×

Exact solution of multicommodity network optimization problems with general step cost functions. (English) Zbl 0967.90012

Summary: We describe an exact solution procedure, based on the use of standard LP software, for multicommodity network optimization problems with general discontinuous step-increasing cost functions. This class of problems includes the so-called single-facility and multiple-facility capacitated network loading problems as special cases. The proposed procedure may be viewed as a specialization of the well-known BENDERS partitioning procedure, leading to iteratively solving an integer 0-1 linear programming relaxed subproblem which is progressively augmented through constraint generation. We propose an improved implementation of the constraint generation principle where, at each step, several \((O(N))\) new constraints are included into the current problem, thanks to which the total number of iterations is greatly reduced (never exceeding 15 in all the test problems treated). We report on systematic computational experiments for networks up to 20 nodes, 37 links and cost functions with an average six steps per link.

MSC:

90B15 Stochastic network models in operations research
49M27 Decomposition methods
Full Text: DOI

References:

[2] Avis, D., On the extreme rays of the metric cone, Can. J. Math., 32, 126-144 (1980) · Zbl 0468.05049
[3] Barahona, F., Network design using cut inequalities, SIAM J. Optim., 6, 3, 823-837 (1996) · Zbl 0856.90112
[4] Benders, J. F., Partitioning procedures for solving mixed-variables programming problems, Numerische Mathematik, 4, 238-252 (1962) · Zbl 0109.38302
[5] Cheng, C. K.; Hu, T. C., Ancestor tree for arbitrary multiterminal cut functions, Ann. Oper. Res., 33, 199-213 (1991) · Zbl 0741.90079
[6] Gabrel, V.; Minoux, M., LP relaxations better than convexification for multicommodity network optimization problems with step-increasing cost functions, Acta Mathematica Vietnamica, 22, 128-145 (1997) · Zbl 0896.90088
[7] Gomory, R. E.; Hu, T. C., An application of generalized linear programming to network flows, SIAM J. Appl. Math., 10, 2, 260-283 (1962) · Zbl 0105.12805
[10] Hoang, H. H., Topological optimization of networks: a nonlinear mixed integer model employing generalized Benders decomposition, IEEE Trans. Automat. Control, AC-27, 164-169 (1982) · Zbl 0472.90068
[11] Kennington, J. L., A survey of linear cost multicommodity network flows, Oper. Res., 26, 209-236 (1978) · Zbl 0377.90097
[12] Kernighan, B. W.; Lin, S., An efficient heuristic procedure for partitioning graphs, Bell. Systems Tech. J., 49, 2, 291-307 (1970) · Zbl 0333.05001
[13] Magnanti, T. L.; Mirchandani, P., Shortest paths, single origin-destination network design and associated polyhedra, Networks, 23, 103-121 (1993) · Zbl 0791.90064
[14] Magnanti, T. L.; Mirchandani, P.; Vachani, R., Modeling and solving the two-facility network loading problem, Oper. Res., 43, 1, 142-157 (1995) · Zbl 0830.90051
[15] Magnanti, T. L.; Mireault, P.; Wong, R. T., Tailoring Benders decomposition for uncapacitated network design, Math. Programming Study, 26, 112-154 (1986) · Zbl 0596.90098
[16] Minoux, M., Optimum synthesis of a network with nonsimultaneous multicommodity flow requirements, Ann. Discrete Math., 11, 269-277 (1981) · Zbl 0469.90080
[18] Minoux, M., Network synthesis and optimum network design problems: models, solution methods and applications, Networks, 19, 313-360 (1989) · Zbl 0666.90032
[19] Stoer, M.; Dahl, G., A polyhedral approach to multicommodity survivable network design, Numerische Mathematik, 68, 149-167 (1994) · Zbl 0809.65068
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.