSimplex& costMap(const CostMap& map) {

      for (ArcIt a(_graph); a != INVALID; ++a) {

      }

      return *this;

    }

    /// \brief Set the supply values of the nodes.

    ///

    /// This function sets the supply values of the nodes.

    /// If neither this function nor \ref stSupply() is used before

    /// calling \ref run(), the supply of each node will be set to zero.

    /// (It makes sense only if non-zero lower bounds are given.)

    ///

    /// \param map A node map storing the supply values.

    /// Its \c Value type must be convertible to the \c Value type

    /// of the algorithm.

    ///

    /// \return <tt>(*this)</tt>

    template<typename SupplyMap>

    NetworkSimplex& supplyMap(const SupplyMap& map) {

      for (NodeIt n(_graph); n != INVALID; ++n) {

      }

      return *this;

    }

    /// \brief Set single source and target nodes and a supply value.

    ///

    /// This function sets a single source node and a single target node

    /// and the required flow value.

    /// If neither this function nor \ref supplyMap() is used before

    /// calling \ref run(), the supply of each node will be set to zero.

    /// (It makes sense only if non-zero lower bounds are given.)

    ///

    /// Using this function has the same effect as using \ref supplyMap()

    /// with such a map in which \c k is assigned to \c s, \c -k is

    /// assigned to \c t and all other nodes have zero supply value.

    ///

    /// \param s The source node.

    /// \param t The target node.

    /// \param k The required amount of flow from node \c s to node \c t

    /// (i.e. the supply of \c s and the demand of \c t).

    ///

    /// \return <tt>(*this)</tt>

    NetworkSimplex& stSupply(const Node& s, const Node& t, Value k) {

      return *this;

    }

    /// \brief Set the type of the supply constraints.

    ///

    /// This function sets the type of the supply/demand constraints.

    /// If it is not used before calling \ref run(), the \ref GEQ supply

    /// type will be used.

    ///

    /// For more information see \ref SupplyType.

    ///

    /// \return <tt>(*this)</tt>

    NetworkSimplex& supplyType(SupplyType supply_type) {

      _stype = supply_type;

      return *this;

    }

    /// @}

    /// \name Execution Control

    /// The algorithm can be executed using \ref run().

    /// @{

    /// \brief Run the algorithm.

    ///

    /// This function runs the algorithm.

    /// The paramters can be specified using functions \ref lowerMap(),

    /// \ref upperMap(), \ref costMap(), \ref supplyMap(), \ref stSupply(), 

    /// For example,

    /// \code

    ///   NetworkSimplex<ListDigraph> ns(graph);

    ///   ns.lowerMap(lower).upperMap(upper).costMap(cost)

    ///     .supplyMap(sup).run();

    /// \endcode

    ///

    /// This function can be called more than once. All the parameters

    /// that have been given are kept for the next call, unless

    /// \ref reset() is called, thus only the modified parameters

    /// have to be set again. See \ref reset() for examples.

    ///

    /// \param pivot_rule The pivot rule that will be used during the

    /// algorithm. For more information see \ref PivotRule.

    ///

    /// \return \c INFEASIBLE if no feasible flow exists,

    /// \n \c OPTIMAL if the problem has optimal solution

    /// (i.e. it is feasible and bounded), and the algorithm has found

    /// optimal flow and node potentials (primal and dual solutions),

    /// \n \c UNBOUNDED if the objective function of the problem is

    /// unbounded, i.e. there is a directed cycle having negative total

    /// cost and infinite upper bound.

    ///

    /// \see ProblemType, PivotRule

    ProblemType run(PivotRule pivot_rule = BLOCK_SEARCH) {

      if (!init()) return INFEASIBLE;

      return start(pivot_rule);

    }

    /// \brief Reset all the parameters that have been given before.

    ///

    /// This function resets all the paramaters that have been given

    /// before using functions \ref lowerMap(), \ref upperMap(),

    ///

    /// It is useful for multiple run() calls. If this function is not

    /// used, all the parameters given before are kept for the next

    /// \ref run() call.

    ///

    /// For example,

    /// \code

    ///   NetworkSimplex<ListDigraph> ns(graph);

    ///

    ///   // First run

    ///   ns.lowerMap(lower).upperMap(upper).costMap(cost)

    ///     .supplyMap(sup).run();

    ///

    ///   // Run again with modified cost map (reset() is not called,

    ///   // so only the cost map have to be set again)

    ///   cost[e] += 100;

    ///   ns.costMap(cost).run();

    ///

    ///   // Run again from scratch using reset()

    ///   // (the lower bounds will be set to zero on all arcs)

    ///   ns.reset();

    ///   ns.upperMap(capacity).costMap(cost)

    ///     .supplyMap(sup).run();

    /// \endcode

    ///

    /// \return <tt>(*this)</tt>

    NetworkSimplex& reset() {

      _stype = GEQ;

      return *this;

    }

    /// @}

    /// \name Query Functions

    /// The results of the algorithm can be obtained using these

    /// functions.\n

    /// The \ref run() function must be called before using them.

    /// @{

    /// \brief Return the total cost of the found flow.

    ///

    /// This function returns the total cost of the found flow.

    /// Its complexity is O(e).

    ///

    /// \note The return type of the function can be specified as a

    /// template parameter. For example,

    /// \code

    ///   ns.totalCost<double>();

    /// \endcode

    /// It is useful if the total cost cannot be stored in the \c Cost

    /// type of the algorithm, which is the default return type of the

    /// function.

    ///

    /// \pre \ref run() must be called before using this function.

      }

      return c;

    }

#ifndef DOXYGEN

    Cost totalCost() const {

      return totalCost<Cost>();

    }

#endif

    /// \brief Return the flow on the given arc.

    ///

    /// This function returns the flow on the given arc.

    ///

    /// \pre \ref run() must be called before using this function.

    Value flow(const Arc& a) const {

    }

    ///

    ///

    /// \pre \ref run() must be called before using this function.

    }

    /// \brief Return the potential (dual value) of the given node.

    ///

    /// This function returns the potential (dual value) of the

    /// given node.

    ///

    /// \pre \ref run() must be called before using this function.

    Cost potential(const Node& n) const {

    }

    ///

    ///

    /// \pre \ref run() must be called before using this function.

    }

    /// @}

  private:

    // Initialize internal data structures

    bool init() {

      if (_node_num == 0) return false;

      }

      // Initialize artifical cost

      Cost ART_COST;

      if (std::numeric_limits<Cost>::is_exact) {

        ART_COST = std::numeric_limits<Cost>::max() / 4 + 1;

      } else {

        ART_COST = std::numeric_limits<Cost>::min();

        for (int i = 0; i != _arc_num; ++i) {

          if (_cost[i] > ART_COST) ART_COST = _cost[i];

        }