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A Dual-Based Algorithm for Multi-Level Network Design

Author

Listed:
  • Anantaram Balakrishnan

    (Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139)

  • Thomas L. Magnanti

    (Sloan School of Management, Massachusetts Institute of Technology, Cambridge, Massachusetts 02139)

  • Prakash Mirchandani

    (Katz Graduate School of Business, University of Pittsburgh, Pittsburgh, Pennsylvania 15260)

Abstract

Given an undirected network with L possible facility types for each edge, and a partition of the nodes into L levels or grades, the Multi-level Network Design (MLND) problem seeks a fixed cost minimizing design that spans all the nodes and connects the nodes at each level by facilities of the corresponding or higher grade. This problem generalizes the well-known Steiner network problem and the hierarchical network design problem, and has applications in telecommunication, transportation, and electric power distribution network design. In a companion paper we studied alternative model formulations for a two-level version of this problem, and analyzed the worst-case performance of several heuristics based on Steiner network and spanning tree solutions. This paper develops a dual-based algorithm for the MLND problem. The method first performs problem preprocessing to fix certain design variables, and then applies a dual ascent procedure to generate upper and lower bounds on the optimal value. We report extensive computational results on large, random two-level test problems (containing up to 500 nodes, and 5,000 edges) with varying cost structures. The integer programming formulation of the largest of these problems has 20,000 integer variables and over 5 million constraints. Our tests indicate that the dual-based algorithm is very effective, producing solutions that are within 0.9% of optimality.

Suggested Citation

  • Anantaram Balakrishnan & Thomas L. Magnanti & Prakash Mirchandani, 1994. "A Dual-Based Algorithm for Multi-Level Network Design," Management Science, INFORMS, vol. 40(5), pages 567-581, May.
    • Handle: RePEc:inm:ormnsc:v:40:y:1994:i:5:p:567-581
    DOI: 10.1287/mnsc.40.5.567
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    Cited by:

    1. Chardy, M. & Costa, M.-C. & Faye, A. & Trampont, M., 2012. "Optimizing splitter and fiber location in a multilevel optical FTTH network," European Journal of Operational Research, Elsevier, vol. 222(3), pages 430-440.
    2. Desai, Jitamitra & Sen, Suvrajeet, 2010. "A global optimization algorithm for reliable network design," European Journal of Operational Research, Elsevier, vol. 200(1), pages 1-8, January.
    3. Garcia, Bruno-Laurent & Mahey, Philippe & LeBlanc, Larry J., 1998. "Iterative improvement methods for a multiperiod network design problem," European Journal of Operational Research, Elsevier, vol. 110(1), pages 150-165, October.
    4. Obreque, Carlos & Donoso, Macarena & Gutiérrez, Gabriel & Marianov, Vladimir, 2010. "A branch and cut algorithm for the hierarchical network design problem," European Journal of Operational Research, Elsevier, vol. 200(1), pages 28-35, January.
    5. M-G Yoon & J Current, 2008. "The hub location and network design problem with fixed and variable arc costs: formulation and dual-based solution heuristic," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(1), pages 80-89, January.
    6. Eduardo Álvarez-Miranda & Ivana Ljubić & S. Raghavan & Paolo Toth, 2015. "The Recoverable Robust Two-Level Network Design Problem," INFORMS Journal on Computing, INFORMS, vol. 27(1), pages 1-19, February.
    7. Bigotte, João F. & Krass, Dmitry & Antunes, António P. & Berman, Oded, 2010. "Integrated modeling of urban hierarchy and transportation network planning," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(7), pages 506-522, August.
    8. Flippo, Olaf E. & Kolen, Antoon W. J. & Koster, Arie M. C. A. & van de Leensel, Robert L. M. J., 2000. "A dynamic programming algorithm for the local access telecommunication network expansion problem," European Journal of Operational Research, Elsevier, vol. 127(1), pages 189-202, November.
    9. Ortiz-Astorquiza, Camilo & Contreras, Ivan & Laporte, Gilbert, 2018. "Multi-level facility location problems," European Journal of Operational Research, Elsevier, vol. 267(3), pages 791-805.
    10. Miyagawa, Masashi, 2011. "Hierarchical system of road networks with inward, outward, and through traffic," Journal of Transport Geography, Elsevier, vol. 19(4), pages 591-595.
    11. Cruz, F. R. B. & Smith, J. MacGregor & Mateus, G. R., 1999. "Algorithms for a multi-level network optimization problem," European Journal of Operational Research, Elsevier, vol. 118(1), pages 164-180, October.
    12. Anantaram Balakrishnan & Thomas L. Magnanti & Prakash Mirchandani, 1998. "Designing Hierarchical Survivable Networks," Operations Research, INFORMS, vol. 46(1), pages 116-136, February.
    13. Crainic, Teodor Gabriel & Gendron, Bernard & Akhavan Kazemzadeh, Mohammad Rahim, 2022. "A taxonomy of multilayer network design and a survey of transportation and telecommunication applications," European Journal of Operational Research, Elsevier, vol. 303(1), pages 1-13.
    14. Masashi Miyagawa, 2014. "Optimal allocation of area in hierarchical road networks," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(2), pages 617-630, September.
    15. Flippo Olaf E. & Kolen Antoon W.J. & Koster Arie M.C.A. & Leensel Robert L.M.J. van de, 1996. "A dynamic programming algorithm for the local access network expansion problem," Research Memorandum 015, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    16. Gollowitzer, Stefan & Gouveia, Luis & Ljubić, Ivana, 2013. "Enhanced formulations and branch-and-cut for the two level network design problem with transition facilities," European Journal of Operational Research, Elsevier, vol. 225(2), pages 211-222.
    17. Anantaram Balakrishnan & Prakash Mirchandani & Harihara Prasad Natarajan, 2009. "Connectivity Upgrade Models for Survivable Network Design," Operations Research, INFORMS, vol. 57(1), pages 170-186, February.
    18. van de Leensel, R.L.J.M. & Flippo, O.E. & Koster, Arie M.C.A. & Kolen, A.W.J., 1996. "A dynamic programming algorithm for the local access network expansion problem," Research Memorandum 027, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    19. Souza, Fernanda S.H. & Gendreau, Michel & Mateus, Geraldo R., 2014. "Branch-and-price algorithm for the Resilient Multi-level Hop-constrained Network Design," European Journal of Operational Research, Elsevier, vol. 233(1), pages 84-93.
    20. Masashi Miyagawa, 2009. "Optimal hierarchical system of a grid road network," Annals of Operations Research, Springer, vol. 172(1), pages 349-361, November.

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