IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v200y2010i1p1-8.html
   My bibliography  Save this article

A global optimization algorithm for reliable network design

Author

Listed:
  • Desai, Jitamitra
  • Sen, Suvrajeet

Abstract

In this paper, we consider the problem of designing reliable networks that satisfy supply/demand, flow balance, and capacity constraints, while simultaneously allocating certain resources to mitigate the arc failure probabilities in such a manner as to minimize the total cost of network design and resource allocation. The resulting model formulation is a nonconvex mixed-integer 0-1 program, for which a tight linear programming relaxation is derived using RLT-based variable substitution strategies and a polyhedral outer-approximation technique. This LP relaxation is subsequently embedded within a specialized branch-and-bound procedure, and the proposed approach is proven to converge to a global optimum. Various alternative partitioning strategies that could potentially be employed in the context of this branch-and-bound framework, while preserving the theoretical convergence property, are also explored. Computational results are reported for a hypothetical scenario based on different parameter inputs and alternative branching strategies. Related optimization models that conform to the same class of problems are also briefly presented.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:ejores:v:200:y:2010:i:1:p:1-8
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0377-2217(08)01048-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Gen, Mitsuo & Kumar, Anup & Ryul Kim, Jong, 2005. "Recent network design techniques using evolutionary algorithms," International Journal of Production Economics, Elsevier, vol. 98(2), pages 251-261, November.
    3. Anantaram Balakrishnan & Thomas L. Magnanti & Prakash Mirchandani, 1998. "Designing Hierarchical Survivable Networks," Operations Research, INFORMS, vol. 46(1), pages 116-136, February.
    4. April K. Andreas & J. Cole Smith, 2008. "Mathematical Programming Algorithms for Two-Path Routing Problems with Reliability Considerations," INFORMS Journal on Computing, INFORMS, vol. 20(4), pages 553-564, November.
    5. Jianmin Jia & James S. Dyer, 1996. "A Standard Measure of Risk and Risk-Value Models," Management Science, INFORMS, vol. 42(12), pages 1691-1705, December.
    6. Sridhar, Varadharajan & Park, June S., 2000. "Benders-and-cut algorithm for fixed-charge capacitated network design problem," European Journal of Operational Research, Elsevier, vol. 125(3), pages 622-632, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Akgün, Ibrahim & Tansel, Barbaros Ç. & Kevin Wood, R., 2011. "The multi-terminal maximum-flow network-interdiction problem," European Journal of Operational Research, Elsevier, vol. 211(2), pages 241-251, June.
    2. Fateme Fotuhi & Nathan Huynh, 2017. "Reliable Intermodal Freight Network Expansion with Demand Uncertainties and Network Disruptions," Networks and Spatial Economics, Springer, vol. 17(2), pages 405-433, June.
    3. Hua Wang & Xiaoning Zhang, 2017. "Game theoretical transportation network design among multiple regions," Annals of Operations Research, Springer, vol. 249(1), pages 97-117, February.
    4. Y. G. Melese & P. W. Heijnen & R. M. Stikkelman & P. M. Herder, 2017. "An Approach for Integrating Valuable Flexibility During Conceptual Design of Networks," Networks and Spatial Economics, Springer, vol. 17(2), pages 317-341, June.
    5. Yan, Xihong & Ren, Xiaorong & Nie, Xiaofeng, 2022. "A budget allocation model for domestic airport network protection," Socio-Economic Planning Sciences, Elsevier, vol. 82(PB).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. 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.
    3. Agarwal, Y.K. & Aneja, Y.P. & Jayaswal, Sachin, 2022. "Directed fixed charge multicommodity network design: A cutting plane approach using polar duality," European Journal of Operational Research, Elsevier, vol. 299(1), pages 118-136.
    4. Brogan, Anita J. & Stidham Jr., Shaler, 2008. "Non-separation in the mean-lower-partial-moment portfolio optimization problem," European Journal of Operational Research, Elsevier, vol. 184(2), pages 701-710, January.
    5. Masashi Miyagawa, 2009. "Optimal hierarchical system of a grid road network," Annals of Operations Research, Springer, vol. 172(1), pages 349-361, November.
    6. Oya Ekin Karaşan & A. Ridha Mahjoub & Onur Özkök & Hande Yaman, 2014. "Survivability in Hierarchical Telecommunications Networks Under Dual Homing," INFORMS Journal on Computing, INFORMS, vol. 26(1), pages 1-15, February.
    7. Garg, Manish & Smith, J. Cole, 2008. "Models and algorithms for the design of survivable multicommodity flow networks with general failure scenarios," Omega, Elsevier, vol. 36(6), pages 1057-1071, December.
    8. Valeri Zakamouline, 2014. "Portfolio performance evaluation with loss aversion," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 699-710, April.
    9. Preethi Issac & Ann Melissa Campbell, 2017. "Shortest path problem with arc failure scenarios," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 6(2), pages 139-163, June.
    10. Jianmin Jia & James S. Dyer & John C. Butler, 1999. "Measures of Perceived Risk," Management Science, INFORMS, vol. 45(4), pages 519-532, April.
    11. Víctor Blanco & Elena Fernández & Yolanda Hinojosa, 2023. "Hub Location with Protection Under Interhub Link Failures," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 966-985, September.
    12. 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.
    13. repec:cup:judgdm:v:3:y:2008:i::p:317-324 is not listed on IDEAS
    14. 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.
    15. 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).
    16. Amy V. Puelz, 2002. "A Stochastic Convergence Model for Portfolio Selection," Operations Research, INFORMS, vol. 50(3), pages 462-476, June.
    17. Andrea C. Hupman & Jay Simon, 2023. "The Legacy of Peter Fishburn: Foundational Work and Lasting Impact," Decision Analysis, INFORMS, vol. 20(1), pages 1-15, March.
    18. Craig W. Kirkwood, 2004. "Approximating Risk Aversion in Decision Analysis Applications," Decision Analysis, INFORMS, vol. 1(1), pages 51-67, March.
    19. Trappey, Charles V. & Shih, Tsui-Yii & Trappey, Amy J.C., 2007. "Modeling international investment decisions for financial holding companies," European Journal of Operational Research, Elsevier, vol. 180(2), pages 800-814, July.
    20. Rodriguez-Martin, Inmaculada & Salazar-Gonzalez, Juan Jose, 2008. "Solving a capacitated hub location problem," European Journal of Operational Research, Elsevier, vol. 184(2), pages 468-479, January.
    21. Gürtler, Marc & Hartmann, Nora, 2003. "Behavioral dividend policy," Working Papers FW04V1, Technische Universität Braunschweig, Institute of Finance.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:200:y:2010:i:1:p:1-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.