Evaluation of Network Reliability for Computer Networks with Multiple Sources

Evaluating the reliability of a network with multiple sources to multiple sinks is a critical issue from the perspective of quality management. Due to the unrealistic definition of paths of network models in previous literature, existing models are not appropriate for real-world computer networks such as the Taiwan Advanced Research and Education Network (TWAREN). This paper proposes a modified stochastic-flow network model to evaluate the network reliability of a practical computer network with multiple sources where data is transmitted through several light paths (LPs). Network reliability is defined as being the probability of delivering a specified amount of data from the sources to the sink. It is taken as a performance index to measure the service level of TWAREN. This paper studies the network reliability of the international portion of TWAREN from two sources (Taipei and Hsinchu) to one sink (New York) that goes through a submarine and land surface cable between Taiwan and the United States

Learning-Based Matheuristic Solution Methods for Stochastic Network Design

Cette dissertation consiste en trois études, chacune constituant un article de recherche. Dans tous les trois articles, nous considérons le problème de conception de réseaux multiproduits, avec coût fixe, capacité et des demandes stochastiques en tant que programmes stochastiques en deux étapes. Dans un tel contexte, les décisions de conception sont prises dans la première étape avant que la demande réelle ne soit réalisée, tandis que les décisions de flux de la deuxième étape ajustent la solution de la première étape à la réalisation de la demande observée. Nous considérons l’incertitude de la demande comme un nombre fini de scénarios discrets, ce qui est une approche courante dans la littérature. En utilisant l’ensemble de scénarios, le problème mixte en nombre entier (MIP) résultant, appelé formulation étendue (FE), est extrêmement difficile à résoudre, sauf dans des cas triviaux. Cette thèse vise à faire progresser le corpus de connaissances en développant des algorithmes efficaces intégrant des mécanismes d’apprentissage en matheuristique, capables de traiter efficacement des problèmes stochastiques de conception pour des réseaux de grande taille. Le premier article, s’intitulé "A Learning-Based Matheuristc for Stochastic Multicommodity Network Design". Nous introduisons et décrivons formellement un nouveau mécanisme d’apprentissage basé sur l’optimisation pour extraire des informations concernant la structure de la solution du problème stochastique à partir de solutions obtenues avec des combinaisons particulières de scénarios. Nous proposons ensuite une matheuristique "Learn&Optimize", qui utilise les méthodes d’apprentissage pour déduire un ensemble de variables de conception prometteuses, en conjonction avec un solveur MIP de pointe pour résoudre un problème réduit. Le deuxième article, s’intitulé "A Reduced-Cost-Based Restriction and Refinement Matheuristic for Stochastic Network Design". Nous étudions comment concevoir efficacement des mécanismes d’apprentissage basés sur l’information duale afin de guider la détermination des variables dans le contexte de la conception de réseaux stochastiques. Ce travail examine les coûts réduits associés aux variables hors base dans les solutions déterministes pour guider la sélection des variables dans la formulation stochastique. Nous proposons plusieurs stratégies pour extraire des informations sur les coûts réduits afin de fixer un ensemble approprié de variables dans le modèle restreint. Nous proposons ensuite une approche matheuristique utilisant des techniques itératives de réduction des problèmes. Le troisième article, s’intitulé "An Integrated Learning and Progressive Hedging Method to Solve Stochastic Network Design". Ici, notre objectif principal est de concevoir une méthode de résolution capable de gérer un grand nombre de scénarios. Nous nous appuyons sur l’algorithme Progressive Hedging (PHA), ou les scénarios sont regroupés en sous-problèmes. Nous intégrons des methodes d’apprentissage au sein de PHA pour traiter une grand nombre de scénarios. Dans notre approche, les mécanismes d’apprentissage developpés dans le premier article de cette thèse sont adaptés pour résoudre les sous-problèmes multi-scénarios. Nous introduisons une nouvelle solution de référence à chaque étape d’agrégation de notre ILPH en exploitant les informations collectées à partir des sous problèmes et nous utilisons ces informations pour mettre à jour les pénalités dans PHA. Par conséquent, PHA est guidé par les informations locales fournies par la procédure d’apprentissage, résultant en une approche intégrée capable de traiter des instances complexes et de grande taille. Dans les trois articles, nous montrons, au moyen de campagnes expérimentales approfondies, l’intérêt des approches proposées en termes de temps de calcul et de qualité des solutions produites, en particulier pour traiter des cas très difficiles avec un grand nombre de scénarios.This dissertation consists of three studies, each of which constitutes a self-contained research article. In all of the three articles, we consider the multi-commodity capacitated fixed-charge network design problem with uncertain demands as a two-stage stochastic program. In such setting, design decisions are made in the first stage before the actual demand is realized, while second-stage flow-routing decisions adjust the first-stage solution to the observed demand realization. We consider the demand uncertainty as a finite number of discrete scenarios, which is a common approach in the literature. By using the scenario set, the resulting large-scale mixed integer program (MIP) problem, referred to as the extensive form (EF), is extremely hard to solve exactly in all but trivial cases. This dissertation is aimed at advancing the body of knowledge by developing efficient algorithms incorporating learning mechanisms in matheuristics, which are able to handle large scale instances of stochastic network design problems efficiently. In the first article, we propose a novel Learning-Based Matheuristic for Stochastic Network Design Problems. We introduce and formally describe a new optimizationbased learning mechanism to extract information regarding the solution structure of a stochastic problem out of the solutions of particular combinations of scenarios. We subsequently propose the Learn&Optimize matheuristic, which makes use of the learning methods in inferring a set of promising design variables, in conjunction with a state-ofthe- art MIP solver to address a reduced problem. In the second article, we introduce a Reduced-Cost-Based Restriction and Refinement Matheuristic. We study on how to efficiently design learning mechanisms based on dual information as a means of guiding variable fixing in the context of stochastic network design. The present work investigates how the reduced cost associated with non-basic variables in deterministic solutions can be leveraged to guide variable selection within stochastic formulations. We specifically propose several strategies to extract reduced cost information so as to effectively identify an appropriate set of fixed variables within a restricted model. We then propose a matheuristic approach using problem reduction techniques iteratively (i.e., defining and exploring restricted region of global solutions, as guided by applicable dual information). Finally, in the third article, our main goal is to design a solution method that is able to manage a large number of scenarios. We rely on the progressive hedging algorithm (PHA) where the scenarios are grouped in subproblems. We propose a two phase integrated learning and progressive hedging (ILPH) approach to deal with a large number of scenarios. Within our proposed approach, the learning mechanisms from the first study of this dissertation have been adapted as an efficient heuristic method to address the multi-scenario subproblems within each iteration of PHA.We introduce a new reference point within each aggregation step of our proposed ILPH by exploiting the information garnered from subproblems, and using this information to update the penalties. Consequently, the ILPH is governed and guided by the local information provided by the learning procedure, resulting in an integrated approach capable of handling very large and complex instances. In all of the three mentioned articles, we show, by means of extensive experimental campaigns, the interest of the proposed approaches in terms of computation time and solution quality, especially in dealing with very difficult instances with a large number of scenarios

Reliability of a Maintainable Manufacturing Network subject to Budget

Applying network analysis, a manufacturing system can be constructed as a manufacturing network by representing each workstation as an arc and each inspection station as a node. In particular, the capacity of each workstation is stochastic (i.e. multistate) due to the possibility of failure, partial failure, and maintenance. In practical cases, such a manufacturing network has to achieve a specified production level to satisfy the customers’ orders. Hence, maintenance is necessary to guarantee a manufacturing network can retain a minimal production level. A maintenance model, namely maintainable manufacturing network (MMN), is proposed to evaluate whether the manufacturing system can provide sufficient capacity subject to maintenance budget or not. The maintenance reliability is further proposed to calculate the probability that the MMN provides a sufficient capacity level to meet the minimal production level under maintenance budget

Reliable multi-product multi-vehicle multi-type link logistics network design: A hybrid heuristic algorithm

Abstract This paper considers the reliable multi-product multi-vehicle multi-type link logistics network design problem (RMLNDP) with system disruptions, which is concerned with facilities locating, transshipment links constructing, and also allocating them to the customers in order to satisfy their demand with minimum expected total cost (including locating costs, link constructing costs, and also expected transshipment costs in normal and disruption conditions). The motivating application of this class of problem is in multi-product, multi-vehicle, and multitype link logistics network design regarding to system disruptions simultaneously. In fact, the decision makers in this area are not only concerned with the facility locating costs, link constructing costs, and logistical costs of the system but also by focusing on the several system disruption states in order to be able to provide a reliable sustainable multi configuration logistic network system. All facility location plans, link construction plans and also link transshipment plans of demands in the problem must be efficiently determined while considering the several system disruptions. The problem is modeled as a mixed integer programming (MIP) model. Also, a hybrid heuristic, based on linear programming (LP) relaxation approach, is proposed. Computational experiments illustrate that the provided algorithm will be able to substantially outperform the proposed integer programming model in terms of both finding and verifying the efficient optimal (or near optimal) solution at a reasonable processing time

Multi-objective optimisation of reliable product-plant network configuration.

Ensuring manufacturing reliability is key to satisfying product orders when production plants are subject to disruptions. Reliability of a supply network is closely related to the redundancy of products as production in disrupted plants can be replaced by alternative plants. However the benefits of incorporating redundancy must be balanced against the costs of doing so. Models in literature are highly case specific and do not consider complex network structures and redundant distributions of products over suppliers, that are evident in empirical literature. In this paper we first develop a simple generic measure for evaluating the reliability of a network of plants in a given product-plant configuration. Second, we frame the problem as a multi-objective evolutionary optimisation model to show that such a measure can be used to optimise the cost-reliability trade off. The model has been applied to a producer’s automotive light and lamp production network using three popular genetic algorithms designed for multi-objective problems, namely, NSGA2, SPEA2 and PAES. Using the model in conjunction with genetic algorithms we were able to find trade off solutions successfully. NSGA2 has achieved the best results in terms of Pareto front spread. Algorithms differed considerably in their performance, meaning that the choice of algorithm has significant impact in the resulting search space exploration

Fair Resource Allocation in Macroscopic Evacuation Planning Using Mathematical Programming: Modeling and Optimization

Evacuation is essential in the case of natural and manmade disasters such as hurricanes, nuclear disasters, fire accidents, and terrorism epidemics. Random evacuation plans can increase risks and incur more losses. Hence, numerous simulation and mathematical programming models have been developed over the past few decades to help transportation planners make decisions to reduce costs and protect lives. However, the dynamic transportation process is inherently complex. Thus, modeling this process can be challenging and computationally demanding. The objective of this dissertation is to build a balanced model that reflects the realism of the dynamic transportation process and still be computationally tractable to be implemented in reality by the decision-makers. On the other hand, the users of the transportation network require reasonable travel time within the network to reach their destinations. This dissertation introduces a novel framework in the fields of fairness in network optimization and evacuation to provide better insight into the evacuation process and assist with decision making. The user of the transportation network is a critical element in this research. Thus, fairness and efficiency are the two primary objectives addressed in the work by considering the limited capacity of roads of the transportation network. Specifically, an approximation approach to the max-min fairness (MMF) problem is presented that provides lower computational time and high-quality output compared to the original algorithm. In addition, a new algorithm is developed to find the MMF resource allocation output in nonconvex structure problems. MMF is the fairness policy used in this research since it considers fairness and efficiency and gives priority to fairness. In addition, a new dynamic evacuation modeling approach is introduced that is capable of reporting more information about the evacuees compared to the conventional evacuation models such as their travel time, evacuation time, and departure time. Thus, the contribution of this dissertation is in the two areas of fairness and evacuation. The first part of the contribution of this dissertation is in the field of fairness. The objective in MMF is to allocate resources fairly among multiple demands given limited resources while utilizing the resources for higher efficiency. Fairness and efficiency are contradicting objectives, so they are translated into a bi-objective mathematical programming model and solved using the ϵ-constraint method, introduced by Vira and Haimes (1983). Although the solution is an approximation to the MMF, the model produces quality solutions, when ϵ is properly selected, in less computational time compared to the progressive-filling algorithm (PFA). In addition, a new algorithm is developed in this research called the θ progressive-filling algorithm that finds the MMF in resource allocation for general problems and works on problems with the nonconvex structure problems. The second part of the contribution is in evacuation modeling. The common dynamic evacuation models lack a piece of essential information for achieving fairness, which is the time each evacuee or group of evacuees spend in the network. Most evacuation models compute the total time for all evacuees to move from the endangered zone to the safe destination. Lack of information about the users of the transportation network is the motivation to develop a new optimization model that reports more information about the users of the network. The model finds the travel time, evacuation time, departure time, and the route selected for each group of evacuees. Given that the travel time function is a non-linear convex function of the traffic volume, the function is linearized through a piecewise linear approximation. The developed model is a mixed-integer linear programming (MILP) model with high complexity. Hence, the model is not capable of solving large scale problems. The complexity of the model was reduced by introducing a linear programming (LP) version of the full model. The complexity is significantly reduced while maintaining the exact output. In addition, the new θ-progressive-filling algorithm was implemented on the evacuation model to find a fair and efficient evacuation plan. The algorithm is also used to identify the optimal routes in the transportation network. Moreover, the robustness of the evacuation model was tested against demand uncertainty to observe the model behavior when the demand is uncertain. Finally, the robustness of the model is tested when the traffic flow is uncontrolled. In this case, the model's only decision is to distribute the evacuees on routes and has no control over the departure time

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

Designing robust railroad blocking plans

Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 1998.Includes bibliographical references (leaves 121-130).On major domestic railroads, a typical general merchandise shipment, or commodity, may pass through many classification yards on its route from origin to destination. At these yards, the incoming traffic, which may consist of several shipments, is reclassified (sorted and grouped together) to be placed on outgoing trains. On average, each reclassification results in an one day delay for the shipment. In addition, the classification process is labor and capital intensive. To prevent shipments from being reclassified at every yard they pass through, several shipments may be grouped together to form a block. The blocking problem consists of choosing the set of blocks to be built at each terminal (the blocking plan) and assigning each commodity to a series of blocks that will take it from origin to destination. It is one of the most important problems in railroad freight transportation since a good blocking plan can reduce the number of reclassifications of the shipments, thus reducing operating costs and delays associated with excess reclassifications. We provide a variety of model formulations that attain the minimum costs for different problem instances. The deterministic model identifies the blocking plan for the problems with certainty in problem inputs. Static stochastic models provide blocking plans that are feasible for all possible realizations of uncertainties in demand and supply. Dynamic stochastic models generate blocking plans that balance flow costs and plan change costs for possible realizations of uncertainties. We adopt Lagrangian relaxation techniques to decompose the resulting huge mixed integer programming models into two smaller subproblems. This reduces storage requirements and computational efforts to solve these huge problems. We propose other enhancements to reduce computational burden, such as adding a set of valid inequalities and using advanced start dual solutions. These enhancements help tighten the lower bounds and facilitate the generation of high quality feasible solutions. We test the proposed models and solution approaches using the data from a major railroad. Compared to current blocking plans, the solutions from our model reduce the total number of classifications significantly, leading to potential savings of millions of dollars annually. We also investigate various problem aggregation techniques to determine the appropriate ways of generating satisfactory blocking plans with different levels of computational resources. We illustrate the benefits of robust planning by comparing the total costs of our robust plans with those of our deterministic plans. The experiments show that the the realized costs can be reduced by around 50% using robust blocking plans.by Hong Jin.Ph.D

Locating and Protecting Facilities Subject to Random Disruptions and Attacks

Recent events such as the 2011 Tohoku earthquake and tsunami in Japan have revealed the vulnerability of networks such as supply chains to disruptive events. In particular, it has become apparent that the failure of a few elements of an infrastructure system can cause a system-wide disruption. Thus, it is important to learn more about which elements of infrastructure systems are most critical and how to protect an infrastructure system from the effects of a disruption. This dissertation seeks to enhance the understanding of how to design and protect networked infrastructure systems from disruptions by developing new mathematical models and solution techniques and using them to help decision-makers by discovering new decision-making insights. Several gaps exist in the body of knowledge concerning how to design and protect networks that are subject to disruptions. First, there is a lack of insights on how to make equitable decisions related to designing networks subject to disruptions. This is important in public-sector decision-making where it is important to generate solutions that are equitable across multiple stakeholders. Second, there is a lack of models that integrate system design and system protection decisions. These models are needed so that we can understand the benefit of integrating design and protection decisions. Finally, most of the literature makes several key assumptions: 1) protection of infrastructure elements is perfect, 2) an element is either fully protected or fully unprotected, and 3) after a disruption facilities are either completely operational or completely failed. While these may be reasonable assumptions in some contexts, there may exist contexts in which these assumptions are limiting. There are several difficulties with filling these gaps in the literature. This dissertation describes the discovery of mathematical formulations needed to fill these gaps as well as the identification of appropriate solution strategies

Multi-Objective Model to Improve Network Reliability Level under Limited Budget by Considering Selection of Facilities and Total Service Distance in Rescue Operations

Sudden disasters may damage facilities, transportation networks and other critical infrastructures, delay rescue and bring huge losses. Facility selection and reliable transportation network play an important role in emergency rescue. In this paper, the reliability level between two points in a network is defined from the point of view of minimal edge cut and path, respectively, and the equivalence of these two definitions is proven. Based on this, a multi-objective optimization model is proposed. The first goal of the model is to minimize the total service distance, and the second goal is to maximize the network reliability level. The original model is transformed into a model with three objectives, and the three objectives are combined into one objective by the method of weighting. The model is applied to a case, and the results are analyzed to verify the effectiveness of the model