15.082J and 6.855J and ESD.78J Cycle Canceling Algorithm A minimum cost flow problem 0 2 10, $4 0 4 30, $7 25 1 25, $5 20, $2 20, $6 3 0 25, $2 20, $1 5 -25 2 The Original Capacities and Feasible Flow 0 2 0 10,10 4 30,25 25 1 25,15 20,10 20,20 20,0 The feasible flow can be found by solving a max flow. 3 0 25,5 5 -25 3 Capacities on the Residual Network 2 10 4 5 1 25 15 10 10 10 20 20 3 20 5 5 4 Costs on the Residual Network 2 7 -7 1 5 -5 4 -4 2 -2 -1 6 3 Find a negative cost cycle, if there is one. 2 5 -2 5 Send flow around the cycle Send flow around the negative cost cycle 1 2 4 3 5 25 15 20 The capacity of this cycle is 15. Form the next residual network. 6 Capacities on the residual network 10 2 4 20 10 10 1 25 10 15 20 5 3 20 5 5 7 Costs on the residual network -4 2 7 -7 1 5 -6 4 2 -2 -1 6 3 Find a negative cost cycle, if there is one. 2 5 -2 8 Send flow around the cycle 2 Send flow around the negative cost cycle The capacity of this cycle is 10. 1 4 10 3 20 20 5 Form the next residual network. 9 Capacities on the residual network 10 2 4 20 20 10 1 25 10 10 15 5 3 10 5 15 10 Costs in the residual network -4 2 7 4 -7 1 5 2 1 -1 -6 6 3 Find a negative cost cycle, if there is one. 2 5 -2 11 Send Flow Around the Cycle 2 Send flow around the negative cost cycle 4 20 10 1 10 5 The capacity of this cycle is 5. 3 5 Form the next residual network. 12 Capacities on the residual network 5 2 4 25 1 5 15 5 25 20 10 10 5 3 10 5 15 13 Costs in the residual network 4 2 7 1 4 -4 -7 5 2 -2 -1 1 -6 3 Find a negative cost cycle, if there is one. 2 5 -2 14 Send Flow Around the Cycle 2 Send flow around the negative cost cycle The capacity of this cycle is 5. 4 1 10 5 3 10 5 Form the next residual network. 15 Capacities on the residual network 5 2 4 25 1 5 20 5 25 5 15 20 3 5 5 20 16 Costs in the residual network 4 2 7 1 -4 -7 5 Find a negative cost cycle, if there is one. 4 2 -1 1 -6 3 2 5 -2 There is no negative cost cycle. But what is the proof? 17 Compute shortest distances in the residual network 7 4 -4 -7 5 Let d(j) be the shortest path distance from node 1 to node j. 11 2 7 0 1 4 2 -1 1 -6 3 10 2 -2 5 12 Next let p(j) = -d(j) And compute cp 18 Reduced costs in the residual network 7 0 2 4 -0 0 0 1 11 0 2 1 0 0 4 The reduced costs in G(x*) for the optimal flow x* are all non-negative. 3 10 0 0 5 12 19 MITOpenCourseWare http://ocw.mit.edu 15.082J / 6.855J / ESD.78J Network Optimization Fall 2010 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.