Randomized rounding algorithms for large scale unsplittable flow problems

Unsplittable flow problems cover a wide range of telecommunication and transportation problems and their efficient resolution is key to a number of applications. In this work, we study algorithms that can scale up to large graphs and important numbers of commodities. We present and analyze in detail a heuristic based on the linear relaxation of the problem and randomized rounding. We provide empirical evidence that this approach is competitive with state-of-the-art resolution methods either by its scaling performance or by the quality of its solutions. We provide a variation of the heuristic which has the same approximation factor as the state-of-the-art approximation algorithm. We also derive a tighter analysis for the approximation factor of both the variation and the state-of-the-art algorithm. We introduce a new objective function for the unsplittable flow problem and discuss its differences with the classical congestion objective function. Finally, we discuss the gap in practical performance and theoretical guarantees between all the aforementioned algorithms

Lagrangian-based methods for single and multi-layer multicommodity capacitated network design

Le problème de conception de réseau avec coûts fixes et capacités (MCFND) et le problème de conception de réseau multicouches (MLND) sont parmi les problèmes de conception de réseau les plus importants. Dans le problème MCFND monocouche, plusieurs produits doivent être acheminés entre des paires origine-destination différentes d’un réseau potentiel donné. Des liaisons doivent être ouvertes pour acheminer les produits, chaque liaison ayant une capacité donnée. Le problème est de trouver la conception du réseau à coût minimum de sorte que les demandes soient satisfaites et que les capacités soient respectées. Dans le problème MLND, il existe plusieurs réseaux potentiels, chacun correspondant à une couche donnée. Dans chaque couche, les demandes pour un ensemble de produits doivent être satisfaites. Pour ouvrir un lien dans une couche particulière, une chaîne de liens de support dans une autre couche doit être ouverte. Nous abordons le problème de conception de réseau multiproduits multicouches à flot unique avec coûts fixes et capacités (MSMCFND), où les produits doivent être acheminés uniquement dans l’une des couches. Les algorithmes basés sur la relaxation lagrangienne sont l’une des méthodes de résolution les plus efficaces pour résoudre les problèmes de conception de réseau. Nous présentons de nouvelles relaxations à base de noeuds, où le sous-problème résultant se décompose par noeud. Nous montrons que la décomposition lagrangienne améliore significativement les limites des relaxations traditionnelles. Les problèmes de conception du réseau ont été étudiés dans la littérature. Cependant, ces dernières années, des applications intéressantes des problèmes MLND sont apparues, qui ne sont pas couvertes dans ces études. Nous présentons un examen des problèmes de MLND et proposons une formulation générale pour le MLND. Nous proposons également une formulation générale et une méthodologie de relaxation lagrangienne efficace pour le problème MMCFND. La méthode est compétitive avec un logiciel commercial de programmation en nombres entiers, et donne généralement de meilleurs résultats.The multicommodity capacitated fixed-charge network design problem (MCFND) and the multilayer network design problem (MLND) are among the most important network design problems. In the single-layer MCFND problem, several commodities have to be routed between different origin-destination pairs of a given potential network. Appropriate capacitated links have to be opened to route the commodities. The problem is to find the minimum cost design and routing such that the demands are satisfied and the capacities are respected. In the MLND, there are several potential networks, each at a given layer. In each network, the flow requirements for a set of commodities must be satisfied. However, the selection of the links is interdependent. To open a link in a particular layer, a chain of supporting links in another layer has to be opened. We address the multilayer single flow-type multicommodity capacitated fixed-charge network design problem (MSMCFND), where commodities are routed only in one of the layers. Lagrangian-based algorithms are one of the most effective solution methods to solve network design problems. The traditional Lagrangian relaxations for the MCFND problem are the flow and knapsack relaxations, where the resulting Lagrangian subproblems decompose by commodity and by arc, respectively. We present new node-based relaxations, where the resulting subproblem decomposes by node. We show that the Lagrangian dual bound improves significantly upon the bounds of the traditional relaxations. We also propose a Lagrangian-based algorithm to obtain upper bounds. Network design problems have been the object of extensive literature reviews. However, in recent years, interesting applications of multilayer problems have appeared that are not covered in these surveys. We present a review of multilayer problems and propose a general formulation for the MLND. We also propose a general formulation and an efficient Lagrangian-based solution methodology for the MMCFND problem. The method is competitive with (and often significantly better than) a state-of-the-art mixedinteger programming solver on a large set of randomly generated instances

A Column Generation Based Heuristic for the Multicommodity-ring Vehicle Routing Problem

AbstractWe study a new routing problem arising in City Logistics. Given a ring connecting a set of urban distribution centers (UDCs) in the outskirts of a city, the problem consists in delivering goods from virtual gates located outside the city to the customers inside of it. Goods are transported from a gate to a UDC, then either go to another UDC before being delivered to customers or are directly shipped from the first UDC. The reverse process occurs for pick-up. Routes are performed by electric vans and may be open. The objective is to find a set of routes that visit each customer and to determine ring and gates-UDC flows so that the total transportation and routing cost is minimized. We solve this problem using a column generation-based heuristic, which is tested over a set of benchmark instances issued from a more strategic location-routing problem

A heuristic approach for big bucket multi-level production planning problems

Multi-level production planning problems in which multiple items compete for the same resources frequently occur in practice, yet remain daunting in their difficulty to solve. In this paper, we propose a heuristic framework that can generate high quality feasible solutions quickly for various kinds of lot-sizing problems. In addition, unlike many other heuristics, it generates high quality lower bounds using strong formulations, and its simple scheme allows it to be easily implemented in the Xpress-Mosel modeling language. Extensive computational results from widely used test sets that include a variety of problems demonstrate the efficiency of the heuristic, particularly for challenging problems

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

Solving a Continent-Scale Inventory Routing Problem at Renault

This paper is the fruit of a partnership with Renault. Their backward logistic requires to solve a continent-scale multi-attribute inventory routing problem (IRP). With an average of 30 commodities, 16 depots, and 600 customers spread across a continent, our instances are orders of magnitude larger than those in the literature. Existing algorithms do not scale. We propose a large neighborhood search (LNS). To make it work, (1) we generalize existing split delivery vehicle routing problem and IRP neighborhoods to this context, (2) we turn a state-of-the art matheuristic for medium-scale IRP into a large neighborhood, and (3) we introduce two novel perturbations: the reinsertion of a customer and that of a commodity into the IRP solution. We also derive a new lower bound based on a flow relaxation. In order to stimulate the research on large-scale IRP, we introduce a library of industrial instances. We benchmark our algorithms on these instances and make our code open-source. Extensive numerical experiments highlight the relevance of each component of our LNS

Decomposition methods for large-scale network expansion problems

Network expansion problems are a special class of multi-period network design problems in which arcs can be opened gradually in different time periods but can never be closed. Motivated by practical applications, we focus on cases where demand between origin-destination pairs expands over a discrete time horizon. Arc opening decisions are taken in every period, and once an arc is opened it can be used throughout the remaining horizon to route several commodities. Our model captures a key timing trade-off: the earlier an arc is opened, the more periods it can be used for, but its fixed cost is higher, since it accounts not only for construction but also for maintenance over the remaining horizon. An overview of practical applications indicates that this trade-off is relevant in various settings. For the capacitated variant, we develop an arc-based Lagrange relaxation, combined with local improvement heuristics. For uncapacitated problems, we develop four Benders decompositi