Location: LEMON/LEMON-main/lemon/network_simplex.h

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kpeter (Peter Kovacs)
Improve the Altering List pivot rule for NetworkSimplex (#435) Much less candidate arcs are preserved from an iteration to the next one and partial_sort() is used instead of heap operations.
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/* -*- 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.
///
/// \ref NetworkSimplex provides five different implementations for
/// the pivot strategy that significantly affects the running time
/// of the algorithm.
/// According to experimental tests conducted on various problem
/// instances, \ref BLOCK_SEARCH "Block Search" and
/// \ref ALTERING_LIST "Altering Candidate List" rules turned out
/// to be the most efficient.
/// Since \ref BLOCK_SEARCH "Block Search" is a simpler strategy that
/// seemed to be slightly more robust, it is used by default.
/// However, another pivot rule can easily be selected using the
/// \ref run() function with the proper parameter.
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.
/// It keeps only a few of the 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<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) {
_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 CharVector &_state;
const CostVector &_pi;
int &_in_arc;
int _search_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), _search_arc_num(ns._search_arc_num)
{}
// Find next entering arc
bool findEnteringArc() {
Cost c, min = 0;
for (int e = 0; e != _search_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;
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;
int _next_arc;
public:
// Constructor
BlockSearchPivotRule(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 BLOCK_SIZE_FACTOR = 1.0;
const int MIN_BLOCK_SIZE = 10;
_block_size = std::max( int(BLOCK_SIZE_FACTOR *
std::sqrt(double(_search_arc_num))),
MIN_BLOCK_SIZE );
}
// Find next entering arc
bool findEnteringArc() {
Cost c, min = 0;
int cnt = _block_size;
int e;
for (e = _next_arc; e != _search_arc_num; ++e) {
c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
if (c < min) {
min = c;
_in_arc = e;
}
if (--cnt == 0) {
if (min < 0) goto search_end;
cnt = _block_size;
}
}
for (e = 0; e != _next_arc; ++e) {
c = _state[e] * (_cost[e] + _pi[_source[e]] - _pi[_target[e]]);
if (c < min) {
min = c;
_in_arc = e;
}
if (--cnt == 0) {
if (min < 0) goto search_end;
cnt = _block_size;
}
}
if (min >= 0) return false;
search_end:
_next_arc = e;
return true;
}
}; //class BlockSearchPivotRule
// Implementation of the Candidate List pivot rule
class CandidateListPivotRule
{
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) {
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), _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 double HEAD_LENGTH_FACTOR = 0.01;
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) {
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;
}
}
if (_curr_length == 0) return false;
search_end:
// Perform partial sort operation on the candidate list
int new_length = std::min(_head_length + 1, _curr_length);
std::partial_sort(_candidates.begin(), _candidates.begin() + new_length,
_candidates.begin() + _curr_length, _sort_func);
// Select the entering arc and remove it from the list
_in_arc = _candidates[0];
_next_arc = e;
_candidates[0] = _candidates[new_length - 1];
_curr_length = new_length - 1;
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()
/// with 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) {
for (int i = 0; i != _node_num; ++i) {
_supply[i] = 0;
}
_supply[_node_id[s]] = k;
_supply[_node_id[t]] = -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(),
/// \ref supplyType().
/// 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 given parameters
/// are kept for the next call, unless \ref resetParams() or \ref reset()
/// is used, thus only the modified parameters have to be set again.
/// If the underlying digraph was also modified after the construction
/// of the class (or the last \ref reset() call), then the \ref reset()
/// function must be called.
///
/// \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
/// \see resetParams(), reset()
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(),
/// \ref costMap(), \ref supplyMap(), \ref stSupply(), \ref supplyType().
///
/// It is useful for multiple \ref run() calls. Basically, all the given
/// parameters are kept for the next \ref run() call, unless
/// \ref resetParams() or \ref reset() is used.
/// If the underlying digraph was also modified after the construction
/// of the class or the last \ref reset() call, then the \ref reset()
/// function must be used, otherwise \ref resetParams() is sufficient.
///
/// 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 (resetParams() 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 resetParams()
/// // (the lower bounds will be set to zero on all arcs)
/// ns.resetParams();
/// ns.upperMap(capacity).costMap(cost)
/// .supplyMap(sup).run();
/// \endcode
///
/// \return <tt>(*this)</tt>
///
/// \see reset(), run()
NetworkSimplex& resetParams() {
for (int i = 0; i != _node_num; ++i) {
_supply[i] = 0;
}
for (int i = 0; i != _arc_num; ++i) {
_lower[i] = 0;
_upper[i] = INF;
_cost[i] = 1;
}
_have_lower = false;
_stype = GEQ;
return *this;
}
/// \brief Reset the internal data structures and all the parameters
/// that have been given before.
///
/// This function resets the internal data structures and all the
/// paramaters that have been given before using functions \ref lowerMap(),
/// \ref upperMap(), \ref costMap(), \ref supplyMap(), \ref stSupply(),
/// \ref supplyType().
///
/// It is useful for multiple \ref run() calls. Basically, all the given
/// parameters are kept for the next \ref run() call, unless
/// \ref resetParams() or \ref reset() is used.
/// If the underlying digraph was also modified after the construction
/// of the class or the last \ref reset() call, then the \ref reset()
/// function must be used, otherwise \ref resetParams() is sufficient.
///
/// See \ref resetParams() for examples.
///
/// \return <tt>(*this)</tt>
///
/// \see resetParams(), run()
NetworkSimplex& reset() {
// Resize vectors
_node_num = countNodes(_graph);
_arc_num = countArcs(_graph);
int all_node_num = _node_num + 1;
int max_arc_num = _arc_num + 2 * _node_num;
_source.resize(max_arc_num);
_target.resize(max_arc_num);
_lower.resize(_arc_num);
_upper.resize(_arc_num);
_cap.resize(max_arc_num);
_cost.resize(max_arc_num);
_supply.resize(all_node_num);
_flow.resize(max_arc_num);
_pi.resize(all_node_num);
_parent.resize(all_node_num);
_pred.resize(all_node_num);
_pred_dir.resize(all_node_num);
_thread.resize(all_node_num);
_rev_thread.resize(all_node_num);
_succ_num.resize(all_node_num);
_last_succ.resize(all_node_num);
_state.resize(max_arc_num);
// Copy the graph
int i = 0;
for (NodeIt n(_graph); n != INVALID; ++n, ++i) {
_node_id[n] = i;
}
if (_arc_mixing) {
// Store the arcs in a mixed order
const int skip = std::max(_arc_num / _node_num, 3);
int i = 0, j = 0;
for (ArcIt a(_graph); a != INVALID; ++a) {
_arc_id[a] = i;
_source[i] = _node_id[_graph.source(a)];
_target[i] = _node_id[_graph.target(a)];
if ((i += skip) >= _arc_num) i = ++j;
}
} else {
// Store the arcs in the original order
int i = 0;
for (ArcIt a(_graph); a != INVALID; ++a, ++i) {
_arc_id[a] = i;
_source[i] = _node_id[_graph.source(a)];
_target[i] = _node_id[_graph.target(a)];
}
}
// Reset parameters
resetParams();
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.
template <typename Number>
Number totalCost() const {
Number c = 0;
for (ArcIt a(_graph); a != INVALID; ++a) {
int i = _arc_id[a];
c += Number(_flow[i]) * Number(_cost[i]);
}
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 {
return _flow[_arc_id[a]];
}
/// \brief Return the flow map (the primal solution).
///
/// This function copies the flow value on each arc into the given
/// map. The \c Value type of the algorithm must be convertible to
/// the \c Value type of the map.
///
/// \pre \ref run() must be called before using this function.
template <typename FlowMap>
void flowMap(FlowMap &map) const {
for (ArcIt a(_graph); a != INVALID; ++a) {
map.set(a, _flow[_arc_id[a]]);
}
}
/// \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 {
return _pi[_node_id[n]];
}
/// \brief Return the potential map (the dual solution).
///
/// This function copies the potential (dual value) of each node
/// into the given map.
/// The \c Cost type of the algorithm must be convertible to the
/// \c Value type of the map.
///
/// \pre \ref run() must be called before using this function.
template <typename PotentialMap>
void potentialMap(PotentialMap &map) const {
for (NodeIt n(_graph); n != INVALID; ++n) {
map.set(n, _pi[_node_id[n]]);
}
}
/// @}
private:
// Initialize internal data structures
bool init() {
if (_node_num == 0) return false;
// Check the sum of supply values
_sum_supply = 0;
for (int i = 0; i != _node_num; ++i) {
_sum_supply += _supply[i];
}
if ( !((_stype == GEQ && _sum_supply <= 0) ||
(_stype == LEQ && _sum_supply >= 0)) ) return false;
// Remove non-zero lower bounds
if (_have_lower) {
for (int i = 0; i != _arc_num; ++i) {
Value c = _lower[i];
if (c >= 0) {
_cap[i] = _upper[i] < MAX ? _upper[i] - c : INF;
} else {
_cap[i] = _upper[i] < MAX + c ? _upper[i] - c : INF;
}
_supply[_source[i]] -= c;
_supply[_target[i]] += c;
}
} else {
for (int i = 0; i != _arc_num; ++i) {
_cap[i] = _upper[i];
}
}
// Initialize artifical cost
Cost ART_COST;
if (std::numeric_limits<Cost>::is_exact) {
ART_COST = std::numeric_limits<Cost>::max() / 2 + 1;
} else {
ART_COST = 0;
for (int i = 0; i != _arc_num; ++i) {
if (_cost[i] > ART_COST) ART_COST = _cost[i];
}
ART_COST = (ART_COST + 1) * _node_num;
}
// Initialize arc maps
for (int i = 0; i != _arc_num; ++i) {
_flow[i] = 0;
_state[i] = STATE_LOWER;
}
// Set data for the artificial root node
_root = _node_num;
_parent[_root] = -1;
_pred[_root] = -1;
_thread[_root] = 0;
_rev_thread[0] = _root;
_succ_num[_root] = _node_num + 1;
_last_succ[_root] = _root - 1;
_supply[_root] = -_sum_supply;
_pi[_root] = 0;
// Add artificial arcs and initialize the spanning tree data structure
if (_sum_supply == 0) {
// EQ supply constraints
_search_arc_num = _arc_num;
_all_arc_num = _arc_num + _node_num;
for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) {
_parent[u] = _root;
_pred[u] = e;
_thread[u] = u + 1;
_rev_thread[u + 1] = u;
_succ_num[u] = 1;
_last_succ[u] = u;
_cap[e] = INF;
_state[e] = STATE_TREE;
if (_supply[u] >= 0) {
_pred_dir[u] = DIR_UP;
_pi[u] = 0;
_source[e] = u;
_target[e] = _root;
_flow[e] = _supply[u];
_cost[e] = 0;
} else {
_pred_dir[u] = DIR_DOWN;
_pi[u] = ART_COST;
_source[e] = _root;
_target[e] = u;
_flow[e] = -_supply[u];
_cost[e] = ART_COST;
}
}
}
else if (_sum_supply > 0) {
// LEQ supply constraints
_search_arc_num = _arc_num + _node_num;
int f = _arc_num + _node_num;
for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) {
_parent[u] = _root;
_thread[u] = u + 1;
_rev_thread[u + 1] = u;
_succ_num[u] = 1;
_last_succ[u] = u;
if (_supply[u] >= 0) {
_pred_dir[u] = DIR_UP;
_pi[u] = 0;
_pred[u] = e;
_source[e] = u;
_target[e] = _root;
_cap[e] = INF;
_flow[e] = _supply[u];
_cost[e] = 0;
_state[e] = STATE_TREE;
} else {
_pred_dir[u] = DIR_DOWN;
_pi[u] = ART_COST;
_pred[u] = f;
_source[f] = _root;
_target[f] = u;
_cap[f] = INF;
_flow[f] = -_supply[u];
_cost[f] = ART_COST;
_state[f] = STATE_TREE;
_source[e] = u;
_target[e] = _root;
_cap[e] = INF;
_flow[e] = 0;
_cost[e] = 0;
_state[e] = STATE_LOWER;
++f;
}
}
_all_arc_num = f;
}
else {
// GEQ supply constraints
_search_arc_num = _arc_num + _node_num;
int f = _arc_num + _node_num;
for (int u = 0, e = _arc_num; u != _node_num; ++u, ++e) {
_parent[u] = _root;
_thread[u] = u + 1;
_rev_thread[u + 1] = u;
_succ_num[u] = 1;
_last_succ[u] = u;
if (_supply[u] <= 0) {
_pred_dir[u] = DIR_DOWN;
_pi[u] = 0;
_pred[u] = e;
_source[e] = _root;
_target[e] = u;
_cap[e] = INF;
_flow[e] = -_supply[u];
_cost[e] = 0;
_state[e] = STATE_TREE;
} else {
_pred_dir[u] = DIR_UP;
_pi[u] = -ART_COST;
_pred[u] = f;
_source[f] = u;
_target[f] = _root;
_cap[f] = INF;
_flow[f] = _supply[u];
_state[f] = STATE_TREE;
_cost[f] = ART_COST;
_source[e] = _root;
_target[e] = u;
_cap[e] = INF;
_flow[e] = 0;
_cost[e] = 0;
_state[e] = STATE_LOWER;
++f;
}
}
_all_arc_num = f;
}
return true;
}
// Find the join node
void findJoinNode() {
int u = _source[in_arc];
int v = _target[in_arc];
while (u != v) {
if (_succ_num[u] < _succ_num[v]) {
u = _parent[u];
} else {
v = _parent[v];
}
}
join = u;
}
// Find the leaving arc of the cycle and returns true if the
// leaving arc is not the same as the entering arc
bool findLeavingArc() {
// Initialize first and second nodes according to the direction
// of the cycle
int first, second;
if (_state[in_arc] == STATE_LOWER) {
first = _source[in_arc];
second = _target[in_arc];
} else {
first = _target[in_arc];
second = _source[in_arc];
}
delta = _cap[in_arc];
int result = 0;
Value c, d;
int e;
// Search the cycle form the first node to the join node
for (int u = first; u != join; u = _parent[u]) {
e = _pred[u];
d = _flow[e];
if (_pred_dir[u] == DIR_DOWN) {
c = _cap[e];
d = c >= MAX ? INF : c - d;
}
if (d < delta) {
delta = d;
u_out = u;
result = 1;
}
}
// Search the cycle form the second node to the join node
for (int u = second; u != join; u = _parent[u]) {
e = _pred[u];
d = _flow[e];
if (_pred_dir[u] == DIR_UP) {
c = _cap[e];
d = c >= MAX ? INF : c - d;
}
if (d <= delta) {
delta = d;
u_out = u;
result = 2;
}
}
if (result == 1) {
u_in = first;
v_in = second;
} else {
u_in = second;
v_in = first;
}
return result != 0;
}
// Change _flow and _state vectors
void changeFlow(bool change) {
// Augment along the cycle
if (delta > 0) {
Value val = _state[in_arc] * delta;
_flow[in_arc] += val;
for (int u = _source[in_arc]; u != join; u = _parent[u]) {
_flow[_pred[u]] -= _pred_dir[u] * val;
}
for (int u = _target[in_arc]; u != join; u = _parent[u]) {
_flow[_pred[u]] += _pred_dir[u] * val;
}
}
// Update the state of the entering and leaving arcs
if (change) {
_state[in_arc] = STATE_TREE;
_state[_pred[u_out]] =
(_flow[_pred[u_out]] == 0) ? STATE_LOWER : STATE_UPPER;
} else {
_state[in_arc] = -_state[in_arc];
}
}
// Update the tree structure
void updateTreeStructure() {
int old_rev_thread = _rev_thread[u_out];
int old_succ_num = _succ_num[u_out];
int old_last_succ = _last_succ[u_out];
v_out = _parent[u_out];
// Check if u_in and u_out coincide
if (u_in == u_out) {
// Update _parent, _pred, _pred_dir
_parent[u_in] = v_in;
_pred[u_in] = in_arc;
_pred_dir[u_in] = u_in == _source[in_arc] ? DIR_UP : DIR_DOWN;
// Update _thread and _rev_thread
if (_thread[v_in] != u_out) {
int after = _thread[old_last_succ];
_thread[old_rev_thread] = after;
_rev_thread[after] = old_rev_thread;
after = _thread[v_in];
_thread[v_in] = u_out;
_rev_thread[u_out] = v_in;
_thread[old_last_succ] = after;
_rev_thread[after] = old_last_succ;
}
} else {
// Handle the case when old_rev_thread equals to v_in
// (it also means that join and v_out coincide)
int thread_continue = old_rev_thread == v_in ?
_thread[old_last_succ] : _thread[v_in];
// Update _thread and _parent along the stem nodes (i.e. the nodes
// between u_in and u_out, whose parent have to be changed)
int stem = u_in; // the current stem node
int par_stem = v_in; // the new parent of stem
int next_stem; // the next stem node
int last = _last_succ[u_in]; // the last successor of stem
int before, after = _thread[last];
_thread[v_in] = u_in;
_dirty_revs.clear();
_dirty_revs.push_back(v_in);
while (stem != u_out) {
// Insert the next stem node into the thread list
next_stem = _parent[stem];
_thread[last] = next_stem;
_dirty_revs.push_back(last);
// Remove the subtree of stem from the thread list
before = _rev_thread[stem];
_thread[before] = after;
_rev_thread[after] = before;
// Change the parent node and shift stem nodes
_parent[stem] = par_stem;
par_stem = stem;
stem = next_stem;
// Update last and after
last = _last_succ[stem] == _last_succ[par_stem] ?
_rev_thread[par_stem] : _last_succ[stem];
after = _thread[last];
}
_parent[u_out] = par_stem;
_thread[last] = thread_continue;
_rev_thread[thread_continue] = last;
_last_succ[u_out] = last;
// Remove the subtree of u_out from the thread list except for
// the case when old_rev_thread equals to v_in
if (old_rev_thread != v_in) {
_thread[old_rev_thread] = after;
_rev_thread[after] = old_rev_thread;
}
// Update _rev_thread using the new _thread values
for (int i = 0; i != int(_dirty_revs.size()); ++i) {
int u = _dirty_revs[i];
_rev_thread[_thread[u]] = u;
}
// Update _pred, _pred_dir, _last_succ and _succ_num for the
// stem nodes from u_out to u_in
int tmp_sc = 0, tmp_ls = _last_succ[u_out];
for (int u = u_out, p = _parent[u]; u != u_in; u = p, p = _parent[u]) {
_pred[u] = _pred[p];
_pred_dir[u] = -_pred_dir[p];
tmp_sc += _succ_num[u] - _succ_num[p];
_succ_num[u] = tmp_sc;
_last_succ[p] = tmp_ls;
}
_pred[u_in] = in_arc;
_pred_dir[u_in] = u_in == _source[in_arc] ? DIR_UP : DIR_DOWN;
_succ_num[u_in] = old_succ_num;
}
// Update _last_succ from v_in towards the root
int up_limit_out = _last_succ[join] == v_in ? join : -1;
int last_succ_out = _last_succ[u_out];
for (int u = v_in; u != -1 && _last_succ[u] == v_in; u = _parent[u]) {
_last_succ[u] = last_succ_out;
}
// Update _last_succ from v_out towards the root
if (join != old_rev_thread && v_in != old_rev_thread) {
for (int u = v_out; u != up_limit_out && _last_succ[u] == old_last_succ;
u = _parent[u]) {
_last_succ[u] = old_rev_thread;
}
}
else if (last_succ_out != old_last_succ) {
for (int u = v_out; u != up_limit_out && _last_succ[u] == old_last_succ;
u = _parent[u]) {
_last_succ[u] = last_succ_out;
}
}
// Update _succ_num from v_in to join
for (int u = v_in; u != join; u = _parent[u]) {
_succ_num[u] += old_succ_num;
}
// Update _succ_num from v_out to join
for (int u = v_out; u != join; u = _parent[u]) {
_succ_num[u] -= old_succ_num;
}
}
// Update potentials in the subtree that has been moved
void updatePotential() {
Cost sigma = _pi[v_in] - _pi[u_in] -
_pred_dir[u_in] * _cost[in_arc];
int end = _thread[_last_succ[u_in]];
for (int u = u_in; u != end; u = _thread[u]) {
_pi[u] += sigma;
}
}
// Heuristic initial pivots
bool initialPivots() {
Value curr, total = 0;
std::vector<Node> supply_nodes, demand_nodes;
for (NodeIt u(_graph); u != INVALID; ++u) {
curr = _supply[_node_id[u]];
if (curr > 0) {
total += curr;
supply_nodes.push_back(u);
}
else if (curr < 0) {
demand_nodes.push_back(u);
}
}
if (_sum_supply > 0) total -= _sum_supply;
if (total <= 0) return true;
IntVector arc_vector;
if (_sum_supply >= 0) {
if (supply_nodes.size() == 1 && demand_nodes.size() == 1) {
// Perform a reverse graph search from the sink to the source
typename GR::template NodeMap<bool> reached(_graph, false);
Node s = supply_nodes[0], t = demand_nodes[0];
std::vector<Node> stack;
reached[t] = true;
stack.push_back(t);
while (!stack.empty()) {
Node u, v = stack.back();
stack.pop_back();
if (v == s) break;
for (InArcIt a(_graph, v); a != INVALID; ++a) {
if (reached[u = _graph.source(a)]) continue;
int j = _arc_id[a];
if (_cap[j] >= total) {
arc_vector.push_back(j);
reached[u] = true;
stack.push_back(u);
}
}
}
} else {
// Find the min. cost incomming arc for each demand node
for (int i = 0; i != int(demand_nodes.size()); ++i) {
Node v = demand_nodes[i];
Cost c, min_cost = std::numeric_limits<Cost>::max();
Arc min_arc = INVALID;
for (InArcIt a(_graph, v); a != INVALID; ++a) {
c = _cost[_arc_id[a]];
if (c < min_cost) {
min_cost = c;
min_arc = a;
}
}
if (min_arc != INVALID) {
arc_vector.push_back(_arc_id[min_arc]);
}
}
}
} else {
// Find the min. cost outgoing arc for each supply node
for (int i = 0; i != int(supply_nodes.size()); ++i) {
Node u = supply_nodes[i];
Cost c, min_cost = std::numeric_limits<Cost>::max();
Arc min_arc = INVALID;
for (OutArcIt a(_graph, u); a != INVALID; ++a) {
c = _cost[_arc_id[a]];
if (c < min_cost) {
min_cost = c;
min_arc = a;
}
}
if (min_arc != INVALID) {
arc_vector.push_back(_arc_id[min_arc]);
}
}
}
// Perform heuristic initial pivots
for (int i = 0; i != int(arc_vector.size()); ++i) {
in_arc = arc_vector[i];
if (_state[in_arc] * (_cost[in_arc] + _pi[_source[in_arc]] -
_pi[_target[in_arc]]) >= 0) continue;
findJoinNode();
bool change = findLeavingArc();
if (delta >= MAX) return false;
changeFlow(change);
if (change) {
updateTreeStructure();
updatePotential();
}
}
return true;
}
// Execute the algorithm
ProblemType start(PivotRule pivot_rule) {
// Select the pivot rule implementation
switch (pivot_rule) {
case FIRST_ELIGIBLE:
return start<FirstEligiblePivotRule>();
case BEST_ELIGIBLE:
return start<BestEligiblePivotRule>();
case BLOCK_SEARCH:
return start<BlockSearchPivotRule>();
case CANDIDATE_LIST:
return start<CandidateListPivotRule>();
case ALTERING_LIST:
return start<AlteringListPivotRule>();
}
return INFEASIBLE; // avoid warning
}
template <typename PivotRuleImpl>
ProblemType start() {
PivotRuleImpl pivot(*this);
// Perform heuristic initial pivots
if (!initialPivots()) return UNBOUNDED;
// Execute the Network Simplex algorithm
while (pivot.findEnteringArc()) {
findJoinNode();
bool change = findLeavingArc();
if (delta >= MAX) return UNBOUNDED;
changeFlow(change);
if (change) {
updateTreeStructure();
updatePotential();
}
}
// Check feasibility
for (int e = _search_arc_num; e != _all_arc_num; ++e) {
if (_flow[e] != 0) return INFEASIBLE;
}
// Transform the solution and the supply map to the original form
if (_have_lower) {
for (int i = 0; i != _arc_num; ++i) {
Value c = _lower[i];
if (c != 0) {
_flow[i] += c;
_supply[_source[i]] += c;
_supply[_target[i]] -= c;
}
}
}
// Shift potentials to meet the requirements of the GEQ/LEQ type
// optimality conditions
if (_sum_supply == 0) {
if (_stype == GEQ) {
Cost max_pot = -std::numeric_limits<Cost>::max();
for (int i = 0; i != _node_num; ++i) {
if (_pi[i] > max_pot) max_pot = _pi[i];
}
if (max_pot > 0) {
for (int i = 0; i != _node_num; ++i)
_pi[i] -= max_pot;
}
} else {
Cost min_pot = std::numeric_limits<Cost>::max();
for (int i = 0; i != _node_num; ++i) {
if (_pi[i] < min_pot) min_pot = _pi[i];
}
if (min_pot < 0) {
for (int i = 0; i != _node_num; ++i)
_pi[i] -= min_pot;
}
}
}
return OPTIMAL;
}
}; //class NetworkSimplex
///@}
} //namespace lemon
#endif //LEMON_NETWORK_SIMPLEX_H