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Substitutes and complements in network flows viewed as discrete convexity.pdf

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Substitutes and complements in network flows viewed as discrete convexity.pdf

Discrete Optimization 2 (2005) 256 – 268 /locate/disopt Substitutes and complements in network ?ows viewed as discrete convexity Kazuo Murotaa,b, Akiyoshi Shiourac,? aGraduate School of Information Science and Technology, University of Tokyo, Tokyo 113-8656, Japan bPRESTO, JST, Japan cGraduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan Received 28 October 2002; received in revised form 12 March 2004; accepted 27 April 2005 Available online 15 September 2005 Abstract We study combinatorial properties of the optimal value function of the network ?ow problem. It is shown by Gale–Politof [Substitutes and complements in networks ?ow problems, Discrete Appl. Math. 3 (1981) 175–186] that the optimal value function has submodularity and supermodularity w.r.t. problem parameters such as weights and capacities. In this paper we shed a new light on this result from the viewpoint of discrete convex analysis to point out that the submodularity and supermodularity are naturally implied by discrete convexity, called M-convexity and L-convexity, of the optimal value function. ? 2005 Elsevier B.V. All rights reserved. Keywords: Network ?ow; Submodularity; Discrete convexity; Combinatorial optimization 1. Introduction In this paper, we study combinatorial properties of the optimal value function of the network ?ow problem. It is shown by Gale–Politof [4] that the optimal value function has submodularity and supermodularity w.r.t. problem parameters such as weights and capacities. On the other hand, it is well known in parametric linear programming that the optimal value function has convexity and concavity w.r.t. problem parameters. The main aim of this paper is to shed a new light on these results from the viewpoint of discrete convex analysis introduced by Murota [12,13], and show that submodularity/supermodularity and convexity/concavity are naturally implied by discrete convexity called M-convexity and L-convexity of the optimal value function. From