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DOI: 10.1051/ro:2001114
RAIRO Oper. Res. 35 (2001) 269-281
Separable convexification and DCA techniques for capacity and flow assignment problems
P. Mahey1, 2, Thai Q. Phong1, 3 and H.P.L. Luna41 LIMOS-CNRS, Université Blaise Pascal, Aubière, France; (mahey@sp.isima.fr) (tqphong@sp.isima.fr)
2 This work was partially supported by France Telecom RD, CTI99-1B-281.
3 On leave from: Da Nang University, Vietnam.
4 DCC-ICeX, Universidade Federal de Minas Gerais, Belo Horizonte, MG, Brasil; (pacca@dcc.ufmg.br)
(Received May, 1999.)
Abstract
We study a continuous version of the capacity and flow assignment problem
(CFA) where the design cost is combined with an average delay measure
to yield a non convex objective function coupled with multicommodity flow
constraints. A separable convexification of each arc cost function is proposed
to obtain approximate feasible solutions within easily computable gaps from
optimality. On the other hand, DC (difference of convex functions) programming can be used
to compute accurate upper bounds and reduce the gap.
The technique is shown to be effective when topology is assumed
fixed and capacity expansion on some arcs is considered.
Résumé
On étudie ici une version continue du problème de dimensionnement et routage dans un
réseau de
communications, dans lequel les coûts de conception sont combinés aux mesures de
délai moyen
d'acheminement, engendrant un problème de multiflots avec une fonction objectif non
convexe. On
propose un encadrement de la valeur optimale par convexification séparable sur les
arcs, d'une part, et
par calcul d'optima locaux issus d'un modèle DC (différence de fonctions convexes)
des fonctions de
coût. Cette dernière technique permet de réduire la distance à la valeur optimale et
on illustre son
efficacité sur des problèmes d'expansion de capacités.
Key words: Network design, DC optimization, capacity and flow assignment.
© EDP Sciences 2001
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