Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-23T09:16:12.384Z Has data issue: false hasContentIssue false

Separable convexificationand DCA techniques for capacityand flow assignment problems

Published online by Cambridge University Press:  15 August 2002

P. Mahey
Affiliation:
LIMOS-CNRS, Université Blaise Pascal, Aubière, France; [email protected]. This work was partially supported by France Telecom RD, CTI99-1B-281.
Thai Q. Phong
Affiliation:
LIMOS-CNRS, Université Blaise Pascal, Aubière, France; [email protected]. : Da Nang University, Vietnam.
H. P.L. Luna
Affiliation:
DCC-ICeX, Universidade Federal de Minas Gerais, Belo Horizonte, MG, Brasil; [email protected].
Get access

Abstract

We study a continuous version of the capacity and flow assignment problem(CFA) where the design cost is combined with an average delay measureto yield a non convex objective function coupled with multicommodity flowconstraints. A separable convexification of each arc cost function is proposedto obtain approximate feasible solutions within easily computable gaps fromoptimality. On the other hand, DC (difference of convex functions) programming can be usedto compute accurate upper bounds and reduce the gap.The technique is shown to be effective when topology is assumedfixed and capacity expansion on some arcs is considered.

Type
Research Article
Copyright
© EDP Sciences, 2001

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Balakrishnan, A. and Graves, S.C., A composite algorithm for a concave-cost network flow problem. Networks 19 (1989) 175-202. CrossRef
D.P. Bertsekas and R.G. Gallager, Data Networks. Prentice-Hall (1987).
Falk, J.E., Lagrange multipliers and nonconvex programs. SIAM J. Control Optim. 7 (1969) 534-545. CrossRef
Fratta, L., Gerla, M. and Kleinrock, L., The flow deviation method: an approach to store-and-forward communication network design. Networks 3 (1973) 97-133. CrossRef
Gavish, B., Augmented Lagrangian based bounds for centralized network design. IEEE Trans. Comm. 33 (1985) 1247-1257. CrossRef
B. Gavish and K. Altinkemer, Backbone network design tools with economic tradeoffs. ORSA J. Comput. 2/3 (1990) 236-252.
Gavish, B. and Neuman, I., A system for routing and capacity assignment in computer communication networks. IEEE Trans. Comm. 37 (1989) 360-366. CrossRef
M. Gerla, The Design of Store-and-forward Networks for Computer Communications. Ph.D. Thesis, UCLA (1973).
Gerla, M. and Kleinrock, L., On the topological design of distributed computer networks. IEEE Trans. Comm. 25 (1977) 48-60. CrossRef
Gerla, M., Monteiro, J.A.S. and Pazos, R., Topology design and bandwith allocation in ATM nets. IEEE J. Selected Areas in Communications 7 (1989) 1253-1261. CrossRef
J.B. Hiriart-Urruty and C. Lemaréchal, Convex Analysis and Minimization Algorithms. Springer-Verlag (1993).
H. Konno, P.T. Thach and H. Tuy, Optimization on Low Rank Nonconvex Structures. Kluwer Academic Publishers, Dordrecht (1997).
Luna, H.P.L. and Mahey, P., Bounds for global optimization of capacity expansion and flow assignment problems. Oper. Res. Lett. 26 (2000) 211-216. CrossRef
P. Mahey, A. Benchakroun and F. Boyer, Capacity and flow assignment of data networks by generalized Benders decomposition. J. Global Optim. (to appear).
Mahey, P., Ouorou, A., LeBlanc, L. and Chifflet, J., A new proximal decomposition algorithm for routing in telecommunications networks. Networks 31 (1998) 227-238. 3.0.CO;2-F>CrossRef
Ouorou, A., Mahey, P. and Vial, J.P., A survey of algorithms for convex multicommodity flow problems. Management Sci. 46 (2000) 126-147. CrossRef
Tao, P.D. and Convex, L.T.H. An analysis approach to dc programming: Theory, algorithms and applications. Acta Math. Vietnam. 22 (1997) 289-355.
N.T. Quang, Une approche dc en optimisation dans les réseaux. Algorithmes, codes et simulations numériques. Doct. Thesis, Univ. Rouen (1999).
Sanso, B., Gendreau, M. and Soumis, F., An algorithm for network dimensioning under reliability considerations. Ann. Oper. Res. 36 (1992) 263-274. CrossRef
Tuy, H., Ghannadan, S., Migdalas, A. and Varbrand, P., A strongly polynomial algorithm for a concave production-transportation problem with a fixed number of nonlinear variables. Math. Programming 72 (1996) 229-258. CrossRef
R. Wong, Introduction and recent advances in network design: Models and algorithms, in Transportation Planning Models, edited by M. Florian. Elsevier-North-Holland Publ. (1984).