最低费用流

与最大流问题密切相关的是最低成本(最小成本)流问题,图中的每条弧线都有材料跨越它的单位成本。问题是找到总费用最少的数据流。

最低成本流问题还具有特殊节点(称为供应节点或需求节点),它们类似于最大流问题中的来源和接收器。材料从供应节点传输到需求节点。

  • 在供应节点,向数据流添加了正量,即供应量。例如,供应可以代表该节点上的生产。
  • 在需求节点,从流中取出负的金额(需求)。例如,需求可表示该节点上的消耗。

为方便起见,我们将假设除供给或需求节点之外的所有节点的供应(和需求)都为零。

对于最低成本流问题,我们有以下流守恒规则,它将供应和需求考虑在内:

下图显示了最低费用流问题。弧形使用数字对进行标记:第一个数字是容量,第二个数字是费用。节点旁边的括号中的数字表示供应或需求。节点 0 是供应节点 20,节点 3 和 4 是需求节点,需求量分别为 -5 和 -15。

网络费用流图

导入库

以下代码会导入所需的库。

Python

import numpy as np

from ortools.graph.python import min_cost_flow

C++

#include <cstdint>
#include <vector>

#include "ortools/graph/min_cost_flow.h"

Java

import com.google.ortools.Loader;
import com.google.ortools.graph.MinCostFlow;
import com.google.ortools.graph.MinCostFlowBase;

C#

using System;
using Google.OrTools.Graph;

声明求解器

为了解决这个问题,我们使用 SimpleMinCostFlow 求解器。

Python

# Instantiate a SimpleMinCostFlow solver.
smcf = min_cost_flow.SimpleMinCostFlow()

C++

// Instantiate a SimpleMinCostFlow solver.
SimpleMinCostFlow min_cost_flow;

Java

// Instantiate a SimpleMinCostFlow solver.
MinCostFlow minCostFlow = new MinCostFlow();

C#

// Instantiate a SimpleMinCostFlow solver.
MinCostFlow minCostFlow = new MinCostFlow();

定义数据

以下代码定义了问题的数据。在本例中,起始节点、结束节点、容量和单位费用有四个数组。同样,数组的长度是图中的弧数。

Python

# Define four parallel arrays: sources, destinations, capacities,
# and unit costs between each pair. For instance, the arc from node 0
# to node 1 has a capacity of 15.
start_nodes = np.array([0, 0, 1, 1, 1, 2, 2, 3, 4])
end_nodes = np.array([1, 2, 2, 3, 4, 3, 4, 4, 2])
capacities = np.array([15, 8, 20, 4, 10, 15, 4, 20, 5])
unit_costs = np.array([4, 4, 2, 2, 6, 1, 3, 2, 3])

# Define an array of supplies at each node.
supplies = [20, 0, 0, -5, -15]

C++

// Define four parallel arrays: sources, destinations, capacities,
// and unit costs between each pair. For instance, the arc from node 0
// to node 1 has a capacity of 15.
std::vector<int64_t> start_nodes = {0, 0, 1, 1, 1, 2, 2, 3, 4};
std::vector<int64_t> end_nodes = {1, 2, 2, 3, 4, 3, 4, 4, 2};
std::vector<int64_t> capacities = {15, 8, 20, 4, 10, 15, 4, 20, 5};
std::vector<int64_t> unit_costs = {4, 4, 2, 2, 6, 1, 3, 2, 3};

// Define an array of supplies at each node.
std::vector<int64_t> supplies = {20, 0, 0, -5, -15};

Java

// Define four parallel arrays: sources, destinations, capacities, and unit costs
// between each pair. For instance, the arc from node 0 to node 1 has a
// capacity of 15.
// Problem taken From Taha's 'Introduction to Operations Research',
// example 6.4-2.
int[] startNodes = new int[] {0, 0, 1, 1, 1, 2, 2, 3, 4};
int[] endNodes = new int[] {1, 2, 2, 3, 4, 3, 4, 4, 2};
int[] capacities = new int[] {15, 8, 20, 4, 10, 15, 4, 20, 5};
int[] unitCosts = new int[] {4, 4, 2, 2, 6, 1, 3, 2, 3};

// Define an array of supplies at each node.
int[] supplies = new int[] {20, 0, 0, -5, -15};

C#

// Define four parallel arrays: sources, destinations, capacities, and unit costs
// between each pair. For instance, the arc from node 0 to node 1 has a
// capacity of 15.
// Problem taken From Taha's 'Introduction to Operations Research',
// example 6.4-2.
int[] startNodes = { 0, 0, 1, 1, 1, 2, 2, 3, 4 };
int[] endNodes = { 1, 2, 2, 3, 4, 3, 4, 4, 2 };
int[] capacities = { 15, 8, 20, 4, 10, 15, 4, 20, 5 };
int[] unitCosts = { 4, 4, 2, 2, 6, 1, 3, 2, 3 };

// Define an array of supplies at each node.
int[] supplies = { 20, 0, 0, -5, -15 };

添加弧线

对于每个起始节点和结束节点,我们使用 AddArcWithCapacityAndUnitCost 方法创建一个具有给定容量和单位成本的从起始节点到结束节点的弧线。

求解器的 SetNodeSupply 方法会为节点创建供应矢量。

Python

# Add arcs, capacities and costs in bulk using numpy.
all_arcs = smcf.add_arcs_with_capacity_and_unit_cost(
    start_nodes, end_nodes, capacities, unit_costs
)

# Add supply for each nodes.
smcf.set_nodes_supplies(np.arange(0, len(supplies)), supplies)

C++

// Add each arc.
for (int i = 0; i < start_nodes.size(); ++i) {
  int arc = min_cost_flow.AddArcWithCapacityAndUnitCost(
      start_nodes[i], end_nodes[i], capacities[i], unit_costs[i]);
  if (arc != i) LOG(FATAL) << "Internal error";
}

// Add node supplies.
for (int i = 0; i < supplies.size(); ++i) {
  min_cost_flow.SetNodeSupply(i, supplies[i]);
}

Java

// Add each arc.
for (int i = 0; i < startNodes.length; ++i) {
  int arc = minCostFlow.addArcWithCapacityAndUnitCost(
      startNodes[i], endNodes[i], capacities[i], unitCosts[i]);
  if (arc != i) {
    throw new Exception("Internal error");
  }
}

// Add node supplies.
for (int i = 0; i < supplies.length; ++i) {
  minCostFlow.setNodeSupply(i, supplies[i]);
}

C#

// Add each arc.
for (int i = 0; i < startNodes.Length; ++i)
{
    int arc =
        minCostFlow.AddArcWithCapacityAndUnitCost(startNodes[i], endNodes[i], capacities[i], unitCosts[i]);
    if (arc != i)
        throw new Exception("Internal error");
}

// Add node supplies.
for (int i = 0; i < supplies.Length; ++i)
{
    minCostFlow.SetNodeSupply(i, supplies[i]);
}

调用求解器

现在,所有弧线均已定义,剩下的工作就是调用求解器并显示结果。我们调用 Solve() 方法。

Python

# Find the min cost flow.
status = smcf.solve()

C++

// Find the min cost flow.
int status = min_cost_flow.Solve();

Java

// Find the min cost flow.
MinCostFlowBase.Status status = minCostFlow.solve();

C#

// Find the min cost flow.
MinCostFlow.Status status = minCostFlow.Solve();

显示结果

现在,我们可以显示各弧形的流动和费用。

Python

if status != smcf.OPTIMAL:
    print("There was an issue with the min cost flow input.")
    print(f"Status: {status}")
    exit(1)
print(f"Minimum cost: {smcf.optimal_cost()}")
print("")
print(" Arc    Flow / Capacity Cost")
solution_flows = smcf.flows(all_arcs)
costs = solution_flows * unit_costs
for arc, flow, cost in zip(all_arcs, solution_flows, costs):
    print(
        f"{smcf.tail(arc):1} -> {smcf.head(arc)}  {flow:3}  / {smcf.capacity(arc):3}       {cost}"
    )

C++

if (status == MinCostFlow::OPTIMAL) {
  LOG(INFO) << "Minimum cost flow: " << min_cost_flow.OptimalCost();
  LOG(INFO) << "";
  LOG(INFO) << " Arc   Flow / Capacity  Cost";
  for (std::size_t i = 0; i < min_cost_flow.NumArcs(); ++i) {
    int64_t cost = min_cost_flow.Flow(i) * min_cost_flow.UnitCost(i);
    LOG(INFO) << min_cost_flow.Tail(i) << " -> " << min_cost_flow.Head(i)
              << "  " << min_cost_flow.Flow(i) << "  / "
              << min_cost_flow.Capacity(i) << "       " << cost;
  }
} else {
  LOG(INFO) << "Solving the min cost flow problem failed. Solver status: "
            << status;
}

Java

if (status == MinCostFlow.Status.OPTIMAL) {
  System.out.println("Minimum cost: " + minCostFlow.getOptimalCost());
  System.out.println();
  System.out.println(" Edge   Flow / Capacity  Cost");
  for (int i = 0; i < minCostFlow.getNumArcs(); ++i) {
    long cost = minCostFlow.getFlow(i) * minCostFlow.getUnitCost(i);
    System.out.println(minCostFlow.getTail(i) + " -> " + minCostFlow.getHead(i) + "  "
        + minCostFlow.getFlow(i) + "  / " + minCostFlow.getCapacity(i) + "       " + cost);
  }
} else {
  System.out.println("Solving the min cost flow problem failed.");
  System.out.println("Solver status: " + status);
}

C#

if (status == MinCostFlow.Status.OPTIMAL)
{
    Console.WriteLine("Minimum cost: " + minCostFlow.OptimalCost());
    Console.WriteLine("");
    Console.WriteLine(" Edge   Flow / Capacity  Cost");
    for (int i = 0; i < minCostFlow.NumArcs(); ++i)
    {
        long cost = minCostFlow.Flow(i) * minCostFlow.UnitCost(i);
        Console.WriteLine(minCostFlow.Tail(i) + " -> " + minCostFlow.Head(i) + "  " +
                          string.Format("{0,3}", minCostFlow.Flow(i)) + "  / " +
                          string.Format("{0,3}", minCostFlow.Capacity(i)) + "       " +
                          string.Format("{0,3}", cost));
    }
}
else
{
    Console.WriteLine("Solving the min cost flow problem failed. Solver status: " + status);
}

以下是 Python 程序的输出:

Minimum cost: 150

  Arc    Flow / Capacity  Cost
0 -> 1    12  /  15        48
0 -> 2     8  /   8        32
1 -> 2     8  /  20        16
1 -> 3     4  /   4         8
1 -> 4     0  /  10         0
2 -> 3    12  /  15        12
2 -> 4     4  /   4        12
3 -> 4    11  /  20        22
4 -> 2     0  /   5         0

完成计划

综上所述,以下是完整的计划。

Python

"""From Bradley, Hax and Maganti, 'Applied Mathematical Programming', figure 8.1."""
import numpy as np

from ortools.graph.python import min_cost_flow


def main():
    """MinCostFlow simple interface example."""
    # Instantiate a SimpleMinCostFlow solver.
    smcf = min_cost_flow.SimpleMinCostFlow()

    # Define four parallel arrays: sources, destinations, capacities,
    # and unit costs between each pair. For instance, the arc from node 0
    # to node 1 has a capacity of 15.
    start_nodes = np.array([0, 0, 1, 1, 1, 2, 2, 3, 4])
    end_nodes = np.array([1, 2, 2, 3, 4, 3, 4, 4, 2])
    capacities = np.array([15, 8, 20, 4, 10, 15, 4, 20, 5])
    unit_costs = np.array([4, 4, 2, 2, 6, 1, 3, 2, 3])

    # Define an array of supplies at each node.
    supplies = [20, 0, 0, -5, -15]

    # Add arcs, capacities and costs in bulk using numpy.
    all_arcs = smcf.add_arcs_with_capacity_and_unit_cost(
        start_nodes, end_nodes, capacities, unit_costs
    )

    # Add supply for each nodes.
    smcf.set_nodes_supplies(np.arange(0, len(supplies)), supplies)

    # Find the min cost flow.
    status = smcf.solve()

    if status != smcf.OPTIMAL:
        print("There was an issue with the min cost flow input.")
        print(f"Status: {status}")
        exit(1)
    print(f"Minimum cost: {smcf.optimal_cost()}")
    print("")
    print(" Arc    Flow / Capacity Cost")
    solution_flows = smcf.flows(all_arcs)
    costs = solution_flows * unit_costs
    for arc, flow, cost in zip(all_arcs, solution_flows, costs):
        print(
            f"{smcf.tail(arc):1} -> {smcf.head(arc)}  {flow:3}  / {smcf.capacity(arc):3}       {cost}"
        )


if __name__ == "__main__":
    main()

C++

// From Bradley, Hax and Maganti, 'Applied Mathematical Programming', figure 8.1
#include <cstdint>
#include <vector>

#include "ortools/graph/min_cost_flow.h"

namespace operations_research {
// MinCostFlow simple interface example.
void SimpleMinCostFlowProgram() {
  // Instantiate a SimpleMinCostFlow solver.
  SimpleMinCostFlow min_cost_flow;

  // Define four parallel arrays: sources, destinations, capacities,
  // and unit costs between each pair. For instance, the arc from node 0
  // to node 1 has a capacity of 15.
  std::vector<int64_t> start_nodes = {0, 0, 1, 1, 1, 2, 2, 3, 4};
  std::vector<int64_t> end_nodes = {1, 2, 2, 3, 4, 3, 4, 4, 2};
  std::vector<int64_t> capacities = {15, 8, 20, 4, 10, 15, 4, 20, 5};
  std::vector<int64_t> unit_costs = {4, 4, 2, 2, 6, 1, 3, 2, 3};

  // Define an array of supplies at each node.
  std::vector<int64_t> supplies = {20, 0, 0, -5, -15};

  // Add each arc.
  for (int i = 0; i < start_nodes.size(); ++i) {
    int arc = min_cost_flow.AddArcWithCapacityAndUnitCost(
        start_nodes[i], end_nodes[i], capacities[i], unit_costs[i]);
    if (arc != i) LOG(FATAL) << "Internal error";
  }

  // Add node supplies.
  for (int i = 0; i < supplies.size(); ++i) {
    min_cost_flow.SetNodeSupply(i, supplies[i]);
  }

  // Find the min cost flow.
  int status = min_cost_flow.Solve();

  if (status == MinCostFlow::OPTIMAL) {
    LOG(INFO) << "Minimum cost flow: " << min_cost_flow.OptimalCost();
    LOG(INFO) << "";
    LOG(INFO) << " Arc   Flow / Capacity  Cost";
    for (std::size_t i = 0; i < min_cost_flow.NumArcs(); ++i) {
      int64_t cost = min_cost_flow.Flow(i) * min_cost_flow.UnitCost(i);
      LOG(INFO) << min_cost_flow.Tail(i) << " -> " << min_cost_flow.Head(i)
                << "  " << min_cost_flow.Flow(i) << "  / "
                << min_cost_flow.Capacity(i) << "       " << cost;
    }
  } else {
    LOG(INFO) << "Solving the min cost flow problem failed. Solver status: "
              << status;
  }
}

}  // namespace operations_research

int main() {
  operations_research::SimpleMinCostFlowProgram();
  return EXIT_SUCCESS;
}

Java

// From Bradley, Hax, and Maganti, 'Applied Mathematical Programming', figure 8.1.
package com.google.ortools.graph.samples;
import com.google.ortools.Loader;
import com.google.ortools.graph.MinCostFlow;
import com.google.ortools.graph.MinCostFlowBase;

/** Minimal MinCostFlow program. */
public class SimpleMinCostFlowProgram {
  public static void main(String[] args) throws Exception {
    Loader.loadNativeLibraries();
    // Instantiate a SimpleMinCostFlow solver.
    MinCostFlow minCostFlow = new MinCostFlow();

    // Define four parallel arrays: sources, destinations, capacities, and unit costs
    // between each pair. For instance, the arc from node 0 to node 1 has a
    // capacity of 15.
    // Problem taken From Taha's 'Introduction to Operations Research',
    // example 6.4-2.
    int[] startNodes = new int[] {0, 0, 1, 1, 1, 2, 2, 3, 4};
    int[] endNodes = new int[] {1, 2, 2, 3, 4, 3, 4, 4, 2};
    int[] capacities = new int[] {15, 8, 20, 4, 10, 15, 4, 20, 5};
    int[] unitCosts = new int[] {4, 4, 2, 2, 6, 1, 3, 2, 3};

    // Define an array of supplies at each node.
    int[] supplies = new int[] {20, 0, 0, -5, -15};

    // Add each arc.
    for (int i = 0; i < startNodes.length; ++i) {
      int arc = minCostFlow.addArcWithCapacityAndUnitCost(
          startNodes[i], endNodes[i], capacities[i], unitCosts[i]);
      if (arc != i) {
        throw new Exception("Internal error");
      }
    }

    // Add node supplies.
    for (int i = 0; i < supplies.length; ++i) {
      minCostFlow.setNodeSupply(i, supplies[i]);
    }

    // Find the min cost flow.
    MinCostFlowBase.Status status = minCostFlow.solve();

    if (status == MinCostFlow.Status.OPTIMAL) {
      System.out.println("Minimum cost: " + minCostFlow.getOptimalCost());
      System.out.println();
      System.out.println(" Edge   Flow / Capacity  Cost");
      for (int i = 0; i < minCostFlow.getNumArcs(); ++i) {
        long cost = minCostFlow.getFlow(i) * minCostFlow.getUnitCost(i);
        System.out.println(minCostFlow.getTail(i) + " -> " + minCostFlow.getHead(i) + "  "
            + minCostFlow.getFlow(i) + "  / " + minCostFlow.getCapacity(i) + "       " + cost);
      }
    } else {
      System.out.println("Solving the min cost flow problem failed.");
      System.out.println("Solver status: " + status);
    }
  }

  private SimpleMinCostFlowProgram() {}
}

C#

// From Bradley, Hax, and Magnanti, 'Applied Mathematical Programming', figure 8.1.
using System;
using Google.OrTools.Graph;

public class SimpleMinCostFlowProgram
{
    static void Main()
    {
        // Instantiate a SimpleMinCostFlow solver.
        MinCostFlow minCostFlow = new MinCostFlow();

        // Define four parallel arrays: sources, destinations, capacities, and unit costs
        // between each pair. For instance, the arc from node 0 to node 1 has a
        // capacity of 15.
        // Problem taken From Taha's 'Introduction to Operations Research',
        // example 6.4-2.
        int[] startNodes = { 0, 0, 1, 1, 1, 2, 2, 3, 4 };
        int[] endNodes = { 1, 2, 2, 3, 4, 3, 4, 4, 2 };
        int[] capacities = { 15, 8, 20, 4, 10, 15, 4, 20, 5 };
        int[] unitCosts = { 4, 4, 2, 2, 6, 1, 3, 2, 3 };

        // Define an array of supplies at each node.
        int[] supplies = { 20, 0, 0, -5, -15 };

        // Add each arc.
        for (int i = 0; i < startNodes.Length; ++i)
        {
            int arc =
                minCostFlow.AddArcWithCapacityAndUnitCost(startNodes[i], endNodes[i], capacities[i], unitCosts[i]);
            if (arc != i)
                throw new Exception("Internal error");
        }

        // Add node supplies.
        for (int i = 0; i < supplies.Length; ++i)
        {
            minCostFlow.SetNodeSupply(i, supplies[i]);
        }

        // Find the min cost flow.
        MinCostFlow.Status status = minCostFlow.Solve();

        if (status == MinCostFlow.Status.OPTIMAL)
        {
            Console.WriteLine("Minimum cost: " + minCostFlow.OptimalCost());
            Console.WriteLine("");
            Console.WriteLine(" Edge   Flow / Capacity  Cost");
            for (int i = 0; i < minCostFlow.NumArcs(); ++i)
            {
                long cost = minCostFlow.Flow(i) * minCostFlow.UnitCost(i);
                Console.WriteLine(minCostFlow.Tail(i) + " -> " + minCostFlow.Head(i) + "  " +
                                  string.Format("{0,3}", minCostFlow.Flow(i)) + "  / " +
                                  string.Format("{0,3}", minCostFlow.Capacity(i)) + "       " +
                                  string.Format("{0,3}", cost));
            }
        }
        else
        {
            Console.WriteLine("Solving the min cost flow problem failed. Solver status: " + status);
        }
    }
}