558 research outputs found
Quadratic stabilization of Benders decomposition
The foundational Benders decomposition, or variable decomposition, is known to have the inherent instability of cutting plane-based methods. Several techniques have been proposed to improve this method, which has become the state of the art for important problems in operations research. This paper presents a complementary improvement featuring quadratic stabilization of the Benders cutting-plane model. Inspired by the level-bundle methods of nonsmooth optimization, this algorithmic improvement is designed to reduce the number of iterations of the method. We illustrate the interest of the stabilization on two classical problems: network design problems and hub location problems. We also prove that the stabilized Benders method has the same theoretical convergence properties as the usual Benders method
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 Stochastic Benders Decomposition Scheme for Large-Scale Data-Driven Network Design
Network design problems involve constructing edges in a transportation or
supply chain network to minimize construction and daily operational costs. We
study a data-driven version of network design where operational costs are
uncertain and estimated using historical data. This problem is notoriously
computationally challenging, and instances with as few as fifty nodes cannot be
solved to optimality by current decomposition techniques. Accordingly, we
propose a stochastic variant of Benders decomposition that mitigates the high
computational cost of generating each cut by sampling a subset of the data at
each iteration and nonetheless generates deterministically valid cuts (as
opposed to the probabilistically valid cuts frequently proposed in the
stochastic optimization literature) via a dual averaging technique. We
implement both single-cut and multi-cut variants of this Benders decomposition
algorithm, as well as a k-cut variant that uses clustering of the historical
scenarios. On instances with 100-200 nodes, our algorithm achieves 4-5%
optimality gaps, compared with 13-16% for deterministic Benders schemes, and
scales to instances with 700 nodes and 50 commodities within hours. Beyond
network design, our strategy could be adapted to generic two-stage stochastic
mixed-integer optimization problems where second-stage costs are estimated via
a sample average
Bender's Decomposition for Optimization Design Problems in Communication Networks
Various types of communication networks are constantly emerging to improve connectivity services and facilitate the interconnection of various types of devices. This involves the development of several technologies, such as device-to-device communications, wireless sensor networks and vehicular communications. The various services provided have heterogeneous requirements on the quality metrics such as throughput, end-to-end latency and jitter. Furthermore, different network technologies have inherently heterogeneous restrictions on resources, for example, power, interference management requirements, computational capabilities, and so on. As a result, different network operations such as spectrum management, routing, power control and offloading need to be performed differently. Mathematical optimization techniques have always been at the heart of such design problems to formulate and propose computationally efficient solution algorithms. One of the existing powerful techniques of mathematical optimization is Benders Decomposition (BD), which is the focus of this article. Here, we briefly review different BD variants that have been applied in various existing network types and different design problems. These main variants are the classical, the combinatorial, the multi-stage, and the generalized BD. We discuss compelling BD applications for various network types including heterogeneous cellular networks, infrastructure wired wide area networks, smart grids, wireless sensor networks, and wireless local area networks. Mainly, our goal is to assist the readers in refining the motivation, problem formulation, and methodology of this powerful optimization technique in the context of future networks. We also discuss the BD challenges and the prospective ways these can be addressed when applied to communication networks' design problems
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