Top percentile network pricing and the economics of multi-homing

Top-Percentile pricing is a relatively new and increasingly popular pricing policy used by network providers to charge service providers. In contrast to fixed cost pricing and to pure per-usage pricing, top-percentile pricing has not been studied. Thus the efficient design and operation of networks under top-percentile pricing is not well understood yet. This work studies top-percentile pricing and provides an analysis of the expected costs it inflicts on a service provider. In particular we use our analysis framework to investigate the popular multi-homing architecture in which an Internet Service Provider (ISP) connects to the Internet via multiplicity of network providers. An ISP that uses multi-homing is subject to extra charges due to the use of multiple networks. Important questions that are faced by such an ISP are what is an efficient routing strategy (as to reduce costs) and how large the costs are. We provide a general formulation of this problem as well as its probabilistic analysis, and derive the expected cost faced by the ISP. We numerically examine several typical scenarios and demonstrate that despite the fact that this pricing aims at the peak traffic of the ISP (similarly to fixed cost), the expected bandwidth cost of multi-homing is not much higher than that of single-homing. Part of the results of this work was reported in Levy, Levy, and Kahana (2003). The work was done while J.Levy and Y. Kahana were with Comgates Ltd. and H. Levy was partially with Comgates Ltd.     

Static and dynamic routing under disjoint dominant extreme demands

This paper considers a special case of the robust network design problem where the dominant extreme points of the demand polyhedron have a disjoint support. In this case static and dynamic routing lead to the same optimal solution, both for the splittable and the unsplittable case. As a consequence, the robust network design problem with (splittable) dynamic routing is polynomially solvable, whereas it is co-NP-hard in the general case. This result applies to particular instances of the single-source Hose model.     

不确定性自私路由模型的理论和应用

为了更加准确地描述现实生活中的交通情况,以经典的自私路由模型为基础,在边的费用函数上引入不确定性,从而定义了具有不确定性的自私路由模型.对于不确定性自私路由模型,采用三种费用衡量标准,风险厌恶型（保守型）、风险折衷型（理智型）、风险偏好型（乐观型）,分别对应着不同人群在现实中的选择.进而定义了在不同衡量标准下所形成的稳定策略,即纳什均衡策略,并且证明了在任何一种衡量标准下,纳什均衡策略总是存在并且本质是唯一的.接着对三种费用衡量标准下的纳什均衡费用进行了比较,发现了一种反直观的现象：风险厌恶型（保守型）衡量标准下的纳什均衡费用可能严格低于风险偏好型（乐观型）衡量标准下的纳什均衡费用,即有可能会出现高风险低回报,低风险高回报的情况,这与经济学中高风险高回报,低风险低回报的原则是相违背的.以此为基础,进而提出了一种自私路由风险性悖论,并证明了这种自私路由风险回报悖论本质上是传统布雷斯悖论的推广.最后,刻画出了不会发生自私路由风险回报悖论的网络结构,证明了一个单对始终点网络不会发生自私路由风险回报悖论当且仅当它是序列-平行网络.     

A branch-and-price approach for the partition coloring problem

This work proposes a new integer programming model for the partition coloring problem and a branch-and-price algorithm to solve it. Experiments are reported for random graphs and instances originating from routing and wavelength assignment problems arising in telecommunication network design. We show that our method largely outperforms previously existing approaches.     

Topological Design of Survivable Mesh-Based Transport Networks

The advent of Sonet and DWDM mesh-restorable networks which contain explicit reservations of spare capacity for restoration presents a new problem in topological network design. On the one hand, the routing of working flows wants a sparse tree-like graph for minimization of the classic fixed charge plus routing (FCR) costs. On the other hand, restorability requires a closed (bi-connected) and preferably high-degree topology for efficient sharing of spare capacity allocations (SCA) for restoration over non-simultaneous failure scenarios. These diametrically opposed considerations underlie the determination of an optimum physical facilities graph for a broadband network provider. Standalone instances of each constituent problem are NP-hard. The full problem of simultaneously optimizing mesh-restorable topology, routing, and sparing is therefore very difficult computationally. Following a comprehensive survey of prior work on topological design problems, we provide a {1–0} MIP formulation for the complete mesh-restorable design problem and also propose a novel three-stage heuristic. The heuristic is based on the hypothesis that the union set of edges obtained from separate FCR and SCA sub-problems constitutes an effective topology space within which to solve a restricted instance of the full problem. Where fully optimal reference solutions are obtainable the heuristic shows less than 8% gaps but runs in minutes as opposed to days. In other test cases the reference problem cannot be solved to optimality and we can only report that heuristic results obtained in minutes are not improved upon by CPLEX running the full problem for 6 to 18 hours. The computational behavior we observe gives insight for further work based on an appreciation of the problem as embodying unexpectedly difficult feasibility apects, as well as optimality aspects.     

Hybrid Metaheuristics for the Vehicle Routing Problem with Stochastic Demands

This article analyzes the performance of metaheuristics on the vehicle routing problem with stochastic demands (VRPSD). The problem is known to have a computationally demanding objective function, which could turn to be infeasible when large instances are considered. Fast approximations of the objective function are therefore appealing because they would allow for an extended exploration of the search space. We explore the hybridization of the metaheuristic by means of two objective functions which are surrogate measures of the exact solution quality. Particularly helpful for some metaheuristics is the objective function derived from the traveling salesman problem (TSP), a closely related problem. In the light of this observation, we analyze possible extensions of the metaheuristics which take the hybridized solution approach VRPSD-TSP even further and report about experimental results on different types of instances. We show that, for the instances tested, two hybridized versions of iterated local search and evolutionary algorithm attain better solutions than state-of-the-art algorithms.     

Optimal multicast route packing

This paper considers the hop-constrained multicast route packing problem with a bandwidth reservation to build QoS-guaranteed multicast routing trees with a minimum installation cost. Given a set of multicast sessions, each of which has a hop limit constraint and a bandwidth requirement, the problem is to determine the set of multicast routing trees in an arc-capacitated network with the objective of minimizing the cost. For the problem, we propose a branch-and-cut-and-price algorithm, which can be viewed as a branch-and-bound method incorporating both the strong cutting plane algorithm and the column generation method. We implemented and tested the proposed algorithm on randomly generated problem instances with sizes up to 30 nodes, 570 arcs, and 10 multicast sessions. The test results show that the algorithm can obtain the optimal solution to practically sized problem instances within a reasonable time limit in most cases.     

On the Hardness of Equal Shortest Path Routing

In telecommunication networks packets are carried from a source s to a destination t on a path that is determined by the underlying routing protocol. Most routing protocols belong to the class of shortest path routing protocols. In such protocols, the network operator assigns a length to each link. A packet going from s to t follows a shortest path according to these lengths. For better protection and efficiency, one wishes to use multiple (shortest) paths between two nodes. Therefore the routing protocol must determine how the traffic from s to t is distributed among the shortest paths. In the protocol called OSPF-ECMP (for Open Shortest Path First-Equal Cost Multiple Path) the traffic incoming at every node is uniformly balanced on all outgoing links that are on shortest paths. In that context, the operator task is to determine the “best” link lengths, toward a goal such as maximizing the network throughput for given link capacities.In this work, we show that the problem of maximizing even a single commodity flow for the OSPF-ECMP protocol cannot be approximated within any constant factor ratio. Besides this main theorem, we derive some positive results which include polynomial-time approximations and an exponential-time exact algorithm. We also prove that despite their weakness, our approximation and exact algorithms are, in a sense, the best possible.     

Strong approximations for Markovian service networks

Inspired by service systems such as telephone call centers, we develop limit theorems for a large class of stochastic service network models. They are a special family of nonstationary Markov processes where parameters like arrival and service rates, routing topologies for the network, and the number of servers at a given node are all functions of time as well as the current state of the system. Included in our modeling framework are networks of M _t /M _t /n _t queues with abandonment and retrials. The asymptotic limiting regime that we explore for these networks has a natural interpretation of scaling up the number of servers in response to a similar scaling up of the arrival rate for the customers. The individual service rates, however, are not scaled. We employ the theory of strong approximations to obtain functional strong laws of large numbers and functional central limit theorems for these networks. This gives us a tractable set of network fluid and diffusion approximations. A common theme for service network models with features like many servers, priorities, or abandonment is “non-smooth” state dependence that has not been covered systematically by previous work. We prove our central limit theorems in the presence of this non-smoothness by using a new notion of derivative. This revised version was published online in June 2006 with corrections to the Cover Date.     

Generalization of Pawlak’s rough approximation spaces by using δβ-open sets

The original rough set model was developed by Pawlak, which is mainly concerned with the approximation of objects using an equivalence relation on the universe of his approximation space. This paper extends Pawlak’s rough set theory to a topological model where the set approximations are defined using the topological notion δβ-open sets. A number of important results using the topological notion δβ-open set are obtained. We also, proved that some of the properties of Pawlak’s rough set model are special instances of those of topological generalizations. Moreover, several important measures, related to the new model, such as accuracy measure and quality of approximation are presented.     

Coding and control for communication networks

The purpose of this paper is to survey techniques for constructing effective policies for controlling complex networks, and to extend these techniques to capture special features of wireless communication networks under different networking scenarios. Among the key questions addressed are:

1. The relationship between static network equilibria, and dynamic network control.
2. The effect of coding on control and delay through rate regions.
3. Routing, scheduling, and admission control.

Through several examples, ranging from multiple-access systems to network coded multicast, we demonstrate that the rate region for a coded communication network may be approximated by a simple polyhedral subset of a Euclidean space. The polyhedral structure of the rate region, determined by the coding, enables a powerful workload relaxation method that is used for addressing complexity—the relaxation technique provides approximations of a highly complex network by a far simpler one. These approximations are the basis of a specific formulation of an h-MaxWeight policy for network routing. Simulations show a 50% improvement in average delay performance as compared to methods used in current practice.     

Robust delay-constrained routing in telecommunications

In telecommunications, operators usually use market surveys and statistical models to estimate traffic evolution in networks or to approximate queuing delay functions in routing strategies. Many research activities concentrated on handling traffic uncertainty in network design. Measurements on real world networks have shown significant errors in delay approximations, leading to weak management decisions in network planning. In this work, we introduce elements of robust optimization theory for delay modeling in routing problems. Different types of data uncertainty are considered and linked to corresponding robust models. We study a special case of constraints featuring separable additive functions. Specifically, we consider that each term of the sum is disturbed by a random parameter. These constraints are frequent in network based problems, where functions reflecting real world measurements on links are summed up over end-to-end paths. While classical robust formulations have to deal with the introduction of new variables, we show that, under specific hypotheses, the deterministic robust counterpart can be formulated in the space of original variables. This offers the possibility of constructing tractable robust models. Starting from Soyster’s conservative model, we write and compare different uncertainty sets and formulations offering each a different protection level for the delay constrained routing problem. Computational experiments are developed in order to evaluate the “price of robustness” and to assess the quality of the new formulations.     

Impact of source load and routing on QoS of packets delivery

We study how the number of packets in transit (NPT), that is an aggregate measure of a network quality of service (QoS) performance, is affected by routing algorithm coupled with volume of incoming traffic. We use our simulation model that is an abstraction of the Network Layer of the OSI Reference Model. We consider a static routing and two different types of dynamic routings and different volumes of incoming traffic in the network free flow state. Our study shows that the efficiency of performance of a routing changes with the volume of incoming traffic among the considered routings.     

Efficient elementary and restricted non-elementary route pricing

Column generation is involved in the current most efficient approaches to routing problems. Set partitioning formulations model routing problems by considering all possible routes and selecting a subset that visits all customers. These formulations often produce tight lower bounds and require column generation for their pricing step. The bounds in the resulting branch-and-price are tighter when elementary routes are considered, but this approach leads to a more difficult pricing problem. Balancing the pricing with route relaxations has become crucial for the efficiency of the branch-and-price for routing problems. Recently, the ng-routes relaxation was proposed as a compromise between elementary and non-elementary routes. The ng-routes are non-elementary routes with the restriction that when following a customer, the route is not allowed to visit another customer that was visited before if they belong to a dynamically computed set. The larger the size of these sets, the closer the ng-route is to an elementary route. This work presents an efficient pricing algorithm for ng-routes and extends this algorithm for elementary routes. Therefore, we address the Shortest Path Problem with Resource Constraint (SPPRC) and the Elementary Shortest Path Problem with Resource Constraint (ESPPRC). The proposed algorithm combines the Decremental State-Space Relaxation technique (DSSR) with completion bounds. We apply this algorithm for the Generalized Vehicle Routing Problem (GVRP) and for the Capacitated Vehicle Routing Problem (CVRP), demonstrating that it is able to price elementary routes for instances up to 200 customers, a result that doubles the size of the ESPPRC instances solved to date.     

The dynamic random subgraph model for the clustering of evolving networks

In recent years, many clustering methods have been proposed to extract information from networks. The principle is to look for groups of vertices with homogenous connection profiles. Most of these techniques are suitable for static networks, that is to say, not taking into account the temporal dimension. This work is motivated by the need of analyzing evolving networks where a decomposition of the networks into subgraphs is given. Therefore, in this paper, we consider the random subgraph model (RSM) which was proposed recently to model networks through latent clusters built within known partitions. Using a state space model to characterize the cluster proportions, RSM is then extended in order to deal with dynamic networks. We call the latter the dynamic random subgraph model (dRSM). A variational expectation maximization (VEM) algorithm is proposed to perform inference. We show that the variational approximations lead to an update step which involves a new state space model from which the parameters along with the hidden states can be estimated using the standard Kalman filter and Rauch–Tung–Striebel smoother. Simulated data sets are considered to assess the proposed methodology. Finally, dRSM along with the corresponding VEM algorithm are applied to an original maritime network built from printed Lloyd’s voyage records.     

A cut-and-solve based algorithm for the single-source capacitated facility location problem

In this paper, we present a cut-and-solve (CS) based exact algorithm for the Single Source Capacitated Facility Location Problem (SSCFLP). At each level of CS’s branching tree, it has only two nodes, corresponding to the Sparse Problem (SP) and the Dense Problem (DP), respectively. The SP, whose solution space is relatively small with the values of some variables fixed to zero, is solved to optimality by using a commercial MIP solver and its solution if it exists provides an upper bound to the SSCFLP. Meanwhile, the resolution of the LP of DP provides a lower bound for the SSCFLP. A cutting plane method which combines the lifted cover inequalities and Fenchel cutting planes to separate the 0–1 knapsack polytopes is applied to strengthen the lower bound of SSCFLP and that of DP. These lower bounds are further tightened with a partial integrality strategy. Numerical tests on benchmark instances demonstrate the effectiveness of the proposed cutting plane algorithm and the partial integrality strategy in reducing integrality gap and the effectiveness of the CS approach in searching an optimal solution in a reasonable time. Computational results on large sized instances are also presented.     

Polyhedral approximation in mixed-integer convex optimization

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we intend to provide a broadly accessible introduction to our recent work in developing algorithms and software for this problem class. Our approach is based on constructing polyhedral outer approximations of the convex constraints, resulting in a global solution by solving a finite number of mixed-integer linear and continuous convex subproblems. The key advance we present is to strengthen the polyhedral approximations by constructing them in a higher-dimensional space. In order to automate this extended formulation we rely on the algebraic modeling technique of disciplined convex programming (DCP), and for generality and ease of implementation we use conic representations of the convex constraints. Although our framework requires a manual translation of existing models into DCP form, after performing this transformation on the MINLPLIB2 benchmark library we were able to solve a number of unsolved instances and on many other instances achieve superior performance compared with state-of-the-art solvers like Bonmin, SCIP, and Artelys Knitro.     

Brownian models of multiclass queueing networks: Current status and open problems

This paper is concerned with Brownian system models that arise as heavy traffic approximations for open queueing networks. The focus is on model formulation, and more specifically, on the formulation of Brownian models for networks with complex routing. We survey the current state of knowledge in this dynamic area of research, including important open problems. Brownian approximations culminate in estimates of complete distributions; we present numerical examples for which complete sojourn time distributions are estimated, and those estimates are compared against simulation.     

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.     

Designing routes for WEEE collection: the vehicle routing problem with split loads and date windows

This paper presents an integer programming model and describes a GRASP based algorithm to solve a vehicle routing and scheduling problem for the collection of Waste of Electric and Electronic Equipment (WEEE). The difficulty of this problem arises from the fact that it is characterized by four variants of the vehicle routing problem that have been studied independently in the literature, but not together. The experimental analysis on a large set of randomly-generated instances shows the good performance of the proposed algorithm. Moreover, computational results using real data show that the method outperforms real existing approaches to reverse logistics.