FINDING TWO DISJOINT PATHS IN A NETWORK WITH NORMALIZED -MIN-SUM OBJECTIVE FUNCTION A ferent lengths. The objective of this problem is to find disjoint paths such that the total length of the paths is minimized, where the th edge-length is associated with the th path. They showed that all four versions of the G-MINSUM -path problem are strongly NP-complete even for [10]. In [12], we considered the problem of finding two disjoint paths such that the length of the shorter path is minimized (named the MIN-MIN 2-path problem). We showed that all four versions of the MIN-MIN 2-path problem are strongly NP-complete[12]. In the same paper, we also showed there does not exist any polynomial-time approximation algorithm with a constant approximation bound for any of these four versions of the MIN-MIN 2-path problem . In this paper we consider a generalized unless and be two disjoint weighted 2-path problem. Let paths from to in a given graph , and a non-negative value. Define ABSTRACT , a graph Given a number with and two nodes and in , we consider the problem and from to such of finding two disjoint paths with that is minimized. The paths may be node-disjoint or edge-disjoint, and the network may be directed or undirected. This problem has applications in reliable communication. We show that all four versions of this problem are NP-complete. Then we give an approximation of , and show that this bound is best possible for directed graphs. For acyclic directed graphs, we also give a pseudopolynomial-time algorithm for finding optimal solutions. !#"%$'&(*)+,-.0/213!,"%$'&(*)+,4 !,"%$'&(*)+,-.65 !#"4$'&7*)8#9( B ACD9 ;:= < A . and such Our objective is to find two disjoint paths is minimized. Graph may be directed that or undirected, and the paths may be node-disjoint or edgedisjoint. We call this problem the -MIN-SUM 2-path and , problem. According to the relative values of this problem can be treated as having two versions. One is to minimize A reliable telecommunication network, which is modeled , is designed in such a way that by a graph multiple connections exist between every pair of communicating nodes. Usually, paths are selected according to an objective function. Each edge in is assigned a non, which reflects the resource and/or pernegative length formance associated with the edge, such as cost, distance, of a path is defined as the latency, etc. The length sum of the lengths of its edges. To avoid single point of failure, the paths may be node-disjoint or edge disjoint, and the network may be directed or undirected. Thus, a problem of finding disjoint paths have four versions. Various problems of finding optimized disjoint paths have been investigated. between two nodes and in Ford and Fulkson gave gave a polynomial-time algorithm for finding two paths with minimum total length (called MIN-MAX 2-Path Problem), using the algorithm of finding minimum weighted network flows [7]. Suurballe and Tarjan provided different treatment, and presented algorithms that are more efficient [18] [19]. Li et al. proved that all four versions of the problem of finding two disjoint paths such that the length of the longer path is minimized (called the MIN-MAX 2-Path Problem) are strongly NP-complete [9]. They also considered a generalized MINSUM problem (which we call the G-MIN-SUM -Path Problem) assuming that each edge is associated with dif- >? " !;,"% !@# G <+,LM K K G <'N ,-O H QPSRMTVU%!@#-.W;!@# HXM/01 PZY\['U%!;,-*H@!;# H.X] and the other is to minimize G <V^ # * LIP_Y`[aU4!;# H@!;# .XO/0K1 PRMT(U%!@# W;!@# XVb We name the former as the c -MIN-SUM 2-path problem, and the latter as the : -MIN-SUM 2-path problem. It is clear that if de , the c -MIN-SUM 2-path : problem, and the -MIN-SUM 2-path problem degener- A 466-807 G <+,-%* H I!;#-H=/J1!;,4 Introduction B EF KEY WORDS network, graph, reliability, shortest path, disjoint paths, NP-complete, approximation 1 Bing Yang , S. Q. Zheng and Enyue Lu Department of Computer Science, University of Texas at Dallas, Richardson, TX 75083-0688, USA Mathematics and Computer Science Department, Salisbury University, Salisbury, MD 21801, USA ates to the MIN-MAX 2-path problem and MIN-MIN 2path problem, respectively, which are NP-complete for all , both degenerate to the MINfour versions. But if SUM 2-path problem, which is polynomial-time solvable. Investigation on the -MIN-SUM 2-path problem is of theoretical interest: what are the computational complexities ? of the -MIN-SUM 2-path problem with Jf A 342 ghij Since prove that for directed graphs there does not exist any polynomial-time approximation algorithm guaranteeing an approximation bound smaller than unless . Finally, give pseudo-polynomial-time algorithms for finding optimal disjoint paths in acyclic directed graphs. !;#-H=/ 1H!;,4 D 1 1H!;,LH=/ !;# H an -MIN-SUM problem with I5 can be transformed . Hence, it is sufficient to only into a problem with e: . We call the c consider the problem with MIN-SUM 2-path problem (resp. -MIN-SUM 2-path f the normalized c -MIN-SUM problem) with 2-path problem (resp. normalized : -MIN-SUM 2-path ;:= < 2 α +-MIN-SUM α=0 α <= 1 > * c MIN-MAX normalized α - -MIN-SUM α >= 1 α=1 α >= 1 α=1 NP-Completeness if Two paths are said to be edge-disjoint in they have no edge in common, while they are said to be node-disjoint if they have no intermediate node in common. Clearly, node-disjoint paths are also edge-disjoint, but the converse is not true. There are four versions of the -MIN-SUM 2-path problem: normalized problem). The relationship among these 2-path problems is shown in Figure 1. α - -MIN-SUM MIN-SUM MIN-MIN node-disjoint paths in directed graphs (ND-D 2-path problem); normalized α +-MIN-SUM α <= 1 α=0 edge-disjoint paths in directed graphs (ED-D 2-path problem); Figure 1. Relations among various 2-path problems. Kc -c c c : 2.1 Kc Edge-Disjoint Paths in Directed Graphs The Partition Problem is defined as following ([8]): INSTANCE: A set of integers: QUESTION: Is there a subset such that jU 41%141 XVb dF ]U 74141%1a$8X c The partition problem is a well-known NP-complete problem[1]. We prove that the ED-D version of the nor-MIN-SUM 2-path problem is NP-complete by malized reducing the partition problem to it. Let . to denote a partition of , where We use ! "$# % ! # . and , we For a partion problem instance construct a direct graph in a way shown in Figure 2. We call a section corresponding to , shown in Figure 3, a block and denote it by & . -c F (H +; 7L2U X + jU B X U 4141%1a X c c edge-disjoint paths in undirected graphs (ED-UD 2path problem). All graphs considered in this paper are simple graphs, i.e. graphs without self-loops and parallel edges between any pair of nodes. We show that all these versions are NPcomplete by reducing the partition problem ([1]) to the de-MINcision problem corresponding to the normalized SUM 2-path problem. c : node-disjoint paths in undirected graphs (ND-UD 2path problem); Kc -MIN-SUM In this paper, we consider normalized . As indicated in Figure 1, 2-path problem with -MIN-SUM 2-path the algorithmic issues related to the have to be addressed by considerproblem with -MIN-SUM 2-path problem. Reading the normalized ers should bear in mind that the conclusions on the gen-MIN-SUM 2-path problem and -MIN-SUM 2eral path problem can be drawn from the combination of the -MIN-SUM 2-path problem and results on normalized -MIN-SUM 2-path problem. We would like normalized -MINto mention that our results on the normalized SUM 2-path problem are reported in [13]. It turns out that the properties of these two normalized 2-path problems are quite different. -MIN-SUM Apart from its theoretical interest, this 2-path problem has important applications in survival network design. In many real-world network applications, there requires to provide two disjoint (node-disjoint or edge-disjoint) paths between two nodes to guarantee reliability. One is called primary route and the other is called a secondary route. In case there is a failure on the primary route, the traffic can be quickly switched to the secondary route. To build a path, the service provider normally charges a fee proportional to the length of the path. The service provider sometimes will give price discount to the shorter path, as times the normal price. There are similar cases in other areas, like retail business. For example, a shoe store will have “buy one and get 2nd one with 50% off” policy for business promotion. The one with 50% off has to have smaller or equal value as the other one. In this paper, we first show that all four versions -MIN-SUM 2-path problem are NPof the normalized complete. We show that using MIN-SUM 2-path so-MIN-SUM solulutions to approximate normalized . Then, we tions achieves an approximation bound D d ? : EF g := < Lemma 1 Any two edge-disjoint paths from to in define a unique partition of . 343 0 0 0 0 ..... 0 0 0 ..... s c1 0 c2 0 0 t cn 0 c2 0 g Figure 2. Graph 0 ci Figure 5. Two paths: (a) 0 0 0 0 0 0 0 ci 0 ci 0 7 , and (b) O 0 0 0 # ci 0 0 0 0 ci 0 (H +; 7 + 7 Z5 0 0 (b) 0 ci 0 0 0 c i+1 0 c i+1 0 0 . 0 0 ci 0 0 ci 0 0 c i+1 0 0 (d) 0 0 0 0 ci 0 0 c i+1 0 0 0 0 0 0 0 0 0 0 c i+1 0 0 ci 0 c i+1 0 0 (g) 4 c i+1 (f) 0 0 0 0 0 ci 0 0 ci (e) ( 0 0 of , we construct and Proof: Given corresponding to and , respectively, as follows. is represented by dashed edges, and by In Figures, dotted edges. The edges from to & are shown in Figure 5, with Figure 5 (a) and (b) corresponding to # and # , respectively. , we have four cases, as shown If # , " is in in Figure 6 (a), (b), (g) and (h), depending on if " , we have four cases, as or not. If # , shown in Figure 6 (c), (d), (e) and (f), depending on if is in or not. Clearly, these include all possible cases. As an example, Figure 7 shows two edge-disjoint , paths constructed from of and . This way, we get two unique edge-disjoint paths and and such that % . M c i+1 0 7H @ U O4 H(41%141a X K !;,-H !;# H0 ci 0 0 (c) of Lemma 2 Any partition defines two unique edge-disjoint paths and from and to in such that % . c i+1 0 ci 0 (b) + . 0 (a) ci 0 Figure 4. Edge-disjoint paths to go through block & 7 0 0 (a) 7 0 0 0 # 0 U %141413 X O & Proof: In , any two edge-disjoint paths going through a block & must be in only one of the two cases shown in Figure 4. Thus, one and only one edge with cost is used in the two paths. Count the non-zero edges used in each . path, we obtain a partition of 0 (b) (a) 0 Figure 3. Block 0 c1 0 ci 0 0 c1 0 c1 0 0 0 constructed from . 0 s c1 0 cn 0 0 0 s ..... c1 0 0 0 0 (h) Figure 6. Cases for the proof of Lemma 2. :8 0 :8 0 0 0 0 0 0 0 0 0 s eU ( ( OX 7L2U 44 X +2U WM X K !;#. ;! # 4 0 c1 0 c2 0 c3 0 c4 0 0 0 c1 0 c2 0 c3 0 c4 Figure 7. An example. 344 t c5 0 0 c5 c Corollary 2 All four versions of the normalized -MINSUM 2-path problem on planar graphs are NP-complete. We define the two paths constructed by the method in the proof of Lemma 2 as partition defined paths. 9 U O% HM41%1413 X Lemma 3 For the graph constructed from any par , tition instance with -MIN-SUM 2-path problem has the opthe normalized timal value if and only if the partition problem has a feasible solution. Proof: The theorem follows from the fact that graph is planar. Proof: The proof consists of two parts. Part I: We show that if the partition problem for has a feasible solution, then the corresponding graph has two edge-disjoint paths with normalized . Let the feasible partition be MIN-SUM cost and . Then % . From and corLemma 2, we can find 2 edge-disjoint paths with . Then responds to and . is the normalized -MINWe show that SUM cost. Let and be any two edge-disjoint paths in . From the proof in Lemma 1 we have, . Assume , then . So , . Hence , which achieves its minimum . at value Part II: We show that if has two edge-disjoint -MIN-SUM cost then paths with normalized and be two there is a feasible solution for . Let . Then, it disjoint paths in such that to make to requires achieve its minimum value . If such two paths exist in , we can use the method of Lemma 1 to map and to sets and to obtain a a partition with % . % -MIN-SUM We say that an instance of the normalized 2-path problem is feasible if for which a feasible solution exists. We say that there exists an approximation algorithm with bounded (worst-case) error for the normalized MIN-SUM 2-path problem if there exists a polynomialtime algorithm such that for the feasible instance space of := < 1 c 7 + ;:= < 1 > 3 Kc Kc Kc F ; =: < !;, 6!;# !;, =/ 1H!;, := < 1 c 1 g !;, / !;, !;: # S5f!;, f!;, !;, 5D ;:=< < c !;, +/J1 !;, :=< 1 6/ c 1 I 1 ;:= < 1 c !;,. 5!;# H !;#-HKj!;,4K ;:=< !;,-H+/Ji1%!@# H 1 K ( Theorem 1 The ED-D version of the normalized Kc -MIN- !;,-.=/JS1H!@# % !;# =/JS1H!@# Q (1) # is the solution produced by algorithm , # is an optimal solution, and is a constant. The next theorem shows that all four versions of the normalized -c -MIN-SUM 2-path problem are approximatable. Theorem 2 For all four versions of the normalized Kc MIN-SUM 2-path problem, there exists a polynomial-time approximation algorithm with error bound :=< . !;# , be the optiProof: Let and , !;# 5 where mal solution of the MIN-SUM 2-path problem, which is polynomial-time solvable [7] [18]). We show that . is an optimal solution for MIN-SUM 2As path problem, :=:=<< # ;:= < @! # +/ !;# ;! , =/ !@# Hb And as !@# -5J!;# , !;#-H=/ !@# H J!;# +/ !;# Q901!;# Wb SUM 2-path problem is NP-complete. Proof: Obviously, this problem belong to the NP class. Lemmas 1-3 show that the partition problem is polynomial-MIN-SUM 2time reducible to edge-disjoint, directed path problem. Kc Then, Corollary 1 The ND-D, ED-UD and ND-UD versions of -MIN-SUM 2-path problem are NPthe normalized complete. c Proof: Since paths used in the proof of previous lemmas are also node-disjoint, the node-disjoint normalized MIN-SUM 2-path problem for directed graphs is also NPcomplete. Since the proofs of the previous lemmas also apply undirected graph , edge-disjoint and node-disjoint -MIN-SUM 2-path problem for undirected normalized graphs are also NP-complete. How about special graphs? The following result indi-MIN-SUM 2-path problem is cates that the normalized not easier if graphs are restricted to planar graphs. Kc c Approximation Analysis !@# =/ 1H!;, 1M !;, +/ !@# ;8/Q; 1H !@# : b 5 ;:=1M< !;, 8/ !;, ;=/ @ 1 1M !;, =/ !;# ; Hence, c :=:= : << :=< : ^ : ! "^ ;:= < We now establish the tightness of our approximation bound. 345 2 UO(HX , 7* %( H % * HX , and 2. set UO 3. length assigned to edges 7 and * , and length assigned to O , H and all edges in . Figure 9 shows a general graph and its corresponding . Theorem 3 With respect to using a MIN-SUM 2-path solu-MIN-SUM solution, tion to approximate a normalized for all four versions of the normalized the error bound -MIN-SUM 2-path problem is tight. ; := < -c 1. set Kc - Proof: Let , , and be defined the same way as in the proof of Theorem 2. Consider the graph shown in Figure 8(a). For this graph, the optimal MIN-SUM solu-MIN-SUM solution are shown in tion and the optimal Figure 8(b) and (c), respectively. c t1 s1 M/2 + 1 1 1 0 1 t s 1 0 M/2 + 1 s 1 t2 s2 t M (a) (b) (a) Figure 9. (a) Graph M/2 + 1 1 1 M/2 + 1 s 1 t M/2 + 1 1 1 M/2 + 1 s 1 M M (b) (c) :=:=: << < :=< := t ;:=< ;:= < approaching ) b !;, H@!;, ; # # U]@74%H4#9'*(X !;, W;!@# @ U];(%4H4#9'*(X I!;,LH=/J1!;, % # U]L/ K*9 X h!;# +/ 1W!;# # UVL/J9VX which leads to Proof: We use the same technique Li used in [9] - the polynomial-time reduction from the DP problem. The DP problem asks if there exists two paths from nodes to nodes in a given directed graph . The problem was proven NP-complete by Fortune, Hopcroft and Wyllie in [11]. The polynomial-time reduction is carried and four distinct nodes out as follows. For , create a new graph with dL/ 9 O%(H% * % , -% H !@#-*=/J1W!;# H 9 !;# =/J1W!;# L / ;:= < . := < Theorem 4 For the two directed versions of the nor-MIN-SUM 2-path problem, if there exists a malized polynomial-time approximation algorithm with an error , then P = NP. bound smaller than Suppose that there is a polynomial-time approximation al. Then algogorithm with error bound smaller than in such that rithm can find c 9 * c c Hence, the error bound is tight for the two (edgedisjoint and node-disjoint) directed versions. Obviously, this example can be used the two undirected versions. Theorem 3 states that using optimal MIN-SUM so-MIN-SUM solutions, lutions to approximate optimal is the best possible error bound. A question arises: Is there any polynomial-time approximation algorithm for -MIN-SUM with a smaller error bound? the normalized The following theorem partially answers this question. ;:= < H (as 0Q!;, / 1 !;# K % H 4 * 7 * 4 0d=/ 7 H % * j9 H , * c , * /J Clearly, . (b) Graph Then the question of “whether or not there exist two disjoint paths from to and to in ” is equivalent to the question of “whether or not there exist two disjoint from to in with paths ”. That is because any two disjoint paths from to in include edges . Thus, and (resp. and ) are either and (resp. and in the same path, or ) are in the same path. In the former case, and there exist two disjoint paths from to and to . and there exist disjoint paths from In the latter case, be the optimal paths to and to . Let -MIN-SUM 2-path problem on . for the normalized Then, we have Figure 8. An example. g 1 L/J9 D9( 6L/J Hb Then this algorithm can answer the question of “whether or from to with not there exist two disjoint paths ”. We are led to conclude that algorithm can solve DP problem in polynomial time. It . cannot be true unless J!@#-.M/Z1 !;# 4 > d * 346 a /Z 9 QF # * 4 %! ! ! ! 3( 1%141 C from *(% to in , let and be the set of horizontal and vertical edges in respectively. De 41%1413 (resp. f fine f % % 41%141a % ) as the sequence of distinct first (resp. second) labels of nodes in C (resp. ). By a straightforward extension of the results of [15], we know that there exist two node-disjoint paths K 14141 and! ! 14141 from to (from 1 to after relabeling) in if and only if there exists a path from 74 to ! ! ! ! such that a( 0 O 1%141 . That14is,1%1 - and and correspond to the vertical edges and horizontal edges in , respectively. In the example of Figure 10(a), there are two node-disjoint paths -j "! "# and d 9 %$ &# in corresponding path in is ' . The *# 74# 4 $ # ! # *9 , as shown in Figure 10(b). Then our goal is to find such that / X U7 8 PZ Y`( [ Pseudo-Polynomial-Time Algorithm for Acyclic Directed Graphs c -MIN-SUM 2-path problem on For the special case acyclic directed graphs, there exists a pseudo-polynomialtime algorithm to find optimal solutions. The algorithm is obtained by extending the Li’s algorithm [9] to find two disjoint paths on acyclic directed graphs for MIN-MAX objectiveh. 4.1 The Node-Disjoint Case For this case, we adopt a technique used in a pseudopolynomial-time algorithm of [9]. Given an acyclic diand source and destination , rected graph we can relabel nodes with number 1 to ! ! to ensure that ! ! in satisfies , and any edge # [15] (it is assumed that ; otherwise we can add by and ). After a node and replace relabeling, we transform graph into an acyclic directed , whose nodes are arranged as a ! ! ! ! graph array, as follows: ! # , and unless or ! # and ! # and Then we assign the lengths to edges in as follows: , and . Figure 10 shows an example of and its corresponding . e C 1 d 0 U 8 + JHX jj U 8 8 X KU X !; + 8 D 1H!; !; Q!@ 1 1 2 1 2 5 1 7 G <1,2> <1,3> <1,4> 1 α <4,1> <4,2> 2α <4,3> α <5,1> α <5,2> 2α <2,5> 2 α <6,2> <2,6> 1 2 1 2α <3,6> <3,5> α 1 <4,5> 1 α <4,6> 1 1 1 1 <5,3) α <6,1> 1 <2,4> α α 1 α 2 <3,4> <3,2> α <6,3> <5,4> α <5,6> α <6,4> 1 <6,5> Figure 10. (a) An acyclic graph do % P_Y`[ 8( . (b) Graph + 8'H:.+/ PR T3+7K/j 1 D(* has no label then stop (no path exists in ); if that else select a label to is minimized; trace the path back to get the optimal path . <6,6> (b) ; let is a vertical edge then if on ; update label is a horizontal edge then if on ; update label (label update procedure: given new label , if there is no existing label in the el ement of the label array, add into the array as the element; if there exists a in the element, replace the ). if element with 1 α <3,1> <1,6> 1 <2,3> 1 <1,5> 1 1 <2,1> ;(%( α 1 1 2 3( !@#"4 4.+/ % I!;5.8/ 5.8/ % / M'H6.+/ % 5.8/ + / MH6.+/ +aW .8/ 8aW7.+/ + H-. / 8aW8.+/ C9 6 α <1,1> 0.8/ Q7 _. D(41%1413 / 741%141 (a) α 8'H.8/ with ; label do for do for for each node adjacent to 1 1 We use the similar “scanning and labeling” algorithm[9] to keep multiple labels at each node. The labels for a node are represented by , where and are the total vertical and horizontal distances from to the current node along the path through previous node . Different from [9], we use an array index by to store these labels, and the size of the . The algorithm is as follows: array is 3 1 4 ) *,+ . From the proof in [9], the above algorithm covers all to . Thus, valid non-redundant paths from the is the optimal path. and of a node in the first We call and second label of the node, respectively. Given a path 347 h(* % G [7] L.R. Ford and D.R. Fulkerson, Flows in Networks, Princeton, 1962. Complexity Analysis: Let be sum of all edge lengths in . The scan! ! time, as there are ! ! nodes and ning stage takes each node has at most ! ! neighbors. The update procedure takes constant time. The final optimization stage takes ! ! time. So the total time complexity is . ! ! space. And the algorithm takes 9 G 4.2 G [8] A. Itai, Y. Perl and Y. Shiloach, “The Complexity of finding Maximum Disjoint Paths with Length Constraints”, Networks 12 (1982) 277-286. / G [9] C. L. Li, S. T. McCormick, and D. Simchi-Levi, “The Complexity of Finding Two Disjoint Paths with MinMax Objective Function”, Discrete Appl. Math. 26(1) (1990), 105-115. The Edge-Disjoint Case For this case, we directly apply a technique of [9] that transforms the acyclic edge-disjoint case to the acyclic nodedisjoint case, and then apply the algorithm presented in the previous section. First, we transform the given graph to a corresponding directed line-graph [2], ! ! nodes and ! ! edges. This can which contains ! ! time. Then, finding two node-disjoint be done in ! ! time. For more paths in can be done in details, refer to [9]. E *g 5 / G [10] C. L. Li, S. T. McCormick, and D. Simchi-Levi, “Finding Disjoint Paths with Different Path-Costs: Complexity and Algorithms”, Networks, 22 (1992), 653-667. [11] S. Fortune, J. Hopcroft, and J. Wyllie, “The directed subgraph homeomorphism problem”, Theoret. Comput. Sci., 10 (1980), 111-121. [12] B. Yang, S.Q. Zheng and S. Katukam, “Finding Two Disjoint Paths in a Network with Min-Min Objective Function”, Proceedings of the 15th IASTED International Conference on Parallel and Distributed Computing and Systems, (2003), 75-80. Concluding Remarks We have shown that for all four versions of the normal-MIN-SUM 2-path problem one cannot obtain ized polynomial-time algorithms for finding optimal solutions, unless P = NP. We showed that MIN-SUM solutions can be used as good approximations of optimal normalized MIN-SUM solutions. We also showed that for acyclic directed case, pseudo-polynomial-time algorithms exist for -MIN-SUM solutions. We finding optimal normalized is the best possible approximation bound showed that -MIN-SUM solutions in directed graphs. for normalized is also the optimal apA challenging question is if proximation bound for undirected graphs. 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