TY - GEN A1 - Sagnol, Guillaume A1 - Blanco, Marco A1 - Sauvage, Thibaut T1 - The Cone of Flow Matrices: Approximation Hierarchies and Applications N2 - Let G be a directed acyclic graph with n arcs, a source s and a sink t. We introduce the cone K of flow matrices, which is a polyhedral cone generated by the matrices $\vec{1}_P\vec{1}_P^T\in\RR^{n\times n}$, where $\vec{1}_P\in\RR^n$ is the incidence vector of the (s,t)-path P. We show that several hard flow (or path) optimization problems, that cannot be solved by using the standard arc-representation of a flow, reduce to a linear optimization problem over $\mathcal{K}$. This cone is intractable: we prove that the membership problem associated to $\mathcal{K}$ is NP-complete. However, the affine hull of this cone admits a nice description, and we give an algorithm which computes in polynomial-time the decomposition of a matrix $X\in \operatorname{span} \mathcal{K}$ as a linear combination of some $\vec{1}_P\vec{1}_P^T$'s. Then, we provide two convergent approximation hierarchies, one of them based on a completely positive representation of~K. We illustrate this approach by computing bounds for the quadratic shortest path problem, as well as a maximum flow problem with pairwise arc-capacities. T3 - ZIB-Report - 17-32 KW - Flows in graphs KW - Approximation Hierarchies KW - Copositive Programming KW - Semidefinite Programming Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64399 SN - 1438-0064 ER - TY - GEN A1 - Sagnol, Guillaume A1 - Blanco, Marco A1 - Sauvage, Thibaut T1 - Approximation Hierarchies for the cone of flow matrices N2 - Let $G$ be a directed acyclic graph with $n$ arcs, a source $s$ and a sink $t$. We introduce the cone $K$ of flow matrices, which is a polyhedral cone generated by the matrices $1_P 1_P^T \in R^{n\times n}$, where $1_P\in R^n$ is the incidence vector of the $(s,t)$-path $P$. Several combinatorial problems reduce to a linear optimization problem over $K$. This cone is intractable, but we provide two convergent approximation hierarchies, one of them based on a completely positive representation of $K$. We illustrate this approach by computing bounds for a maximum flow problem with pairwise arc-capacities. T3 - ZIB-Report - 18-20 KW - Flows in graphs KW - Approximation hierarchies KW - Copositive programming Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-68424 SN - 1438-0064 ER -