Paper 4, Section II, H

Optimization
Part IB, 2016

(a) What is the maximal flow problem in a network? Explain the Ford-Fulkerson algorithm. Prove that this algorithm terminates if the initial flow is set to zero and all arc capacities are rational numbers.

(b) Let A=(ai,j)i,jA=\left(a_{i, j}\right)_{i, j} be an n×nn \times n matrix. We say that AA is doubly stochastic if 0ai,j10 \leqslant a_{i, j} \leqslant 1 for i,ji, j and

i=1nai,j=1 for all jj=1nai,j=1 for all i\begin{aligned} &\sum_{i=1}^{n} a_{i, j}=1 \text { for all } j \\ &\sum_{j=1}^{n} a_{i, j}=1 \text { for all } i \end{aligned}

We say that AA is a permutation matrix if ai,j{0,1}a_{i, j} \in\{0,1\} for all i,ji, j and

for all jj there exists a unique ii such that ai,j=1a_{i, j}=1,

for all ii there exists a unique jj such that ai,j=1a_{i, j}=1.

Let C\mathcal{C} be the set of all n×nn \times n doubly stochastic matrices. Show that a matrix AA is an extreme point of C\mathcal{C} if and only if AA is a permutation matrix.