A simple method for improving the primal simplex method for the multicommodity flow problem

We present a new efficient approach for solving the multicommodity flow problem as a sequence of subproblems, each on a very sparse but connected network. We show that each subproblem can be contracted to a problem on a much smaller graph. We then solve these problems using the simplex method. We test the algorithm on benchmark instances, and show its improvement over the usual simplex algorithm.

[1]  Lester Randolph Ford,et al.  A Suggested Computation for Maximal Multi-Commodity Network Flows , 2004, Manag. Sci..

[2]  David K. Smith Network Flows: Theory, Algorithms, and Applications , 1994 .

[3]  Andrew V. Goldberg,et al.  Shortest paths algorithms: Theory and experimental evaluation , 1994, SODA '94.

[4]  J. Mamer,et al.  A Decomposition-Based Pricing Procedure for Large-Scale Linear Programs: An Application to the Linear Multicommodity Flow Problem , 2000 .

[5]  Marshall L. Fisher,et al.  An Applications Oriented Guide to Lagrangian Relaxation , 1985 .

[6]  Richard D. McBride,et al.  Advances in Solving the Multicommodity-Flow Problem , 1998, Interfaces.

[7]  Giorgio Gallo,et al.  A Bundle Type Dual-Ascent Approach to Linear Multicommodity Min-Cost Flow Problems , 1999, INFORMS J. Comput..

[8]  Éva Tardos,et al.  A Strongly Polynomial Algorithm to Solve Combinatorial Linear Programs , 1986, Oper. Res..

[9]  John W. Mamer,et al.  Solving Multicommodity Flow Problems with a Primal Embedded Network Simplex Algorithm , 1997, INFORMS J. Comput..

[10]  D. Beinstock,et al.  Potential function methods for approximately solving linear programming problems: Theory and practic , 2001 .

[11]  Jordi Castro,et al.  A Specialized Interior-Point Algorithm for Multicommodity Network Flows , 1999, SIAM J. Optim..

[12]  Mustafa Ç. Pinar,et al.  On Smoothing Exact Penalty Functions for Convex Constrained Optimization , 1994, SIAM J. Optim..

[13]  A. Goldberg,et al.  A heuristic improvement of the Bellman-Ford algorithm , 1993 .

[14]  Richard D. McBride,et al.  Progress Made in Solving the Multicommodity Flow Problem , 1998, SIAM J. Optim..

[15]  Di Yuan,et al.  An Augmented Lagrangian Algorithm for Large Scale Multicommodity Routing , 2004, Comput. Optim. Appl..

[16]  Cynthia Barnhart,et al.  A column generation and partitioning approach for multi-commodity flow problems , 1994, Telecommun. Syst..

[17]  James B. Orlin,et al.  A Scaling Algorithm for Multicommodity Flow Problems , 2018, Oper. Res..

[18]  C. Barnhart Dual‐ascent methods for large‐scale multicommodity flow problems , 1993 .

[19]  A. M. Geoffrion,et al.  Multicommodity Distribution System Design by Benders Decomposition , 1974 .

[20]  Pravin M. Vaidya,et al.  Speeding up Karmarkar's algorithm for multicommodity flows , 1996, Math. Program..

[21]  Farhad Shahrokhi,et al.  The maximum concurrent flow problem , 1990, JACM.