分段二次成本的最小费用流的参数化计算

Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs

Mathematics of Operations Research · 2021
被引 7
ABS 3

中文导读

针对具有可分、连续、分段二次且严格凸成本函数的参数化流问题,开发了算法,计算随需求参数变化的最优流族,适用于单商品和多商品网络。

Abstract

We develop algorithms solving parametric flow problems with separable, continuous, piecewise quadratic, and strictly convex cost functions. The parameter to be considered is a common multiplier on the demand of all nodes. Our algorithms compute a family of flows that are each feasible for the respective demand and minimize the costs among the feasible flows for that demand. For single commodity networks with homogenous cost functions, our algorithm requires one matrix multiplication for the initialization, a rank 1 update for each nondegenerate step and the solution of a convex quadratic program for each degenerate step. For nonhomogeneous cost functions, the initialization requires the solution of a convex quadratic program instead. For multi-commodity networks, both the initialization and every step of the algorithm require the solution of a convex program. As each step is mirrored by a breakpoint in the output this yields output-polynomial algorithms in every case.

数学优化网络流凸优化运筹学