RhodeCode

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

 *

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

 *

 * Copyright (C) 2003-2010

 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

 * (Egervary Research Group on Combinatorial Optimization, EGRES).

 *

 * Permission to use, modify and distribute this software is granted

 * provided that this copyright notice appears in all copies. For

 * precise terms see the accompanying LICENSE file.

 *

 * This software is provided "AS IS" with no warranty of any kind,

 * express or implied, and with no claim as to its suitability for any

 * purpose.

 *

 */

#ifndef LEMON_NETWORK_SIMPLEX_H

#define LEMON_NETWORK_SIMPLEX_H

/// \ingroup min_cost_flow_algs

///

/// \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_algs

  /// @{

  /// \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"

  /// \ref amo93networkflows, \ref dantzig63linearprog,

  /// \ref kellyoneill91netsimplex.

  /// This algorithm is a highly efficient specialized version of the

  /// linear programming simplex method directly for the minimum cost

  /// flow problem.

  ///

  /// In general, \ref NetworkSimplex and \ref CostScaling are the fastest

  /// implementations available in LEMON for this problem.

  /// Furthermore, this class 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 number type used for flow amounts, capacity bounds

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

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

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

  ///

  /// \warning Both \c V and \c C must be signed number types.

  /// \warning All input data (capacities, supply values, and costs) 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:

    /// The type of the flow amounts, capacity bounds and supply values

    typedef V Value;

    /// The type of the arc costs

    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, the \c LEQ type can be

    /// selected using \ref supplyType().

    /// 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 of the problem.

      GEQ,

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

      /// supply/demand constraints in the definition of the problem.

      LEQ

    };

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

    ///

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

    /// the \ref run() function.

    ///

    /// of the algorithm.

    enum PivotRule {

      /// The \e First \e Eligible pivot rule.

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

      /// in every iteration.

      FIRST_ELIGIBLE,

      /// The \e Best \e Eligible pivot rule.

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

      BEST_ELIGIBLE,

      /// The \e Block \e 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 \e Candidate \e 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 \e Altering \e Candidate \e List pivot rule.

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

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

      ALTERING_LIST

    };

  private:

    TEMPLATE_DIGRAPH_TYPEDEFS(GR);

    typedef std::vector<int> IntVector;

    typedef std::vector<Value> ValueVector;

    typedef std::vector<Cost> CostVector;

    typedef std::vector<signed char> CharVector;

    // Note: vector<signed char> is used instead of vector<ArcState> and

    // vector<ArcDirection> for efficiency reasons

    // State constants for arcs

    enum ArcState {

      STATE_UPPER = -1,

      STATE_TREE  =  0,

      STATE_LOWER =  1

    };

    // Direction constants for tree arcs

    enum ArcDirection {

      DIR_DOWN = -1,

      DIR_UP   =  1

    };

  private:

    // Data related to the underlying digraph

    const GR &_graph;

    int _node_num;

    int _arc_num;

    int _all_arc_num;

    int _search_arc_num;

    // Parameters of the problem

    bool _have_lower;

    SupplyType _stype;

    Value _sum_supply;

    // Data structures for storing the digraph

    IntNodeMap _node_id;

    IntArcMap _arc_id;

    IntVector _source;

    IntVector _target;

    bool _arc_mixing;

    // Node and arc data

    ValueVector _lower;

    ValueVector _upper;

    ValueVector _cap;

    CostVector _cost;

    ValueVector _supply;

    ValueVector _flow;

    CostVector _pi;

    // Data for storing the spanning tree structure

    IntVector _parent;

    IntVector _pred;

    IntVector _thread;

    IntVector _rev_thread;

    IntVector _succ_num;

    IntVector _last_succ;

    CharVector _pred_dir;

    CharVector _state;

    IntVector _dirty_revs;

    int _root;

    // Temporary data used in the current pivot iteration

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

    Value delta;

    const Value MAX;

  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 CharVector &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _search_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), _search_arc_num(ns._search_arc_num),

        _next_arc(0)

      {}

      // Find next entering arc

      bool findEnteringArc() {

        Cost c;

        for (int e = _next_arc; e != _search_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) {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

      const IntVector  &_target;

      const CostVector &_cost;

      const CharVector &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _search_arc_num;

      // Pivot rule data

      IntVector _candidates;

      int _list_length, _minor_limit;

      int _curr_length, _minor_count;

      int _next_arc;

    public:

      /// Constructor

      CandidateListPivotRule(NetworkSimplex &ns) :

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

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

        _in_arc(ns.in_arc), _search_arc_num(ns._search_arc_num),

        _next_arc(0)

      {

        // The main parameters of the pivot rule

        const double LIST_LENGTH_FACTOR = 0.25;

        const int MIN_LIST_LENGTH = 10;

        const double MINOR_LIMIT_FACTOR = 0.1;

        const int MIN_MINOR_LIMIT = 3;

        _list_length = std::max( int(LIST_LENGTH_FACTOR *

                                     std::sqrt(double(_search_arc_num))),

                                 MIN_LIST_LENGTH );

        _minor_limit = std::max( int(MINOR_LIMIT_FACTOR * _list_length),

                                 MIN_MINOR_LIMIT );

        _curr_length = _minor_count = 0;

        _candidates.resize(_list_length);

      }

      /// Find next entering arc

      bool findEnteringArc() {

        Cost min, c;

        int e;

        if (_curr_length > 0 && _minor_count < _minor_limit) {

          // Minor iteration: select the best eligible arc from the

          // current candidate list

          ++_minor_count;

          min = 0;

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

            e = _candidates[i];

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

            if (c < min) {

              min = c;

              _in_arc = e;

            }

            else if (c >= 0) {

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

            }

          }

          if (min < 0) return true;

        }

        // Major iteration: build a new candidate list

        min = 0;

        _curr_length = 0;

        for (e = _next_arc; e != _search_arc_num; ++e) {

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

          if (c < 0) {

            _candidates[_curr_length++] = e;

            if (c < min) {

              min = c;

              _in_arc = e;

            }

            if (_curr_length == _list_length) goto search_end;

          }

        }

        for (e = 0; e != _next_arc; ++e) {

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

          if (c < 0) {

            _candidates[_curr_length++] = e;

            if (c < min) {

              min = c;

              _in_arc = e;

            }

            if (_curr_length == _list_length) goto search_end;

          }

        }

        if (_curr_length == 0) return false;

      search_end:

        _minor_count = 1;

        _next_arc = e;

        return true;

      }

    }; //class CandidateListPivotRule

    // Implementation of the Altering Candidate List pivot rule

    class AlteringListPivotRule

    {

    private:

      // References to the NetworkSimplex class

      const IntVector  &_source;

      const IntVector  &_target;

      const CostVector &_cost;

      const CharVector &_state;

      const CostVector &_pi;

      int &_in_arc;

      int _search_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) {

        }

      };

      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), _search_arc_num(ns._search_arc_num),

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

      {

        // The main parameters of the pivot rule

        const double BLOCK_SIZE_FACTOR = 1.0;

        const int MIN_BLOCK_SIZE = 10;

        const int MIN_HEAD_LENGTH = 3;

        _block_size = std::max( int(BLOCK_SIZE_FACTOR *

                                    std::sqrt(double(_search_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;

        Cost c;

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

          e = _candidates[i];

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

          if (c < 0) {

            _cand_cost[e] = c;

          } else {

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

          }

        }

        // Extend the list

        int cnt = _block_size;

        int limit = _head_length;

        for (e = _next_arc; e != _search_arc_num; ++e) {

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

          if (c < 0) {

            _cand_cost[e] = c;

            _candidates[_curr_length++] = e;

          }

          if (--cnt == 0) {

            if (_curr_length > limit) goto search_end;

            limit = 0;

            cnt = _block_size;

          }

        }

        for (e = 0; e != _next_arc; ++e) {

            _candidates[_curr_length++] = e;

          }

          if (--cnt == 0) {

            if (_curr_length > limit) goto search_end;

            limit = 0;

            cnt = _block_size;

          }

        }

        if (_curr_length == 0) return false;

      search_end:

        _in_arc = _candidates[0];

        _next_arc = e;

        return true;

      }

    }; //class AlteringListPivotRule

  public:

    /// \brief Constructor.

    ///

    /// The constructor of the class.

    ///

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

    /// \param arc_mixing Indicate if the arcs will be stored in a

    /// mixed order in the internal data structure.

    /// In general, it leads to similar performance as using the original

    /// arc order, but it makes the algorithm more robust and in special

    /// cases, even significantly faster. Therefore, it is enabled by default.

    NetworkSimplex(const GR& graph, bool arc_mixing = true) :

      _graph(graph), _node_id(graph), _arc_id(graph),

      _arc_mixing(arc_mixing),

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

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

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

    {

      // Check the number 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");

      // Reset data structures

      reset();

    }

    /// \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) {

      _have_lower = true;

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

        _lower[_arc_id[a]] = map[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).

    ///

    /// \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) {

        _upper[_arc_id[a]] = map[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) {

        _cost[_arc_id[a]] = map[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.

    ///

    /// \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>

    ///

    /// \sa supplyType()

    template<typename SupplyMap>

    NetworkSimplex& supplyMap(const SupplyMap& map) {

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

        _supply[_node_id[n]] = map[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.

    ///

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