Abstract
It is well known that the linear minimum cost flow network problem can be converted to an equivalent assignment problem. Here we give a simple proof that when the auction algorithm is applied to this equivalent problem, one obtains the generic form of the ∊-relaxation method, and as a special case, the Goldberg-Tarjan preflow-push max-flow algorithm. The reverse equivalence is already known, that is, if we view the assignment problem as a special case of a minimum cost flow problem and we apply the ∊-relaxation method with some special rules for choosing the node to iterate on, we obtain the auction algorithm. Thus, the two methods are mathematically equivalent.
Research supported by NSF under Grant No. CCR-9103804, and by the ARO under Grant DAAL03-92-G-0115.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Ahuja, R. K., Magnanti, T. L., and Orlin, J. B. (1989), “Networks Flows,” Sloan W. P. No. 2059-88, M.I.T., Cambridge, MA, (also in (1989) Handbooks in Operations Research and Management Science 1: Optimization, G. L. Nemhauser, A. H. G. Rinnooy-Kan and M. J. Todd (eds.), North-Holland, Amsterdam, 211 — 369 ).
Ahuja, R. K., Orlin, J. B., and Tarjan, R. E. (1989), “Improved Time Bounds for the Maximum Flow Problem,” SIAM Journal of Computing 18, 939–954.
Ahuja, R. K., and Orlin, J. B. (1989), “A Fast and Simple Algorithm for the Maximum Flow Problem,” Operations Research 37, 748–759.
Anderson, R. J., and Setubal, J. C. (1993), “Goldberg’s Algorithm for Maximum Flow in Perspective: A Computational Study,” in D. Johnson and K. McGeoch (eds.), DIMACS Implementation Challenge Workshop—Algorithms for Network Flow and Matching.
Bertsekas, D. P., and Eckstein, J. (1987), “Distributed Asynchronous Relaxation Methods for Linear Network Flow Problems,” Proc. of IFAC 87, Munich, Germany.
Bertsekas, D. P., and Eckstein, J. (1988), “Dual Coordinate Step Methods for Linear Network Flow Problems,” Math. Programming, Series B 42, 203–243.
Bertsekas, D. P., and Tsitsiklis, J. N. (1989), Parallel and Distributed Computation: Numerical Methods, Prentice-Hall, Englewood Cliffs, N.J.
Bertsekas, D. P. (1979), A Distributed Algorithm for the Assignment Problem, Lab. for Information and Decision Systems Working Paper, M.I.T.
Bertsekas, D. P. (1986), “Distributed Asynchronous Relaxation Methods for Linear Network Flow Problems,” Lab. for Information and Decision Systems Report P-1606, M.I.T.
Bertsekas, D. P . (1986), Distributed Relaxation Methods for Linear Network Flow Problems, Proceedings of 25th IEEE Conference on Decision and Control, pp. 2101–2106.
Bertsekas, D. P. (1988), “The Auction Algorithm: A Distributed Relaxation Method for the Assignment Problem,” Annals of Operations Research 14, 105–123.
Bertsekas, D. P. (1991), Linear Network Optimization: Algorithms and Codes, M. I. T. Press, Cambridge, Mass.
Bertsekas, D. P. (1992), “Auction Algorithms for Network Problems: A Tutorial Introduction,” Computational Optimization and Applications 1, 7–66.
Cheriyan, J., and Maheshwari, S. N. (1989), “Analysis of Preflow Push Algorithms for Maximum Network Flow,” SIAM J. Comput. 18, 1057–1086.
Derigs, U. and Meier, W. (1989), “Implementing Goldberg’s Max-Flow Algorithm—A Computational Investigation,” Zeitschrif für Operations Research 33, 383–403.
Ford, L. R., Jr., and Fulkerson D. R. (1956), “Maximal Flow through a Network,” Can. Journal of Math. 8, 339–404.
Goldberg, A. V. and Tarjan, R. E. (1986), A New Approach to the Maximum Flow Problem, Proc. 18th ACM STOC, pp. 136–146.
Goldberg, A. V. and Tarjan, R. E. (1990), “Solving Minimum Cost Flow Problems by Successive Approximation,” Math. of Operations Research 15, 430–466.
Goldberg, A. V. (1985), A New Max-Flow Algorithm, Tech. Mem. MIT/LCS/TM-291, Laboratory for Computer Science, M. I. T., Cambridge, MA.
Goldberg, A. V. (1987), Efficient Graph Algorithms for Sequential and Parallel Computers, Tech. Report TR-374, Laboratory for Computer Science, M. I. T., Cambridge, MA.
Mazzoni, G., Pallotino, S., and Scutella, M. G. (1991), “The Maximum Flow Problem: A Max-Preflow Approach,” European J. of Operational Research 53, 257–278.
Nguyen, Q. C., and Venkateswaran, V. (1993), “Implementations of the Goldberg-Tarjan Maximum Flow Algorithm,” in D. Johnson and K. McGeoch (eds.), DIMACS Implementation Challenge Workshop—Algorithms for Network Flow and Matching.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Kluwer Academic Publishers
About this chapter
Cite this chapter
Bertsekas, D.P. (1994). Mathematical Equivalence of the Auction Algorithm for Assignment and the ∊-Relaxation (Preflow-Push) Method for Min Cost Flow. In: Hager, W.W., Hearn, D.W., Pardalos, P.M. (eds) Large Scale Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3632-7_2
Download citation
DOI: https://doi.org/10.1007/978-1-4613-3632-7_2
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-3634-1
Online ISBN: 978-1-4613-3632-7
eBook Packages: Springer Book Archive