Hoffman's feasibility theorem #
An assignment between signed lower and upper bounds with prescribed excess exists precisely when the prescribed excess is balanced and every vertex set satisfies the corresponding cut inequality. The result includes additive-subgroup integrality and strict cut certificates of infeasibility.
The auxiliary-terminal reduction first subtracts the lower bound. For nonnegative capacities and
prescribed excess b, the fresh source supplies max (-b v) 0 to each vertex and each vertex sends
max (b v) 0 to the fresh sink. A flow of the required value saturates both families of new arrows.
The construction retains every original arrow, including parallel arrows and loops.
References #
- D. P. Bertsekas, Linear Network Optimization, Section 1.1.3 and Exercises 2.4–2.6.
- A. Schrijver, Combinatorial Optimization: Polyhedra and Efficiency, Volume A.
Capacities for the auxiliary-terminal reduction of prescribed excess with zero lower bounds.
The source supplies the negative part of b, and the sink receives its positive part.
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The auxiliary capacities are nonnegative when the original capacities are.
The auxiliary capacities preserve an additive subgroup containing capacities and excesses.
Extend a zero-lower-bound prescribed-excess assignment to an ordinary auxiliary flow. Both auxiliary arrows at each original vertex are saturated.
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The auxiliary flow has the total positive prescribed excess as its value.
Extending a prescribed-excess assignment preserves subgroup values in both directions.
The value of an auxiliary flow is bounded by the total positive prescribed excess.
At the required value every arrow to the fresh sink is saturated.
For balanced excess, the required value saturates every arrow from the fresh source.
For balanced excess, an auxiliary flow has the required value exactly when both families of auxiliary arrows are saturated.
Restricting a balanced auxiliary flow of the required value realizes its prescribed excess.
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Realizing prescribed excess is equivalent to an ordinary auxiliary flow of the required value. Restriction and extension preserve all original arrow values.
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Restriction after extension recovers the original prescribed-excess assignment.
Subtracting the lower bound gives an equivalence with ordinary auxiliary flows of the required value for the shifted excess. The lower bound need not itself be feasible.
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The signed auxiliary reduction preserves subgroup values in both directions.
Extension after restriction recovers an auxiliary flow of the required value.
Every auxiliary terminal cut has at least the required value when every original cut satisfies the prescribed-excess inequality.
Nonnegative capacities and balanced prescribed excess admit a subgroup-valued realization whenever every cut can supply its prescribed demand.
Integrality of prescribed-excess feasibility. Signed bounds and prescribed excess in an additive subgroup have a realization in that subgroup if the balance and cut conditions hold.
Generalized Hoffman's theorem. Ordered signed bounds admit an assignment of prescribed excess exactly when that excess is balanced and every cut can supply its demand.
Subgroup-valued feasibility has the same balance and cut criterion as unrestricted feasibility when both bounds and prescribed excess take values in the subgroup.
An infeasible prescribed-excess problem has either nonzero total excess or a strictly violating vertex set. Conversely, either certificate rules out every feasible assignment.
Either the prescribed excess is realized, or its total is nonzero, or a vertex set strictly violates the feasibility inequality.
Hoffman's circulation theorem. A bounded circulation exists exactly when every vertex set has total lower bound entering it at most the total upper bound leaving it.
Hoffman's cut criterion also characterizes subgroup-valued circulations when both bounds lie in the additive subgroup.
Infeasibility of a circulation is witnessed by a strict Hoffman cut.
Either a bounded circulation exists or a strict Hoffman cut certifies infeasibility.