Robust Reoptimization of Steiner Trees

In reoptimization, one is given an optimal solution to a problem instance and a (locally) modified instance. The goal is to obtain a solution for the modified instance. We aim to use information obtained from the given solution in order to obtain a better solution for the new instance than we are able to compute from scratch. In this paper, we consider Steiner tree reoptimization and address the optimality requirement of the provided solution. Instead of assuming that we are provided an optimal solution, we relax the assumption to the more realistic scenario where we are given an approximate solution with an upper bound on its performance guarantee. We show that for Steiner tree reoptimization there is a clear separation between local modifications where optimality is crucial for obtaining improved approximations and those instances where approximate solutions are acceptable starting points. For some of the local modifications that have been considered in previous research, we show that for every fixed ε>0, approximating the reoptimization problem with respect to a given (1+ε)-approximation is as hard as approximating the Steiner tree problem itself. In contrast, with a given optimal solution to the original problem it is known that one can obtain considerably improved results. Furthermore, we provide a new algorithmic technique that, with some further insights, allows us to obtain improved performance guarantees for Steiner tree reoptimization with respect to all remaining local modifications that have been considered in the literature: a required node of degree more than one becomes a Steiner node; a Steiner node becomes a required node; the cost of one edge is increased

An oil pipeline design problem

Copyright @ 2003 INFORMSWe consider a given set of offshore platforms and onshore wells producing known (or estimated) amounts of oil to be connected to a port. Connections may take place directly between platforms, well sites, and the port, or may go through connection points at given locations. The configuration of the network and sizes of pipes used must be chosen to minimize construction costs. This problem is expressed as a mixed-integer program, and solved both heuristically by Tabu Search and Variable Neighborhood Search methods and exactly by a branch-and-bound method. Two new types of valid inequalities are introduced. Tests are made with data from the South Gabon oil field and randomly generated problems.The work of the first author was supported by NSERC grant #OGP205041. The work of the second author was supported by FCAR (Fonds pour la Formation des Chercheurs et l’Aide à la Recherche) grant #95-ER-1048, and NSERC grant #GP0105574

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Robust Branch-Cut-and-Price for the Capacitated Minimum Spanning Tree Problem over a Large Extended Formulation

This paper presents a robust branch-cut-and-price algorithm for the Capacitated Minimum Spanning Tree Problem (CMST). The variables are associated to q-arbs, a structure that arises from a relaxation of the capacitated prize-collecting arbores- cence problem in order to make it solvable in pseudo-polynomial time. Traditional inequalities over the arc formulation, like Capacity Cuts, are also used. Moreover, a novel feature is introduced in such kind of algorithms. Powerful new cuts expressed over a very large set of variables could be added, without increasing the complexity of the pricing subproblem or the size of the LPs that are actually solved. Computational results on benchmark instances from the OR-Library show very signi¯cant improvements over previous algorithms. Several open instances could be solved to optimalityNo keywords;

MATHEMATICAL PROGRAMMING ALGORITHMS FOR NETWORK OPTIMIZATION PROBLEMS

In the thesis we consider combinatorial optimization problems that are defined by means of networks. These problems arise when we need to take effective decisions to build or manage network structures, both satisfying the design constraints and minimizing the costs. In the thesis we focus our attention on the four following problems: - The Multicast Routing and Wavelength Assignment with Delay Constraint in WDM networks with heterogeneous capabilities (MRWADC) problem: this problem arises in the telecommunications industry and it requires to define an efficient way to make multicast transmissions on a WDM optical network. In more formal terms, to solve the MRWADC problem we need to identify, in a given directed graph that models the WDM optical network, a set of arborescences that connect the source of the transmission to all its destinations. These arborescences need to satisfy several quality-of-service constraints and need to take into account the heterogeneity of the electronic devices belonging to the WDM network. - The Homogeneous Area Problem (HAP): this problem arises from a particular requirement of an intermediate level of the Italian government called province. Each province needs to coordinate the common activities of the towns that belong to its territory. To practically perform its coordination role, the province of Milan created a customer care layer composed by a certain number of employees that have the task to support the towns of the province in their administrative works. For the sake of efficiency, the employees of this customer care layer have been partitioned in small groups and each group is assigned to a particular subset of towns that have in common a large number of activities. The HAP requires to identify the set of towns assigned to each group in order to minimize the redundancies generated by the towns that, despite having some activities in common, have been assigned to different groups. Since, for both historical and practical reasons, the towns in a particular subset need to be adjacent, the HAP can be effectively modeled as a particular graph partitioning problem that requires the connectivity of the obtained subgraphs and the satisfaction of nonlinear knapsack constraints. - Knapsack Prize Collecting Steiner Tree Problem (KPCSTP): to implement a Column Generation algorithm for the MRWADC problem and for the HAP, we need also to solve the two corresponding pricing problems. These two problems are very similar, both of them require to find an arborescence, contained in a given directed weighted graph, that minimizes the difference between its cost and the prizes associated with the spanned nodes. The two problems differ in the side constraints that their feasible solutions need to satisfy and in the way in which the cost of an arborescence is defined. The ILP formulations and the resolution methods that we developed to tackle these two problems have many characteristics in common with the ones used to solve other similar problems. To exemplify these similarities and to summarize and extend the techniques that we developed for the MRWADC problem and for the HAP, we also considered the KPCSTP. This problem requires to find a tree that minimizes the difference between the cost of the used arcs and the profits of the spanned nodes. However, not all trees are feasible: the sum of the weights of the nodes spanned by a feasible tree cannot exceed a given weight threshold. In the thesis we propose a computational comparison among several optimization methods for the KPCSTP that have been either already proposed in the literature or obtained modifying our ILP formulations for the two previous pricing problems. - The Train Design Optimization (TDO) problem: this problem was the topic of the second problem solving competition, sponsored in 2011 by the Railway Application Section (RAS) of the Institute for Operations Research and the Management Sciences (INFORMS). We participated to the contest and we won the second prize. After the competition, we continued to work on the TDO problem and in the thesis we describe the improved method that we have obtained at the end of this work. The TDO problem arises in the freight railroad industry. Typically, a freight railroad company receives requests from customers to transport a set of railcars from an origin rail yard to a destination rail yard. To satisfy these requests, the company first aggregates the railcars having the same origin and the same destination in larger blocks, and then it defines a trip plan to transport the obtained blocks to their correct destinations. The TDO problem requires to identify a trip plan that efficiently uses the limited resources of the considered rail company. More formally, given a railway network, a set of blocks and the segments of the network in which a crew can legally drive a train, the TDO problem requires to define a set of trains and the way in which the given blocks can be transported to their destinations by these trains, both satisfying operational constraints and minimizing the transportation costs

Stochastic Network Design: Models and Scalable Algorithms

Many natural and social phenomena occur in networks. Examples include the spread of information, ideas, and opinions through a social network, the propagation of an infectious disease among people, and the spread of species within an interconnected habitat network. The ability to modify a phenomenon towards some desired outcomes has widely recognized benefits to our society and the economy. The outcome of a phenomenon is largely determined by the topology or properties of its underlying network. A decision maker can take management actions to modify a network and, therefore, change the outcome of the phenomenon. A management action is an activity that changes the topology or other properties of a network. For example, species that live in a small area may expand their population and gradually spread into an interconnected habitat network. However, human development of various structures such as highways and factories may destroy natural habitats or block paths connecting different habitat patches, which results in a population decline. To facilitate the dispersal of species and help the population recover, artificial corridors (e.g., a wildlife highway crossing) can be built to restore connectivity of isolated habitats, and conservation areas can be established to restore historical habitats of species, both of which are examples of management actions. The set of management actions that can be taken is restricted by a budget, so we must find cost-effective allocations of limited funding resources. In the thesis, the problem of finding the (nearly) optimal set of management actions is formulated as a discrete and stochastic optimization problem. Specifically, a general decision-making framework called stochastic network design is defined to model a broad range of similar real-world problems. The framework is defined upon a stochastic network, in which edges are either present or absent with certain probabilities. It defines several metrics to measure the outcome of the underlying phenomenon and a set of management actions that modify the network or its parameters in specific ways. The goal is to select a subset of management actions, subject to a budget constraint, to maximize a specified metric. The major contribution of the thesis is to develop scalable algorithms to find high- quality solutions for different problems within the framework. In general, these problems are NP-hard, and their objective functions are neither submodular nor super-modular. Existing algorithms, such as greedy algorithms and heuristic search algorithms, either lack theoretical guarantees or have limited scalability. In the thesis, fast approximate algorithms are developed under three different settings that are gradually more general. The most restricted setting is when a network is tree-structured. For this case, fully polynomial-time approximation schemes (FPTAS) are developed using dynamic programming algorithms and rounding techniques. A more general setting is when networks are general directed graphs. We use a sampling technique to convert the original stochastic optimization problem into a deterministic optimization problem and develop a primal-dual algorithm to solve it efficiently. In the previous two problem settings, the goal is to maximize connectivity of networks. In the most general setting, the goal is to maximize the number of nodes being connected and minimize the distance between these connected nodes. For example, we do not only want the species to reach a large number of habitat areas but also want them to be able to get there within a reasonable amount of time. The scalable algorithms for this setting combine a fast primal-dual algorithm and a sampling procedure. Three real-world problems from the areas of computational sustainability and emergency response are used to evaluate these algorithms. They are the barrier removal problem aimed to determine which instream barriers to remove to help fish access their historical habitats in a river network, the spatial conservation planning problem to determine which habitat units to set as conservation areas to encourage the dispersal of endangered species in a landscape, and the pre-disaster preparation problem aimed to minimize the disruption of emergency medical services by natural disasters. In these three problems, the developed algorithms are much more scalable than the existing state-of-the-arts and produce high-quality solutions

Algorithms for weighted multidimensional search and perfect phylogeny

This dissertation is a collection of papers from two independent areas: convex optimization problems in R[superscript]d and the construction of evolutionary trees;The paper on convex optimization problems in R[superscript]d gives improved algorithms for solving the Lagrangian duals of problems that have both of the following properties. First, in absence of the bad constraints, the problems can be solved in strongly polynomial time by combinatorial algorithms. Second, the number of bad constraints is fixed. As part of our solution to these problems, we extend Cole\u27s circuit simulation approach and develop a weighted version of Megiddo\u27s multidimensional search technique;The papers on evolutionary tree construction deal with the perfect phylogeny problem, where species are specified by a set of characters and each character can occur in a species in one of a fixed number of states. This problem is known to be NP-complete. The dissertation contains the following results on the perfect phylogeny problem: (1) A linear time algorithm when all the characters have two states. (2) A polynomial time algorithm when the number of character states is fixed. (3) A polynomial time algorithm when the number of characters is fixed

Linear Programming Tools and Approximation Algorithms for Combinatorial Optimization

We study techniques, approximation algorithms, structural properties and lower bounds related to applications of linear programs in combinatorial optimization. The following "Steiner tree problem" is central: given a graph with a distinguished subset of required vertices, and costs for each edge, find a minimum-cost subgraph that connects the required vertices. We also investigate the areas of network design, multicommodity flows, and packing/covering integer programs. All of these problems are NP-complete so it is natural to seek approximation algorithms with the best provable approximation ratio. Overall, we show some new techniques that enhance the already-substantial corpus of LP-based approximation methods, and we also look for limitations of these techniques. The first half of the thesis deals with linear programming relaxations for the Steiner tree problem. The crux of our work deals with hypergraphic relaxations obtained via the well-known full component decomposition of Steiner trees; explicitly, in this view the fundamental building blocks are not edges, but hyperedges containing two or more required vertices. We introduce a new hypergraphic LP based on partitions. We show the new LP has the same value as several previously-studied hypergraphic ones; when no Steiner nodes are adjacent, we show that the value of the well-known bidirected cut relaxation is also the same. A new partition uncrossing technique is used to demonstrate these equivalences, and to show that extreme points of the new LP are well-structured. We improve the best known integrality gap on these LPs in some special cases. We show that several approximation algorithms from the literature on Steiner trees can be re-interpreted through linear programs, in particular our hypergraphic relaxation yields a new view of the Robins-Zelikovsky 1.55-approximation algorithm for the Steiner tree problem. The second half of the thesis deals with a variety of fundamental problems in combinatorial optimization. We show how to apply the iterated LP relaxation framework to the problem of multicommodity integral flow in a tree, to get an approximation ratio that is asymptotically optimal in terms of the minimum capacity. Iterated relaxation gives an infeasible solution, so we need to finesse it back to feasibility without losing too much value. Iterated LP relaxation similarly gives an O(k^2)-approximation algorithm for packing integer programs with at most k occurrences of each variable; new LP rounding techniques give a k-approximation algorithm for covering integer programs with at most k variable per constraint. We study extreme points of the standard LP relaxation for the traveling salesperson problem and show that they can be much more complex than was previously known. The k-edge-connected spanning multi-subgraph problem has the same LP and we prove a lower bound and conjecture an upper bound on the approximability of variants of this problem. Finally, we show that for packing/covering integer programs with a bounded number of constraints, for any epsilon > 0, there is an LP with integrality gap at most 1 + epsilon

Directed Steiner Tree and the Lasserre Hierarchy

The goal for the Directed Steiner Tree problem is to find a minimum cost tree in a directed graph G=(V,E) that connects all terminals X to a given root r. It is well known that modulo a logarithmic factor it suffices to consider acyclic graphs where the nodes are arranged in L <= log |X| levels. Unfortunately the natural LP formulation has a |X|^(1/2) integrality gap already for 5 levels. We show that for every L, the O(L)-round Lasserre Strengthening of this LP has integrality gap O(L log |X|). This provides a polynomial time |X|^{epsilon}-approximation and a O(log^3 |X|) approximation in O(n^{log |X|) time, matching the best known approximation guarantee obtained by a greedy algorithm of Charikar et al.Comment: 23 pages, 1 figur