Multistage stochastic programs can be approximated by restricting policies to follow decision rules. Directly applying this idea to problems with integer decisions is difficult because of the need for decision rules that lead to integral decisions. In this work, we introduce Lagrangian dual decision rules (LDDRs) for multistage stochastic mixed integer programming (MSMIP) which overcome this difficulty by applying decision rules in a Lagrangian dual of the MSMIP. We propose two new bounding techniques based on stagewise (SW) and nonanticipative (NA) Lagrangian duals where the Lagrangian multiplier policies are restricted by LDDRs. We demonstrate how the solutions from these duals can be used to drive primal policies. Our proposal requires fewer assumptions than most existing MSMIP methods. We compare the theoretical strength of the restricted duals and show that the restricted NA dual can provide relaxation bounds at least as good as the ones obtained by the restricted SW dual. In our numerical study, we observe that the proposed LDDR approaches yield significant optimality gap reductions compared to existing general-purpose bounding methods for MSMIP problems.
While lightpath rearrangement has already been investigated by several authors for the dynamic RWA problem, we propose to revisit it with the goal of evaluating the minimum number of lightpath rearrangement it requires in order to remain with an optimized RWA provisioning, using ε-optimal solutions. Lightpath rearrangement is now made feasible with the use of colorless, directionless, and contentionless (CDC) reconfigurable optical add/drop multiplexers (ROADMs) in optical networks. While exact solution of the RWA problem was out of reach few years ago, it is now possible for fairly large data instances, i.e., with up to 150 wavelengths, in few minutes of computing times.We investigate how much bandwidth is wasted when no lightpath rearrangement is allowed, and compare it with the number of lightpath rerouting it requires in order to fully maximize the grade of service (GoS). Experiments are conducted on several data instances with up to 150 wavelengths. Results show that the amount of lightpath rearrangement varies with the size of the network, but in any case, remains very small in comparison to the amount of wasted bandwidth if not done.
In a telecommunication network, routing and wavelength assignment (RWA) is the problem of finding lightpaths for incoming connection requests. When facing a dynamic traffic, greedy assignment of lightpaths to incoming requests based on predefined deterministic policies leads to a fragmented network that cannot make use of its full capacity because of stranded bandwidth. At this point, service providers try to recover the capacity via a defragmentation process. We study this setting from two perspectives: (i) while granting the connection requests via the RWA problem and (ii) during the defragmentation process by lightpath rerouting. For both problems, we present the first two-stage stochastic integer programming model incorporating incoming request uncertainty to maximize the expected grade of service. We develop a decomposition-based solution approach, which uses various relaxations of the problem and a newly developed problem-specific cut family. Simulation of two-stage policies for a variety of instances in a rolling-horizon framework of 52 stages shows that our stochastic models provide high-quality solutions when compared with traditionally used deterministic ones. Specifically, the proposed provisioning policies yield improvements of up to 19% in overall grade of service and 20% in spectrum saving, while the stochastic lightpath rerouting policies grant up to 36% more requests, using up to just 4% more bandwidth spectrum. Summary of Contribution: For handling the intrinsic uncertainty of demand in the telecommunications industry, this paper proposes novel stochastic models and solution methodology for two fundamental problems in telecommunications at operational level: (i) routing and wavelength assignment (RWA) and (ii) lightpath rerouting problem. Despite the vast literature on the RWA problem, stochastic optimization has not been considered as a viable solution for resource allocation in optical networks. We propose two-stage stochastic programming models for both problems and design efficient decomposition-based solution methods that use various relaxations of the models and a new family of cutting planes. Our extensive and rigorous numerical experiments show the significant merit of incorporating uncertainty into decision making, as well as the effectiveness of the decomposition framework and our newly designed family of cuts in enhancing the solvability of both models. This work opens new avenues to explore where the powerful stochastic programming literature can be leveraged to make operational decisions in telecommunications problems, a field that currently relies mostly on deterministic and heuristic solution methods.
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