Belief propagation for min-cost network flow: convergence & correctness

  • Authors:
  • David Gamarnik;Devavrat Shah;Yehua Wei

  • Affiliations:
  • Operations Research Center and Sloan School of Management, MIT, Cambridge, MA;EECS, MIT, Cambridge, MA;Operations Research Center, MIT, Cambridge, MA

  • Venue:
  • SODA '10 Proceedings of the twenty-first annual ACM-SIAM symposium on Discrete Algorithms
  • Year:
  • 2010

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Abstract

We formulate a Belief Propagation (BP) algorithm in the context of the capacitated minimum-cost network flow problem (MCF). Unlike most of the instances of BP studied in the past, the messages of BP in the context of this problem are piecewise-linear functions. We prove that BP converges to the optimal solution in pseudo-polynomial time, provided that the optimal solution is unique and the problem input is integral. Moreover, we present a simple modification of the BP algorithm which gives a fully polynomial-time randomized approximation scheme (FPRAS) for MCF. This is the first instance where BP is proved to have fully-polynomial running time.