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4.3 Feasibility conditions

Definition 4.5: balanced network

A network is balanced if \(\sum_{i \in N} b_i=0\), that is, if the total supply equals the total demand.

Proposition 4.6: a feasible network is balanced

If a network \(G=(N,A)\) has a feasible flow, then \(\sum_{i \in N} b_i=0\).

Proof

Apply Lemma 4.3 with \(S=N\): no arc leaves or enters \(N\), so \(\delta^+(N)=\delta^-(N)= \emptyset\) and \(\sum_{i \in N} b_i=0\). In matrix form, the rows of \(\mat{B}\) add up to the zero vector, hence so do the entries of \(\vet{b}=\mat{B}\vet{x}\). □

Proposition 4.7: cut condition

If a network \(G=(N,A)\) has a feasible flow, then for every \(S \subseteq N\)

\[ \sum_{i \in S} b_i \;\le\; u(\delta^+(S)) - l(\delta^-(S)), \]

where \(u(F)\) and \(l(F)\) are the sums of the capacities and of the lower bounds of the arcs of \(F\).

Proof

Let \(\vet{x}\) be a feasible flow. By Lemma 4.3 and the bounds \(x_{ij} \le u_{ij}\) on \(\delta^+(S)\) and \(x_{ij} \ge l_{ij}\) on \(\delta^-(S)\),

\[ \sum_{i \in S} b_i = x(\delta^+(S))-x(\delta^-(S)) \le u(\delta^+(S))-l(\delta^-(S)). \qedhere \]

□

  • The supply of the nodes of \(S\), net of their demand, must be able to leave \(S\) through the arcs of \(\delta^+(S)\), while the arcs of \(\delta^-(S)\) bring at least their lower bounds into \(S\).

  • A balanced network can still have no feasible flow: the balance is only a necessary condition.

Example 4.3: balanced networks without a feasible flow

We keep the arcs, costs and capacities of the reference network and change the balances.

  1. With \(b_5=-1\), \(b_6=1\) and \(b_i=0\) for the other nodes, the network is balanced. But node \(6\) has no leaving arc: for \(S=\{6\}\) we get \(\delta^+(S)=\emptyset\), and the cut condition fails, since \(b_6=1>0\).

  2. With \(b_1=9\), \(b_6=-8\) and the other balances as in Example 4.1, the network is balanced, since \(9+2-3-8=0\). For \(S=\{1\}\) we get \(u(\delta^+(S))=u_{12}+u_{13}=8<9=b_1\): node \(1\) cannot send out its supply.

For the reference network itself, all the \(62\) sets \(S\) with \(\emptyset \neq S \neq N\) satisfy the cut condition, and the flow \(\bar{\vet{x}}\) of Example 4.1 is feasible.

A network with a feasible flow is balanced, and every cut can carry the net supply of the nodes inside it. These conditions are necessary: a balanced network may have no feasible flow.


Next: 4.4 Removing the lower bounds