协同运输的路线整合问题研究

本文研究协同运输的路线整合问题(CTRIP):允许所有的O-D流(运输任务)在规定的路线长度内任意采取直通运输、单点中转、两点中转的整合运输路线,整合运输的中枢路段在支付固定成本后可产生运费折扣,如何选择O-D流的整合路线使得总成本最小? CTRIP广泛应用于航空、物流、快递等领域的整合运输实践。论文构造了CTRIP的混合整数规划模型和Benders分解算法,实验显示,算法表现出非常好的计算绩效。最后,我们利用一个具体实例对CTRIP与已有研究展开了比较,结论显示CTRIP更能保证中枢路段的规模优势 。     

Capacity inverse minimum cost flow problem

Given a directed graph G=(N,A) with arc capacities u _ij and a minimum cost flow problem defined on G, the capacity inverse minimum cost flow problem is to find a new capacity vector [^(u)]\hat{u} for the arc set A such that a given feasible flow [^(x)]\hat{x} is optimal with respect to the modified capacities. Among all capacity vectors [^(u)]\hat{u} satisfying this condition, we would like to find one with minimum ||[^(u)]-u||\|\hat{u}-u\| value. We consider two distance measures for ||[^(u)]-u||\|\hat{u}-u\| , rectilinear (L ₁) and Chebyshev (L _∞) distances. By reduction from the feedback arc set problem we show that the capacity inverse minimum cost flow problem is NP\mathcal{NP} -hard in the rectilinear case. On the other hand, it is polynomially solvable by a greedy algorithm for the Chebyshev norm. In the latter case we propose a heuristic for the bicriteria problem, where we minimize among all optimal solutions the number of affected arcs. We also present computational results for this heuristic.     

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。     

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.     

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.     

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.     

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.     

Algorithms for the minimum non-separating path and the balanced connected bipartition problems on grid graphs

For given a pair of nodes in a graph, the minimum non-separating path problem looks for a minimum weight path between the two nodes such that the remaining graph after removing the path is still connected. The balanced connected bipartition (BCP₂) problem looks for a way to bipartition a graph into two connected subgraphs with their weights as equal as possible. In this paper we present an algorithm in time O(NlogN) for finding a minimum weight non-separating path between two given nodes in a grid graph of N nodes with positive weight. This result leads to a 5/4-approximation algorithm for the BCP₂ problem on grid graphs, which is the currently best ratio achieved in polynomial time. We also developed an exact algorithm for the BCP₂ problem on grid graphs. Based on the exact algorithm and a rounding technique, we show an approximation scheme, which is a fully polynomial time approximation scheme for fixed number of rows.     

On risk-averse maximum weighted subgraph problems

In this work, we consider a class of risk-averse maximum weighted subgraph problems (R-MWSP). Namely, assuming that each vertex of the graph is associated with a stochastic weight, such that the joint distribution is known, the goal is to obtain a subgraph of minimum risk satisfying a given hereditary property. We employ a stochastic programming framework that is based on the formalism of modern theory of risk measures in order to find minimum-risk hereditary structures in graphs with stochastic vertex weights. The introduced form of risk function for measuring the risk of subgraphs ensures that optimal solutions of R-MWS problems represent maximal subgraphs. A graph-based branch-and-bound (BnB) algorithm for solving the proposed problems is developed and illustrated on a special case of risk-averse maximum weighted clique problem. Numerical experiments on randomly generated Erdös-Rényi graphs demonstrate the computational performance of the developed BnB.     

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.     

Using branch-and-price approach to solve the directed network design problem with relays

We present node-arc and arc-path formulations, and develop a branch-and-price approach for the directed network design problem with relays (DNDR). The DNDR problem can be used to model many network design problems in transportation, service, and telecommunication system, where relay points are necessary. The DNDR problem consists of introducing a subset of arcs and locating relays on a subset of nodes such that in the resulting network, the total cost (arc cost plus relay cost) is minimized, and there exists a directed path linking the origin and destination of each commodity, in which the distances between the origin and the first relay, any two consecutive relays, and the last relay and the destination do not exceed a predefined distance limit. With the node-arc formulation, we can directly solve small DNDR instances using mixed integer programming solver. With the arc-path formulation, we design a branch-and-price approach, which is a variant of branch-and-bound with bounds provided by solving linear programs using column generation at each node of the branch-and-bound tree. We design two methods to efficiently price out columns and present computational results on a set of 290 generated instances. Results demonstrate that our proposed branch-and-price approach is a computationally efficient procedure for solving the DNDR problem.     

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.     

Models and algorithms for the design of survivable multicommodity flow networks with general failure scenarios

We consider the design of a multicommodity flow network, in which point-to-point demands are routed across the network subject to link capacity restrictions. Such a design must build enough capacity and diverse routing paths through the network to ensure that feasible multicommodity flows continue to exist, even when components of the network fail. In this paper, we examine several methodologies to optimally design a minimum-cost survivable network that continues to support a multicommodity flow under any of a given set of failure scenarios, where each failure scenario consists of the simultaneous failure of multiple arcs. We begin by providing a single extensive form mixed-integer programming formulation for this problem, along with a Benders decomposition algorithm as an alternative to the extensive form approach. We next investigate strategies to improve the performance of the algorithm by augmenting the master problem with several valid inequalities such as cover constraints, connectivity constraints, and path constraints. For the smallest instances (eight nodes, 10 origin–destination pairs, and 10 failure scenarios), the Benders implementation consumes only 10% of the time required by the mixed-integer programming formulation, and our best augmentation strategy reduces the solution time by another 50%. For medium- and large-sized instances, the extensive form problem fails to terminate within 2 h on any instance, while our decomposition algorithms provide optimal solutions on all but two problem instances.     

Some graph optimization problems with weights satisfying linear constraints

In this paper, we study several graph optimization problems in which the weights of vertices or edges are variables determined by several linear constraints, including maximum matching problem under linear constraints (max-MLC), minimum perfect matching problem under linear constraints (min-PMLC), shortest path problem under linear constraints (SPLC) and vertex cover problem under linear constraints (VCLC). The objective of these problems is to decide the weights that are feasible to the linear constraints, and find the optimal solutions of corresponding graph optimization problems among all feasible choices of weights. We find that these problems are NP-hard and are hard to be approximated in general. These findings suggest us to explore various special cases of them. In particular, we show that when the number of constraints is a fixed constant, all these problems are polynomially solvable. Moreover, if the total number of distinct weights is a fixed constant, then max-MLC, min-PMLC and SPLC are polynomially solvable, and VCLC has a 2-approximation algorithm. In addition, we propose approximation algorithms for various cases of max-MLC.

     

A PTAS for the minimum weighted dominating set problem with smooth weights on unit disk graphs

In the minimum weighted dominating set problem (MWDS), we are given a unit disk graph with non-negative weight on each vertex. The MWDS seeks a subset of the vertices of the graph with minimum total weight such that each vertex of the graph is either in the subset or adjacent to some nodes in the subset. A?weight function is called smooth, if the ratio of the weights of any two adjacent nodes is upper bounded by a constant. MWDS is known to be NP-hard. In this paper, we give the first polynomial time approximation scheme (PTAS) for MWDS with smooth weights on unit disk graphs, which achieves a (1+ε)-approximation for MWDS, for any ε>0.     

Computational risk management techniques for fixed charge network flow problems with uncertain arc failures

We consider a formulation for the fixed charge network flow (FCNF) problem subject to multiple uncertain arc failures, which aims to provide a robust optimal flow assignment in the sense of restricting potential losses using Conditional Value-at-Risk (CVaR). We show that a heuristic algorithm referred to as Adaptive Dynamic Cost Updating Procedure (ADCUP) previously developed for the deterministic FCNF problem can be extended to the considered problem under uncertainty and produce high-quality heuristic solutions for large problem instances. The reported computational experiments demonstrate that the described procedure can successfully tackle both the uncertainty considerations and the large size of the networks. High-quality heuristic solutions for problem instances with up to approximately 200,000 arcs have been identified in a reasonable time.     

Packing feedback arc sets in reducible flow graphs

In this paper we establish a min–max relation in arc-weighted reducible flow graphs. In particular, we prove that the maximum cardinality of feedback arc set packings equals the minimum total weight of cycles. We also present an \(O(n^2 m)\) algorithm for finding a maximum feedback arc set packing in reducible flow graphs.     

Algorithms and time complexity of the request-service problem

Given a number of users each of which provides a set of services with a cost for each service and has a set of requests to be satisfied, the goal of the request-service problem is to find a feasible solution that satisfies all requests of each user with minimum cost. In addition, a feasible solution must satisfy an additional constraint. Specifically, if user A provides a service to user B, B should provide a service back to A either directly or indirectly through other users. In this paper, we studied the complexity of this problem. We show that there exists a polynomial time algorithm that can compute a feasible solution with minimum cost if such a solution exists. However, if a feasible solution does not exist, the problem of maximizing the number of satisfied users (i.e., all requests of the users are satisfied) is NP-hard.     

Allocating a fixed cost across the decision making units with two-stage network structures

A prominent issue in many organizations involves the fair allocation of a total fixed cost among a group of entities. This paper extends the traditional fixed cost allocation problem to situations where the decision making units (DMUs) have a two-stage network structure. To this end, this paper first uses the data envelopment analysis (DEA) methodology to determine the relative efficiency while taking the internal structure and possible allocated costs into account. It shows that each DMU can separately maximize its relative efficiency to one through determining a series of allocations and selecting a set of relative weights. Next, we demonstrate that there exists an efficient allocation set based on a set of common weights, using which all DMUs and their two sub-stages can be simultaneously efficient. However, there are alternative allocation plans in the efficient allocation set. According to this non-uniqueness problem, we further optimize the allocation plans by taking the size of operation units into account, such that the allocation result is proportional to current input usages and output productions from a size point of view. In addition, we suggest a min–max model and a feasible computation algorithm for it to generate the final allocation plan in a way that minimizes the deviation between the efficient allocations and size allocations. More importantly, by repeatedly minimizing the maximum deviation, our proposed method can guarantee a unique allocation plan for all DMUs and sub-stages. Finally, both a numerical example modified from previous literature and an empirical application of bank activities are used to demonstrate the efficacy and usefulness of the proposed approach.     

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.