No Arabic abstract
When solving hard multicommodity network flow problems using an LP-based approach, the number of commodities is a driving factor in the speed at which the LP can be solved, as it is linear in the number of constraints and variables. The conventional approach to improve the solve time of the LP relaxation of a Mixed Integer Programming (MIP) model that encodes such an instance is to aggregate all commodities that have the same origin or the same destination. However, the bound of the resulting LP relaxation can significantly worsen, which tempers the efficiency of aggregating techniques. In this paper, we introduce the concept of partial aggregation of commodities that aggregates commodities over a subset of the network instead of the conventional aggregation over the entire underlying network. This offers a high level of control on the trade-off between size of the aggregated MIP model and quality of its LP bound. We apply the concept of partial aggregation to two different MIP models for the multicommodity network design problem. Our computational study on benchmark instances confirms that the trade-off between solve time and LP bound can be controlled by the level of aggregation, and that choosing a good trade-off can allow us to solve the original large-scale problems faster than without aggregation or with full aggregation.
We propose a new algorithm to obtain max flow for the multicommodity flow. This algorithm utilizes the max-flow min-cut theorem and the well known labeling algorithm due to Ford and Fulkerson [1]. We proceed as follows: We select one source/sink pair among the n distinguished source/sink pairs at a time and treat the given multicommodity network as a single commodity network for such chosen source/sink pair. Then applying standard labeling algorithm, separately for each sink/source pair, the feasible flow which is max flow and the corresponding minimum cut corresponding to each source/sink pair is obtained. A record is made of these cuts and the paths flowing through the edges of these cuts. This record is then utilized to develop our algorithm to obtain max flow for multicommodity flow. In this paper we have pinpointed the difficulty behind not getting a max flow min cut type theorem for multicommodity flow and found out a remedy.
The common fixed points problem requires finding a point in the intersection of fixed points sets of a finite collection of operators. Quickly solving problems of this sort is of great practical importance for engineering and scientific tasks (e.g., for computed tomography). Iterative methods for solving these problems often employ a Krasnoselskiu{i}-Mann type iteration. We present an Asynchronous Sequential Inertial (ASI) algorithmic framework in a Hilbert space to solve common fixed points problems with a collection of nonexpansive operators. Our scheme allows use of out-of-date iterates when generating updates, thereby enabling processing nodes to work simultaneously and without synchronization. This method also includes inertial type extrapolation terms to increase the speed of convergence. In particular, we extend the application of the recent ARock algorithm [Peng, Z. et al, SIAM J. on Scientific Computing 38, A2851-2879, (2016)] in the context of convex feasibility problems. Convergence of the ASI algorithm is proven with no assumption on the distribution of delays, except that they be uniformly bounded. Discussion is provided along with a computational example showing the performance of the ASI algorithm applied in conjunction with a diagonally relaxed orthogonal projections (DROP) algorithm for estimating solutions to large linear systems.
In this paper, we formulate the Load Flow (LF) problem in radial electricity distribution networks as an unconstrained Riemannian optimization problem, consisting of two manifolds, and we consider alternative retractions and initialization options. Our contribution is a novel LF solution method, which we show belongs to the family of Riemannian approximate Newton methods guaranteeing monotonic descent and local superlinear convergence rate. To the best of our knowledge, this is the first exact LF solution method employing Riemannian optimization. Extensive numerical comparisons on several test networks illustrate that the proposed method outperforms other Riemannian optimization methods (Gradient Descent, Newtons), and achieves comparable performance with the traditional Newton-Raphson method, albeit besting it by a guarantee to convergence. We also consider an approximate LF solution obtained by the first iteration of the proposed method, and we show that it significantly outperforms other approximants in the LF literature. Lastly, we derive an interesting comparison with the well-known Backward-Forward Sweep method.
Modern networks run middleboxes that offer services ranging from network address translation and server load balancing to firewalls, encryption, and compression. In an industry trend known as Network Functions Virtualization (NFV), these middleboxes run as virtual machines on any commodity server, and the switches steer traffic through the relevant chain of services. Network administrators must decide how many middleboxes to run, where to place them, and how to direct traffic through them, based on the traffic load and the server and network capacity. Rather than placing specific kinds of middleboxes on each processing node, we argue that server virtualization allows each server node to host all middlebox functions, and simply vary the fraction of resources devoted to each one. This extra flexibility fundamentally changes the optimization problem the network administrators must solve to a new kind of multi-commodity flow problem, where the traffic flows consume bandwidth on the links as well as processing resources on the nodes. We show that allocating resources to maximize the processed flow can be optimized exactly via a linear programming formulation, and to arbitrary accuracy via an efficient combinatorial algorithm. Our experiments with real traffic and topologies show that a joint optimization of node and link resources leads to an efficient use of bandwidth and processing capacity. We also study a class of design problems that decide where to provide node capacity to best process and route a given set of demands, and demonstrate both approximation algorithms and hardness results for these problems.
This paper gives a localized method for the multi-commodity flow problem. We relax both the capacity constraints and flow conservation constraints, and introduce a congestion function $psi$ for each arc and $height$ function $h$ for each vertex and commodity. If the flow exceeds the capacity on arc $a$, arc $a$ would have a congestion cost. If the flow into the vertex $i$ is not equal to that out of the vertex for commodity $k$, vertex $i$ would have a height, which is positively related to the difference between the amount of the commodity $k$ into the vertex $i$ and that out of the vertex. Based on the height function $h$ and the congestion function $psi$, a new conception, stable pseudo-flow, is introduced, which satisfies the following conditions: ($mathrm{i}$) for any used arc of commodity $k$, the height difference between vertex $i$ and vertex $j$ is equal to the congestion of arc $(i,j)$; ($mathrm{ii}$) for any unused arc of commodity $k$, the height difference between vertex $i$ and vertex $j$ is less than or equal to the congestion of arc $(i,j)$. If the stable pseudo-flow is a nonzero-stable pseudo-flow, there exists no feasible solution for the multi-commodity flow problem; if the stable pseudo-flow is a zero-stable pseudo-flow, there exists feasible solution for the multi-commodity flow problem and the zero-stable pseudo-flow is the feasible solution. Besides, a non-linear description of the multi-commodity flow problem is given, whose solution is stable pseudo-flow. And the non-linear description could be rewritten as convex quadratic programming with box constraints. Rather than examine the entire network to find path, the conclusion in this paper shows that the multi-commodity flow problem could be solved in a localized manner by looking only at the vertex and its neighbors.