A combinatorial arc tolerance analysis for network flow problems.pdfVIP

A COMBINATORIAL ARC TOLERANCE ANALYSIS FOR NETWORK FLOW PROBLEMS P. T. SOKKALINGAM AND PRABHA SHARMA Received 10 July 2002 and in revised form 15 May 2003 For the separable convex cost flow problem, we consider the problem of determining tolerance set for each arc cost function. For a given optimal flow x, a valid perturbation of cij (x ) is a convex function that can be substituted for cij (x ) in the total cost function without violating the optimality of x . Tolerance set for an arc(i,j ) is the collection of all valid perturbations of cij (x ). We characterize the tolerance set for each arc(i,j ) in terms of nonsingleton shortest distances between nodes i and j . We also give an efficient algorithm to compute the nonsingleton shortest distances between all pairs of nodes in O(n3 ) time where n denotes the number of nodes in the given graph. 1. Introduction Consider a directed network G = (N ,A), where N is the set of nodes and A is the set of arcs. Let x denote the flow vector and let Cij (x ) be the convex cost function associated with each arc(i,j ) ∈ A, where Cij (x ) is a function of the flow xij on arc(i,j ) only. The separable convex cost flow (SCCF) problem is to find a flow x which minimizes the total cost while satisfying supplies/demands at nodes and honoring the capacity constraints on the arcs. The arc tolerance analysis for SCCF is the problem of characterizing valid cost perturbations of an arc with respect to an optimal flow; the valid perturbations are the convex cost functions that can replace the existing cost function of an arc while keeping the optimality of the given flow. In this paper, we study the arc tolerance analysis for SCCF and give a combinatorial algorithm to compute the arc tolerance set for each arc which characterizes the corresponding valid perturbations. For the minimum cost flow problem, the arc cost function Cij (x ) = cijxij is a linear function of the arc flow and cij is