Dynamic Network Flow with Uncertain Arc Capacities: Decomposition Algorithm and Computational Results

In a multiperiod dynamic network flow problem, we model uncertain arc capacities using scenario aggregation. This model is so large that it may be difficult to obtain optimal integer or even continuous solutions. We develop a Lagrangian decomposition method based on the structure recently introduced in G.D. Glockner and G.L. Nemhauser, Operations Research, vol. 48, pp. 233–242, 2000. Our algorithm produces a near-optimal primal integral solution and an optimum solution to the Lagrangian dual. The dual is initialized using marginal values from a primal heuristic. Then, primal and dual solutions are improved in alternation. The algorithm greatly reduces computation time and memory use for real-world instances derived from an air traffic control model.     

Single-commodity robust network design problem: Complexity,instances and heuristic solutions

We study a single-commodity Robust Network Design problem (RND) in which an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. In each scenario, a subset of the nodes is exchanging flow. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. Previously conducted computational investigations on the problem motivated the study of the complexity of some special cases and we present complexity results on them, including hypercubes. In turn, these results lead to the definition of new instances (random graphs with {−1, 0, 1} balances) that are computationally hard for the natural flow formulation. These instances are then solved by means of a new heuristic algorithm for RND, which consists of three phases. In the first phase the graph representing the network is reduced by heuristically deleting a subset of the arcs, and a feasible solution is built. The second phase consists of a neighborhood search on the reduced graph based on a Mixed-Integer (Linear) Programming (MIP) flow model. Finally, the third phase applies a proximity search approach to further improve the solution, taking into account the original graph. The heuristic is tested on the new instances, and the comparison with the solutions obtained by Cplex on a natural flow formulation shows the effectiveness of the proposed method.     

Optimization of transmission network for homogeneous good market

We examine a model of a perfect competitive homogeneous good market with a network structure. Such a structure is typically important for energy resources: natural gas, oil and electricity. Local markets are connected by transmission lines with limited capacities and given cost functions for capacity increments. We consider the total welfare optimization problem and provide a method that determines optimal investments in the transmission system expansion for some types of the networks. In particular, we study the case where the market is divided into two submarkets with binding transmission line flow constraints between the submarkets. We obtain efficient algorithms for determination of the transmission systems optimal expansion. We conclude with the impact of the results and the outlook to future studies.     

Transient flow in natural gas pipeline – The effect of pipeline thermal model

One-dimensional, nonisothermal gas flow model was solved to simulate the slow and fast fluid transients, such as those typically found in high-pressure gas transmission pipelines. The results of the simulation were used to understand the effect of different pipeline thermal models on the flow rate, pressure and temperature in the pipeline. It was found that simplified flow model with steady-state heat transfer term overestimates the amplitude of the temperature fluctuations in the pipeline. This result indicated that unsteady heat transfer model with the effect of heat accumulation in the surroundings of the pipeline should be used to calculate the gas parameters at locations of interest within high-pressure gas transmission pipelines.     

Network synthesis under survivability constraints

Telecommunication networks are subject to link and equipment failures. Since failures cannot be entirely avoided, networks have to be designed so as to survive failure situations. In this paper, we are interested in designing low cost survivable networks. Given point-to-point traffic demands and a cost/capacity function for each link, we aim at finding the minimum cost capacities satisfying the given demands and survivability requirements. A survivability model that reroutes interrupted traffic using all the available capacities on the network is presented and studied. In the proposed model, capacity and flow assignments for each network operating state are jointly optimized. We prove the -hardness of the optimisation problem defined by dual constraints. Then, we propose a polynomial relaxation along with a fast heuristic to compute a feasible solution of the problem from its relaxed optimal solution. Our solution approaches are tested on a set of problem instances.Received: September 2002, Revised: July 2003, AMS classification: 90C05     

Solving a capacitated hub location problem

In this paper we address a problem consisting of determining the routes and the hubs to be used in order to send, at minimum cost, a set of commodities from sources to destinations in a given capacitated network. The capacities and costs of the arcs and hubs are given, and the arcs connecting the hubs are not assumed to create a complete graph. We present a mixed integer linear programming formulation and describe two branch-and-cut algorithms based on decomposition techniques. We evaluate and compare these algorithms on instances with up to 25 commodities and 10 potential hubs. One of the contributions of this paper is to show that a Double Benders’ Decomposition approach outperforms the standard Benders’ Decomposition, which has been widely used in recent articles on similar problems. For larger instances we propose a heuristic approach based on a linear programming relaxation of the mixed integer model. The heuristic turns out to be very effective and the results of our computational experiments show that near-optimal solutions can be derived rapidly.     

A column generation based heuristic for sensor placement,activity scheduling and data routing in wireless sensor networks

A wireless sensor network is a network consisting of distributed autonomous electronic devices called sensors. In this work, we develop a mixed-integer linear programming model to maximize the network lifetime by optimally determining locations of sensors and sinks, sensor-to-sink data flows, and activity schedules of the deployed sensors subject to coverage, flow conservation, energy consumption and budget constraints. Since solving this model is difficult except for very small instances, we propose a heuristic method which works on a reformulation of the problem. In the first phase of this heuristic, the linear programming relaxation of the reformulation is solved by column generation. The second phase consists of constructing a feasible solution for the original problem using the columns obtained in the first phase. Computational experiments conducted on a set of test instances indicate that both the accuracy and the efficiency of the proposed heuristic is quite promising.     

Optimal placement,scheduling, and routing to maximize lifetime in sensor networks

A wireless sensor network is a network consisting of distributed autonomouselectronic devices called sensors. Sensors have limited energy and capabilityfor sensing, data processing, and communicating, but they can collectivelybehave to provide an effective network that monitors an area and transmitinformation to gateway nodes or sinks, either directly or through other sensornodes. In most applications the network must operate for long periods of time,so the available energy resources of the sensors must be managed efficiently. Inthis paper, we first develop a mixed integer linear programming model tomaximize network lifetime by optimally determining locations of sensors andsinks, activity schedules of deployed sensors, and data flow routes from sensorsto sinks over a finite planning horizon subject to coverage, flow conservation,energy consumption, and budget constraints. Unfortunately, it is difficult tosolve this model exactly even for small instances. Therefore, we propose twoapproximate solution methods: a Lagrangean heuristic and a two-stage heuristicin which sensors are deployed and an activity schedule is found in the firststage, whereas sinks are located and sensor-to-sink data flow routes aredetermined in the second stage. Computational experiments performed on varioustest instances indicate that the Lagrangean heuristic is both efficient andaccurate and also outperforms the two-stage heuristic.     

Exact and heuristic solutions of the global supply chain problem with transfer pricing

We examine the example of a multinational corporation that attempts to maximize its global after tax profits by determining the flow of goods, the transfer prices, and the transportation cost allocation between each of its subsidiaries. Vidal and Goetschalckx [Vidal, C.J., Goetschalckx, M., 2001. A global supply chain model with transfer pricing and transportation cost allocation. European Journal of Operational Research 129 (1), 134–158] proposed a bilinear model of this problem and solved it by an Alternate heuristic. We propose a reformulation of this model reducing the number of bilinear terms and accelerating considerably the exact solution. We also present three other solution methods: an implementation of Variable Neighborhood Search (VNS) designed for any bilinear model, an implementation of VNS specifically designed for the problem considered here and an exact method based on a branch and cut algorithm. The solution methods are tested on artificial instances. These results show that our implementation of VNS outperforms the two other heuristics. The exact method found the optimal solution of all small instances and of 26% of medium instances.     

A capacity scaling heuristic for the multicommodity capacitated network design problem

In this paper, we propose a capacity scaling heuristic using a column generation and row generation technique to address the multicommodity capacitated network design problem. The capacity scaling heuristic is an approximate iterative solution method for capacitated network problems based on changing arc capacities, which depend on flow volumes on the arcs. By combining a column and row generation technique and a strong formulation including forcing constraints, this heuristic derives high quality results, and computational effort can be reduced considerably. The capacity scaling heuristic offers one of the best current results among approximate solution algorithms designed to address the multicommodity capacitated network design problem.     

A local search heuristic for the Multi-Commodity k-splittable Maximum Flow Problem

The Multi-Commodity $k$ -splittable Maximum Flow Problem consists of maximizing the amount of flow routed through a network such that each commodity uses at most $k$ paths and such that edge capacities are satisfied. The problem is $\mathcal NP $ -hard and has application in a.o. telecommunications. In this paper, a local search heuristic for solving the problem is proposed. The heuristic is an iterative shortest path procedure on a reduced graph combined with a local search procedure to modify certain path flows and prioritize the different commodities. The heuristic is tested on benchmark instances from the literature and solves 83 % of the instances to optimality. For the remaining instances, the heuristic finds good solution values which on average are 1.04 % from the optimal. The heuristic solves all instances in less than a second. Compared to other heuristics, the proposed heuristic again shows superior performance with respect to solution quality.     

Survivable network design with shared-protection routing

In this paper we study the problem of designing a survivable telecommunication network with shared-protection routing. We develop a heuristic algorithm to solve this problem. Recent results in the area of global re-routing have been used to obtain very tight lower bounds for the problem. Our results indicate that in a majority of problem instances, the average gap between the heuristic solutions and the lower bounds is within 5%. Computational experience is reported on randomly generated problem instances with up to 35 nodes, 80 edges and 595 demand pairs and also on the instances available in SNDlib database.     

Mapping the global structure of TSP fitness landscapes

The global structure of combinatorial landscapes is not fully understood, yet it is known to impact the performance of heuristic search methods. We use a so-called local optima network model to characterise and visualise the global structure of travelling salesperson fitness landscapes of different classes, including random and structured real-world instances of realistic size. Our study brings rigour to the characterisation of so-called funnels, and proposes an intensive and effective sampling procedure for extracting the networks. We propose enhanced visualisation techniques, including 3D plots and the incorporation of colour, sizes and widths, to reflect relevant aspects of the search process. This brings an almost tangible new perspective to the landscape and funnel metaphors. Our results reveal a much richer global structure than the suggestion of a ‘big-valley’ structure. Most landscapes of the tested instances have multiple valleys or funnels; and the number, disposition and interaction of these funnels seem to relate to search difficulty on the studied landscapes. We also find that the structured TSP instances feature high levels of neutrality, an observation not previously reported in the literature. We then propose ways of analysing and visualising these neutral landscapes.     

Design and dimensioning of hydrogen transmission pipeline networks

This work considers the problem of the optimal design of an hydrogen transmission network. This design problem includes the topology determination and the pipelines dimensioning problem. We define a local search method that simultaneously looks for the least cost topology of the network and for the optimal diameter of each pipe. These two problems were generally solved separately these last years. The application to the case of development of future hydrogen pipeline networks in France has been conducted at the local, regional and national levels. We compare the proposed approach with another using Tabu search heuristic.     

A heuristic for blocking flow algorithms

This note presents a simple heuristic to speed up algorithms for the maximum flow problem that works by repeatedly finding blocking flows in layered (acyclic) networks. The heuristic assigns a capacity to each vertex of the layered network, which will be an upper bound on the amount of flow that can be transported through that vertex to the sink. This information can be utilized when constructing a blocking flow, since no vertex can ever accommodate more flow than its capacity. The static heuristic computes capacities in a layered network once, while a dynamic variant readjusts capacities during construction of the blocking flow.The effects of both static and dynamic heuristics are evaluated by a series of experiments with the wave algorithm of Tarjan. Although neither give theoretical improvement to the efficiency of the algorithm, the practical effects are in most cases worthwhile, and for certain types of networks quite dramatic.     

Heuristics for Multi-Stage Interdiction of Stochastic Networks

We describe and compare heuristic solution methods for a multi-stage stochastic network interdiction problem. The problem is to maximize the probability of sufficient disruption of the flow of information or goods in a network whose characteristics are not certain. In this formulation, interdiction subject to a budget constraint is followed by operation of the network, which is then followed by a second interdiction subject to a second budget constraint. Computational results demonstrate and compare the effectiveness of heuristic algorithms. This problem is interesting in that computing an objective function value requires tremendous effort. We exhibit classes of instances in our computational experiments where local search based on a transformation neighborhood is dominated by a constructive neighborhood.     

Transient modeling of non-isothermal, dispersed two-phase flow in natural gas pipelines

Unsteady-state or transient two-phase flow, caused by any change in rates, pressures or temperature at any location in a two-phase flow line, may last from a few seconds to several hours. In general, these changes are an order of magnitude longer than the transient encountered during single-phase flow. The primary reason for this phenomenon is that the velocity of wave propagation in a two-phase mixture is significantly slower. Interfacial transfer of mass, momentum and energy further complicate the problem. It is primarily due to the numerical difficulties anticipated in accurately modeling transient two-phase flow that the state of the art in this important area is restricted to a handful of studies with direct applicability to petroleum and gas engineering. A limited amount of information on the subject of two-phase transport phenomena is available in the petroleum engineering literature. Most of the publications for two-phase flow of gas assume that temperature is constant over the entire length of the pipeline.This study is the first effort to simulate the non-isothermal, one-dimensional, transient homogenous two-phase flow gas pipeline system using two-fluid conservation equations. The modified Peng–Robinson equation of state is used to calculate the vapor–liquid equilibrium in multi-component natural gas to find the vapor and liquid compressibility factors. Mass transfer between the gas and the liquid phases is treated rigorously through flash calculation, making the algorithm capable of handling retrograde condensation. The liquid droplets are assumed to be spheres of uniform size, evenly dispersed throughout the gas phase.The method of solution is the fully implicit finite difference method. This method is stable for gas pipeline simulations when using a large time step and therefore minimizes the computation time. The algorithm used to solve the non-linear finite difference thermo-fluid equations for two-phase flow through a pipe is based on the Newton–Raphson method.The results show that the liquid condensate holdup is a strong function of temperature, pressure, mass flow rate, and mixture composition. Also, the fully implicit method has advantages, such as the guaranteed stability for large time step, which is very useful for simulating long-term transients in natural gas pipeline systems.     

Capacity and flow assignment of data networks by generalized Benders decomposition

A mixed-integer non-linear model is proposed to optimize jointly the assignment of capacities and flows (the CFA problem) in a communication network. Discrete capacities are considered and the cost function combines the installation cost with a measure of the Quality of Service (QoS) of the resulting network for a given traffic. Generalized Benders decomposition induces convex subproblems which are multicommodity flow problems on different topologies with fixed capacities. These are solved by an efficient proximal decomposition method. Numerical tests on small to medium-size networks show the ability of the decomposition approach to obtain global optimal solutions of the CFA problem.     

A combined facility location and network design problem with multi-type of capacitated links

This article presents a mixed-integer model to optimize the location of facilities and the underlying transportation network at the same time to minimize the total transportation and operating costs. In this problem, it is assumed that for connecting two nodes, there are several types of links in which their capacity, transportation and construction costs are different. The developed model has various applications in telecommunication, emergency, regional planning, pipeline network, energy management, distribution, to just name a few. To solve the model effectively, this paper also proposes a fix-and-optimize heuristic based on the evolutionary fire-fly algorithm. Finally, to validate the model and evaluate the algorithm’s performance, a series of test instances with up to 100 nodes and 600 candidate links with three different levels of quality are reported.     

A genetic algorithm for a single product network design model with lead time and safety stock considerations

We consider a two-stage supply chain with a production facility that replenishes a single product at retailers. The objective is to locate distribution centers in the network such that the sum of facility location, pipeline inventory, and safety stock costs is minimized. We explicitly model the relationship between the flows in the network, lead times, and safety stock levels. We use genetic algorithms to solve the model and compare their performance to that of a Lagrangian heuristic developed in earlier work. A novel chromosome representation that combines binary vectors with random keys provides solutions of similar quality to those from the Lagrangian heuristic. The model is then extended to incorporate arbitrary demand variance at the retailers. This modification destroys the structure upon which the Lagrangian heuristic is based, but is easily incorporated into the genetic algorithm. The genetic algorithm yields significantly better solutions than a greedy heuristic for this modification and has reasonable computational requirements.