The flow circulation sharing problem

The flow circulation sharing problem is defined as a network flow circulation problem with a maximin objective function. The arcs in the network are partitioned into regular arcs and tradeoff arcs where each tradeoff arc has a non-decreasing tradeoff function associated with it. All arcs have lower and upper bounds on their flow while the value of the smallest tradeoff function is maximized. The model is useful in equitable resource allocation problems over time which is illustrated in a coal strike example and a submarine assignment example. Some properties including optimality conditions are developed. Each cut in the network defines a knapsack sharing problem which leads to an optimality condition similar to the max flow/min cut theorem. An efficient algorithm for both the continuous and integer versions of the flow circulation sharing problem is developed and computational experience given. In addition, efficient algorithms are developed for problems where some of the arcs have infinite flow upper bounds.     

Network simplex algorithm for the general equal flow problem

In this paper the general equal flow problem is considered. This is a minimum cost network flow problem with additional side constraints requiring the flow of arcs in some given sets of arcs to take on the same value. This model can be applied to approach water resource system management problems or multiperiod logistic problems in general involving policy restrictions which require some arcs to carry the same amount of flow through the given study period. Although the bases of the general equal flow problem are no longer spanning trees, it is possible to recognize a similar structure that allows us to take advantage of the practical computational capabilities of network models. After characterizing the bases of the problem as good (r+1)-forests, a simplex primal algorithm is developed that exploits the network structure of the problem and requires only slight modifications of the well-known network simplex algorithm.     

New formulation and relaxation to solve a concave-cost network flow problem

In this paper we study a minimum cost, multicommodity network flow problem in which the total cost is piecewise linear, concave of the total flow along the arcs. Specifically, the problem can be defined as follows. Given a directed network, a set of pairs of communicating nodes and a set of available capacity ranges and their corresponding variable and fixed cost components for each arc, the problem is to select for each arc a range and identify a path for each commodity between its source and destination nodes so as to minimize the total costs. We also extend the problem to the case of piecewise nonlinear, concave cost function. New mathematical programming formulations of the problems are presented. Efficient solution procedures based on Lagrangean relaxations of the problems are developed. Extensive computational results across a variety of networks are reported. These results indicate that the solution procedures are effective for a wide range of traffic loads and different cost structures. They also show that this work represents an improvement over previous work made by other authors. This improvement is the result of the introduction of the new formulations of the problems and their relaxations.     

The hub location and network design problem with fixed and variable arc costs: formulation and dual-based solution heuristic

Many air, less-than-truck load and intermodal transportation and telecommunication networks incorporate hubs in an effort to reduce total cost. These hubs function as make bulk/break bulk or consolidation/deconsolidation centres. In this paper, a new hub location and network design formulation is presented that considers the fixed costs of establishing the hubs and the arcs in the network, and the variable costs associated with the demands on the arcs. The problem is formulated as a mixed integer programming problem embedding a multi-commodity flow model. The formulation can be transformed into some previously modelled hub network design problems. We develop a dual-based heuristic that exploits the multi-commodity flow problem structure embedded in the formulation. The test results indicate that the heuristic is an effective way to solve this computationally complex problem.     

A network solution to a general vehicle scheduling problem

Dantzig and Fulkerson and later Bellmore et al. have shown that certain vehicle (tanker) scheduling problems can be formulated as minimum cost flow problems on a network. In this paper, the results of Dantzig and Fulkerson are extended to the case where more than one type of vehicle can be used in the determination of an optimal fleet. (In tanker scheduling terminology; how many small, medium and large tankers would form an optical fleet.) It is seen how the problem can be formulated as a modified transportation problem where flow in some arcs is conditioned to there being flow on certain other arcs. These “conditional” transportation problems were solved directly as linear programs and showed the peculiarity of terminating all integer in spite of having a constraint matrix, which does not satisfy the well known sufficient conditions for urimodularity. We discuss the implementation of the model and its empirical results.     

An implementation of linear and nonlinear multicommodity network flows

This work presents a new code for solving the multicommodity network flow problem with a linear or nonlinear objective function considering additional linear side constraints that link arcs of the same or different commodities. For the multicommodity network flow problem through primal partitioning the code implements a specialization of Murtagh and Saunders' strategy of dividing the set of variables into basic, nonbasic and superbasic. Several tests are reported, using random problems obtained from different network generators and real problems arising from the fields of long and short-term hydrothermal scheduling of electricity generation and traffic assignment, with sizes of up to 150000 variables and 45 000 constraints The performance of the code developed is compared to that of alternative methodologies for solving the same problems: a general purpose linear and nonlinear constrained optimization code, a specialised linear multicommodity network flow code and a primal-dual interior point code.     

Locating Active Sensors on Traffic Networks

Sensors are used to monitor traffic in networks. For example, in transportation networks, they may be used to measure traffic volumes on given arcs and paths of the network. This paper refers to an active sensor when it reads identifications of vehicles, including their routes in the network, that the vehicles actively provide when they use the network. On the other hand, the conventional inductance loop detectors are passive sensors that mostly count vehicles at points in a network to obtain traffic volumes (e.g., vehicles per hour) on a lane or road of the network.This paper introduces a new set of network location problems that determine where to locate active sensors in order to monitor or manage particular classes of identified traffic streams. In particular, it focuses on the development of two generic locational decision models for active sensors, which seek to answer these questions: (1) “How many and where should such sensors be located to obtain sufficient information on flow volumes on specified paths?”, and (2) “Given that the traffic management planners have already located count detectors on some network arcs, how many and where should active sensors be located to get the maximum information on flow volumes on specified paths?”The problem is formulated and analyzed for three different scenarios depending on whether there are already count detectors on arcs and if so, whether all the arcs or a fraction of them have them. Location of an active sensor results in a set of linear equations in path flow variables, whose solution provide the path flows. The general problem, which is related to the set-covering problem, is shown to be NP-Hard, but special cases are devised, where an arc may carry only two routes, that are shown to be polynomially solvable. New graph theoretic models and theorems are obtained for the latter cases, including the introduction of the generalized edge-covering by nodes problem on the path intersection graph for these special cases. An exact algorithm for the special cases and an approximate one for the general case are presented.     

The quickest path problem with batch constraints

The quickest path problem has been proposed to cope with flow problems through networks whose arcs are characterized by both travel times and flowrate constraints. Basically, it consists in finding a path in a network to transmit a given amount of items from a source node to a sink in as little time as possible, when the transmission time depends on both the traversal times of the arcs and the rates of flow along arcs. This paper is focused on the solution procedure when the items transmission must be partitioned into batches with size limits. For this problem we determine how many batches must be made and what the sizes should be.     

A Comparison of Optimal Methods for Local Access Uncapacitated Network Design

We compare some optimal methods addressed to a problem of local access network design. We see this problem arising in telecommunication as a flow extension of the Steiner problem in directed graphs, thus including as particular cases some alternative approaches based on the spanning tree problem. We work with two equivalent flow formulations for the problem, the first referring to a single commodity and the second being a multicommodity flow model. The objective in both cases is the cost minimization of the sum of the fixed (structural) and variable (operational) costs of all the arcs composing an arborescence that links the origin node (switching center) to every demand node. The weak single commodity flow formulation is solved by a branch-and-bound strategy that applies Lagrangian relaxation for computing the bounds. The strong multicommodity flow model is solved by a branch-and-cut algorithm and by Benders decomposition. The use of a linear programming solver to address both the single commodity and the multicommodity models has also been investigated. Our experience suggests that a certain number of these modeling and solution strategies can be applied to the frequently occurring problems where basic optimal solutions to the linear program are automatically integral, so it also solves the combinatorial optimization problem right away. On the other hand, our main conclusion is that a well tailored Benders partitioning approach emerges as a robust method to cope with that fabricated cases where the linear programming relaxation exhibits a gap between the continuous and the integral optimal values.     

On solving continuous-time dynamic network flows

Temporal dynamics is a crucial feature of network flow problems occurring in many practical applications. Important characteristics of real-world networks such as arc capacities, transit times, transit and storage costs, demands and supplies etc. are subject to fluctuations over time. Consequently, also flow on arcs can change over time which leads to so-called dynamic network flows. While time is a continuous entity by nature, discrete-time models are often used for modeling dynamic network flows as the resulting problems are in general much easier to handle computationally. In this paper, we study a general class of dynamic network flow problems in the continuous-time model, where the input functions are assumed to be piecewise linear or piecewise constant. We give two discrete approximations of the problem by dividing the considered time range into intervals where all parameters are constant or linear. We then present two algorithms that compute, or at least converge to optimum solutions. Finally, we give an empirical analysis of the performance of both algorithms.     

Concave cost minimization on networks

The paper deals with the problem of finding a minimum cost multicommodity flow on an uncapacitated network with concave link costs. Problems of this type are the optimal design of a network in the presence of scale economies and the telpack problem.Two different definitions of local optimality are given and compared both from the point of view of the computational complexity and from the point of view of the goodness of the solution they may provide.A vertex following algorithm to find a local optimum is proposed. The computational complexity of each iteration of the algorithm is O(n³), where n is the number of nodes of the network, and is independent of the differentiability of the objective function.Experimental results obtained from a set of test problems of size ranging from 11 nodes and 23 arcs to 48 nodes and 174 arcs, with number of commodities up to 5, are given.     

Dynamic Location-routeing Problems

Dynamic location-routeing problems involve the determination of the least-cost sequence of depot, vehicle fleet and route configurations in a distribution system, over a given planning horizon. This paper presents two solution approaches to such problems. The first is an exact method which is appropriate for small-scale problems. It consists of representing the problem by a suitable network and of solving to optimality an integer linear programme associated with the network. In the second approach, some of the system costs are approximated, and a global solution is then obtained by determining a shortest path on a directed graph. Under some hypotheses, this approach is suitable for large-scale problems. It is illustrated on a simple example.     

Determining the Optimal Flows in Zero-Time Dynamic Networks

Here we are dealing with minimum cost flow problem on dynamic network flows with zero transit times and a new arc capacity, horizon capacity, which denotes an upper bound on the total flow traversing through on an arc during a pre-specified time horizon T. We develop a simple approach based on mathematical modelling attributes to solve the min-cost dynamic network flow problem where arc capacities and costs are time varying, and horizon capacities are considered. The basis of the method is simple and relies on the appropriate defining of polyhedrons, and in contrast to the other usual algorithms that use the notion of time expanded network, this method runs directly on the original network.     

An introduction to dynamic generative networks: Minimum cost flow

What we are dealing with is a class of networks called dynamic generative network flows in which the flow commodity is dynamically generated at source nodes and dynamically consumed at sink nodes. As a basic assumption, the source nodes produce the flow according to time generative functions and the sink nodes absorb the flow according to time consumption functions. This paper tries to introduce these networks and formulate minimum cost dynamic flow problem for a pre-specified time horizon T. Finally, some simple, efficient approaches are developed to solve the dynamic problem, in the general form when the capacities and costs are time varying and some other special cases, as a minimum cost static flow problem.     

Modeling of building evacuation problems by network flows with side constraints

In this paper we model building evacuations by network flows with side constraints. Side constraints come from variable arc capacities on some arcs which are functions of flows in incident arcs. In this context we study maximum flow, minimum cost, and minimax objectives. For some special structured networks we propose ‘greedy’ algorithms for solving these problems. For more general network structures, solution procedures are recommended which take advantage of the network structures of the problems.     

Survivable network design under optimal and heuristic interdiction scenarios

We examine the problem of building or fortifying a network to defend against enemy attacks in various scenarios. In particular, we examine the case in which an enemy can destroy any portion of any arc that a designer constructs on the network, subject to some interdiction budget. This problem takes the form of a three-level, two-player game, in which the designer acts first to construct a network and transmit an initial set of flows through the network. The enemy acts next to destroy a set of constructed arcs in the designer’s network, and the designer acts last to transmit a final set of flows in the network. Most studies of this nature assume that the enemy will act optimally; however, in real-world scenarios one cannot necessarily assume rationality on the part of the enemy. Hence, we prescribe optimal network design algorithms for three different profiles of enemy action: an enemy destroying arcs based on capacities, based on initial flows, or acting optimally to minimize our maximum profits obtained from transmitting flows.     

Network flow interdiction on planar graphs

The network flow interdiction problem asks to reduce the value of a maximum flow in a given network as much as possible by removing arcs and vertices of the network constrained to a fixed budget. Although the network flow interdiction problem is strongly NP-complete on general networks, pseudo-polynomial algorithms were found for planar networks with a single source and a single sink and without the possibility to remove vertices. In this work, we introduce pseudo-polynomial algorithms that overcome various restrictions of previous methods. In particular, we propose a planarity-preserving transformation that enables incorporation of vertex removals and vertex capacities in pseudo-polynomial interdiction algorithms for planar graphs. Additionally, a new approach is introduced that allows us to determine in pseudo-polynomial time the minimum interdiction budget needed to remove arcs and vertices of a given network such that the demands of the sink node cannot be completely satisfied anymore. The algorithm works on planar networks with multiple sources and sinks satisfying that the sum of the supplies at the sources equals the sum of the demands at the sinks. A simple extension of the proposed method allows us to broaden its applicability to solve network flow interdiction problems on planar networks with a single source and sink having no restrictions on the demand and supply. The proposed method can therefore solve a wider class of flow interdiction problems in pseudo-polynomial time than previous pseudo-polynomial algorithms and is the first pseudo-polynomial algorithm that can solve non-trivial planar flow interdiction problems with multiple sources and sinks. Furthermore, we show that the k-densest subgraph problem on planar graphs can be reduced to a network flow interdiction problem on a planar graph with multiple sources and sinks and polynomially bounded input numbers.     

A Fast and Effective Algorithm for the Feedback Arc Set Problem

A divide-and-conquer approach for the feedback arc set is presented. The divide step is performed by solving a minimum bisection problem. Two strategies are used to solve minimum bisection problem: A heuristic based on the stochastic evolution methodology, and a heuristic based on dynamic clustering. Empirical results are presented to compare our method with other approaches. An algorithm to construct test cases for the feedback arc set problem with known optimal number of feedback arcs, is also presented.     

Approximate decomposition methods for the analysis of multicommodity flow routing in generalized queuing networks

In this study we deal with network routing decisions and approximate performance evaluation approaches for generalized open queuing networks (OQN), in which commodities enter the network, receive service at one or more arcs and then leave the network. Exact performance evaluation has been applied for the analysis of Jackson OQN, where the arrival and service processes of the commodities are assumed to be Poisson. However, the Poisson processes’ hypotheses are not a plausible or acceptable assumption for the analysis of generalized OQN, as their arrival and service processes can be much less variable than Poisson processes, resulting in overestimated system performance measures and inappropriate flow routing solutions. In this paper we merge network routing algorithms and network decomposition methods to solve multicommodity flow problems in generalized OQN. Our focus is on steady-state performance measures as average delays and waiting times in queue. The main contributions are twofold: (i) to highlight that solving the corresponding multicommodity flow problem by representing the generalized OQN as a Jackson OQN may be a poor approximation and may lead to inaccurate estimates of the system performance measures, and (ii) to present a multicommodity flow algorithm based on a routing step and on an approximate decomposition step, which leads to much more accurate solutions. Computational results are presented in order to show the effectiveness of the proposed approach.     

A Partitioned ∈-Relaxation Algorithm for Separable Convex Network Flow Problems

A relaxation method for separable convex network flow problems is developed that is well-suited for problems with large variations in the magnitude of the nonlinear cost terms. The arcs are partitioned into two sets, one of which contains only arcs corresponding to strictly convex costs. The algorithm adjusts flows on the other arcs whenever possible, and terminates with primal-dual pairs that satisfy complementary slackness on the strictly convex arc set and -complementary slackness on the remaining arcs. An asynchronous parallel variant of the method is also developed. Computational results demonstrate that the method is significantly more efficient on ill-conditioned networks than existing methods, solving problems with several thousand nonlinear arcs in one second or less.