A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs

This work deals with a class of problems under interval data uncertainty, namely interval robust-hard problems, composed of interval data min-max regret generalizations of classical NP-hard combinatorial problems modeled as 0-1 integer linear programming problems. These problems are more challenging than other interval data min-max regret problems, as solely computing the cost of any feasible solution requires solving an instance of an NP-hard problem. The state-of-the-art exact algorithms in the literature are based on the generation of a possibly exponential number of cuts. As each cut separation involves the resolution of an NP-hard classical optimization problem, the size of the instances that can be solved efficiently is relatively small. To smooth this issue, we present a modeling technique for interval robust-hard problems in the context of a heuristic framework. The heuristic obtains feasible solutions by exploring dual information of a linearly relaxed model associated with the classical optimization problem counterpart. Computational experiments for interval data min-max regret versions of the restricted shortest path problem and the set covering problem show that our heuristic is able to find optimal or near-optimal solutions and also improves the primal bounds obtained by a state-of-the-art exact algorithm and a 2-approximation procedure for interval data min-max regret problems

Low Cost Quality of Service Multicast Routing in High Speed Networks

Many of the services envisaged for high speed networks, such as B-ISDN/ATM, will support real-time applications with large numbers of users. Examples of these types of application range from those used by closed groups, such as private video meetings or conferences, where all participants must be known to the sender, to applications used by open groups, such as video lectures, where partcipants need not be known by the sender. These types of application will require high volumes of network resources in addition to the real-time delay constraints on data delivery. For these reasons, several multicast routing heuristics have been proposed to support both interactive and distribution multimedia services, in high speed networks. The objective of such heuristics is to minimise the multicast tree cost while maintaining a real-time bound on delay. Previous evaluation work has compared the relative average performance of some of these heuristics and concludes that they are generally efficient, although some perform better for small multicast groups and others perform better for larger groups. Firstly, we present a detailed analysis and evaluation of some of these heuristics which illustrates that in some situations their average performance is reversed; a heuristic that in general produces efficient solutions for small multicasts may sometimes produce a more efficient solution for a particular large multicast, in a specific network. Also, in a limited number of cases using Dijkstra's algorithm produces the best result. We conclude that the efficiency of a heuristic solution depends on the topology of both the network and the multicast, and that it is difficult to predict. Because of this unpredictability we propose the integration of two heuristics with Dijkstra's shortest path tree algorithm to produce a hybrid that consistently generates efficient multicast solutions for all possible multicast groups in any network. These heuristics are based on Dijkstra's algorithm which maintains acceptable time complexity for the hybrid, and they rarely produce inefficient solutions for the same network/multicast. The resulting performance attained is generally good and in the rare worst cases is that of the shortest path tree. The performance of our hybrid is supported by our evaluation results. Secondly, we examine the stability of multicast trees where multicast group membership is dynamic. We conclude that, in general, the more efficient the solution of a heuristic is, the less stable the multicast tree will be as multicast group membership changes. For this reason, while the hybrid solution we propose might be suitable for use with closed user group multicasts, which are likely to be stable, we need a different approach for open user group multicasting, where group membership may be highly volatile. We propose an extension to an existing heuristic that ensures multicast tree stability where multicast group membership is dynamic. Although this extension decreases the efficiency of the heuristics solutions, its performance is significantly better than that of the worst case, a shortest path tree. Finally, we consider how we might apply the hybrid and the extended heuristic in current and future multicast routing protocols for the Internet and for ATM Networks.

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

Fast Shortest Path Distance Estimation in Large Networks

We study the problem of preprocessing a large graph so that point-to-point shortest-path queries can be answered very fast. Computing shortest paths is a well studied problem, but exact algorithms do not scale to huge graphs encountered on the web, social networks, and other applications. In this paper we focus on approximate methods for distance estimation, in particular using landmark-based distance indexing. This approach involves selecting a subset of nodes as landmarks and computing (offline) the distances from each node in the graph to those landmarks. At runtime, when the distance between a pair of nodes is needed, we can estimate it quickly by combining the precomputed distances of the two nodes to the landmarks. We prove that selecting the optimal set of landmarks is an NP-hard problem, and thus heuristic solutions need to be employed. Given a budget of memory for the index, which translates directly into a budget of landmarks, different landmark selection strategies can yield dramatically different results in terms of accuracy. A number of simple methods that scale well to large graphs are therefore developed and experimentally compared. The simplest methods choose central nodes of the graph, while the more elaborate ones select central nodes that are also far away from one another. The efficiency of the suggested techniques is tested experimentally using five different real world graphs with millions of edges; for a given accuracy, they require as much as 250 times less space than the current approach in the literature which considers selecting landmarks at random. Finally, we study applications of our method in two problems arising naturally in large-scale networks, namely, social search and community detection.Yahoo! Research (internship

QoS Constrained Optimal Sink and Relay Placement in Planned Wireless Sensor Networks

We are given a set of sensors at given locations, a set of potential locations for placing base stations (BSs, or sinks), and another set of potential locations for placing wireless relay nodes. There is a cost for placing a BS and a cost for placing a relay. The problem we consider is to select a set of BS locations, a set of relay locations, and an association of sensor nodes with the selected BS locations, so that number of hops in the path from each sensor to its BS is bounded by hmax, and among all such feasible networks, the cost of the selected network is the minimum. The hop count bound suffices to ensure a certain probability of the data being delivered to the BS within a given maximum delay under a light traffic model. We observe that the problem is NP-Hard, and is hard to even approximate within a constant factor. For this problem, we propose a polynomial time approximation algorithm (SmartSelect) based on a relay placement algorithm proposed in our earlier work, along with a modification of the greedy algorithm for weighted set cover. We have analyzed the worst case approximation guarantee for this algorithm. We have also proposed a polynomial time heuristic to improve upon the solution provided by SmartSelect. Our numerical results demonstrate that the algorithms provide good quality solutions using very little computation time in various randomly generated network scenarios

Route Planning in Transportation Networks

We survey recent advances in algorithms for route planning in transportation networks. For road networks, we show that one can compute driving directions in milliseconds or less even at continental scale. A variety of techniques provide different trade-offs between preprocessing effort, space requirements, and query time. Some algorithms can answer queries in a fraction of a microsecond, while others can deal efficiently with real-time traffic. Journey planning on public transportation systems, although conceptually similar, is a significantly harder problem due to its inherent time-dependent and multicriteria nature. Although exact algorithms are fast enough for interactive queries on metropolitan transit systems, dealing with continent-sized instances requires simplifications or heavy preprocessing. The multimodal route planning problem, which seeks journeys combining schedule-based transportation (buses, trains) with unrestricted modes (walking, driving), is even harder, relying on approximate solutions even for metropolitan inputs.Comment: This is an updated version of the technical report MSR-TR-2014-4, previously published by Microsoft Research. This work was mostly done while the authors Daniel Delling, Andrew Goldberg, and Renato F. Werneck were at Microsoft Research Silicon Valle