Shortest Path versus Multi-Hub Routing in Networks with Uncertain Demand

We study a class of robust network design problems motivated by the need to scale core networks to meet increasingly dynamic capacity demands. Past work has focused on designing the network to support all hose matrices (all matrices not exceeding marginal bounds at the nodes). This model may be too conservative if additional information on traffic patterns is available. Another extreme is the fixed demand model, where one designs the network to support peak point-to-point demands. We introduce a capped hose model to explore a broader range of traffic matrices which includes the above two as special cases. It is known that optimal designs for the hose model are always determined by single-hub routing, and for the fixed- demand model are based on shortest-path routing. We shed light on the wider space of capped hose matrices in order to see which traffic models are more shortest path-like as opposed to hub-like. To address the space in between, we use hierarchical multi-hub routing templates, a generalization of hub and tree routing. In particular, we show that by adding peak capacities into the hose model, the single-hub tree-routing template is no longer cost-effective. This initiates the study of a class of robust network design (RND) problems restricted to these templates. Our empirical analysis is based on a heuristic for this new hierarchical RND problem. We also propose that it is possible to define a routing indicator that accounts for the strengths of the marginals and peak demands and use this information to choose the appropriate routing template. We benchmark our approach against other well-known routing templates, using representative carrier networks and a variety of different capped hose traffic demands, parameterized by the relative importance of their marginals as opposed to their point-to-point peak demands

Optimistic Robust Optimization With Applications To Machine Learning

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this paper, we explore an optimistic, or best-case view of uncertainty and show that it can be a fruitful approach. We show that these techniques can be used to address a wide variety of problems. First, we apply our methods in the context of robust linear programming, providing a method for reducing conservatism in intuitive ways that encode economically realistic modeling assumptions. Second, we look at problems in machine learning and find that this approach is strongly connected to the existing literature. Specifically, we provide a new interpretation for popular sparsity inducing non-convex regularization schemes. Additionally, we show that successful approaches for dealing with outliers and noise can be interpreted as optimistic robust optimization problems. Although many of the problems resulting from our approach are non-convex, we find that DCA or DCA-like optimization approaches can be intuitive and efficient

A note on hierarchical hubbing for a generalization of the VPN problem

Robust network design refers to a class of optimization problems that occur when designing networks to efficiently handle variable demands. The notion of "hierarchical hubbing" was introduced (in the narrow context of a specific robust network design question), by Olver and Shepherd [2010]. Hierarchical hubbing allows for routings with a multiplicity of "hubs" which are connected to the terminals and to each other in a treelike fashion. Recently, Fr\'echette et al. [2013] explored this notion much more generally, focusing on its applicability to an extension of the well-studied hose model that allows for upper bounds on individual point-to-point demands. In this paper, we consider hierarchical hubbing in the context of a previously studied (and extremely natural) generalization of the hose model, and prove that the optimal hierarchical hubbing solution can be found efficiently. This result is relevant to a recently proposed generalization of the "VPN Conjecture".Comment: 14 pages, 1 figur

Data-Driven Computing in Dynamics

We formulate extensions to Data Driven Computing for both distance minimizing and entropy maximizing schemes to incorporate time integration. Previous works focused on formulating both types of solvers in the presence of static equilibrium constraints. Here formulations assign data points a variable relevance depending on distance to the solution and on maximum-entropy weighting, with distance minimizing schemes discussed as a special case. The resulting schemes consist of the minimization of a suitably-defined free energy over phase space subject to compatibility and a time-discretized momentum conservation constraint. The present selected numerical tests that establish the convergence properties of both types of Data Driven solvers and solutions.Comment: arXiv admin note: substantial text overlap with arXiv:1702.0157