Abstract
In telecommunications, operators usually use market surveys and statistical models to estimate traffic evolution in networks or to approximate queuing delay functions in routing strategies. Many research activities concentrated on handling traffic uncertainty in network design. Measurements on real world networks have shown significant errors in delay approximations, leading to weak management decisions in network planning. In this work, we introduce elements of robust optimization theory for delay modeling in routing problems. Different types of data uncertainty are considered and linked to corresponding robust models.
We study a special case of constraints featuring separable additive functions. Specifically, we consider that each term of the sum is disturbed by a random parameter. These constraints are frequent in network based problems, where functions reflecting real world measurements on links are summed up over end-to-end paths. While classical robust formulations have to deal with the introduction of new variables, we show that, under specific hypotheses, the deterministic robust counterpart can be formulated in the space of original variables. This offers the possibility of constructing tractable robust models.
Starting from Soyster’s conservative model, we write and compare different uncertainty sets and formulations offering each a different protection level for the delay constrained routing problem. Computational experiments are developed in order to evaluate the “price of robustness” and to assess the quality of the new formulations.

Similar content being viewed by others
References
Altın, A., Yaman, H., & Pınar, M. Ç. (2011). The robust network loading problem under hose demand uncertainty: Formulation, polyhedral analysis, and computations. INFORMS Journal on Computing, 23(1), 75–89.
Atamtürk, A., & Zhang, M. (2007). Two-stage robust network flow and design under demand uncertainty. Operations Research, 55(4), 662–673.
Babonneau, F., Vial, J.-P., & Apparigliato, R. (2009). International series in operations research and management science: Uncertainty and environmental decision making. Berlin: Springer.
Beker, S., Puech, N., & Friderikos, V. (2004). A tabu search heuristic for the offline MPLS reduced complexity layout design problem. In N. Mitrou, K. Kontovasilis, G.N. Rouskas, I. Iliadis, & L. Merakos (Eds.), Lecture notes in computer science: Vol. 3042. NETWORKING 2004, networking technologies, services, and protocols; performance of computer and communication networks; mobile and wireless communications (pp. 514–525). Berlin/Heidelberg: Springer.
Ben-Ameur, W. (2007). Between fully dynamic routing and robust stable routing. In Design and reliable communication networks, DRCN (pp. 1–6).
Ben-Ameur, W., & Kerivin, H. (2005). Routing of uncertain traffic demands. Optimization and Engineering, 6, 283–313.
Ben Ameur, W., & Ouorou, A. (2006). Mathematical models of the delay constrained routing problem. Algorithmic Operations Research, 1(2), 94–103.
Ben-Ameur, W., & Zotkiewicz, M. (2010). Polynomial traffic demand polytope partitioning. In Electronic notes in discrete mathematics: Vol. 36. ISCO 2010—International symposium on combinatorial optimization (pp. 1113–1120).
Ben-Ameur, W., Ouorou, A., & Żotkiewicz, M. (2012). Robust routing in communication networks. In R. Mahjoub (Ed.), Progress in combinatorial optimization (pp. 353–389). London: Iste, Wiley.
Ben-Tal, A., & Nemirovski, A. (1998). Robust convex optimization. Mathematics of Operations Research, 23(4), 769–805.
Ben-Tal, A., & Nemirovski, A. (1999). Robust solutions to uncertain linear programs. Operations Research Letters, 25, 1–13.
Ben-tal, A., & Nemirovski, A. (2000). Robust solutions of linear programming problems contaminated with uncertain data. Mathematical Programming, 88, 411–424.
Bertsimas, D., & Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98, 49–71.
Bertsimas, D., & Sim, M. (2004). The price of robustness. Operations Research, 52(1), 35–53.
Casas, P., Larroca, F., Rougier, J.-L., & Vaton, S. (2009). Robust routing vs dynamic load-balancing a comprehensive study and new directions (pp. 123–130).
Chekuri, C. (2007). Routing and network design with robustness to changing or uncertain traffic demands. SIGACT News, 38(3), 106–129.
Chekuri, C., Shepherd, F. B., Oriolo, G., & Scutellá, M. G. (2007). Hardness of robust network design. Networks, 50(1), 50–54.
CPLEX ILOG. www-01.ibm.com/software/commerce/optimization/cplex-optimizer/.
El Ghaoui, L., & Lebret, H. (1997). Robust solutions to least-squares problems with uncertain data. SIAM Journal on Matrix Analysis and Applications, 18, 1035–1064.
Fourer, R., Gay, D. M., & Kernighan, B. W. (2002). AMPL: a modeling language for mathematical programming. N. Scituate: Duxbury.
Hassan, H. (2010). Mixed integer nonlinear optimization approaches for network design in telecommunications. Ph.D. thesis.
Hijazi, H., Bonami, P., Cornuéjols, G., & Ouorou, A. (2012). Mixed-integer nonlinear programs featuring “on/off” constraints. Computational Optimization and Applications, 52, 537–558.
Koster, A. M. C. A., Kutschka, M., & Raack, C. (2011). On the robustness of optimal network designs. In ICC (pp. 1–5).
Martins, E., & Pascoal, M. (2003). A new implementation of yen’s ranking loopless paths algorithm. 4OR, 1(2), 121–133.
Soyster, A. L. (1973). Convex programming with set-inclusive constraints ans applications to inexact linear programming. Operations Research, 21, 1154–1157.
Van Eijl, C. A. (2002). Capacity planning for carrier-scale ip networks. BT Technology Journal, 20(3), 116–123.
Wächter, A., & Biegler, L. T. (2006). On the implementation of a primal-dual interior point filter line search algorithm for large-scale nonlinear programming. Mathematical Programming, 106(1), 25–57.
Yen, H.-H., & Lin, F. Y.-S. (2001a). Backbone network design with qos requirements. ICN, 2, 148–157.
Yen, H.-H., & Lin, F. Y.-S. (2001b). Near-optimal delay constrained routing in virtual circuit networks. In INFOCOM (pp. 750–756).
Author information
Authors and Affiliations
Corresponding author
Additional information
First and second authors are supported by ANR grant ANR06-BLAN-0375.
Rights and permissions
About this article
Cite this article
Hijazi, H., Bonami, P. & Ouorou, A. Robust delay-constrained routing in telecommunications. Ann Oper Res 206, 163–181 (2013). https://doi.org/10.1007/s10479-013-1371-y
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10479-013-1371-y