Linear Programming Algorithms for Multi-commodity Flow Problems

A multi-commodity flow problem consists of moving several commodities from their respective sources to their sinks through a network where each edge has different costs and capacity constraints. This paper explores different linear programming algorithms and their performance regarding finding an optimal solution for multi-commodity flow problems. By testing several of different network constraints, we examine which algorithms are most suitable for specific network and problem structures. Furthermore, we implement our own multi-commodity solver and compare its performance against state-of-the-art linear programming solvers. The results show that for the methods we tested it is difficult to discern which class of linear programming methods are optimal solvers for multi-commodity flow problems and that their performance depends on how the network and commodities are structured.