Solving large scale linear multicommodity flow problems with an active set strategy and Proximal-ACCPM

In this paper, we propose to solve the linear multicommodity flow problem using a partial Lagrangian relaxation. The relaxation is restricted to the set of arcs that are likely to be saturated at the optimum. This set is itself approximated by an active set strategy. The partial Lagrangian dual is solved with Proximal-ACCPM, a variant … Read more

Fortran subroutines for network flow optimization using an interior point algorithm

We describe FORTRAN subroutines for network flow optimization using an interior point network flow algorithm. We provide FORTRAN and C language drivers, as well as C language functions that, together with the subroutines, make up PDNET (Portugal, Resende, Veiga, and Júdice, 2000). The algorithm is described in detail and its implementation is outlined. Usage of … Read more

Extreme Point Solutions for Infinite Network Flow Problems

We study capacitated network flow problems with supplies and demands defined on a countably infinite collection of nodes having finite degree. This class of network flow models includes, for example, all infinite horizon deterministic dynamic programs with finite action sets since these are equivalent to the problem of finding a shortest infinite path in an … Read more

Selfish routing in the presence of side constraints

The natural approach for describing network flow problems is to introduce side constraints that capture restrictions of a logical or technological nature, e.g., capacity constraints. We study the traffic equilibria arising from selfish routing of individual users in networks with side constraints. We examine first the case of linear latency functions. Under very general assumptions … Read more

Quadratic interior-point methods in statistical disclosure control

The safe dissemination of statistical tabular data is one of the main concerns of National Statistical Institutes (NSIs). Although each cell of the tables is made up of the aggregated information of several individuals, the statistical confidentiality can be violated. NSIs must guarantee that no individual information can be derived from the released tables. One … Read more

Convergence Analysis of a Long-Step Primal-Dual Infeasible Interior-Point LP Algorithm Based on Iterative Linear Solvers

In this paper, we consider a modified version of a well-known long-step primal-dual infeasible IP algorithm for solving the linear program $\min\{c^T x : Ax=b, \, x \ge 0\}$, $A \in \Re^{m \times n}$, where the search directions are computed by means of an iterative linear solver applied to a preconditioned normal system of equations. … Read more

A Multi-Exchange Local Search Algorithm for the Capacitated Facility Location Problem

We present a multi-exchange local search algorithm for approximating the capacitated facility location problem (CFLP), where a new local improvement operation is introduced that possibly exchanges multiple facilities simultaneously. We give a tight analysis for our algorithm and show that the performance guarantee of the algorithm is between $3+2\sqrt{2}-\epsilon$ and $3+2\sqrt{2}+\epsilon$ for any given constant … Read more

Speeding up dynamic shortest path algorithms

Dynamic shortest path algorithms update the shortest paths to take into account a change in an edge weight. This paper describes a new technique that allows the reduction of heap sizes used by several dynamic shortest path algorithms. For unit weight change, the updates can be done without heaps. These reductions almost always reduce the … Read more

The Quadratic Selective Travelling Saleman Problem

A well-known extension of the Travelling Salesman Problem (TSP) is the Selective TSP (STSP): Each node has an associated profit and instead of visiting all nodes, the most profitable set of nodes, taking into account the tour cost, is visited. The Quadratic STSP (QSTSP) adds the additional complication that each pair of nodes have an … Read more

Faster Approximation Schemes for Fractional Multicommodity Flow Problems

We present fully polynomial approximation schemes for concurrent multicommodity flow problems that run in time of minimal dependency on the number of commodities k. We show that by modifying the algorithms by Garg & Konemann and Fleischer we can reduce their running time to a logarithmic dependence on k, and essentially match the running time … Read more