I used the PGF manual to help me draw a figure like the image below.

But I'd like to add some arrows to indicate the flow of the events, like this image (I made it with Paint)

I don't know how to that, because it's not a simple arrow. Here is my code:
\documentclass[11pt]{article}
\usepackage[brazil]{babel}
\usepackage[latin1]{inputenc}
\usepackage{graphics}
\usepackage{subfigure}
\usepackage{graphicx}
\usepackage{epsfig}
\usepackage[centertags]{amsmath}
\usepackage{graphicx,indentfirst,amsmath,amsfonts,amssymb,amsthm,newlfont}
\usepackage{longtable}
\usepackage{cite}
\usepackage[usenames,dvipsnames]{color}
\usepackage[algosection,algoruled,linesnumbered]{algorithm2e}
\usepackage{multirow}
\usepackage{pdflscape}
\usepackage{longtable}
\usepackage{tikz}
\usetikzlibrary{mindmap}
\usepackage[pdftex]{hyperref}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{corollary}[theorem]{Corollary}
\SetKwInOut{Input}{input}
\SetKwInOut{Output}{output}
\DeclareMathOperator*{\argmin}{argmin}
\DeclareMathOperator*{\argmax}{argmax}
\begin{document}
\begin{figure}
\centering
\resizebox{\columnwidth}{!}{
\begin{tikzpicture}[outer sep=0pt, scale=1.1]
\node (n1) at (3,0) [circle,minimum size=1cm,fill,draw,thick,blue!65,text=white] {$\stackrel{4.}{\stackrel{Dual}{\textrm{\scriptsize \em Adjustment}}}$};
\node (n2) at (0,2.5) [circle,minimum size=1cm,fill,draw,thick,blue,text=white] {$\stackrel{1.}{\stackrel{Dual\ Ascent\ 1}{\textrm{\scriptsize times = 1}}}$};
\node (n3) at (0,0) [circle,minimum size=1cm,fill,draw,thick,blue,text=white] {$\stackrel{2.}{\stackrel{Dual\ Ascent\ 1}{\textrm{\scriptsize times = 2}}}$};
\node (n4) at (0,-2.5) [circle,minimum size=1cm,fill,draw,thick,blue,text=white] {$\stackrel{3.}{\stackrel{Dual\ Ascent\ 2}{}}$};
\node (n5) at (3,-2.5) [circle,minimum size=1cm,fill,draw,thick,red,text=white] {$\stackrel{5.}{LB}$};
\node (n6) at (5,-2.5) [circle,minimum size=1cm,fill,draw,thick,gray!70!green,text=white] {$\stackrel{6.}{\textrm{\scriptsize Feasibility}}$};
\node (n7) at (7,0) [circle,minimum size=1cm,fill,draw,thick,gray!80!green,text=white] {$\stackrel{7.}{\stackrel{Primal}{\textrm{\scriptsize Adjustment\ 1}}}$};
\node (n8) at (10,0) [circle,minimum size=1cm,fill,draw,thick,gray!80!green,text=white] {$\stackrel{8.}{\stackrel{Primal}{\textrm{\scriptsize Adjustment\ 2}}}$};
\node (n9) at (11.5,2.5) [circle,minimum size=1cm,fill,draw,thick,red,text=white] {$\stackrel{11.}{UB}$};
\node (n10) at (5.5,2.5) [circle,minimum size=2.3cm,fill,draw,thick,orange!60!gray,text=white] {$\stackrel{9.}{\stackrel{Primal}{\textrm{\scriptsize Ascent}}}$};
\node (n11) at (8.5,2.5) [circle,minimum size=1cm,fill,draw,thick,orange!60!gray,text=white] {$\stackrel{10.}{\stackrel{Primal}{\textrm{\scriptsize Adjustment\ 2}}}$};
\path (n1) to[circle connection bar switch color=from (blue!65) to (blue)] (n2);
\path (n1) to[circle connection bar switch color=from (blue!65) to (blue)] (n3);
\path (n1) to[circle connection bar switch color=from (blue!65) to (blue)] (n4);
\path (n1) to[circle connection bar switch color=from (blue!65) to (red)] (n5);
\path (n1) to[circle connection bar switch color=from (blue!65) to (gray!70!green)] (n6);
\path (n1) to[circle connection bar switch color=from (blue!65) to (gray!80!green)] (n7);
\path (n6) to[circle connection bar switch color=from (gray!70!green) to (gray!80!green)] (n7);
\path (n7) to[circle connection bar switch color=from (gray!80!green) to (gray!80!green)] (n8);
\path (n8) to[circle connection bar switch color=from (gray!80!green) to (red)] (n9);
\path (n11) to[circle connection bar switch color=from (orange!60!gray) to (orange!60!gray)] (n10);
\path (n11) to[circle connection bar switch color=from (orange!60!gray) to (red)] (n9);
\end{tikzpicture}
}
\end{figure}
\end{document}
