Separable convexification and DCA techniques for capacity and flow assignment problems
RAIRO - Operations Research - Recherche Opérationnelle, Volume 35 (2001) no. 2, p. 269-281

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.

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.

Keywords: network design, DC optimization, capacity and flow assignment
@article{RO_2001__35_2_269_0,
author = {Mahey, P. and Phong, Thai Q. and Luna, H. P. L.},
title = {Separable convexification and DCA techniques for capacity and flow assignment problems},
journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
publisher = {EDP-Sciences},
volume = {35},
number = {2},
year = {2001},
pages = {269-281},
zbl = {1048.90047},
mrnumber = {1868872},
language = {en},
url = {http://www.numdam.org/item/RO_2001__35_2_269_0}
}

Mahey, P.; Phong, Thai Q.; Luna, H. P. L. Separable convexification and DCA techniques for capacity and flow assignment problems. RAIRO - Operations Research - Recherche Opérationnelle, Volume 35 (2001) no. 2, pp. 269-281. http://www.numdam.org/item/RO_2001__35_2_269_0/

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