COMPACT FORMULATION OF MULTICOMMODITY NETWORK FLOWS WITH APPLICATIONS TO THE BACKHAUL PROFIT MAXIMIZATION PROBLEM AND FIXED CHARGE NETWORK FLOW PROBLEM

The triples formulation is a compact formulation of multicommodity network flow problems that provides a different representation of flow than the traditional and widely used node-arc and arc-path approaches. In the literature, the triples formulation has been applied successfully to the maximum concurrent flow problem and to a network optimization problem with piecewise linear convex costs. This dissertation applies the triples formulation to the backhaul profit maximization problem (BPMP) and the fixed charge network flow problem (FCNF). It is shown that the triples representation of multicommodity flow significantly reduces the number of variables and constraints in the mixed integer programming formulations of the BPMP and FCNF. For the BPMP, this results in significantly faster solution times. For dense problem instances, the triples-based formulation of FCNF is found to produce better solutions than the node-arc formulation early in the branch-and-bound process. This observation leads to an effective hybrid method which combines the respective advantages of the smaller size of the triples formulation and the stronger linear programming relaxation of the node-arc formulation. In addition to empirical studies, the dissertation presents new theoretical results supporting the equivalence of the triples formulation to the node-arc and arc-path formulations. The dissertation also proposes a multi-criteria Composite Index Method (CIM) to compare the performance of alternative integer programming formulations of an optimization problem. Using the CIM, the decision maker assigns weights to problem instance sizes and multiple performance measures based on their relative importance for the given application. The weighting scheme is used to produce a single number that measures the relative improvement of one alternative over the other and provides a method to select the most effective approach when neither one dominates the other when tested on different sizes of problem instances. The dissertation demonstrates a successful application of the CIM to evaluate a series of eleven techniques for improving the node-arc and triples formulations of the BPMP previously proposed in the literature

Optimizing Emergency Transportation through Multicommodity Quickest Paths

In transportation networks with limited capacities and travel times on the arcs, a class of problems attracting a growing scientific interest is represented by the optimal routing and scheduling of given amounts of flow to be transshipped from the origin points to the specific destinations in minimum time. Such problems are of particular concern to emergency transportation where evacuation plans seek to minimize the time evacuees need to clear the affected area and reach the safe zones. Flows over time approaches are among the most suitable mathematical tools to provide a modelling representation of these problems from a macroscopic point of view. Among them, the Quickest Path Problem (QPP), requires an origin-destination flow to be routed on a single path while taking into account inflow limits on the arcs and minimizing the makespan, namely, the time instant when the last unit of flow reaches its destination. In the context of emergency transport, the QPP represents a relevant modelling tool, since its solutions are based on unsplittable dynamic flows that can support the development of evacuation plans which are very easy to be correctly implemented, assigning one single evacuation path to a whole population. This way it is possible to prevent interferences, turbulence, and congestions that may affect the transportation process, worsening the overall clearing time. Nevertheless, the current state-of-the-art presents a lack of studies on multicommodity generalizations of the QPP, where network flows refer to various populations, possibly with different origins and destinations. In this paper we provide a contribution to fill this gap, by considering the Multicommodity Quickest Path Problem (MCQPP), where multiple commodities, each with its own origin, destination and demand, must be routed on a capacitated network with travel times on the arcs, while minimizing the overall makespan and allowing the flow associated to each commodity to be routed on a single path. For this optimization problem, we provide the first mathematical formulation in the scientific literature, based on mixed integer programming and encompassing specific features aimed at empowering the suitability of the arising solutions in real emergency transportation plans. A computational experience performed on a set of benchmark instances is then presented to provide a proof-of-concept for our original model and to evaluate the quality and suitability of the provided solutions together with the required computational effort. Most of the instances are solved at the optimum by a commercial MIP solver, fed with a lower bound deriving from the optimal makespan of a splittable-flow relaxation of the MCQPP

Optimized shunting with mixed-usage tracks

We consider the planning of railway freight classification at hump yards, where the problem involves the formation of departing freight train blocks from arriving trains subject to scheduling and capacity constraints. The hump yard layout considered consists of arrival tracks of sufficient length at an arrival yard, a hump, classification tracks of non-uniform and possibly non-sufficient length at a classification yard, and departure tracks of sufficient length. To increase yard capacity, freight cars arriving early can be stored temporarily on specific mixed-usage tracks. The entire hump yard planning process is covered in this paper, and heuristics for arrival and departure track assignment, as well as hump scheduling, have been included to provide the neccessary input data. However, the central problem considered is the classification track allocation problem. This problem has previously been modeled using direct mixed integer programming models, but this approach did not yield lower bounds of sufficient quality to prove optimality. Later attempts focused on a column generation approach based on branch-and-price that could solve problem instances of industrial size. Building upon the column generation approach we introduce a direct arc-based integer programming model, where the arcs are precedence relations between blocks on the same classification track. Further, the most promising models are adapted for rolling-horizon planning. We evaluate the methods on historical data from the Hallsberg shunting yard in Sweden. The results show that the new arc-based model performs as well as the column generation approach. It returns an optimal schedule within the execution time limit for all instances but from one, and executes as fast as the column generation approach. Further, the short execution times of the column generation approach and the arc-indexed model make them suitable for rolling-horizon planning, while the direct mixed integer program proved to be too slow for this. Extended analysis of the results shows that mixing was only required if the maximum number of concurrent trains on the classification yard exceeds 29 (there are 32 available tracks), and that after this point the number of extra car roll-ins increases heavily

A new approach to service provisioning in ATM networks

The authors formulate and solve a problem of allocating resources among competing services differentiated by user traffic characteristics and maximum end-to-end delay. The solution leads to an alternative approach to service provisioning in an ATM network, in which the network offers directly for rent its bandwidth and buffers and users purchase freely resources to meet their desired quality. Users make their decisions based on their own traffic parameters and delay requirements and the network sets prices for those resources. The procedure is iterative in that the network periodically adjusts prices based on monitored user demand, and is decentralized in that only local information is needed for individual users to determine resource requests. The authors derive the network's adjustment scheme and the users' decision rule and establish their optimality. Since the approach does not require the network to know user traffic and delay parameters, it does not require traffic policing on the part of the network

Approximate Convex Optimization by Online Game Playing

Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a $\epsilon$ approximate solution is proportional to $\frac{1}{\epsilon^2}$. Recently, Bienstock and Iyengar, following Nesterov, gave an algorithm for fractional packing linear programs which runs in $\frac{1}{\epsilon}$ iterations. The latter algorithm requires to solve a convex quadratic program every iteration - an optimization subroutine which dominates the theoretical running time. We give an algorithm for convex programs with strictly convex constraints which runs in time proportional to $\frac{1}{\epsilon}$. The algorithm does NOT require to solve any quadratic program, but uses gradient steps and elementary operations only. Problems which have strictly convex constraints include maximum entropy frequency estimation, portfolio optimization with loss risk constraints, and various computational problems in signal processing. As a side product, we also obtain a simpler version of Bienstock and Iyengar's result for general linear programming, with similar running time. We derive these algorithms using a new framework for deriving convex optimization algorithms from online game playing algorithms, which may be of independent interest