On the complexity and approximability of budget-constrained minimum cost flows

We investigate the complexity and approximability of the budget-constrained minimum cost flow problem, which is an extension of the traditional minimum cost flow problem by a second kind of costs associated with each edge, whose total value in a feasible flow is constrained by a given budget B. This problem can, e.g., be seen as the application of the {\epsilon}-constraint method to the bicriteria minimum cost flow problem. We show that we can solve the problem exactly in weakly polynomial time $O(\log M \cdot MCF(m,n,C,U))$, where C, U, and M are upper bounds on the largest absolute cost, largest capacity, and largest absolute value of any number occuring in the input, respectively, and MCF(m,n,C,U) denotes the complexity of finding a traditional minimum cost flow. Moreover, we present two fully polynomial-time approximation schemes for the problem on general graphs and one with an improved running-time for the problem on acyclic graphs.

[1]  P ? ? ? ? ? ? ? % ? ? ? ? , 1991 .

[2]  Mihalis Yannakakis,et al.  On the approximability of trade-offs and optimal access of Web sources , 2000, Proceedings 41st Annual Symposium on Foundations of Computer Science.

[3]  Sivan Toledo Approximate Parametric Searching , 1993, Inf. Process. Lett..

[4]  Arie M. C. A. Koster,et al.  The budgeted minimum cost flow problem with unit upgrading cost , 2017, Networks.

[5]  Richard M. Karp,et al.  A characterization of the minimum cycle mean in a digraph , 1978, Discret. Math..

[6]  Sven Oliver Krumke,et al.  Budget-constrained minimum cost flows , 2015, Journal of Combinatorial Optimization.

[7]  David K. Smith Theory of Linear and Integer Programming , 1987 .

[8]  Nimrod Megiddo Combinatorial Optimization with Rational Objective Functions , 1979, Math. Oper. Res..

[9]  Ravindra K. Ahuja,et al.  Network Flows , 2011 .

[10]  Leslie G. Valiant,et al.  Parallelism in Comparison Problems , 1975, SIAM J. Comput..

[11]  Sven Oliver Krumke,et al.  A network simplex method for the budget-constrained minimum cost flow problem , 2016, Eur. J. Oper. Res..

[12]  Pravin M. Vaidya,et al.  Speeding-up linear programming using fast matrix multiplication , 1989, 30th Annual Symposium on Foundations of Computer Science.

[13]  Frits C. R. Spieksma,et al.  The accessibility arc upgrading problem , 2013, Eur. J. Oper. Res..

[14]  Matthias Ehrgott,et al.  Multicriteria Optimization , 2005 .

[15]  Manuel Blum,et al.  Linear time bounds for median computations , 1972, STOC.

[16]  Yacov Y. Haimes,et al.  Multiobjective Decision Making: Theory and Methodology , 1983 .

[17]  Ramaswamy Chandrasekaran,et al.  Minimal ratio spanning trees , 1977, Networks.

[18]  Arthur M. Geoffrion,et al.  Solving Bicriterion Mathematical Programs , 1967, Oper. Res..

[19]  Nimrod Megiddo,et al.  Applying parallel computation algorithms in the design of serial algorithms , 1981, 22nd Annual Symposium on Foundations of Computer Science (sfcs 1981).

[20]  Sivan Toledo,et al.  Maximizing non-linear concave functions in fixed dimension , 1992, Proceedings., 33rd Annual Symposium on Foundations of Computer Science.

[21]  N. Megiddo,et al.  Maximizing Concave Functions in Fixed Dimension , 1993 .

[22]  D. R. Fulkerson,et al.  Constructing Maximal Dynamic Flows from Static Flows , 1958 .

[23]  Michael Holzhauser Generalized Network Improvement and Packing Problems , 2017 .

[24]  Jochen Könemann,et al.  Faster and simpler algorithms for multicommodity flow and other fractional packing problems , 1998, Proceedings 39th Annual Symposium on Foundations of Computer Science (Cat. No.98CB36280).