Constrained shortest paths for QoS routing and path protection in communication networks.

The CSDP (k) problem requires the selection of a set of k > 1 link-disjoint paths with minimum total cost and with total delay bounded by a given upper bound. This problem arises in the context of provisioning paths in a network that could be used to provide resilience to link failures. Again we studied the LP relaxation of the ILP formulation of the problem from the primal perspective and proposed an approximation algorithm.We have studied certain combinatorial optimization problems that arise in the context of two important problems in computer communication networks: end-to-end Quality of Service (QoS) and fault tolerance. These problems can be modeled as constrained shortest path(s) selection problems on networks with each of their links associated with additive weights representing the cost, delay etc.The problems considered above assume that the network status is known and accurate. However, in real networks, this assumption is not realistic. So we considered the QoS route selection problem under inaccurate state information. Here the goal is to find a path with the highest probability that satisfies a given delay upper bound. We proposed a pseudo-polynomial time approximation algorithm, a fully polynomial time approximation scheme, and a strongly polynomial time heuristic for this problem.Finally we studied the constrained shortest path problem with multiple additive constraints. Using the LARAC algorithm as a building block and combining ideas from mathematical programming, we proposed a new approximation algorithm.First we studied the QoS single route selection problem, i.e., the constrained shortest path (CSP) problem. The goal of the CSP problem is to identify a minimum cost route which incurs a delay less than a specified bound. It can be formulated as an integer linear programming (ILP) problem which is computationally intractable. The LARAC algorithm reported in the literature is based on the dual of the linear programming relaxation of the ILP formulation and gives an approximate solution. We proposed two new approximation algorithms solving the dual problem. Next, we studied the CSP problem using the primal simplex method and exploiting certain structural properties of networks. This led to a novel approximation algorithm

Learning to Pivot as a Smart Expert

Linear programming has been practically solved mainly by simplex and interior point methods. Compared with the weakly polynomial complexity obtained by the interior point methods, the existence of strongly polynomial bounds for the length of the pivot path generated by the simplex methods remains a mystery. In this paper, we propose two novel pivot experts that leverage both global and local information of the linear programming instances for the primal simplex method and show their excellent performance numerically. The experts can be regarded as a benchmark to evaluate the performance of classical pivot rules, although they are hard to directly implement. To tackle this challenge, we employ a graph convolutional neural network model, trained via imitation learning, to mimic the behavior of the pivot expert. Our pivot rule, learned empirically, displays a significant advantage over conventional methods in various linear programming problems, as demonstrated through a series of rigorous experiments

ALPS: A Linear Program Solver

ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program

Modelling and solution methods for portfolio optimisation

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University, 16/01/2004.In this thesis modelling and solution methods for portfolio optimisation are presented. The investigations reported in this thesis extend the Markowitz mean-variance model to the domain of quadratic mixed integer programming (QMIP) models which are 'NP-hard' discrete optimisation problems. In addition to the modelling extensions a number of challenging aspects of solution algorithms are considered. The relative performances of sparse simplex (SSX) as well as the interior point method (IPM) are studied in detail. In particular, the roles of 'warmstart' and dual simplex are highlighted as applied to the construction of the efficient frontier which requires processing a family of problems; that is, the portfolio planning model stated in a parametric form. The method of solving QMIP models using the branch and bound algorithm is first developed; this is followed up by heuristics which improve the performance of the (discrete) solution algorithm. Some properties of the efficient frontier with discrete constraints are considered and a method of computing the discrete efficient frontier (DEF) efficiently is proposed. The computational investigation considers the efficiency and effectiveness in respect of the scale up properties of the proposed algorithm. The extensions of the real world models and the proposed solution algorithms make contribution as new knowledge

Use of representative operation counts in computational testings of algorithms

Includes bibliographical references (p. 25-26).Ravindra K. Ahuja, James B. Orlin

Network Flows

Not Availabl