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Exact solutions for the robust prize-collecting steiner tree problem

机译:健壮的奖赏斯坦纳树问题的精确解

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We consider a combinatorial optimization problem that models an expansion of fiber optic telecommunication networks. Thereby, we are given a set of customers with potential gains of revenue and the set of edges with fixed installation costs. The goal is to decide which customers to connect to a given root node so that the sum of edge costs plus the node revenues for the nodes that are left out from the solution is minimized. The problem is known in the literature as the Prize-Collecting Steiner Tree Problem (PCStT). In many applications it is unrealistic to assume that the gains of revenue or installation costs are known in advance. In this paper, we extend this well-studied deterministic problem by considering the robust optimization approach in which the input parameters are subject to interval uncertainty. To control the level of conservatism of the solution, we consider Bertsimas & Sim robust optimization approach. We propose a branch-and-cut approach to solve this problem to optimality and provide an extensive computational study on a set of benchmark instances that are adapted from those previously used to solve the deterministic version of the problem. We show how the price of robustness influences the costs of the solutions and the algorithm performance.
机译:我们考虑一个组合优化问题,该问题为光纤电信网络的扩展建模。因此,我们得到了一组具有潜在收益的客户,以及一组具有固定安装成本的边缘。目标是确定哪些客户连接到给定的根节点,以便使边缘成本加解决方案中遗漏的节点的节点收益之和最小。该问题在文献中被称为奖品收集斯坦纳树问题(PCStT)。在许多应用中,假设事先知道收益或安装成本的收益是不现实的。在本文中,我们通过考虑输入参数受到区间不确定性影响的鲁棒优化方法,扩展了这个经过充分研究的确定性问题。为了控制解决方案的保守程度,我们考虑使用Bertsimas&Sim鲁棒性优化方法。我们提出了一种分支切割的方法来将该问题最佳化,并针对一组基准实例进行了广泛的计算研究,这些基准实例是从以前用于解决问题的确定性版本的那些基准实例改编而来的。我们展示了健壮性的价格如何影响解决方案的成本和算法性能。

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