Pulaj, Jonad
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- Multiperiod Network Design, Traffic Uncertainty, Robust Optimization, Multiband Robustness, Hybrid Heuristics (1)
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We investigate the Robust Multiperiod Network Design Problem, a generalization
of the Capacitated Network Design Problem (CNDP) that, besides establishing flow routing and network capacity installation as in a canonical
CNDP, also considers a planning horizon made up of multiple time periods and protection against fluctuations in traffic volumes. As a remedy against
traffic volume uncertainty, we propose a Robust Optimization model based
on Multiband Robustness (Büsing and D'Andreagiovanni, 2012), a refinement of classical Gamma-Robustness by Bertsimas and Sim (2004) that uses a system of multiple deviation bands. Since the resulting optimization problem
may prove very challenging even for instances of moderate size solved by a state-of-the-art optimization solver, we propose a hybrid primal heuristic that combines a randomized fixing strategy inspired by ant colony optimization and an exact large neighbourhood search. Computational experiments on a set of realistic instances from the SNDlib (2010) show that our original heuristic can run fast and produce solutions of extremely high quality associated with low optimality gaps.
We investigate the Robust Multiperiod Network Design Problem, a generalization of the classical Capacitated Network Design Problem that additionally considers multiple design periods and provides solutions protected against traffic uncertainty.
Given the intrinsic difficulty of the problem, which proves challenging even for state-of-the art commercial solvers, we propose a hybrid primal heuristic based on the combination of ant colony optimization and an exact large neighborhood search. Computational experiments on a set of realistic instances from the SNDlib show that our heuristic can find solutions of extremely good quality with low optimality gap.
We present and prove a theorem which gives the optimal dual vector for which a Lagrangian dual problem in the Single Period Design Problem (SPDP) is maximized.
Furthermore we give a straightforward generalization to the Multi-Period Design Problem (MPDP). Based on the optimal dual values derived we compute the solution of the Lagrangian relaxation and compare it
with the linear relaxation and optimal IP values.