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      Provisioning virtual private networks under traffic uncertainty

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      Author
      Altın, Ayşegül
      Amaldi, E.
      Belotti, P.
      Pınar, Mustafa Çelebi
      Date
      2007
      Source Title
      Networks
      Print ISSN
      1033-8217
      Publisher
      Wiley
      Volume
      49
      Issue
      1
      Pages
      100 - 115
      Language
      English
      Type
      Conference Paper
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      Abstract
      We investigate a network design problem under traffic uncertainty that arises when provisioning Virtual Private Networks (VPNs): given a set of terminals that must communicate with one another, and a set of possible traffic matrices, sufficient capacity has to be reserved on the links of the large underlying public network to support all possible traffic matrices while minimizing the total reservation cost. The problem admits several versions depending on the desired topology of the reserved links, and the nature of the traffic data uncertainty. We present compact linear mixed-integer programming formulations for the problem with the classical hose traffic model and for a less conservative robust variant relying on the traffic statistics that are often available. These flow-based formulations allow us to solve optimally medium-to-large instances with commercial MIP solvers. We also propose a combined branch-and-price and cutting-plane algorithm to tackle larger instances. Computational results obtained for several classes of instances are reported and discussed.
      Keywords
      Virtual private networks
      Network design
      Traffic uncertainty
      Robust optimization
      Mixed-integer linear programs
      Branch and price
      Cutting planes
      Permalink
      http://hdl.handle.net/11693/27113
      Published Version (Please cite this version)
      http://dx.doi.org/10.1002/net.20145
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      • Department of Industrial Engineering 688
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