Skip to main content
Log in

Minimum cost capacity installation for multicommodity network flows

  • Published:
Mathematical Programming Submit manuscript

Abstract

Consider a directed graphG = (V,A), and a set of traffic demands to be shipped between pairs of nodes inV. Capacity has to be installed on the edges of this graph (in integer multiples of a base unit) so that traffic can be routed. In this paper we consider the problem of minimum cost installation of capacity on the arcs to ensure that the required demands can be shipped simultaneously between node pairs. We study two different approaches for solving problems of this type. The first one is based on the idea of metric inequalities (see Onaga and Kakusho, On feasibility conditions of multicommodity flows in networks, IEEE Transactions on Circuit Theory, CT-18 (4) (1971) 425–429.), and uses a formulation with only |A| variables. The second uses an aggregated multicommodity flow formulation and has |V||A| variables. We first describe two classes of strong valid inequalities and use them to obtain a complete polyhedral description of the associated polyhedron for the complete graph on three nodes. Next we explain our solution methods for both of the approaches in detail and present computational results. Our computational experience shows that the two formulations are comparable and yield effective algorithms for solving real-life problems. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. F. Barahona, Network design using cut inequalities, SIAM Journal on Optimization 6 (1996).

  2. D. Bienstock, O. Günlük, Capacitated network design — polyhedral structure and computation, INFORMS Journal on Computing (1996) 243–259.

  3. K. Hoffman, M. Padberg, Improving LP-representation of zero–one linear programs for branch-and-cut, ORSA Journal on Computing 3 (2) (1991) 121–134.

    Google Scholar 

  4. G.L. Nemhauser, L.A. Wolsey, Integer and Combinatorial Optimization, Wiley, New York, 1988.

    Google Scholar 

  5. K. Onaga, O. Kakusho, On feasibility conditions of multicommodity flows in networks, IEEE Transactions in Circuit Theory, CT-18 (4) 425–429.

  6. R.L. Rardin, L.A. Wolsey, Valid inequalities and projecting the multicommodity extended formulation for uncapacitated fixed charge network network flow problems, European Journal of Operational Research (November 1993).

  7. D. Bienstock, O. Günlük, Computational experience with a difficult mixed-integer multicommodity flow problem, Mathematical Programming 68 (1995) 213–238.

    Google Scholar 

  8. W.R. Pulleyblank, Polyhedral combinatorics, in: G.L. Nemhauser et al. (Eds.), Handbooks in OR & MS, vol. 1, North-Holland, Amsterdam, 1989, pp. 371–446.

    Google Scholar 

  9. D. Bienstock, S. Chopra, O. Günlük, C.-Y. Tsai, Minimum cost capacity installation for multicommodity network flows, CORE Discussion Paper, Université Catholique de Louvain, Belgium (1995).

    Google Scholar 

  10. K. Hoffman, M. Padberg, Solving airline crew scheduling problems by branch-and-cut, Management Science 39 (6) (1993) 657–682.

    Google Scholar 

  11. M. Padbergl, G. Rinaldi, A branch-and-cut algorithm for the resolution of large-scale symmetric traveling salesman problems, SIAM Review 33 (1991) 60–100.

    Google Scholar 

  12. T. Magnanti, P. Mirchandani, R. Vachani, Modeling and solving the two facility capacitated network loading problem, Operations Research 43 (1) (1995) 142–157.

    Google Scholar 

  13. F. Barahona, personal communication.

  14. M. Stoer, G. Dahl, A polyhedral approach to multicommodity survivable network design, Numerische Mathematik 68 (1) (1994) 149–167.

    Google Scholar 

  15. M. Stoer, private communication.

Download references

Author information

Authors and Affiliations

Authors

Additional information

The research of the first and third authors was partially supported by a Presidential Young Investigator Award, by NSF grant NCR-9301751, and by a post-doctoral fellowship at CORE.

Corresponding author.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bienstock, D., Chopra, S., Günlük, O. et al. Minimum cost capacity installation for multicommodity network flows. Mathematical Programming 81, 177–199 (1998). https://doi.org/10.1007/BF01581104

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01581104

Keywords

Navigation