The Steiner tree polytope and related polyhedra

We consider the vertex-weighted version of the undirected Steiner tree problem. In this problem, a cost is incurred both for the vertices and the edges present in the Steiner tree. We completely describe the associated polytope by linear inequalities when the underlying graph is series—parallel. For general graphs, this formulation can be interpreted as a (partial) extended formulation for the Steiner tree problem. By projecting this formulation, we obtain some very large classes of facet-defining valid inequalities for the Steiner tree polytope.Research supported by Air Force contract AFOSR-89-0271 and DARPA contract DARPA-89-5-1988.     

The Steiner tree problem I: Formulations,compositions and extension of facets

In this paper we give some integer programming formulations for the Steiner tree problem on undirected and directed graphs and study the associated polyhedra. We give some families of facets for the undirected case along with some compositions and extensions. We also give a projection that relates the Steiner tree polyhedron on an undirected graph to the polyhedron for the corresponding directed graph. This is used to show that the LP-relaxation of the directed formulation is superior to the LP-relaxation of the undirected one.Corresponding author.     

A relax-and-cut algorithm for the prize-collecting Steiner problem in graphs

Given an undirected graph G with penalties associated with its vertices and costs associated with its edges, a Prize Collecting Steiner (PCS) tree is either an isolated vertex of G or else any tree of G, be it spanning or not. The weight of a PCS tree equals the sum of the costs for its edges plus the sum of the penalties for the vertices of G not spanned by the PCS tree. Accordingly, the Prize Collecting Steiner Problem in Graphs (PCSPG) is to find a PCS tree with the lowest weight. In this paper, after reformulating and re-interpreting a given PCSPG formulation, we use a Lagrangian Non Delayed Relax and Cut (NDRC) algorithm to generate primal and dual bounds to the problem. The algorithm is capable of adequately dealing with the exponentially many candidate inequalities to dualize. It incorporates ingredients such as a new PCSPG reduction test, an effective Lagrangian heuristic and a modification in the NDRC framework that allows duality gaps to be further reduced. The Lagrangian heuristic suggested here dominates their PCSPG counterparts in the literature. The NDRC PCSPG lower bounds, most of the time, nearly matched the corresponding Linear Programming relaxation bounds.     

A dual ascent approach for steiner tree problems on a directed graph

The Steiner tree problem on a directed graph (STDG) is to find a directed subtree that connects a root node to every node in a designated node setV. We give a dual ascent procedure for obtaining lower bounds to the optimal solution value. The ascent information is also used in a heuristic procedure for obtaining feasible solutions to the STDG. Computational results indicate that the two procedures are very effective in solving a class of STDG's containing up to 60 nodes and 240 directed/120 undirected arcs. The directed spanning tree and uncapacitated plant location problems are special cases of the STDG. Using these relationships, we show that our ascent procedure can be viewed as a generalization ofboth the Chu-Liu-Edmonds directed spanning tree algorithm and the Bilde-Krarup-Erlenkotter ascent algorithm for the plant location problem. The former comparison yields a dual ascent interpretation of the steps of the directed spanning tree algorithm.     

Facets of two Steiner arborescence polyhedra

The Steiner arborescence (or Steiner directed tree) problem concerns the connection of a set of target vertices of a digraph to a given root vertex. This problem is known to be NP-hard. In the present paper we study the facial structure of two polyhedra associated with the problem. Several classes of valid inequalities are considered, and a new class with arbitrarily large coefficients is introduced. All these inequalities are shown to define distinct facets of both the Steiner polyhedra considered. This is achieved by exploiting two lifting theorems which also allow generalization of the new inequalities. Composition theorems are finally given and used to derive large families of new facet-inducing inequalities with exponentially large coefficients.     

A multicast problem with shared risk cost

In this paper, we study a minimum cost multicast problem on a network with shared risk link groups (SRLGs). Each SRLG contains a set of arcs with a common risk, and there is a cost associated with it. The objective of the problem is to find a multicast tree from the source to a set of destinations with minimum transmission cost and risk cost. We present a basic model for the multicast problem with shared risk cost (MCSR) based on the well-known multicommodity flow formulation for the Steiner tree problem (Goemans and Myung in Networks 1:19–28, 1993; Polzin and Daneshmand in Discrete Applied Mathematics 112(1–3): 241–261, 2001). We propose a set of strong valid inequalities to tighten the linear relaxation of the basic model. We also present a mathematical model for undirected MCSR. The computational results of real life test instances demonstrate that the new valid inequalities significantly improve the linear relaxation bounds of the basic model, and reduce the total computation time by half in average.     

Hop constrained Steiner trees with multiple root nodes

We consider a network design problem that generalizes the hop and diameter constrained Steiner tree problem as follows: Given an edge-weighted undirected graph with two disjoint subsets representing roots and terminals, find a minimum-weight subtree that spans all the roots and terminals so that the number of hops between each relevant node and an arbitrary root does not exceed a given hop limit H. The set of relevant nodes may be equal to the set of terminals, or to the union of terminals and root nodes. This article proposes integer linear programming models utilizing one layered graph for each root node. Different possibilities to relate solutions on each of the layered graphs as well as additional strengthening inequalities are then discussed. Furthermore, theoretical comparisons between these models and to previously proposed flow- and path-based formulations are given. To solve the problem to optimality, we implement branch-and-cut algorithms for the layered graph formulations. Our computational study shows their clear advantages over previously existing approaches.     

Some formulations for the group steiner tree problem

The group Steiner tree problem consists of, given a graph G, a collection R of subsets of V(G) and a cost c(e) for each edge of G, finding a minimum-cost subtree that connects at least one vertex from each R∈R. It is a generalization of the well-known Steiner tree problem that arises naturally in the design of VLSI chips. In this paper, we study a polyhedron associated with this problem and some extended formulations. We give facet defining inequalities and explore the relationship between the group Steiner tree problem and other combinatorial optimization problems.     

Extended formulations for the A-cut problem

LetG=(V, E) be an undirected graph andA⊆V. We consider the problem of finding a minimum cost set of edges whose deletion separates every pair of nodes inA. We consider two extended formulations using both node and edge variables. An edge variable formulation has previously been considered for this problem (Chopra and Rao (1991), Cunningham (1991)). We show that the LP-relaxations of the extended formulations are stronger than the LP-relaxation of the edge variable formulation (even with an extra class of valid inequalities added). This is interesting because, while the LP-relaxations of the extended formulations can be solved in polynomial time, the LP-relaxation of the edge variable formulation cannot. We also give a class of valid inequalities for one of the extended formulations. Computational results using the extended formulations are performed.     

Modeling hop-constrained and diameter-constrained minimum spanning tree problems as Steiner tree problems over layered graphs

The hop-constrained minimum spanning tree problem (HMSTP) is an NP-hard problem arising in the design of centralized telecommunication networks with quality of service constraints. We show that the HMSTP is equivalent to a Steiner tree problem (STP) in an appropriate layered graph. We prove that the directed cut model for the STP defined in the layered graph, dominates the best previously known models for the HMSTP. We also show that the Steiner directed cuts in the extended layered graph space can be viewed as being a stronger version of some previously known HMSTP cuts in the original design space. Moreover, we show that these strengthened cuts can be combined and projected into new families of cuts, including facet defining ones, in the original design space. We also adapt the proposed approach to the diameter-constrained minimum spanning tree problem (DMSTP). Computational results with a branch-and-cut algorithm show that the proposed method is significantly better than previously known methods on both problems.     

A greedy approximation algorithm for the group Steiner problem

In the group Steiner problem we are given an edge-weighted graph G=(V,E,w) and m subsets of vertices . Each subset g_i is called a group and the vertices in ?_ig_i are called terminals. It is required to find a minimum weight tree that contains at least one terminal from every group.We present a poly-logarithmic ratio approximation for this problem when the input graph is a tree. Our algorithm is a recursive greedy algorithm adapted from the greedy algorithm for the directed Steiner tree problem [Approximating the weight of shallow Steiner trees, Discrete Appl. Math. 93 (1999) 265-285, Approximation algorithms for directed Steiner problems, J. Algorithms 33 (1999) 73-91]. This is in contrast to earlier algorithms that are based on rounding a linear programming based relaxation for the problem [A polylogarithmic approximation algorithm for the Group Steiner tree problem, J. Algorithms 37 (2000) 66-84, preliminary version in Proceedings of SODA, 1998 pp. 253-259, On directed Steiner trees, Proceedings of SODA, 2002, pp. 59-63]. We answer in positive a question posed in [A polylogarithmic approximation algorithm for the Group Steiner tree problem, J. Algorithms 37 (2000) 66-84, preliminary version in Proceedings of SODA, 1998 pp. 253-259] on whether there exist good approximation algorithms for the group Steiner problem that are not based on rounding linear programs. For every fixed constant ε>0, our algorithm gives an approximation in polynomial time. Approximation algorithms for trees can be extended to arbitrary undirected graphs by probabilistically approximating the graph by a tree. This results in an additional multiplicative factor of in the approximation ratio, where |V| is the number of vertices in the graph. The approximation ratio of our algorithm on trees is slightly worse than the ratio of O(log(max_i|g_i|)·logm) provided by the LP based approaches.     

Packing Steiner trees: polyhedral investigations

LetG=(V, E) be a graph andT⊆V be a node set. We call an edge setS a Steiner tree forT ifS connects all pairs of nodes inT. In this paper we address the following problem, which we call the weighted Steiner tree packing problem. Given a graphG=(V, E) with edge weightsw _e , edge capacitiesc _e ,e∈E, and node setT ₁,…,T _N , find edge setsS ₁,…,S _N such that eachS _k is a Steiner tree forT _k , at mostc _e of these edge sets use edgee for eache∈E, and the sum of the weights of the edge sets is minimal. Our motivation for studying this problem arises from a routing problem in VLSI-design, where given sets of points have to be connected by wires. We consider the Steiner tree packing problem from a polyhedral point of view and define an associated polyhedron, called the Steiner tree packing polyhedron. The goal of this paper is to (partially) describe this polyhedron by means of inequalities. It turns out that, under mild assumptions, each inequality that defines a facet for the (single) Steiner tree polyhedron can be lifted to a facet-defining inequality for the Steiner tree packing polyhedron. The main emphasis of this paper lies on the presentation of so-called joint inequalities that are valid and facet-defining for this polyhedron. Inequalities of this kind involve at least two Steiner trees. The classes of inequalities we have found form the basis of a branch & cut algorithm. This algorithm is described in our companion paper (in this issue).     

A branch-and-cut algorithm for the Steiner tree problem with delays

In this paper, we investigate the Steiner tree problem with delays, which is a generalized version of the Steiner tree problem applied to multicast routing. For this challenging combinatorial optimization problem, we present an enhanced directed cut-based MIP formulation and an exact solution method based on a branch-and-cut approach. Our computational study reveals that the proposed approach can optimally solve hard dense instances.     

Neural and delay based heuristics for the Steiner problem in networks

High speed networks such as the B-ISDN must be adequately equipped to handle multipoint communication in a fast and economical manner. Multicast applications include desktop video conferencing, distance learning, distributed database applications, etc. In networks employing the asynchronous transfer mode (ATM) technology, routing a multicast is achieved by constructing a tree that spans the source and all the destinations. For the purpose of routing, the network is modeled as a weighted, undirected graph. The graph-theoretic solution is to find a minimum Steiner tree for the graph given a set of destinations. This formulation suffices for building multicast trees with a single optimization constraint as would be the xcase for best effort transport. For real-time traffic, however, it is necessary to ensure that the delay between the sender and each of the receivers is bounded. In this case the network is modeled as an undirected graph, where the edges have both a cost and a delay associated with them. The graph-theoretic solution is then to find a constrained minimum Steiner tree such that the delay between the source and each of the destinations does not violate the specified bound. Both of these problems are NP-complete. In this paper we review prior work on the multipoint routing problem and discuss the formulation of the unconstrained and constrained Steiner problems. We use the random neural network (RNN) to significantly improve the quality of trees found by the two existing best heuristics for finding Steiner trees - the minimum spanning tree heuristic and the average distance heuristic. We also develop a new heuristic for finding delay constrained Steiner trees. Experimental results are presented which show that the new heuristics improve significantly over existing ones.     

Generating All Vertices of a Polyhedron Is Hard

We show that generating all negative cycles of a weighted graph is a hard enumeration problem, in both the directed and undirected cases. More precisely, given a family of negative (directed) cycles, it is an NP-complete problem to decide whether this family can be extended or there are no other negative (directed) cycles in the graph, implying that (directed) negative cycles cannot be generated in polynomial output time, unless P=NP. As a corollary, we solve in the negative two well-known generating problems from linear programming: (i) Given an infeasible system of linear inequalities, generating all minimal infeasible subsystems is hard. Yet, for generating maximal feasible subsystems the complexity remains open. (ii) Given a feasible system of linear inequalities, generating all vertices of the corresponding polyhedron is hard. Yet, in the case of bounded polyhedra the complexity remains open. Equiva lently, the complexity of generating vertices and extreme rays of polyhedra remains open.     

Note on Halin's theorem on minimally connected graphs

In this note it is shown that any finite directed graph of strong connectivity n contains either a vertex with indegree n, a vertex with outdegree n, or an edge whose removal does not decrease the connectivity. This is a directed graph counterpart of Halin's theorem on undirected graphs. It is pointed out that only a few preparations and modifications are necessary to make his proof valid for directed graphs.     

Covering partially directed graphs with directed paths

We consider graphs which contain both directed and undirected edges (partially directed graphs). We show that the problem of covering the edges of such graphs with a minimum number of edge-disjoint directed paths respecting the orientations of the directed edges is polynomially solvable. We exhibit a good characterization for this problem in the form of a min-max theorem. We introduce a more general problem including weights on possible orientations of the undirected edges. We show that this more general weighted formulation is equivalent to the weighted bipartite b-factor problem. This implies the existence of a strongly polynomial algorithm for this weighted generalization of Euler's problem to partially directed graphs (compare this with the negative results for the mixed Chinese postman problem). We also provide a compact linear programming formulation for the weighted generalization that we propose.     

Variable neighbourhood search for the minimum labelling Steiner tree problem

We present a study on heuristic solution approaches to the minimum labelling Steiner tree problem, an NP-hard graph problem related to the minimum labelling spanning tree problem. Given an undirected labelled connected graph, the aim is to find a spanning tree covering a given subset of nodes of the graph, whose edges have the smallest number of distinct labels. Such a model may be used to represent many real world problems in telecommunications and multimodal transportation networks. Several metaheuristics are proposed and evaluated. The approaches are compared to the widely adopted Pilot Method and it is shown that the Variable Neighbourhood Search that we propose is the most effective metaheuristic for the problem, obtaining high quality solutions in short computational running times.     

Branch-and-cut approaches for chance-constrained formulations of reliable network design problems

We study solution approaches for the design of reliably connected networks. Specifically, given a network with arcs that may fail at random, the goal is to select a minimum cost subset of arcs such the probability that a connectivity requirement is satisfied is at least $1 - \epsilon $ , where $\epsilon $ is a risk tolerance. We consider two types of connectivity requirements. We first study the problem of requiring an $s$ - $t$ path to exist with high probability in a directed graph. Then we consider undirected graphs, where we require the graph to be fully connected with high probability. We model each problem as a stochastic integer program with a joint chance constraint, and present two formulations that can be solved by a branch-and-cut algorithm. The first formulation uses binary variables to represent whether or not the connectivity requirement is satisfied in each scenario of arc failures and is based on inequalities derived from graph cuts in individual scenarios. We derive additional valid inequalities for this formulation and study their facet-inducing properties. The second formulation is based on probabilistic graph cuts, an extension of graph cuts to graphs with random arc failures. Inequalities corresponding to probabilistic graph cuts are sufficient to define the set of feasible solutions and violated inequalities in this class can be found efficiently at integer solutions, allowing this formulation to be solved by a branch-and-cut algorithm. Computational results demonstrate that the approaches can effectively solve instances on large graphs with many failure scenarios. In addition, we demonstrate that, by varying the risk tolerance, our model yields a rich set of solutions on the efficient frontier of cost and reliability.