Dynamic flows with time-varying network parameters: Optimality conditions and strong duality

Please always quote using this URN:urn:nbn:de:0296-matheon-8141
  • Dynamic network flow problems model the temporal evolution of flows over time and also consider changes of network parameters such as capacities, costs, supplies, and demands over time. These problems have been extensively studied in the past because of their important role in real world applications such as transport, traffic, and logistics. This has led to many results, but the more challenging continuous time model still lacks some of the key features such as network related optimality conditions and algorithms that are available in the static case. The aim of this paper is to advance the state of the art for dynamic network flows by developing the continuous time analogues of several well-known optimality conditions for static network flows. Specifically, we establish a reduced cost optimality condition, a negative cycle optimality condition, and a strong duality result for a very general class of dynamic network flows. The underlying idea is to construct a dual feasible solution that proves optimality when the residual network (with respect to a given flow) contains no dynamic cycles with negative cost. We also discuss a generic negative cycle-canceling algorithm resulting from the corresponding optimality criterion and point out promising directions for future research.

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Metadaten
Author:S. Medhi Tashakkori Hashemi, Ronald Koch, Ebrahim Nasrabadi
URN:urn:nbn:de:0296-matheon-8141
Referee:Martin Skutella
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2011/04/26
Release Date:2011/04/26
Tag:
Institute:Research Center Matheon
Technische Universität Berlin
MSC-Classification:05-XX COMBINATORICS (For finite fields, see 11Txx) / 05Cxx Graph theory (For applications of graphs, see 68R10, 81Q30, 81T15, 82B20, 82C20, 90C35, 92E10, 94C15) / 05C38 Paths and cycles [See also 90B10]
49-XX CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX] / 49Nxx Miscellaneous topics / 49N05 Linear optimal control problems [See also 93C05]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B10 Network models, deterministic
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C46 Optimality conditions, duality [See also 49N15]
Preprint Number:781
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