Faster High Accuracy Multi-Commodity Flow from Single-Commodity Techniques
Abstract
Since the development of efficient linear program solvers in the 80s, all major improvements for solving multi-commodity flows to high accuracy came from improvements to general linear program solvers. This differs from the single commodity problem (e.g.~maximum flow) where all recent improvements also rely on graph specific techniques such as graph decompositions or the Laplacian paradigm (see e.g.~[CMSV17,KLS20,BLL+21,CKL+22]). This phenomenon sparked research to understand why these graph techniques are unlikely to help for multi-commodity flow. [Kyng, Zhang'20] reduced solving multi-commodity Laplacians to general linear systems and [Ding, Kyng, Zhang'22] showed that general linear programs can be reduced to 2-commodity flow. However, the reductions create sparse graph instances, so improvement to multi-commodity flows on denser graphs might exist. We show that one can indeed speed up multi-commodity flow algorithms on non-sparse graphs using graph techniques from single-commodity flow algorithms. This is the first improvement to high accuracy multi-commodity flow algorithms that does not just stem from improvements to general linear program solvers. In particular, using graph data structures from recent min-cost flow algorithm by [BLL+21] based on the celebrated expander decomposition framework, we show that 2-commodity flow on an -vertex -edge graph can be solved in time for current bounds on fast matrix multiplication , improving upon the previous fastest algorithms with [CLS19] and [KV96] time complexity. For general commodities, our algorithm runs in time.
Cite
@article{arxiv.2304.12992,
title = {Faster High Accuracy Multi-Commodity Flow from Single-Commodity Techniques},
author = {Jan van den Brand and Daniel Zhang},
journal= {arXiv preprint arXiv:2304.12992},
year = {2023}
}