The mixed evacuation problem

A dynamic network introduced by Ford and Fulkerson is a directed graph with capacities and transit times on its arcs. The quickest transshipment problem is one of the most fundamental problems in dynamic networks. In this problem, we are given sources and sinks. Then the goal of this problem is to find a minimum time limit such that we can send the right amount of flow from sources to sinks. In this paper, we introduce a variant of this problem called the mixed evacuation problem. This problem models an emergent situation in which people can evacuate on foot or by car. The goal is to organize such a mixed evacuation so that an efficient evacuation can be achieved. In this paper, we study this problem from the theoretical and practical viewpoints. In the first part, we prove the polynomial-time solvability of this problem in the case where the number of sources and sinks is not large, and also prove the polynomial-time solvability and computational hardness of its variants with integer constraints. In the second part, we apply our model to the case study of Minabe town in Wakayama prefecture, Japan.     

The maximum flow problem with disjunctive constraints

We study the maximum flow problem subject to binary disjunctive constraints in a directed graph: A negative disjunctive constraint states that a certain pair of arcs in a digraph cannot be simultaneously used for sending flow in a feasible solution. In contrast to this, positive disjunctive constraints force that for certain pairs of arcs at least one arc has to carry flow in a feasible solution. It is convenient to represent the negative disjunctive constraints in terms of a so-called conflict graph whose vertices correspond to the arcs of the underlying graph, and whose edges encode the constraints. Analogously we represent the positive disjunctive constraints by a so-called forcing graph. For conflict graphs we prove that the maximum flow problem is strongly $\mathcal{NP}$ -hard, even if the conflict graph consists only of unconnected edges. This result still holds if the network consists only of disjoint paths of length three. For forcing graphs we also provide a sharp line between polynomially solvable and strongly $\mathcal{NP}$ -hard instances for the case where the flow values are required to be integral. Moreover, our hardness results imply that no polynomial time approximation algorithm can exist for both problems. In contrast to this we show that the maximum flow problem with a forcing graph can be solved efficiently if fractional flow values are allowed.     

Iterative Converging Algorithms for Computing Bounds on Durations of Activities in Pert and Pert-Like Models

Since its invention in 1958, Program Evaluation and Review Technique (PERT) has been widely used during the planning, design, and implementation of projects. Pert models the activities of a project as a single source-single sink directed acyclic graph where nodes represent events (end or beginning of activities) and arcs activities. The maximum amount by which an activity can be delayed without delaying the overall project is called the slack. Critical tasks have zero slack whereas all noncritical tasks have positive slacks. Pert is a valuable tool in the management of large projects since it allows to compute the slack of each activity of the project. Such information may be crucial in avoiding cost overruns that would be caused by delays to critical activities and/or excessive delays to noncritical activities. What Pert fails to provide is how one should go about distributing remaining slack on noncritical activities while taking into consideration properties of the activities as well as precedence relationships among them, so as to have reasonable upper bounds on duration of all activities, critical or noncritical. In this paper we propose several algorithms for the distribution of slack on non-critical activities. We show that if one desires to distribute the remaining slack proportionally to the initially assigned activity durations then the problem is in P, and propose an algorithm of linear time complexity. However if one desires to use distribution functions other than the initial durations of activities, then the problem of slack distribution becomes NP-complete. Finding the maximal bounds corresponding to zero-slack solution at the sink requires iterative application of exponential algorithm. For that case we introduce an approximation algorithm of linear time complexity on each iteration. The algorithm iteratively increases bounds on durations of activities and converges to the zero-slack solution on all paths from the source node to the sink node in the Pert-like graph. The algorithms described in this paper were successfully applied to solving timing bounds problems in VLSI design.     

The planning of cycle trips in the province of East Flanders

Traditional route planners assist in finding the shortest or fastest route from one place to another. This paper presents a novel approach to path finding in a directed graph, namely a target distance, motivated by the problem that a recreational cyclist deals with when searching a nice route of a certain length. The problem is defined as a variant of the arc orienteering problem (AOP), a new combinatorial optimisation problem in which the score of a route in a directed graph has to be maximised by visiting arcs, while each arc can be visited at most once and the total cost of the route should not exceed a predefined cost. The contribution of this paper is threefold: (1) a mathematical model of the AOP is provided, (2) a metaheuristic method that solves AOP instances to near optimality in 1 s of execution time, is proposed and evaluated, and (3) two real-life applications of the method are presented. An on-line cycle route planning application offers personalised cycle routes based on user preferences, and an SMS service provides cyclists “in the field” with routes on demand.     

The optimum traversal of a graph

For a given graph (network) having costs [c_ij] associated with its links, the present paper examines the problem of finding a cycle which traverses every link of the graph at least once, and which incurs the minimum cost of traversal. This problem (called thegraph traversal problem, or theChinese postman problem [9]) can be formulated in ways analogous to those used for the well-known travelling salesman problem, and using this apparent similarity, Bellman and Cooke [1] have produced a dynamic programming formulation. This method of solution of the graph traversal problem requires computational times which increase exponentially with the number of links in the graph. Approximately the same rate of increase of computational effort with problem size would result by any other method adapting a travelling salesman algorithm to the present problem.This paper describes an efficient algorithm for the optimal solution of the graph traversal problem based on the matching method of Edmonds [5, 6]. The computational time requirements of this algorithm increase as a low order (2 or 3) power of the number of links in the graph. Computational results are given for graphs of up to 50 vertices and 125 links.The paper then discusses a generalised version of the graph traversal problem, where not one but a number of cycles are required to traverse the graph. In this case each link has (in addition to its cost) a quantity q_ij associated with it, and the sum of the quantities of the links in any one cycle must be less than a given amount representing the cycle capacity. A heuristic algorithm for the solution of this problem is given. The algorithm is based on the optimal algorithm for the single-cycle graph traversal problem and is shown to produce near-optimal results.There is a large number of possible applications where graph traversal problems arise. These applications include: the spraying of roads with salt-grit to prevent ice formation, the inspection of electric power lines, gas, or oil pipelines for faults, the delivery of letter post, etc.     

Separator-based data reduction for signed graph balancing

Polynomial-time data reduction is a classical approach to hard graph problems. Typically, particular small subgraphs are replaced by smaller gadgets. We generalize this approach to handle any small subgraph that has a small separator connecting it to the rest of the graph. The problem we study is the NP-hard Balanced Subgraph problem, which asks for a 2-coloring of a graph that minimizes the inconsistencies with given edge labels. It has applications in social networks, systems biology, and integrated circuit design. The data reduction scheme unifies and generalizes a number of previously known data reductions, and can be applied to a large number of graph problems where a coloring or a subset of the vertices is sought. To solve the instances that remain after reduction, we use a fixed-parameter algorithm based on iterative compression with a very effective heuristic speedup. Our implementation can solve biological real-world instances exactly for which previously only approximations were known. In addition, we present experimental results for financial networks and random networks.     

A novel approach to subgraph selection with multiple weights on arcs

In this paper, an extension of the minimum cost flow problem is considered in which multiple incommensurate weights are associated with each arc. In the minimum cost flow problem, flow is sent over the arcs of a graph from source nodes to sink nodes. The goal is to select a subgraph with minimum associated costs for routing the flow. The problem is tractable when a single weight is given on each arc. However, in many real-world applications, several weights are needed to describe the features of arcs, including transit cost, arrival time, delay, profit, security, reliability, deterioration, and safety. In this case, finding an optimal solution becomes difficult. We propose a heuristic algorithm for this purpose. First, we compute the relative efficiency of the arcs by using data envelopment analysis techniques. We then determine a subgraph with efficient arcs using a linear programming model, where the objective function is based on the relative efficiency of the arcs. The flow obtained satisfies the arc capacity constraints and the integrality property. Our proposed algorithm has polynomial runtime and is evaluated in rigorous experiments.

     

基于资源流网络优化的Max-npv项目调度

活动拖期通过资源流网络的传递会严重影响项目的净现值收益。针对该问题，本文首先在确定性环境下采用模拟退火算法(SA)构建了Max-NPV(Maximize the Net Present Value)非鲁棒性基准调度计划，然后考虑到活动工期的不确定性，设计了MEPC(Minimize Expected Penalty Cost)资源流网络优化算法，通过鲁棒性资源分配实现净现值期望惩罚成本最小化。大规模仿真对比实验结果表明，在活动工期低、中、高三种不确定性程度下，相对于采用随机资源分配算法(SA+RRAS)构建的非鲁棒性调度计划，SA+MEPC算法构建的鲁棒性调度计划在项目净现值实际收益、调度计划的“解”鲁棒性和“质”鲁棒性三个方面都取得了更好的结果，并且应对活动拖期风险的能力也更强。     

Complexity analysis for maximum flow problems with arc reversals

We provide a comprehensive study on network flow problems with arc reversal capabilities. The problem is to identify the arcs to be reversed in order to achieve a maximum flow from source(s) to sink(s). The problem finds its applications in emergency transportation management, where the lanes of a road network could be reversed to enable flow in the opposite direction. We study several network flow problems with the arc reversal capability and discuss their complexity. More specifically, we discuss the polynomial time algorithms for the maximum dynamic flow problem with arc reversal capability having a single source and a single sink, and for the maximum (static) flow problem. The presented algorithms are based on graph transformations and reductions to polynomially solvable flow problems. In addition, we show that the quickest transshipment problem with arc reversal capability and the problem of minimizing the total cost resulting from arc switching costs are NP\mathcal{NP} -hard.     

On sorting unsigned permutations by double-cut-and-joins

The problem of sorting unsigned permutations by double-cut-and-joins (SBD) arises when we perform the double-cut-and-join (DCJ) operations on pairs of unichromosomal genomes without the gene strandedness information. In this paper we show it is a NP-hard problem by reduction to an equivalent previously-known problem, called breakpoint graph decomposition (BGD), which calls for a largest collection of edge-disjoint alternating cycles in a breakpoint graph. To obtain a better approximation algorithm for the SBD problem, we made a suitable modification to Lin and Jiang’s algorithm which was initially proposed to approximate the BGD problem, and then carried out a rigorous performance analysis via fractional linear programming. The approximation ratio thus achieved for the SBD problem is $\frac{17}{12}+\epsilon \approx 1.4167 +\epsilon$ , for any positive ε.     

优化设施服务的网络调整费用均衡问题研究

在物流网络中,当服务设施(配送中心、大型超市等)建立后,由于设施服务水平、市场需求等因素发生变化,需要调整物流网络中各个环节的配送时间来优化设施的服务能力。调整优化的过程中既要考虑需求目标、运行费用的同时也需要考虑调整的成本。本文针对该问题,提出了优化设施服务的物流网络调整费用均衡模型,并针对单个设施的树形配送网络结构,通过辅助网络将该问题转化为最小费用流问题,给出了多项式算法。最后,文中给出了算例以及两种费用的均衡分析。     

Scheduling arc shut downs in a network to maximize flow over time with a bounded number of jobs per time period

We study the problem of scheduling maintenance on arcs of a capacitated network so as to maximize the total flow from a source node to a sink node over a set of time periods. Maintenance on an arc shuts down the arc for the duration of the period in which its maintenance is scheduled, making its capacity zero for that period. A set of arcs is designated to have maintenance during the planning period, which will require each to be shut down for exactly one time period. In general this problem is known to be NP-hard, and several special instance classes have been studied. Here we propose an additional constraint which limits the number of maintenance jobs per time period, and we study the impact of this on the complexity.     

Exact and heuristic algorithms for solving the generalized minimum filter placement problem

We consider a problem of placing route-based filters in a communication network to limit the number of forged address attacks to a prescribed level. Nodes in the network communicate by exchanging packets along arcs, and the originating node embeds the origin and destination addresses within each packet that it sends. In the absence of a validation mechanism, one node can send packets to another node using a forged origin address to launch an attack against that node. Route-based filters can be established at various nodes on the communication network to protect against these attacks. A route-based filter examines each packet arriving at a node, and determines whether or not the origin address could be legitimate, based on the arc on which the packet arrives, the routing information, and possibly the destination. The problem we consider seeks to find a minimum cardinality subset of nodes to filter so that the prescribed level of security is achieved. We formulate a mixed-integer programming model for the problem and derive valid inequalities for this model by identifying polynomially-solvable subgraphs of the communication network. We also present three heuristics for solving the filter placement problem and evaluate their performance against the optimal solution provided by the mixed-integer programming model. The authors gratefully acknowledge the comments of two anonymous referees, whose input led to an improved version of this paper. Dr. Smith gratefully acknowledges the support of the Office of Naval Research under Grant #N00014-03-1-0510 and the Defense Advanced Research Projects Agency under Grant #N66001-01-1-8925.     

Perfect Circular Arc Coloring

The circular arc coloring problem is to find a minimum coloring of a set of arcs of a circle so that no two overlapping arcs share a color. This NP-hard problem arises in a rich variety of applications and has been studied extensively. In this paper we present an O(n² m) combinatorial algorithm for optimally coloring any set of arcs that corresponds to a perfect graph, and propose a new approach to the general circular arc coloring problem.Partially supported by Project 02139 of Education Ministry of China.Supported in part by the Research Grants Council of Hong Kong (Project No. HKU7054/03P) and a seed funding for basic research of HKU.     

Augmenting weighted graphs to establish directed point-to-point connectivity

We consider an augmentation problem on undirected and directed graphs, where given a directed (an undirected) graph G and p pairs of vertices \(P=\left\{ {\left( {s_1 ,t_1 } \right) ,\ldots ,\left( {s_p ,t_p } \right) } \right\} \), one has to find the minimum weight set of arcs (edges) to be added to the graph so that the resulting graph has (can be oriented to have) directed paths between the specified pairs of vertices. In the undirected case, we present an FPT-algorithm with respect to the number of new edges. Also, we have implemented and evaluated the algorithm on some real-world networks to show its efficiency in decreasing the size of input graphs and converting them to much smaller kernels. In the directed case, we consider the complexity of the problem with respect to the various parameters and present some parameterized algorithms and parameterized complexity results for it.     

Optimal design and augmentation of strongly attack-tolerant two-hop clusters in directed networks

We consider the problems of minimum-cost design and augmentation of directed network clusters that have diameter 2 and maintain the same diameter after the deletion of up to R elements (nodes or arcs) anywhere in the cluster. The property of a network to maintain not only the overall connectivity, but also the same diameter after the deletion of multiple nodes/arcs is referred to as strong attack tolerance. This paper presents the proof of NP-completeness of the decision version of the problem, derives tight theoretical bounds, as well as develops a heuristic algorithm for the considered problems, which are extremely challenging to solve to optimality even for small networks. Computational experiments suggest that the proposed heuristic algorithm does identify high-quality near-optimal solutions; moreover, in the special case of undirected networks with identical arc construction costs, the algorithm provably produces an exact optimal solution to strongly attack-tolerant two-hop network design problem, regardless of the network size.     

网络弧生长对网络可靠性的影响

人们普遍认为,对于一般的网络图而言,当网络弧在生长时将有益于网络可靠性的增强。然而事实证明该论断并不完全正确。对于某些注重最短路径长度的网络而言:(1) 当网络>G受到随机攻击时,以网络最短路熵作为网络可靠性的判断依据,分别计算在增加一条弧前后网络结点或网络弧受到攻击而失效时的网络最短路熵,比较网络最短路熵的大小,熵值越大,可靠性越弱;(2) 当网络G受到恶意攻击时,根据悲观原则定义了一种新的可靠性指标,该指标值越大,网络可靠性越强。结果表明:(1) 当G与G'的最短路径长度相等时,G'的可靠性不弱于G;(2)当G与G'的最短路径长度不相等时,G与G'的可靠性相对大小关系不唯一。对该问题的研究有助于人们清楚的认识到网络弧生长对网络可靠性的影响。最后用简化的江苏省城市间高速公路网络图为例来说明该研究的有效性与实用性。     

Flows with unit path capacities and related packing and covering problems

Since the seminal work of Ford and Fulkerson in the 1950s, network flow theory is one of the most important and most active areas of research in combinatorial optimization. Coming from the classical maximum flow problem, we introduce and study an apparently basic but new flow problem that features a couple of interesting peculiarities. We derive several results on the complexity and approximability of the new problem. On the way we also discover two closely related basic covering and packing problems that are of independent interest. Starting from an LP formulation of the maximum s-t-flow problem in path variables, we introduce unit upper bounds on the amount of flow being sent along each path. The resulting (fractional) flow problem is NP-hard; its integral version is strongly NP-hard already on very simple classes of graphs. For the fractional problem we present an FPTAS that is based on solving the k shortest paths problem iteratively. We show that the integral problem is hard to approximate and give an interesting O(log?m)-approximation algorithm, where m is the number of arcs in the considered graph. For the multicommodity version of the problem there is an $O(\sqrt{m})Since the seminal work of Ford and Fulkerson in the 1950s, network flow theory is one of the most important and most active areas of research in combinatorial optimization. Coming from the classical maximum flow problem, we introduce and study an apparently basic but new flow problem that features a couple of interesting peculiarities. We derive several results on the complexity and approximability of the new problem. On the way we also discover two closely related basic covering and packing problems that are of independent interest. Starting from an LP formulation of the maximum s-t-flow problem in path variables, we introduce unit upper bounds on the amount of flow being sent along each path. The resulting (fractional) flow problem is NP-hard; its integral version is strongly NP-hard already on very simple classes of graphs. For the fractional problem we present an FPTAS that is based on solving the k shortest paths problem iteratively. We show that the integral problem is hard to approximate and give an interesting O(log m)-approximation algorithm, where m is the number of arcs in the considered graph. For the multicommodity version of the problem there is an O(?m)O(\sqrt{m}) -approximation algorithm. We argue that this performance guarantee is best possible, unless P=NP.     

On greedy and strategic evaders in sequential interdiction settings with incomplete information

We consider a class of sequential network interdiction problem settings where the interdictor has incomplete initial information about the network while the evader has complete knowledge of the network including its structure and arc costs. In each decision epoch, the interdictor can block (for the duration of the epoch) at most k arcs known to him/her. By observing the evader’s actions, the interdictor learns about the network structure and costs and thus, can adjust his/her actions in subsequent decision epochs. It is known from the literature that if the evader is greedy (i.e., the shortest available path is used in each decision epochs), then under some assumptions the greedy interdiction policies that block k-most vital arcs in each epoch are efficient and have a finite regret. In this paper, we consider the evader’s perspective and explore deterministic “strategic” evasion policies under the assumption that the interdictor is greedy. We first study the theoretical computational complexity of the evader’s problem. Then we derive basic constructive properties of optimal evasion policies for two decision epochs when the interdictor has no initial information about the network structure. These properties are then exploited for the design of a heuristic algorithm for a strategic evader in a general setting with an arbitrary time horizon and any initial information available to the interdictor. Our computational experiments demonstrate that the proposed heuristic outperforms the greedy evasion policy on several classes of synthetic network instances under either perfect or noisy information feedback. Finally, some interesting insights from our theoretical and computational results conclude the paper.     

Additive slacks-based measure: Computational strategy and extension to network DEA

The current paper visits a set of data envelopment analysis (DEA) models that identify inefficiency by optimizing input and output slacks. These slacks are aggregated either in an additive or ratio form. Only the ratio slacks-based DEA models can be solved as a linear program and generate a DEA score between zero and unity. The additive slacks-based model can be equivalent to the Russell graph measure and converted into a second order cone programming (SOCP) problem whose solving procedure has become a mature technology. As such, the additive slacks-based model can also yield a DEA score between zero and unity. This study shows that the additive slacks-based model can be applied to modelling network DEA where the internal structures of decision making units (DMUs) are of interest. The additive slacks-based network DEA can be solved using SOCP technique and adapted to the preference of the decision maker by choosing the weights for aggregating individual components in the network structures. It is shown that the additive slacks-based approach can yield divisional efficiencies of Pareto optimal equivalences to be selected by the decision maker when compared to the existing ratio slacks-based measure. An example and solving codes are provided in the current study.