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Robust delay-constrained routing in telecommunications

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  • Hassan Hijazi
  • Pierre Bonami
  • Adam Ouorou

Abstract

In telecommunications, operators usually use market surveys and statistical models to estimate traffic evolution in networks or to approximate queuing delay functions in routing strategies. Many research activities concentrated on handling traffic uncertainty in network design. Measurements on real world networks have shown significant errors in delay approximations, leading to weak management decisions in network planning. In this work, we introduce elements of robust optimization theory for delay modeling in routing problems. Different types of data uncertainty are considered and linked to corresponding robust models. We study a special case of constraints featuring separable additive functions. Specifically, we consider that each term of the sum is disturbed by a random parameter. These constraints are frequent in network based problems, where functions reflecting real world measurements on links are summed up over end-to-end paths. While classical robust formulations have to deal with the introduction of new variables, we show that, under specific hypotheses, the deterministic robust counterpart can be formulated in the space of original variables. This offers the possibility of constructing tractable robust models. Starting from Soyster’s conservative model, we write and compare different uncertainty sets and formulations offering each a different protection level for the delay constrained routing problem. Computational experiments are developed in order to evaluate the “price of robustness” and to assess the quality of the new formulations. Copyright Springer Science+Business Media New York 2013

Suggested Citation

  • Hassan Hijazi & Pierre Bonami & Adam Ouorou, 2013. "Robust delay-constrained routing in telecommunications," Annals of Operations Research, Springer, vol. 206(1), pages 163-181, July.
  • Handle: RePEc:spr:annopr:v:206:y:2013:i:1:p:163-181:10.1007/s10479-013-1371-y
    DOI: 10.1007/s10479-013-1371-y
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    References listed on IDEAS

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    1. Dimitris Bertsimas & Melvyn Sim, 2004. "The Price of Robustness," Operations Research, INFORMS, vol. 52(1), pages 35-53, February.
    2. Hassan Hijazi & Pierre Bonami & Gérard Cornuéjols & Adam Ouorou, 2012. "Mixed-integer nonlinear programs featuring “on/off” constraints," Computational Optimization and Applications, Springer, vol. 52(2), pages 537-558, June.
    3. A. L. Soyster, 1973. "Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming," Operations Research, INFORMS, vol. 21(5), pages 1154-1157, October.
    4. Alper Atamtürk & Muhong Zhang, 2007. "Two-Stage Robust Network Flow and Design Under Demand Uncertainty," Operations Research, INFORMS, vol. 55(4), pages 662-673, August.
    5. Ayşegül Altın & Hande Yaman & Mustafa Ç. Pınar, 2011. "The Robust Network Loading Problem Under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations," INFORMS Journal on Computing, INFORMS, vol. 23(1), pages 75-89, February.
    6. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
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    Cited by:

    1. Erin K. Doolittle & Hervé L. M. Kerivin & Margaret M. Wiecek, 2018. "Robust multiobjective optimization with application to Internet routing," Annals of Operations Research, Springer, vol. 271(2), pages 487-525, December.
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    3. Amir Ahmadi-Javid & Pooya Hoseinpour, 2022. "Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2621-2633, September.

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