Abstract
The network flow theory and algorithms have been developed on the assumption that each arc flow is controllable and we freely raise and reduce it. We however consider in this paper the situation where we are not able or allowed to reduce the given arc flow. Then we may end up with a maximal flow depending on the initial flow as well as the way of augmentation. Therefore the minimum of the flow values that are attained by maximal flows will play an important role to see how inefficiently the network can be utilized. We formulate this problem as an optimization over the efficient set of a multicriteria program, propose an algorithm, prove its finite convergence, and report on some computational experiments.
Similar content being viewed by others
References
L.T.H. An, P.D. Tao and L.D. Muu, Numerical solution for optimization over the efficient set by d.c. optimization algorithms, Operations Research Letters 19 (1996) 117-128.
H.P. Benson, An all-linear programming relaxation algorithm for optimizing over the efficient set, Journal of Global Optimization 1 (1991) 83-104.
H.P. Benson, A finite nonadjacent extreme-point search algorithm for optimization over the efficient set, Journal of Optimization Theory and Applications 73 (1992) 47-64.
H.P. Benson, A geometric analysis of the efficient outcome set in multiple objective convex program with linear criteria functions, Journal of Global Optimization 6 (1995) 213-251.
H.P. Benson and D. Lee, Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming, Journal of Optimization Theory and Applications 88 (1996) 77-105.
H.P. Benson and S. Sayin, Optimization over the efficient set: four special case, Journal of Optimization Theory and Applications 80 (1994) 3-18.
S. Bolintineanu, Minimization of a quasi-concave function over an efficient set, Mathematical Programming 61 (1993) 89-110.
P.C. Chen, P. Hansen and B. Jaumard, On-line and off-line vertex enumeration by adjacency lists, Operations Research Letters 10 (1991) 403-409.
J.P. Dauer and T.A. Fosnaugh, Optimization over the efficient set, Journal of Global Optimization 7 (1995) 261-277.
J.G. Ecker and J.H. Song, Optimizing a linear function over an efficient set, Journal of Optimization Theory and Applications 83 (1994) 541-563.
J. Fülöp, A cutting plane algorithm for linear optimization over the efficient set, in: S. Komlösi, T. Rapcsàk and S. Shaible (eds.) Generalized Convexity, Lecture Notes in Economics and Mathematical Systems 405, (Springer, Berlin, 1994) pp. 374-385.
M.R. Garay and D.S. Johnson, Computers and Intractability: A Guide to the Theory of NP-Completeness, (Freeman, San Francisco, 1979).
R. Horst, J. de Vries and N.V. Thoai, On finding new vertices and redundant constraints in cutting plane algorithms for global optimization, Operations Research Letters 7 (1988) 85-90.
R. Horst and N.V. Thoai, Maximizing a concave function over the efficient or weakly-efficient set, European Journal of Operational Research 117 (1999) 239-252.
R. Horst and H. Tuy, Global Optimization: Deterministic Approach, (Springer, Berlin, 1996).
M. Iri, An essay in the theory of uncontrollable flows and congestion, Technical Report, Department of Information and System Engineering, Faculty of Science and Engineering, Chuo University, TRISE 94-03 (1994).
M. Iri, Network flow - theory and applications with practical impact, in: J. Doležal and J. Fidler (eds.) System Modelling and Optimization, (Chapman & Hall, London, 1996) pp. 24-36.
M. Iri, Theory of uncontrollable flows - a new type of network-flow theory as a model for the 21th century of multiple values, Computers and Mathematics with Applications 35 (1998) 107-123.
O.L. Mangasaarian, Nonlinear Programming, (MacGraw-Hill, New York, 1969).
L.D. Muu, A convex-concave programming method for optimizing over the efficient set, Acta Mathematica Vietnamica 25 1, 67-85.
P.H. Naccache, Connectedness of the set of nondominated outcomes in multicriteria optimization, Journal of Optimization Theory and Applications 25 (1978) 459-467.
J. Philip, Algorithms for the vector maximization problem, Mathematical Programming 2 (1972) 207-229.
T.Q. Phong and J.Q. Tuyen, Bisection search algorithm for optimizing over the efficient set, Vietnam Journal of Mathematics 28:3 (2000) 217-226.
S. Sayin, Optimizing over the efficient set using a top-down search of faces, Operations Research 48 (2000) 65-72.
Y. Sawaragi, H. Nakayama and T. Tanino, Theory of Multiobjective Optimization (Academic Press, Orlando, FL, 1985).
J.M. Shi and Y. Yamamoto, A global optimization method for minimum maximal flow problem, Acta Mathematica Vietnamica 22 (1997) 271–287.
R.E. Steuer, Multiple Criteria Optimization: Theory, Computation and Application (Wiley, New York, 1985).
P.T. Thach, H. Konno and D. Yokota, Dual approach to minimization on the set of paretooptimal solutions, Journal of Optimization Theory and Applications 88 (1996) 689-707.
T.V. Thieu, B.T. Tam and V.T. Ban, An outer-approximation method for globally minimizing a concave function over a compact convex set, Acta Mathematica Vietnamica 8 (1983) 21-40.
N.V. Thoai, A class of optimization problems over the efficient set of a multiple criteria nonlinear programming problem, European Journal of Operational Research 122 (2000) 58-68.
N.V. Thoai, Conical algorithm in global optimization for optimizing over efficient sets, Journal of Global Optimization 18 (2000) 321-336.
D.J. White, Optimality and Efficiency, (John Wiley & Sons, Chichester, 1982).
D.J. White, The maximization of a function over the efficient set via a penalty function approach, European Journal of Operational Research 94 (1996) 143-153.
S. Yamada, T. Tanino and M. Inuiguchi, An inner approximation method for optimization over the weakly efficient set, Journal of Global Optimization 16 (2000) 197-217.
Y. Yamamoto, Optimization over the efficient set: Overview, to appear in Journal of Global Optimization.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Shigeno, M., Takahashi, I. & Yamamoto, Y. Minimum Maximal Flow Problem: An Optimization over the Efficient Set. Journal of Global Optimization 25, 425–443 (2003). https://doi.org/10.1023/A:1022523615101
Issue Date:
DOI: https://doi.org/10.1023/A:1022523615101