A Fast Hybrid Primal Heuristic for Multiband Robust Capacitated Network Design with Multiple Time Periods
This work addresses network design under uncertainty for telecommunications or logistics, but it is incremental as it builds on existing robust optimization methods.
The authors tackled the Robust Multiperiod Network Design Problem by proposing a hybrid primal heuristic that combines randomized fixing and exact large neighbourhood search, achieving fast runtime and solutions with low optimality gaps on realistic instances from SNDlib.
We investigate the Robust Multiperiod Network Design Problem, a generalization of the Capacitated Network Design Problem (CNDP) that, besides establishing flow routing and network capacity installation as in a canonical CNDP, also considers a planning horizon made up of multiple time periods and protection against fluctuations in traffic volumes. As a remedy against traffic volume uncertainty, we propose a Robust Optimization model based on Multiband Robustness (Büsing and D'Andreagiovanni, 2012), a refinement of classical Gamma-Robustness by Bertsimas and Sim that uses a system of multiple deviation bands. Since the resulting optimization problem may prove very challenging even for instances of moderate size solved by a state-of-the-art optimization solver, we propose a hybrid primal heuristic that combines a randomized fixing strategy inspired by ant colony optimization, which exploits information coming from linear relaxations of the problem, and an exact large neighbourhood search. Computational experiments on a set of realistic instances from the SNDlib show that our original heuristic can run fast and produce solutions of extremely high quality associated with low optimality gaps.