An introduction to dynamic generative networks: Minimum cost flow

Maximum flow problem on dynamic generative network flows with time-varying bounds

Decomposition based approaches are recalled from primal and dual point of view. The possibility of building partially disaggregated reduced master problems is investigated. This extends the idea of aggregated-versus-disaggregated formulation to a gradual choice of alternative level of aggregation. Partial aggregation is applied to the linear multicommodity minimum cost flow problem. The possibility of having only partially aggregated bundles opens a wide range of alternatives with different trade-offs between the number of iterations and the required computation for solving it. This trade-off is explored for several sets of instances and the results are compared with the ones obtained by directly solving the natural node-arc formulation. An iterative solution process to the route assignment problem is proposed, based on the well-known Frank Wolfe algorithm. In order to provide a first feasible solution to the Frank Wolfe algorithm, a linear multicommodity min-cost flow problem is solved to optimality by using the decomposition techniques mentioned above. Solutions of this problem are useful for network orientation and design, especially in relation with public transportation systems as the Personal Rapid Transit. A single-commodity robust network design problem is addressed. In this, an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. A set of new instances that are computationally hard for the natural flow formulation are solved by means of a new heuristic algorithm. Finally, an efficient decomposition-based heuristic approach for a large scale stochastic unit commitment problem is presented. The addressed real-world stochastic problem employs at its core a deterministic unit commitment planning model developed by the California Independent System Operator (ISO).

In this paper, we present a new strongly polynomial time algorithm for the minimum cost flow problem, based on a refinement of the Edmonds-Karp scaling technique. Our algorithm solves the uncapacitated minimum cost flow problem as a sequence of O(n log n) shortest path problems on networks with n nodes and m arcs and runs in O(n log n(m + n log n)) time. Using a standard transformation, this approach yields an O(m log n(m + n log n)) algorithm for the capacitated minimum cost flow problem. This algorithm improves the best previous strongly polynomial time algorithm, due to Z. Galil and E. Tardos, by a factor of n2/m. Our algorithm for the capacitated minimum cost flow problem is even more efficient if the number of arcs with finite upper bounds, say m′, is much less than m. In this case, the running time of the algorithm is O((m′ + n) log n(m + n log n)).

There are various situations in which real-world problems can be modeled and solved as minimum flow problems. Sometimes, in these situations, minor data changes may occur, leading to corresponding changes of the networks in which the practical problems are modeled as flow problems, such as slight variations in capacity or lower bound. For instance, the capacity or the lower bound of an arc may increase or decrease in time, leaving one with no other choice than finding the new minimum network flow. Given both the various ways in which the networks can be changed and the high frequency of these changes, it is desirable to find as fast a computation method for minimum flow as possible. This paper is focused on the cases that concern increasing and decreasing the capacity or the lower bound of an arc. For these cases, both the minimum flow algorithms and the dynamic minimum flow algorithms that are already known are inefficient. Our incremental algorithms for determining minimum flow in the modified network are more efficient than both the above-mentioned types of algorithms. The proposed method starts from the initial network minimum flow and solves the minimum flow problem in a significantly faster way than recalculating the new network minimum flow starting from scratch.

Decision support for truckload carriers in one-shot combinatorial auctions

This paper studies on the discrete time dynamic flow model and its application. Time is taken as the main consideration, and based on the discrete time unit. Combined with a single source evacuation algorithm, the discrete-time dynamic network flow model for evacuation can be formulated. Given there is uncertainty in the number of escapees, it is unable to calculate the minimal evacuation time. However establishing a network dynamic flow evacuation model, the problem can be transformed into the maximum dynamic network flow problem. The model can produce lower bounds for the evacuation time without considering any individual behavior, the value can be used to evaluate or analyze the evacuation of the community.

Given a directed graph G = (N,A) with arc capacities u and a minimum cost flow problem defined on G, the capacity inverse minimum cost flow problem is to find a new capacity vector u' for the arc set A such that a given feasible flow x' is optimal with respect to the modified capacities. Among all capacity vectors u' satisfying this condition, we would like to find one with minimum ||u' - u|| value. We consider two distance measures for ||u' - u||, rectilinear and Chebyshev distances. By reduction from the feedback arc set problem we show that the capacity inverse minimum cost flow problem is 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.

This thesis considers the network capacity design problem with demand uncertainty using the stochastic, robust and distributionally robust stochastic optimization approaches (DRSO). Network modeling in itself has found wide areas of application in most fields of human endeavor. The network would normally consist of source (origin) and sink (destination) nodes connected by arcs that allow for flows of an entity from the origin to the destination nodes. In this thesis, a special type of the minimum cost flow problem is addressed, the multi-commodity network flow problem. Commodities are the flow types that are transported on a shared network. Offered demands are, for the most part, unknown or uncertain, hence a model that immune against this uncertainty becomes the focus as well as the practicability of such models in the industry. This problem falls under the two-stage optimization framework where a decision is delayed in time to adjust for the first decision earlier made. The first stage decision is called the "here and now", while the second stage traffic re-adjustment is the "wait and see" decision. In the literature, the decision-maker is often believed to know the shape of the uncertainty, hence we address this by considering a data-driven uncertainty set. The research also addressed the non-linearity of cost function despite the abundance of literature assuming linearity and models proposed for this. This thesis consist of four main chapters excluding the "Introduction" chapter and the "Approaches to Optimization under Uncertainty" chapter where the methodologies are reviewed. The first of these four, Chapter 3, proposes the two models for the Robust Network Capacity Expansion Problem (RNCEP) with cost non-linearity. These two are the RNCEP with fixed-charge cost and RNCEP with piecewise-linear cost. The next chapter, Chapter 4, compares the RNCEP models under two types of uncertainties in order to address the issue of usefulness in a real world setting. The resulting two robust models are also comapared with the stochastic optimization model with distribution mean. Chapter 5 re-examines the earlier problem using machine learning approaches to generate the two uncertainty sets while the last of these chapters, Chapter 6, investigates DRSO model to network capacity planning and proposes an efficient solution technique.

The maximum flow and minimum cost-maximum flow problems are both concerned with determining flows through a network between a source and a destination. Maximum flow applies to any problem where the objective is move as many as possible goods/objects/people between two locations via intermediate locations. Maximum flow-minimum cost applies to flow problems where both capacities and costs are involved. When given information about a network (network flow diagram, capacities, costs), computing enables one to arrive at a solution to the problem. Once the solution becomes available, it has to be applied to a real world problem. The use of the following computer software in solving these problems will be discussed: R (several packages and functions), specially written Pascal programs and Excel SOLVER. The minimum cost-maximum flow solutions to the following problems will also be discussed: maximum flow, minimum cost-maximum flow, transportation problem, assignment problem, shortest path problem, caterer problem.

It is known that minimum cost flow problems can be solved by successive augmentations along shortest paths. In this paper the issues of implementing shortest path algorithms in this context are examined. Of particular interest is the dynamic topology that the flow networks exhibit. We develop a network generator capable of emulating such topology. Strategies for exploiting the special structures in such networks are discussed. A set of 9000 test problems is offered, from which a particular strategy/algorithm combination is shown to consistently produce superior results when compared to the other combinations.

In this work, we contribute a parallel implementation of the network simplex algorithm that is used for the solution of minimum cost flow problem. In the network simplex algorithm, finding an entering arc requires searching through many arcs to decide which one should be included in the spanning tree solution on the next iteration. We propose finding the entering arc in parallel as it often takes the majority of the execution time. A usual strategy is to pick the arc violating the optimality the most out of all possible candidates. Scanning all arcs can take quite some time, so it is common to consider only a fixed number of arcs which is referred as the block search pivoting rule. Arc scans can easily be done in parallel to find the best candidate as the calculations are independent of each other. We used shared memory parallelism using OpenMP along with vectorization using AVX instructions. We also tried adjusting block sizes to increase the parallel portion of the algorithm. Our dataset consists of various natural and synthetic graphs with sizes up to a billion arc. Our experiments show speedups up to four are possible, though they are typically lower.

Developing a polynomial time primal network simplex algorithm for the minimum cost flow problem has been a long standing open problem. In this paper, we develop one such algorithm that runs in O(min(n 2m lognC, n 2m2 logn)) time, wheren is the number of nodes in the network,m is the number of arcs, andC denotes the maximum absolute arc costs if arc costs are integer and ∞ otherwise. We first introduce a pseudopolynomial variant of the network simplex algorithm called the “premultiplier algorithm”. We then develop a cost-scaling version of the premultiplier algorithm that solves the minimum cost flow problem in O(min(nm lognC, nm 2 logn)) pivots. With certain simple data structures, the average time per pivot can be shown to be O(n). We also show that the diameter of the network polytope is O(nm logn).

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multicommodity minimum-cost network flow problem can be formulated as a multimarginal optimal transport problem, where the cost function and the constraints on the marginals are associated with a graph structure. By exploiting these structures and building on recent advances in optimal transport theory, we develop an efficient method for such entropy-regularized optimal transport problems. In particular, the graph structure is utilized to efficiently compute the projections needed in the corresponding Sinkhorn iterations, and we arrive at a scheme that is both highly computationally efficient and easy to implement. To illustrate the performance of our algorithm, we compare it with a state-of-the-art linear programming (LP) solver. We achieve good approximations to the solution at least one order of magnitude faster than the LP solver. Finally, we showcase the methodology on a traffic routing problem with a large number of commodities. Funding: This work was supported by KTH Digital Futures, Knut och Alice Wallenbergs Stiftelse [Grants KAW 2018.0349, KAW 2021.0274, the Wallenberg AI, Autonomous Systems and Software Program (WASP) funded by the Knut and Alice Wallenberg Foundation], Vetenskapsrådet [Grant 2020-03454], and the National Science Foundation [Grants 1942523 and 2206576].

Dynamic network models are widely employed for system analysis and performance evaluation of computer and communication systems. In dynamic networks each arc is weighted with a capacity and a transit time. The former is the maximum amount of flow that can travel through the arc per unit time, the later is the time period needed for flow to travel through the arc. In this article, an additional weight operation probability, is assigned to each arc to note the capability of the arc's successful transition. The performance of dynamic networks is defined by the probability that the maximum dynamic flow from source to sink within required time horizon is no less than specified threshold. To the best of our knowledge, no existing article had considered dynamic flow and network reliability simultaneously. Based on facts that there is always a maximum dynamic flow among the temporally repeated flows and the maximum temporally repeated flow can be obtained via an equivalent minimum cost maximum flow problem, we present a pioneering algorithm to compute performance of dynamic networks by solving minimum cost maximum flow and two-terminal capacity reliability at the same time.

Chapter 1 Applications of network optimization