Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
skip to main content
article

Two extended formulations for cardinality maximum flow network interdiction problem

Published: 01 July 2017 Publication History
  • Get Citation Alerts
  • Abstract

    We consider the maximum flow network interdiction problem in its cardinality case. There is an integer programming model for this problem by Wood Math Comput Model 17 1993, 1-18. Two types of valid inequalities have also been proposed Altner et al., Oper Res Lett 38 2010, 33-38 and Wood, Math Comput Model 17 1993, 1-18 to strengthen the LP relaxation of the integer model. However, due to their combinatorial nature, the number of these inequalities are exponential. Here, we present an equivalent reformulation extended formulation for this problem which has a polynomial number of constraints. We also introduce new valid inequalities, and show that the corresponding reformulation of the LP relaxation of the integer model augmented with these inequalities, significantly decreases the integrality gap for a class of network interdiction problems with proven large integrality gaps. Numerical results for some benchmark as well as randomly generated instances are also reported. © 2017 Wiley Periodicals, Inc. NETWORKS, Vol. 694, 367-377 2017

    References

    [1]
    M.Afsharirad and H.Taghizadeh Kakhki, Maximum dynamic network flow interdiction problem: New formulation and solution procedures, Comput Ind Eng Volume 65 2013, pp.531-536.
    [2]
    D.Aksen, S.Akca, and N. Aras, A bilevel partial interdiction problem with capacitated facilities and demand outsourcing, Comput Oper Res Volume 41 2007, pp.334-358.
    [3]
    D.S.Altner, O.Ergun, and N.A.Uhan, The maximum flow network interdiction problem: Valid inequalities, integrality gaps and approximability, Oper Res Lett Volume 38 2010, pp.33-38.
    [4]
    N.Assimakopoulos, A network interdiction model for hospital infection control, Comput Biol Med Volume 17 1987, pp.413-422.
    [5]
    D.Bertsimas, E.Nasrabadi, and B.Orlin, On the power of randomization in network interdiction, Oper Res Lett Volume 44 2016, pp.114-120.
    [6]
    G.Brown, M.Carlyle, J.Salmeron, and K.Wood, Defending critical Infrastructure, Interfaces Volume 36 2006, pp.530-544.
    [7]
    C.Burch, R.Carr, S.Krumke, M.Marathe, and C.Phillips, "A decomposition-based pseudo-approximation algorithm for network flow inhibition," Network interdiction and stochastic integer programming, D.L.Woodruff Editor, Kluwer, Norwell, MA, 2003, pp. pp.51-68.
    [8]
    M.Carlyle and R.K.Wood, Lagrangian relaxation and enumeration for solving constrained shortest-path problems, Networks Volume 52 2008, pp.256-270.
    [9]
    R.L.Church, M.P.Scaparra, and R.S.Middleton, Identifying critical infrastructure: The median and covering facility interdiction problems, Ann Assoc Am Geogr Volume 94 2004, pp.491-502.
    [10]
    R.A.Collado and D.Papp, Network interdiction: Models, applications, unexplored directions, Rutcor Res Rep, RRR4, Rutgers University, New Brunswick, NJ, 2012.
    [11]
    M.Conforti, G.Cornuejols, and G.Zambelli, Extended formulations in combinatorial optimization, 4OR - Q J Oper Res Volume 8 2009, pp.1-48.
    [12]
    H.W.Corley and H.Chang, Finding the n most vital nodes in a flow network, Manage Sci Volume 21 1974, pp.362-364.
    [13]
    H.W.Corley and D.Y.Sha, Most vital links and nodes in weighted networks, Oper Res Lett Volume 1 1982, pp.157-160.
    [14]
    K.J.Cormican, Computational methods for deterministic and stochastic network interdiction problems, M.S. thesis in Operations research, Naval Postgraduate School, Monterey, CA, 1995.
    [15]
    K.J.Cormican, D.P.Morton, and R.K.Wood, Stochastic network interdiction, Oper Res Volume 46 1998, pp.184-197.
    [16]
    S.DeNegre, Interdiction and Discrete bilevel linear programming, PhD thesis in Industrial and Systems engineering, Lehigh University, Bethlehem, PA, 2011.
    [17]
    E. P.Durbin, An interdiction model of highway transportation, RM-4945-PR, RAND Corporation, Santa Monica, CA, 1966.
    [18]
    S.Fiorini, and K.Pashkovich, Uncapacitated flow based extended formulations, Math Prog Series B, Volume 153 2015, pp.117-131.
    [19]
    L.R.Ford and D. R.Fulkerson, Flows in networks, Princeton University Press, Princeton, NJ, 1960.
    [20]
    D.R.Fulkerson, and G.C.Harding, Maximizing the minimum sink-source path subject to a budget constraint, Math Prog Volume 13 1977, pp.116-118.
    [21]
    P.M.Ghare, D.C.Montgomery, and W.C.Turner, Optimal interdiction policy for a flow network, Naval Res Logist Q Volume 18 1971, pp.37-45.
    [22]
    B.Golden, A problem of network interdiction, Naval Res Logist Q Volume 25 1978, pp.711-713.
    [23]
    D.Granata, G.Steeger, and S.Rebennack, Network interdiction via a critical disruption path: Branch-and-price algorithms, Comput Oper Res Volume 40 2013, pp.2689-2702.
    [24]
    A.Gutfraind, A.Hagberg, and P.Feng, Optimal interdiction of unreactive markovian evaders. Proc 6th Int Conference Integration AI OR Techniques in Constraint Program Combinatorial Optim Prob, Springer, Berlin, 2009, pp. pp.102-116.
    [25]
    R.L.Helmbold, A counter capacity network interdiction model, Technical Report R-611-PR, RAND Corporation, Santa Monica, CA, 1971.
    [26]
    E.Israeli and R.K.Wood, Shortest-path network interdiction, Networks Volume 40 2002, pp.97-111.
    [27]
    U.Janjarassuk and J.T.Linderoth, Reformulation and sampling to solve a stochastic network interdiction problem, Networks Volume 52 2008, pp.120-132.
    [28]
    V.Kaibel, Extended formulations in combinatorial optimization, Optima Volume 85 2011, pp.2-7.
    [29]
    Sh.Kasiviswanathan, and F.Pan, Matrix Interdiction Problem, LNCS-CPAIOR Volume 6140 2010 pp.219-231.
    [30]
    L.Khachiyan, V.Gurvich, and J.Zhao, Extending Dijkstra's algorithm to maximize the shortest path by node-wise limited arc interdiction, LNCS Volume 3967 2006, pp.221-234.
    [31]
    L.Khachiyan, E.Boros, K.Borys, K.Elbassioni, V.Gurvich, G.Rudolf, and J.Zhao, On short paths interdiction problems: total and node-wise limited interdiction, Theory Comput Sys Volume 43 2008, pp.204-233.
    [32]
    G.Lancia and P.Serafini, Deriving compact extended formulation via LP based separation techniques, 4OR - Q J Oper Res Volume 12 2014, pp.201-234.
    [33]
    C.Lim and J.C.Smith, Algorithms for discrete and continuous multi-commodity flow network interdiction problems, IIE Trans Volume 39 2007, pp.15-26.
    [34]
    C.Lim and J.C.Smith, "Algorithms for network interdiction and fortification Games," Pareto optimality, game theory and equilibria, A.Chinchuluun, P.M.Pardalos, A.Migdalas, and L.Pitsoulis Editors, Springer, New York, 2008, pp. pp.609-644.
    [35]
    S.H.Lubore, H.D.Ratliff, and G.T.Sicilia, Determining the most vital link in a flow network, Naval Res Logist Q Volume 18 1971, pp.497-502.
    [36]
    B.J.Lunday, and H.D.Sherali, Network interdiction to minimize the maximum probability of evasion with synergy between applied resources, Ann Oper Res Volume 196 2012, pp.411-442.
    [37]
    A.Malaviya, C.Rainwater, and Th.Sharkey, Multi-period network interdiction problems with applications to city-level drug enforcement, IIE Trans Volume 44 2012, pp.368-380.
    [38]
    K.Malik, A.K.Mittal, and S.K.Gupta, The k most vital arcs in the shortest path problem, Oper Res Lett Volume 8 1989, pp.223-227.
    [39]
    R.K.Martin, Using separation algorithms to generate mixed integer model reformulations, Oper Res Lett Volume 10 1991, pp.119-128.
    [40]
    A.W.McMastres and T.M.Mustin, Optimal interdiction of a supply network, Naval Res Logis Q Volume 17 1970, pp.261-268.
    [41]
    D.P.Morton, F.Pan, and K.J.Saeger, Models for nuclear smuggling interdiction, IIE Trans Volume 39 2007, pp.3-14.
    [42]
    A.K.Nandi and H.R.Medal, Methods for removing links in a network to minimize the spread of infections, Comput Oper Res Volume 69 2016, pp.10-24.
    [43]
    M.Nehme and P.Morton, Tightening a network interdiction model, Proc IIE Ann Conference, Miami, FL, 2009.
    [44]
    F.Pan, W.Charlton, and D.P.Morton, "A stochastic program for interdicting smuggled nuclear material," Network interdiction and stochastic integer programming, D.L.Woodruff Editor, Kluwer, Norwell, MA, 2003, pp. pp.1-19.
    [45]
    F.Pan, Stochastic network interdiction: Models and methods, PhD thesis, University of Texas, Austin, 2005.
    [46]
    F.Pan and D.P.Morton, Minimizing a stochastic maximum reliability path, Networks Volume 52 2008, pp.111-119.
    [47]
    F.Pan, and A.Schild, Interdiction problems on planar graphs, Discrete Appl Math Volume 198 2016, pp.215-231.
    [48]
    C.A.Phillips, The network inhibition problem, Proc 25th Ann ACM Symp Theory Comput, ACM Press, New York, NY, 1993, pp. pp.776-785.
    [49]
    H.D.Ratliff, G.T.Sicilia, and S.H.Lubore, Finding the n most vital links in flow networks, Manage Sci Volume 21 1975, pp.531-539.
    [50]
    C.M.Rocco S. and J.E.Ramirez-Marquez, Deterministic network interdiction optimization via an evolutionary approach. Reliab Eng Sys Saf Volume 94 2009 pp.568-576.
    [51]
    C.M.Rocco S., J. E.Ramirez-Marquez, and D. E.Salazar, Bi and tri-objective optimization in the deterministic interdiction problem, Reliab Eng Sys Saf Volume 95 2010 pp.887-896.
    [52]
    J.O.Royset and R.K.Wood, Solving the bi-objective maximum-flow network-interdiction problem, INFORMS J Comput Volume 19 2007, pp.175-184.
    [53]
    J.Salmeron, Deception tactics for network interdiction: A multiobjective approach, Networks Volume 60 2012, pp.45-58.
    [54]
    R.Steinrauf, A network interdiction model, M.S. thesis, Naval Postgraduate School, Monterey, CA, 1991.
    [55]
    K.M.Sullivan, J.C.Smith, and D.P.Morton, Convex hull representation of the deterministic bipartite network interdiction problem, Math Prog Volume 145 2014, pp.349-376.
    [56]
    K.M.Sullivan, D.P.Morton, F.Pan, and J.C.Smith, Securing a border under asymmetric information, Naval Res Logist Q Volume 61 2014, pp.91-100.
    [57]
    K.M.Sullivan and J.C.Smith, Exact algorithms for solving a Euclidean maximum flow network interdiction problem, Networks Volume 64 2014, pp.109-124.
    [58]
    A.Uygun, Network interdiction by Lagrangian relaxation and branch-and-bound, M.S. thesis in Operations Research. Naval Postgraduate School, Monterey, CA, 2002.
    [59]
    F.Vanderbeck and L. A.Wolsey, "Reformulation and decomposition of integer programs," 50 years of integer programming 1958-2008, M.Junger, T.Liebling, D.Naddef, G.Nemhauser, G.Rinaldi, and L.Wolsey Editors, Springer-Verlag, Berlin Heidelberg, 2010, pp. pp.431-502.
    [60]
    A.Washburn and K.Wood, Two-person zero-sum games for network interdiction, Oper Res Volume 42 1994, pp.243-251.
    [61]
    P.S.Whiteman, Improving single strike effectiveness for network interdiction, Military Oper Res Volume 4 1999, pp.15-30.
    [62]
    R.D.Wollmer, Removing arcs from a network, Oper Res Volume 12 1964, pp.934-940.
    [63]
    L.A.Wolsey, Using extended formulations in practice, Optima Volume 85 2011, pp.7-9.
    [64]
    R.K.Wood, Deterministic network interdiction, Math Comput Model Volume 17 1993, pp.1-18.
    [65]
    M.Yannakakis, On extended LP formulations, Optima Volume 85 2011, pp.9-10.
    [66]
    J.Yates and K.Lakshmanan, A constrained binary knapsack approximation for shortest path network interdiction problem, Comput Ind Eng Volume 61 2011, pp.981-992.
    [67]
    R.Zenklusen, Network flow interdiction in planar graphs, Dis Appl Math Volume 158 2010, pp.1441-1455.
    [68]
    R.Zenklusen, Matching interdiction, Dis Appl Math Volume 158 2010, pp.1676-1690.
    [69]
    R.Zenklusen, An O1-approximation for minimum spanning tree interdiction, Proceedings of IEEE 56th Annual Symposium on Foundations of Computer Science, Berkeley, CA, 17-20 Oct. 2015, pp. 709-728.
    [70]
    P.Zhang and N.Fan, Analysis of budget for interdiction on multi-commodity network flows, J Glob Optim 67 2017, 495-525.

    Recommendations

    Comments

    Information & Contributors

    Information

    Published In

    cover image Networks
    Networks  Volume 69, Issue 4
    July 2017
    68 pages

    Publisher

    Wiley-Interscience

    United States

    Publication History

    Published: 01 July 2017

    Author Tags

    1. extended formulation
    2. integrality gap
    3. maximum flow network interdiction
    4. valid inequality
    5. valid separation

    Qualifiers

    • Article

    Contributors

    Other Metrics

    Bibliometrics & Citations

    Bibliometrics

    Article Metrics

    • 0
      Total Citations
    • 0
      Total Downloads
    • Downloads (Last 12 months)0
    • Downloads (Last 6 weeks)0
    Reflects downloads up to 27 Jul 2024

    Other Metrics

    Citations

    View Options

    View options

    Get Access

    Login options

    Media

    Figures

    Other

    Tables

    Share

    Share

    Share this Publication link

    Share on social media