https://doi.org/10.31449/inf.v44i3.1907 Informatica 44 (2020) 303–310 303 Minimum Flows in Parametric Dynamic Networks - the Static Approach Grigora¸ s (Avesalon) Nicoleta Transilvania University of Bra¸ sov, 50091 Bra¸ sov, Iuliu Maniu, 50, Romania E-mail: nicole.grigoras@gmail.com Keywords: dynamic network, parametric network, minimum flow Received: October 15, 2018 The problems of flows in parametric networks extend the classical problems of optimal flow to some special kind of networks where capacities of certain arcs are not constants but depending on several parameters. Consequently, these problems consist of solving a range of ordinary (nonparametric) optimal flow problems for all the parameter values within certain sub-intervals of the parameter values. Although classical network flow models have been widely used as valuable tools for many applications [1], they fail to capture the essential property of the dynamic aspect of many real-life problems, such as traffic planning, production and distribution systems, communication systems, evacuation planning, etc. In all these cases, time is an essential component, either because the flows take time to pass from one location to another, or because the structure of the network changes over time. Accordingly, the dynamic flow models seem suited to catch and describe different real-life dynamic problems such as network-structure changing over time or timely decision-making, but, because of their complexity, these models have not been as thoroughly investigated as those of classical flows. This article presents and solves the problem of the minimum flows in a parametric dynamic network. The proposed approach consists in applying a parametric flow algorithm in the reduced expended network which is obtained by expanding the original dynamic network. A numerical example is also presented for a better understanding of the used approach. Povzetek: V ˇ clanku je predstavljena metoda za rešitev problema najmanjšega pretoka v parametriˇ cnih dinamiˇ cnih mrežah. 1 Introduction The parametric maximum flow problem, as well as that of the related minimum flow one represent generalizations of ordinary problems for the maximum, respectively min- imum flow in which the upper/lower bounds of some arcs depend on a single parameter, being monotonically increas- ing (or decreasing) functions of the parameter. For the parametric maximum flow problem with zero lower bounds and linear capacity functions of a single parameter, G.Ruhe proposed [16] an original ’piece-by-piece’ approach while papers [11] and [13] solves the problems of parametric minimum, respectively maximum flows via an partition- ing approach. Finally, the same partitioning approach is extended to a discrete time dynamic network in paper [3]. This class of problems is known as the flow in parametric networks problem. Beside the applications of the ordinary, nonparametric flow problems, the applications of those of flows in parametric networks may include: multiprocessor scheduling with release times and deadlines, integer pro- gramming problems, computing sub-graph density and net- work vulnerability and partitioning a data base between fast and slow memory, product selection, flow sharing, database record segmentation in large shared databases, optimizing field repair kits, etc.[15] Besides this, the static network flow models arise in a num- ber of combinatorial applications that on the surface might not appear to be maximum flow problems at all. The prob- lem also arises directly in problems as far reaching as ma- chine scheduling, the assignment of computer modules to computer processors, tanker scheduling etc. [1]. How- ever, in some other applications, time is an essential in- gredient, whether it involves problems like maximum or minimum flows in time-varying networks [2], [3], dynamic flows of minimum cost [12], general problems of tempo- rally repeated flows [6] such as earliest arrival flow [17] or dynamic resource allocation problem for large-scale trans- portation network evacuation [7]. Starting from the com- plexities of the classic algorithms, an important series of other papers concern with the complexities of dynamic net- work algorithms. Cai et al. [4] proved that the complexity of finding a shortest (quickest) dynamic flow augmenting path, by exploring the forward and reverse arcs succes- sively, is O(nmT 2 ). For algorithms which explores the two sub-networks (the forward sub-network, consisting of the set of direct arcs and the reverse sub-network consist- ing of the set of reverse arcs simultaneously, Miller-Hooks and Patterson [8] also reported a complexity ofO(n 2 T 2 ). By using special node addition and selection procedures, Nasrabadi and Hashemi [9] succeeded to reduce signif- icantly the number of node time pair that needs to be visited. The worst-case complexity of their algorithm is 304 Informatica 44 (2020) 303–310 G.A. Nicoleta O(nT (n +T )). Finally, Orlyn reported [10] an extremely good running time ofO(nm) for the problem of maximum flow. In this case we need to use dynamic network flow models. Due to the powerful versatility of dynamic flow algorithms, it is not surprising that these algorithms are of- ten more difficult to design than their static counterparts [10] but still they are also very challenging problems. The approaches for solving the minimum parametric flow over time problem via applying classical algorithms can be grouped in two main categories: i) by applying a non-parametric minimum dynamic flow algorithm [12] in dynamic residual networks generated by partitioning the interval of the parameter values [9], [14]. This first category approach was also used [3] for finding a maximum parametric flow in discrete-time dynamic net- works; ii) by applying a static (classical sequential or parallel [5]) parametric flow algorithm for the maximum [13], [16] or for the minimum [11] flow in a (static network) reduced ex- pended network, which is obtained by expanding the orig- inal dynamic network. In this paper, the case of the minimum flows in parametric dynamic networks is considered. The proposed approach consists in transformation of the problem of minimum flow in parametric dynamic network into that of the minimum flow in parametric static network. This problem gener- alizes the problems of flow in dynamic network and of flow in parametric static networks through the following assumptions: (1) the dynamic network and corresponding expanded static network are with lower bounds, (2) we ad- dress the minimum flow problem on a dynamic network with time varying transit times as well as time varying lower and upper bounds on arc i.e. the dynamic network is not stationary. The remainder of this paper is organized as follows. In Sec- tion 2 some dynamic network notations and terminology are presented. Then, in Section 3 we expose, the minimum flow in parametric static network, while in Section 4 the minimum flow in parametric dynamic network problem is presented. In Section 5 an example is given. In the pre- sentation to follow, some familiarity with flow problems is assumed and many details are omitted. 2 The minimum flows in dynamic networks. Let G = (N;A;l;u) be a static network with the nod set N = f1;:::;i;:::;j;:::;ng, the arc set A = fa 1 ;:::;a k ;:::;a m g;a k = (i;j), the lower bound function l : A ! R + and the upper bound (capacity) function u : A!R + , whereR is the real number set. To define the minimal static flow problem, we distinguish two spe- cial nodes in the static networkG = (N;A;l;u): a source node 1 and a sink noden. LetN be the natural number set and letH =f0; 1;:::Tg be the set of periods, where T is a finite time horizon,T2 N. Let h : A H ! N be the transit time function, l h : A H ! R + the time lower bound function and u h : A H !R + the time upper bound function. For each arc (i;j)2A theh(i;j;t) represents the transit time of arc (i;j) at timet,t2H. A dynamic flow from source node 1 to sink node n is any flow from 1 to n in which not less thanl h (i;j;t) and not more than u h (i;j;t) flow units starting from node i at time t and arriving at node j at time = t +h(i;j;t) for all arcs (i,j) and all t. The minimal dynamic flow problem for T time periods is to determine a flow function f h : A H ! N, which should satisfy the following conditions in dynamic networkG h = (N;A;h;l h ;u h ): P T t=0 ( P j f h (i;j;t) P k P f h (k;i; )) =vH , i = 1, (2.1.a) P j f h (i;j;t) P k P f h (k;i; )) = 0, i6= 1;n;t2H, (2.1.b) P T t=0 ( P j f h (i;j;t) P k P f h (k;i; )) = vH , i =n, (2.1.c) l h (i;j;t) f h (i;j;t) u h (i;j;t), 8(i;j)2A and8t2H (2.2) minvH , (2.3) where = t h(k;i; ), v H = P T t=0 v(t), v(t) is the flow value at time t and f h (i;j;t) = 0, (i;j) 2 A, t2fT h(i;j;t) + 1;:::;Tg. Obviously, the problem of finding a minimum dy- namic flow is more complex than the problem of find- ing a minimum static flow. Fortunately, this complica- tion can be solved by rephrasing the dynamic flow prob- lem into a static flow problem in a static network G 0 = (N 0 ;A 0 ;l 0 ;u 0 ) called reduced expanded network. First, we form the expanded networkG H = (N H ;A H ;l H ;u H ) with N H = fi t ji 2 N;t 2 Hg, A H = f(i t ;j )j(i;j) 2 A;t = 0; 1;:::;T h(i;j;t)g, l H (i t ;j ) = l h (i;j;t), u H (i t ;j ) =u h (i;j;t), (i t ;j )2A H . We have jN H j = n(T + 1) and jA H j m(T + 1) P A h(i;j), where h(i;j) = minfh(i;j; 0);:::;h(i;j;T )g. Clearly, any dynamic flow from the source node 1 to the sink node n in dynamic network G h is equivalent to a static flow from the source nodes 1 0 ; 1 1 ;:::; 1 T to the sink nodes n 0 ;n 1 ;:::;n T in static network G H and vice versa [2]. We can further reduce the multiple source, multiple sink problem in network G H to the single source, sin- gle sink problem by introducing a supernode 1 and a supersink node n building superexpanded network G H = (N H ;A H ;l H ;u H ), whereN H = N H [f1 ;n g, A H = A H [f(1 ; 1 t )jt 2 Hg[f(n t ;n )jt 2 Hg, l H (i t ;j ) = l H (i t ;j ), u H (i t ;j ) = u H (i t ;j ), (i t ;j ) 2 A H , l H (1 ; 1 t ) = l H (n t ;n ) = 0, u H (1 ; 1 t ) =u H (n t ;n ) =1,t2H. Minimum Flows in Parametric Dynamic Networks. . . Informatica 44 (2020) 303–310 305 Next, we build the reduced expanded network G 0 = (N 0 ;A 0 ;l 0 ;u 0 ) as follows. We define the function h , h : A H ! N, h (1 ; 1 t ) = h (n t ;n ) = 0, t2 H, h (i t ;j ) =h(i;j;t), (i t ;j )2A H . Letd (1 ;i t ) be the length of the shortest path from the source node 1 to the nodei t andd (i t ;n ) the length of the shortest path from nodei t to the sink noden with respect toh in network G H . The computation ofd (1 ;i t ) andd (i t ;n ),i t 2N H is performed by means of the usual shortest path algorithms [1]. In network G 0 we rewrite the nodes 1 ;n by 1 0 re- spectivelyn 0 . We obtain N 0 = f1 0 ;n 0 g [ fi t ji t 2 N H ;d (1 ;i t ) +d (i t ;n ) Tg, A 0 = f(1 0 ; 1 t )j1 t 2 N H ;d (1 t ;n ) Tg[f(n t ;n 0 )jn t 2 N H ;d (1 ;n t ) Tg[fi t ;j )j(i t ;j ) 2 A H ;d (1 ;i t ) + h (i t ;j ) + d (j ;n ) Tg andl 0 ;u 0 are restriction ofl H ;u H atA 0 . It is easy to see that the networkG 0 is always a partial sub-network ofG H . Since an item released from a node at a specific time does not return to that location at the same or an earlier time, the networksG H ,G H ,G 0 cannot contain any circuit, and are therefore always acyclic. In the most general dynamic model, the parameter h(i) = 1 is the waiting time at node i, and the param- eters l h (i;t);u h (i;t) are defined as lower bound and up- per bound, which represents the minimum respectively the maximum amount of flow that can wait at node i from time t to t+1. This most general dynamic model is not discussed in this paper. The maximum dynamic flow problem for T time periods in dynamic network G h formulated in conditions (2.1), (2.2), (2.3) is equivalent with the maximum static flow problem in static networkG 0 as follows: P j f 0 (it;j ) P f 0 (k ;it) = 8 < : v 0 , ifit = 1 0 , (2.4.a) 0, ifit6= 1 0 ,n 0 , (2.4.b) v 0 , ifit =n 0 , (2.4.c) l 0 (it;j ) f 0 (it;j ) u 0 (it;j ), (it;j )2A 0 , (2.5) minv 0 , (2.6) where by conventioni t = 1 0 fort = 1 andi t =n 0 for t = T + 1. For further details we recommend the works [2], [3], [4], [6], [7], [17]. 3 The minimum flow in parametric static networks A natural generalization of the minimum flow problem in static networks can be obtained by making the lower bounds of some arcs function of a single parameter. Since the minimum flow value function in a parametric network is a continuous piecewise linear function of the parameter, the parametric minimum flow problem can alternately be defined as to find all the breakpoints and their correspond- ing minimum flow and maximum cuts. The approach pre- sented in this section is presented in [11], the first approach for minimum flow in parametric static network. A static network G = (N;A;l;u) with the lower boundsl(i;j) of some arcs (i;j)2 A, functions of a real parameter is referred to as a parametric static network and is denoted by G = (N;A; l;u). The upper bound function l :A R + !R + is defined by the relation: l(i;j; ) =l0(i;j) + L(i;j), 2 [0; ] = I (3.1) where L : A! R is the parametric part of the upper bound function l and l 0 : A! R + is the non paramet- ric part of the function l with l(i;j; 0) = l 0 (i;j), (i;j)2 A. The L(i;j) and l 0 (i;j) must satisfy l 0 (i;j)= L(i;j) (u(i;j) l 0 (i;j))= and 0 l 0 (i;j) u(i;j), (i;j)2A. The minimum flow problem in parametric static network G = (N;A; l;u) is to compute all minimum flows for every possible value of inI : P j f(i;j; ) P k f(k;i; ) = 8 < : v( ), if i=1 (3.2.a) 0, ifi6= 1;n (3.2.b) v( ), if i=n (3.2.c) l(i;j; ) f(i;j; ) u(i;j), (i;j)2A , (3.3) min v( ) (3.4) For the minimum flow problem in the parametric static network G = (N;A; l;u), the sub-intervals I k = [ k ; k+1 ], k = 0; 1;:::;K of the parameter values can be determined such as a maximum 1 n cut in the nonparametric static network G k = (N;A;l k ;u), l k (i;j) = l(i;j; k ), remains the maximum 1 n cut for 2I k . A parametric 1 n cut in parametric static network G = (N;A; l;u) can be defined as a finite set of cuts [S k ;T k ],k = 0; 1;:::;K together with a partitioning of the intervalI in disjoints subintervalsI k ,k = 0; 1;:::;K, such that I = I 0 [I 1 [:::[I K . The [S k ;T k ] is denoted by [S k ;I k ] for eachk;k = 0; 1;:::;K The capacity of [S k ;I k ] is defined as: c[S k ;I k ] = P (S k ;T k ) l(i;j; ) P (T k ;S k ) u(i;j), k = 0; 1;:::;K (3.5) A parametric maximum 1 n cut in network G k is denoted by [S k ;I k ], k = 0; 1;:::;K: For f in parametric network G = (N;A; l;u) the parametric residual capacity r(i;j; ), (i;j)2A is given by: r(i;j; ) =u(j;i) f(j;i; ) + f(i;j; ) l(i;j; ), 2I k ,k = 0; 1;:::;K (3.6) For a flow f in parametric static network G, we define the set s(i;j) = f jr(i;j; ) > 0g, (i;j) 2 A. The 306 Informatica 44 (2020) 303–310 G.A. Nicoleta static network ~ G = (N; ~ A, r), with ~ A =f(i;j)j(i;j)2 A; s(i;j)6= g is named the parametric residual static net- work. If (i;j)2A and (i;j) = 2 ~ A, then s(i;j) = . Let ~ P be a directed path from the source node 1 to the sink noden in the parametric residual static network ~ G. If ~ P verifies the restriction: s( ~ P ) = T ~ P s(i;j)6= (3.7) then ~ P is named conditional decreasing directed path. The parametric residual capacity of a conditional decreas- ing directed path ~ P is r( ~ P ; ) = minfr(i;j; )j(i;j)2 ~ P; 2 s( ~ P )g. From paper [11] we have the theorem: Theorem 1 (11). A flow f is a minimum flow in paramet- ric static network G if and only if the parametric resid- ual static network ~ G contains no conditional decreasing directed path ~ P . If residual static network ~ G contains no conditional decreasing path ~ P , then the minimum flow in parametric network G is computed as: f(i;j; ) = l(i;j; )+maxfr(i;j; ) u(j;i)+ l(j;i; ); 0g (3.8) The first phase of finding a minimum flow in network G consists in establishing a feasible flow, if one exists, in non- parametric network ^ G = (N;A; ^ l;u) with ^ l(i;j) =l 0 (i;j) for L(i;j) 0 and ^ l(i;j) = l 0 (i;j) + L(i;j) for L(i;j) > 0. After a nonparametric feasible flow ^ f (see [1]) we compute the parametric residual network ~ G 0 for this flow ^ f. The parametric residual capacities in ~ G 0 can be written as r 0 (i;j; ) = 0 (i;j) + 0 (i;j), where 0 (i;j) = u(j;i) ^ f(j;i) + ^ f(i;j) l 0 (i;j) and 0 (i;j) = L(i;j); 2I 0 = [0; 1 ]. The second phase of the algorithm starts with the para- metric residual network ~ G 0 , 0 = 0 andI 0 = [0; ] . The algorithm for minimum flow in a parametric static network (the algorithm MFPSN) is presented in Figure 3.1. (01) Algorithm MFPSN; (02) BEGIN (03) compute a feasible flowf0 in networkG0; (04) compute parametric residual network ~ G0; (05) B:=f0g;k := 0; k := 0; (06) REPEAT (07) SDDP( k, k , B); (08) k:=k+1; (09) UNTIL( k = ); (10) END. Figure 3.1.a. The algorithm for the minimum flow in parametric static network (01) PROCEDURE SDDP( k, k , B); (02) BEGIN (03) compute the network ~ G k ; (04) compute exact distance labels ~ d(i) in ~ G k ; (05) p=( n+1,..., n+1); k ( ~ P ) := 0; k ( ~ P ) := 0; (06) k+1 := ;j:=n; (07) WHILE ~ d(n) 0;t2H; 2Ig. In this paper, the proposed approach consists in applying the algorithm MFPSN presented in Section 3 in paramet- ric static reduced expanded network G 0 = (N 0 ;A 0 ; l 0 ;u 0 ) which is constructed similar with construction of the net- workG 0 = (N 0 ;A 0 ;l 0 ;u 0 ) presented in Section 2. The algorithm for the minimum flow in parametric dy- namic network (the algorithm MFPDN) is presented in Fig- ure 4.1. (1) ALGORITHM MFPDN; (2) BEGIN (3) construct the network G 0 ; (4) apply the algorithm MFPSN in network G 0 ; (5) END. Figure 4.1. The algorithm for minimum flow in paramet- ric dynamic network. Theorem 4 (Theorem of Correctness). The algorithm MF- PDN computes correctly a minimum flow in parametric dy- namic network G h = (N;A;h; l h ;u h ) and 2I. Proof. This theorem results from the fact that the minimum flow in parametric dynamic network with lower bounds G h = (N;A;h; l h ;u h ) is equivalent with the maximum flow in parametric static network G 0 = (N 0 ;A 0 ;l 0 ; u 0 ) and Theorem 2. 308 Informatica 44 (2020) 303–310 G.A. Nicoleta Theorem 5 (Theorem of Complexity). The algorithm MF- PDN runs inO(KT 3 n 2 m) time, where K+1 is the number for values in the setB at the end of the algorithm. Proof. From Theorem 3 results that the algorithm MFPSN runs in O(K(n 0 H ) 2 m 0 H ) time. From Section 2 we obtain n 0 =O(nT ) andm 0 =O(mT ). Therefore we obtain that algorithm MFPDN runs inO(KT 3 n 2 m) time. In accordance with the remark in Theorem 3, we note that the algorithm MFPDN runs inO(KnmT 2 ) time. 5 Example The support parametric dynamic network is presented in Figure 5.1.(a) and the time horizon is set to T = 3, therefore H=f0; 1; 2; 3g. The transit times h(i;j;t) and the dynamic upper bounds (capacities)u h (i;j;t), as well as the parametric dynamic lower bounds l h (i;j;t; ) = l 0h (i;j;t) + L h (i;j;t) the for all arcs in G h are in- dicated in the two tables in Figure 5.1.b. The interval of parameter values is set to [0; 1], i.e., =1. (i;j) h(i;j;t) U h (i;j;t) (1; 2) 1;t = 0 2;t = 1; 2; 3 5 (1; 3) 1;t = 0; 1 2;t = 2; 3 5 (2; 3) 1;t = 0; 1; 2; 3 5 (2; 4) 1;t = 0; 1 2;t = 2; 3 5 (3; 4) 2;t = 0; 1 1;t = 2; 3 5 (i;j) l 0h (i;j;t) L h (i;j;t) (1; 2) 3;t = 0 0;t = 1; 2; 3 2;t = 0 0;t = 1; 2; 3 (1; 3) 1;t = 0; 1 0;t = 2; 3 4;t = 0 1;t = 1 0;t = 2; 3 (2; 3) 0;t = 0; 1; 2; 3 3;t = 1 0;t = 0; 2; 3 (2; 4) 0;t = 0; 1; 2; 3 0;t = 0; 1; 2; 3 (3; 4) 0;t = 0 2;t = 1; 2 0;t = 3 2;t = 2 0;t = 0; 1; 3 (b) Figure 5.1. The parametric dynamic network G h . The support graph for parametric super-extended net- work G H is presented in Figure 5.2. Figure 5.2. The support graph for parametric superextended network G H . The support graph for parametric reduced expanded net- work G 0 is showed in Figure 5.3. Figure 5.3. The support graph for parametric reduced expanded network G 0 . The lower bounds l 0 (i t ;j ; ) =l 0 (i t ;j ) + L 0 (i t ;j ) and the parametric upper bounds u 0 (i t ;j ) for all arcs in G 0 are indicated in table from Figure 5.4. (it;j ) l 0 (it;j ) L 0 (it;j ) u 0 (it;j ) ^ f 0 (it;j ) (1 0 ; 1 0 ) 0 0 1 10 (1 0 ; 1 1 ) 0 0 1 2 (1 0 ; 2 1 ) 3 -2 5 5 (1 0 ; 3 1 ) 1 3 5 5 (1 1 ; 3 2 ) 1 1 5 2 (2 1 ; 3 2 ) 0 3 5 3 (2 1 ; 4 2 ) 0 0 5 2 (3 1 ; 4 3 ) 2 0 5 5 (3 2 ; 4 3 ) 2 -2 5 5 (4 2 ; 4 0 ) 0 0 1 2 (4 3 ; 4 0 ) 0 0 1 10 Figure 5.4. The l 0 (i t ;j ; ) = l 0 (i t ;j ) + L 0 (i t ;j );u 0 (i t ;j ) and ^ f 0 (i t ;j ) in network G 0 . In the first phase we determine in static residual net- work ~ ^ G 0 : ~ ^ P 0 1 = (1 0 ; 1 0 ; 2 1 ; 4 2 ; 4 0 ), ^ r 0 ( ~ ^ P 0 1 ) = 2 ; ~ ^ P 0 2 = (1 0 ; 1 0 ; 3 1 ; 4 3 ; 4 0 ), ^ r 0 ( ~ ^ P 0 2 ) = 5; ~ ^ P 0 3 = (1 0 ; 1 1 ; 3 2 ; 4 3 ; 4 0 ), ^ r 0 ( ~ ^ P 0 3 ) = 2; ~ ^ P 0 4 = (1 0 ; 1 0 ; 2 1 ; 3 2 ; 4 3 ; 4 0 ), ^ r 0 ( ~ ^ P 0 4 ) = 3. The feasible flow ^ f 0 in network ^ G 0 is presented in the table from Figure 5.4. Minimum Flows in Parametric Dynamic Networks. . . Informatica 44 (2020) 303–310 309 In the second phase by applying algorithm MF- PSN in network G 0 we obtain in the parametric static residual network ~ G 0 the following directed path: ~ P 0 1 = (1 0 ; 1 1 ; 3 2 ; 2 1 ; 4 2 ; 4 0 ), ~ P 0 2 = (1 0 ; 1 0 ; 2 1 ; 4 2 ; 4 0 ), ~ P 0 3 = (1 0 ; 1 0 ; 3 1 ; 4 3 ; 4 0 ), ~ P 0 4 = (1 0 ; 1 0 ; 2 1 ; 3 2 ; 4 3 ; 4 0 ) in ~ G 0 0 , ~ G 1 , ~ G 2 . The results of this example are synthetically indicated in the table from Figure 5.5. The graphic of v 0 ( ) is presented in Figure 5.6. k k ~ P 0 i r k ( ~ P 0 i ) k+1 v 0 ( ) ~ P 0 1 1 1 0 0 ~ P 0 2 1 + 1 6 ~ P 0 3 3 1=4 ~ P 0 4 1 + 1=4 ~ P 0 1 1 1 1 1=4 ~ P 0 2 1 + 1 5 + 3 ~ P 0 3 4 4 1 ~ P 0 4 1 + 3=5 ~ P 0 1 1 + 1 2 3=5 ~ P 0 2 1 + 1 2 + 8 ~ P 0 3 4 4 1 ~ P 0 4 4 4 1 Figure 5.5. Results of applying the algorithm in G 0 . Figure 5.6. 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