DELTA STATE UNIVERSITY, ABRAKA

FACULTY OF SCIENCE
DEPARTMENT OF MATHEMATICS

AN ASSIGNEMENT ON THE TOPIC

MINIMUM COST FLOW PROBLEM

BY

S/N NAME MAT-NO Signature

1 JULIUS JOHN CHUKUEKWU FOS20/21/267509
2 INEVERE CHIAMAKA FOS/20/21/267267
3 OMORIWHOVO DANIEL FOS/20/21/271308
EFEOGHENE
4 OBARO DAVID OGHENETEGA FOS/20/21/265619
5 ODOLA PRECIOUS ABISOLA FOS/20/21/266012
6 UMUKORO NEWLIFE FOS/20/21/267090
7 UTULU SAMUEL FOS/20/21/270906
8 OKOLIE DANIEL .O FOS/20/21/269800
9 SAMUEL OMAMUZOU FOS/20/21/268938
10 ESEBA DEBORAH OBY FOS/20/21/267716
11 OGBA ELOZINO MERCY FOS/20/21/265706
12 OKOGU IFEACHUKWU GREAT FOS/20/21/269995
13 OMASERE FEGHO SAMUEL FOS/20/21/272254
14 OLUSHOLA ABRAHAM FOS/20/21/273968
GROUP 2
COURSE CODE: MTH 406
LECTURER: DR. APANAPUDOR

FEBRUARY, 2024
 TABLE OF CONTENTS
1.0 INTRODUCTION .............................................................................................................................. 3
2.0 FLOW MODELS OF REAL NETWORKS ....................................................................................... 5 .
3.0 OPTIMALITY CONDITIONS ........................................................................................................... 8
4.0 APPLLICATION: ................................................................................................................................ 10
1.0 INTRODUCTION
Network flows have a crucial role in several fields such as computer science,
engineering, and operations research. The least cost issue (MCF) is a fundamental
problem in network flows, similar to the shortest route problem and maximum flow
problem. We are provided with a directed network, which is a directed graph with
non-negative capacity on its edges. The network also has two differentiated
vertices: the source (s) and the sink (t). The maximum flow issue aims to determine
the highest possible flow from the source node (s) to the target node (t), where each
arc (𝑖, 𝑗) has a maximum flow capacity of 𝑢𝑖𝑗. Now we want to provide an
additional parameter, cij, to each arc, representing the cost of transmitting a unit of
flow along the path from i to j. This has a clear connotation in both actual networks
and realworld applications, where the cost of each connection may vary depending
on the specific application. The cost may be conceptualized with a broad spectrum
of interpretations. In a real network, there might be a real cost to transfer a unit of
data from one point to another point. It can also be other network factors such as
bandwidth, delay, likelihood. This added consideration of expenses offers a new
difficulty. The task at hand involves the efficient transportation of V units of flow
over a network while minimizing costs. MCF is a concept that occurs naturally in
several fields, such as virtual circuit routing in communication networks, VLSI,
layout, scheduling, and transportation. As a result, it has been widely researched
and analyzed.
There is a huge number of approaches for solving (MCF) the most common of
which are primal simplex techniques, primal dual methods, and the out-of-kilter
approach.
Ford and Fulkerson devised a traditional and still generally used way for fixing this
issue is the primal-dual technique. This algorithm relies on the idea of linear
programming. The core aim is to maintain a pricing for each vertex and a flow for
each arc, which fulfill complementary slackness. The approach makes progress
approaching primal feasibility via consecutive augmentations along routes with
particular qualities and by making pricing modifications to assist the development
of pathways having such features. Jewell, Busaker and Gowen separately
developed the successive shortest route algorithm. These researchers explained
how to solve the MCF as a succession of shortest routes issues with random arc
lengths. Edmonds and Karp independently noticed that if the calculations employ
vertex potentials, it is feasible to build these methods such that
the shortest route issues have non-negative arc lengths. Minty and Fulkerson
separately developed the out-of-kilter algorithm. Aashtiani and Magnanti have
given an efficient implementation of this method. The cycle-canceling algorithm is
due to Klein. Three specific implementations of the cycle-canceling algorithms run
in polynomial time: the first, attributed to Barahona and Tardos; the second owing
to Goldberg and Tarjan, augments flow along minimal mean cost (negative) cycles;
and the third, owing to Wallacher and Zimmerman, augments flow along minimal
ratio cycles. Bertsekas and Tseng devised the relaxation algorithm and done
significant computational analysis of it. Grigoriadis and Kennington and Wang has
presented an efficient implementation of the relaxation and the network simplex
algorithm.
In this study, we are concerned with the minimal cost flow problem, in which the
cost function is not essential a constant. It may be convex and differentiable
functions. We modify and enhance the Ford – Fulkerson method for the maximum
flow issue. The aim is of identifying augmenting pathways that do not meet the
minimal criterion.
A fundamental novelty of our technique is a modification of complementary
slackness criterion in primal-dual method for a convex and differentiable function.
We then modify our present viable flow such that complementary slackness is met.
In the latter part of this article, we attempted to illustrate this algorithm and show
some useful applications in a real network. Some limitations of applying this
technique in practice will also be discussed.

2.0 FLOW MODELS OF REAL NETWORKS

Real networks can be modelled as a directed graph (𝑋, 𝐸), where X is the set of n
vertices (|𝑋| = 𝑛) and E is the set of directed arcs. Each vertex can be considered
as a computer, a printer, or other device (routers, hubs…) that is connected to the
network through cables. A cable can be thought as a pair of directed arcs (𝑖, 𝑗) and
(𝑗, 𝑖). Every arc (𝑖, 𝑗) ∈ 𝑋 is associated with a set of non-negative values, referred
to as arc attributes of a network. Examples of arc attributes in a real network are
arc cost (c), bandwidth (b), delay (d), loss probability. One of the important parts in
the operation of a network is routing. Routing can be thought as sending data from
one vertex (source - s) to another vertex (sink - t) in a network. A routing task
consists of finding a path 𝑃(𝑠, 𝑡) suitable to a given application that has end-to-end
constraints. In next section, we will present the min-cost flow problem that plays
an important role in network routing algorithm.

Let 𝐺 = (𝑋, 𝐸) be a directed network with a cost 𝑐𝑖𝑗 and a capacity 𝑢𝑖𝑗 associated
with every arc (𝑖, 𝑗) ∈ 𝐸. For vertex 𝑖 𝑖𝑛 𝐺, we define the out-neighbourhood - 𝑋+
(𝑖) and in neighborhood -𝑋−(𝑖)𝑜𝑓 𝑖 𝑏𝑦
𝑋+(𝑖){𝑗 ∈ 𝑋|(𝑖, 𝑗) ∈ 𝐸}

𝑋−(𝑖){𝑗 ∈ 𝑋|(𝑖, 𝑗) ∈ 𝐸}
Let an intensity (source strength) bi be assigned to each vertex 𝑖 with the relation
being valid. The MCF is to find a flow 𝑓𝑖𝑗 on G to minimize

(𝑓) = ∑ 𝑘𝑖𝑗(𝑓𝑖𝑗) (1)

(𝑖,𝑗)∈𝐸

Subject to

0 ≤ 𝑓𝑖𝑗 ≥ 𝑢𝑖𝑗 (2)

∑ 𝑓𝑖𝑗 − ∑ 𝑓 𝑖 = 𝑏𝑖 (3)
𝑗∈𝑋+(𝑖) 𝑗∈𝑋−(𝑖)
Source strength can be thought as data discarded (𝑏𝑖 < 0) or data from another
pairs of source and sink flowing throw the network (𝑏𝑖 > 0). Without loss of
generality, consider MCF that sends V unit (bits) of data from s to t. If there are
some pairs of source and sink, we just introduce an artificial source s and an
artificial sink t then connect this source and this sink to other sources and sinks
respectively. The constraint becomes

∑ 𝑓𝑖𝑗 − ∑ 𝑓𝑖𝑗 = 0 𝑖 ∈ 𝑋 𝑎𝑛𝑑 𝑖 ≠ 𝑠, 𝑡 (4)

{𝑗:(𝑖,𝑗)∈𝐸 {𝑗:(𝑖,𝑗)∈𝐸

∑ 𝑓𝑠𝑗 − ∑ 𝑓𝑗𝑠 = 𝑣 (5)

{𝑗:(𝑠,𝑗)∈𝐸 {𝑗:(𝑗,𝑠)∈𝐸

∑ 𝑓𝑡𝑗 − ∑ 𝑓𝑗𝑡 = −𝑣 (6)

{𝑗:(𝑡,𝑗)∈𝐸 {𝑗:(𝑗,𝑡)∈𝐸

We assume throughout that there exists the feasible solution (MCF). For simplicity
in what follows we assume that there is at most one arc associated with each
ordered pair of nodes (𝑖, 𝑗) & all arc cost are non-negative. In addition, we only
consider the convex and differentiable cost function 𝑘𝑖(𝑓𝑖𝑗) on each arc in this
paper.
Mathematically,
𝑘𝑖(𝜆𝑋 + (1 − 𝜆)𝑦) ≤ 𝜆𝑘𝑖𝑗(𝑋) + (1 − 𝜆)𝑘𝑖𝑗(𝑦) 𝑓𝑜𝑟 𝑎𝑛𝑦 𝜆𝜖[0,1]

Lemma 1: if a function (𝑥) is differentiable at every point which the function is

define, then 𝑘𝑖𝑗−(𝑥) = 𝑘𝑖𝑗+(𝑥).
Lemma 2: Consider a convex cost function (𝑥) with 𝑥 ≥ 0. The point 𝑥0 minimizes
the convex function (𝑥) if and only if and only if 𝑔+(𝑥0) ≥ 0 and 𝑔−(𝑥0) ≤ 0
𝑓𝑜𝑟 𝑥0 > 0 𝑔+(𝑥0) ≥ 0 𝑓𝑜𝑟 𝑥0 = 0
3. OPTIMALITY CONDITIONS
MCF above is a classical non-linear programming. We extend and modify the
conditions of primal-dual method in linear programming to apply for the case of
convex and differentiable cost functions. The method introduces a price vector {𝑝𝑖}
at each vertex that is known as dual variables. The optimal conditions (MCF) is
shown below
Theorem 1: A flow ((𝑓𝑖𝑗) satisfying condition (2) & (3) minimizes the total cost
(1) if and only if there exists for each vertex i a number Pi (called potential or
price) for which it holds

𝑝𝑗 − 𝑝𝑖 ≤ 𝑘+𝑖(𝑓𝑖𝑗) 𝑖𝑓(𝑓𝑖𝑗) = 0 (7)

𝑝𝑗 − 𝑝𝑖 ≤ 𝑘−𝑖(𝑓𝑖𝑗) = 𝑘+𝑖𝑗(𝑓𝑖𝑗) 𝑖𝑓(𝑓𝑖𝑗) = 0 (8)

Proof:
1. Necessity condition. Let the conditions (7) be satisfied for a flow { 𝑖𝑗 }. We will
show that { 𝑖𝑗} minimizes the total cost. Since a flow is certainly not optimum if for
an arc 𝑓𝑖𝑗 > 0

𝑝𝑗 = 𝑝𝑖 − 𝑘′𝑖(̅𝑓̅𝑖𝑗̅) 𝑖𝑓 ̅𝑓̅𝑖𝑗̅ > 0 (9)

Now, each vertex has been provided with a price. We will show that the condition
(7) is fulfilled. Suppose that in 𝐺̅ there exists and arc (𝑢, 𝑣) with ̅𝑓̅𝑖𝑗̅ > 0 and

̅ ̅̅ ̅
𝑝𝑣 − 𝑝𝑢 ≠ 𝑘′𝑢𝑣. In the spanning tree 𝐺′ the value Pu has been coordinated to u along
a chain (𝑖0,1, … , 𝑖𝑚 = 𝑢) and the value 𝑃𝑣 to v along a chain

(𝑖0 = 𝑖1, 𝑖𝑝−1, … , 𝑖𝑚+1 = 𝑣). Together with the arc (𝑢, 𝑣) we get a cycle.

𝜇 = (𝑖0,1, … , 𝑖𝑚 = 𝑢, 𝑖𝑚+1 = 𝑣, … , 𝑖𝑝 = 𝑖0) (10)

The flow going on each arc of µ is always positive. Now, we modify the flows on
the arcs of µ slightly and show that the new flow can be transported with lower
costs. On the arcs of 𝜇+(there are arcs on which the flow goes in the same
direction as the orientation of µ) we increase the fluxes by a value h; on the arcs of
µ−we decrease the fluxes by the value ℎ, and the fluxes on all the other arcs remain
unchanged. Obviously, the vertex condition continues to be satisfied when
affecting this step.
Consider the cost difference resulting between the old flow and the new one

using the Taylor series, we obtain

According to the formation rule for the 𝑃𝑖, it results

∆ = ℎ(𝑝𝑖0 – 𝑝𝑖1 + 𝑝𝑖1−. . − 𝑃𝑢 – 𝑘’𝑢𝑣( 𝑓𝑖𝑗 ) + 𝑃𝑣 −. – 𝑃𝑖0) + (ℎ)

∆ = ℎ(𝑃𝑣 − 𝑃𝑢 − 𝑘’𝑢𝑣 ̅(̅ ̅𝑓̅𝑖𝑗̅̅ ̅)̅ + 𝑜(ℎ)

For sufficiently small ℎ > 0, however, this expression is certainly greater than zero
if 𝑃𝑣 – 𝑃𝑢 > 𝑘’𝑢( ̅𝑓̅𝑢𝑣̅̅). But if𝑃𝑣 – 𝑃𝑢 > 𝑘’𝑢( ̅𝑓̅𝑢𝑣̅̅)., we modify the flow as follow: on
the arcs µ+ we decrease the flow by ℎ, on that of µ− we increase it by ℎ. The
resulting difference may be estimated in an analogous way. If G is not connected,
we assume 𝐺̅ has q sub-graphs. We form a graph 𝐺̅̅̅′by introducing a vertex n+1 and
connecting vertex it (1 ≤ t ≤ q) of each sub-graph of 𝐺̅ . We perform above studies
with the graph G' as described above with the price 𝑝𝑖for the vertex 𝑖𝑡, n+1 being
equated to zero.

4. APPLLICATION:
• Logistics and shipping
• Earthwork in roadway construction
• Passenger selection in ridesharing
Each link (𝑖, 𝑗) has a specified cost 𝑐𝑖𝑗 and capacity 𝑢𝑖𝑗, and we must determine its
flow 𝑥𝑖 .

Each node has a supply 𝑏𝑖. If 𝑖 > 0, the node is a source, if 𝑏𝑖 < 0 it is a sink, and if
𝑏𝑖 = 0it is a transshipment node.

We want to minimize the total transportation cost ∑ 𝑐𝑖𝑗𝑥𝑖(𝑖,𝑗)∈𝐴.

Constraints are the link capacities, and flow conservation.

max ∑ 𝑐𝑖𝑗𝑥𝑖𝑗
(𝑖,𝑗)∈𝐴

𝑠.𝑥𝑖𝑗 − ∑ 𝑥ℎ𝑗 = 𝑏𝑖 ∀ 𝑖 ∈ 𝑁
(ℎ,𝑖)∈𝐵(𝑖)

0 ≤ 𝑥𝑖𝑗 ≤ 𝑢𝑖𝑗 ∀(𝑖, 𝑗)𝜖𝐴

EXAMPLE:
Supply chain logistics can often be represented by a min cost flow problem.

The following model is based on Shahabi, Unnikrishnan, Shirazi & Boyles (2014).
A three-level location-inventory problem with correlated demand.
There are three kinds of nodes, representing manufacturing plants, warehouses, and
retailers. Each manufacturing plant produces a certain quantity of product, which
must be shipped first to a warehouse, and then from a warehouse to a retailer which
will sell a prespecified quantity of product.

There is a transportation cost between each plant and warehouse, and between each
warehouse and retailer. These transportation links have a capacity; furthermore,
each warehouse has a capacity.

EXAMPLES
• Supply chain management – deliver goods using v trucks from a warehouse
s to a customer t subject to road restrictions and toll fees.
 • Telecommunication network planning – send message in v packets from
node s to node t subject to bandwidth capacity and transmission loss

Another Example: Assignment Problem

There are 𝑛 men 𝑛 jobs. The cost of assignment man 𝑖 to job 𝑗 is 𝑎𝑖𝑗. For what man-

job assignment is the total cost minimized?

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