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Professionnel Documents
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Mi
hel Gendreau
Departement d'informatique et de re
her
he operationnelle, Universite de Montreal
and
Centre de re
her
he sur les transports, Universite de Montreal
C.P. 6128, su
ursale Centre-ville, Montreal, Canada, H3C 3J7
e-mail: mi
helg
rt.umontreal.
a
Abstra t
The empty
ontainer allo
ation is an important problem en
ountered by maritime shipping
ompanies in the
management of their transportation operations. The problem addresses the short-term planning of empty
ontainer
movements intended to satisfy
ustomers requests, as well as the need to reposition empties for future demand.
The starting point of this paper is a dynami
model for the deterministi
problem proposed in the literature. To
solve this model, we suggest a new de
omposition approa
h, based on the
lassi
al restri
tion framework, that takes
into a
ount the spe
i
ities of the model, parti
ularly the substitution property between the dierent
ontainer
types. Several variants of a generi
algorithm are implemented in sequential and parallel environments and provide
us with interesting
omparative results.
1 Introdu
tion
Freight transportation has always been seen as an extremely important so
io-e
onomi
a
tivity. Besides its
huge in
uen
e on the e
onomy of most
ountries, its role as a support for industrial and
ommer
ial pro
esses is
indeed fundamental. However, the diversity of a
tors involved and the obligation for transportation
ompanies to
provide their
ustomers, in an highly
ompetitive environment, with eÆ
ient solutions in terms of
ost and quality
of servi
e in
rease in a signi
ant manner the
omplexity of distribution and transportation planning systems.
1
In their re
ent survey of the literature of freight transportation models and algorithms, Craini
and Laporte [16℄
give a
omprehensive
lassi
ation of the poli
ies and de
isions made, that
an be summarized as follows. At
a logisti
level, strategi
and ta
ti
al models address long-term de
isions su
h as the design of transportation
networks, the lo
ation of fa
ilities, the denition of operating plans and tari poli
ies, et
, as well as the update,
over medium-term horizons, of those de
isions in response to
oarse variations of the parameters of the system (for
example, subsequently to seasonal
hanges). On the other hand, operational models make detailed, day-to-day
planning de
isions where time is a major fa
tor. Prime examples of these models are the dynami
and sto
hasti
allo
ation and repositioning of vehi
les, their routing and the asso
iated s
heduling of
rews and operations.
In parti
ular, the allo
ation of vehi
les to demand requests and the repositioning of empties is an important
omponent of
eet management, and, more generally, belongs to the
lass of dynami
allo
ation of resour
es
problems. Sin
e the sixties, the development of models and solution approa
hes for this
ategory of problems has
re
eived mu
h attention (see the extensive literature reviews of Dejax and Craini
[18℄, Craini
and Laporte [16℄,
Powell, Jaillet and Odoni [36℄, and Craini
[12℄). The earliest works (Leddon and Wrathall [28℄ and Misra [29℄)
were stati
, deterministi
formulations applied to the empty vehi
le allo
ation in the railroad
ontext. The dy-
nami
aspe
ts of the problem were a
knowledged for the rst time by White and Bomberault [40℄, White [39℄
and Ouimet [30℄, and the multi-period stru
ture of the underlying network was exploited to develop spe
ialized
algorithms. The formulation of Haghani [23℄, whi
h
ombined the empty
ar dispat
hing and the train makeup
and routing, and the real-time simulation-based model of Chih [10℄ were among several eorts intended to pro-
vide more detailed and realisti
formulations. The sto
hasti
model of Jordan and Turnquist [26℄ for railroad
ar
distribution was an important advan
e, as it took into a
ount the un
ertainty in the behavior of the system. In
the eld of tru
kload and less-than-tru
kload tru
king, the sto
hasti
models of Powell, SheÆ and Thiriez [37℄
and Powell [31℄ were among the rst signi
ant
ontributions and re
ourse formulations (Powell [33℄) proposed a
methodology to deal with sto
hasti
ity by estimating the random fa
tors of the distribution system and properly
evaluating ee
ts of realizations of those fa
tors on later de
isions to be taken. Examples of appli
ations of
the re
ourse methodology are models by Powell [32℄, Frantzeskakis and Powell [21℄ and Cheung and Powell [9℄
that rely on linear and
onvex approximations of the re
ourse fun
tion. Finally, Powell and al. [35℄ and Powell
and Carvalh~o [34℄ have re
ently proposed a new methodology known as Logisti
Queuing Networks, LQN, that
onsists of queues asso
iated with either resour
es and tasks, at every node of the spa
e-time network, as well as
of links between nodes representing the allo
ation, repositioning and holding of resour
es. The solution approa
h
onsists of an iterative pro
ess assigning vehi
les to tasks,
omputing the marginal values of vehi
les at terminals,
thus building an approximation of the obje
tive fun
tion, and adjusting the assignment with respe
t to that
approximation, and so on, until
onvergen
e is a
hieved.
We are parti
ularly
on
erned with the deterministi
dynami
multimodal allo
ation of empty
ontainers. The
importan
e of empty
ows follows of
ourse from the ne
essity, in most
ases, to reposition unloaded vehi
les
in order to make them available for future demand, but also from regional imbalan
es between vehi
le supply
and demand that tend to appear in a medium-term run. Inter-depot movements of empties that periodi
ally
orre
t those imbalan
es are e
onomi
ally desirable to transportation
ompanies who benet from
ost redu
tion
for long-haul mass transportation of
ontainers. These
onsiderations, in addition to the amplitude of empty
on-
tainers (up to 40% of the total number of movements), justify to handle them separately from loaded movements.
Regarding the deterministi
aspe
t of the allo
ation, it must be pointed out that in most solution approa
hes,
either deterministi
or sto
hasti
, deterministi
allo
ation of
ontainers is an important subproblem that need
to be solved eÆ
iently. Furthermore, the results of deterministi
models (in terms of
ost and protability of
solutions)
an be referen
es for those of the sto
hasti
ounterparts.
The obje
t of this arti
le is to present a new de
omposition approa
h for the deterministi
, dynami
, mul-
ti
ommodity allo
ation of empty
ontainers, as formulated by Craini
, Gendreau and Dejax [15℄. The network
representation of the problem displays a minimum
ost
ow stru
ture and suggests standard network
ow with
gains algorithms as solution methods. Our approa
h takes however full advantage of the spe
ial stru
ture of the
model, parti
ularly of the substitution property. It is also shown to be an adaptation of the
lassi
al restri
tion
framework where subproblems are minimum
ost
ow problems over pure or nearly pure networks. After the
2
presentation of the generi
de
omposition algorithm, we derive several parti
ular strategies from it. The
ompu-
tational results indi
ate interesting performan
e gains for the sequential versions of our strategies, when
ompared
to a dire
t appli
ation of the simplex on the multilayer network representation. They also suggest that one or
another of the strategies is parti
ularly well-suited to a spe
i
stru
ture of the network, or when there are spe
ial
substitution rules.
The paper is organized as follows. In se
tion 2, we brie
y present the main elements and
hara
teristi
s of the
allo
ation of empty
ontainers and we give an insight into the deterministi
, dynami
, multi
ommodity model of
Craini
, Gendreau and Dejax [15℄, putting a spe
ial emphasis on the asso
iated network representation. In se
tion
3, we examine standard algorithms to deal with the minimum
ost, generalized network
ow problem, after whi
h
we present our de
omposition algorithm, and, from the generi
s
heme proposed, we develop three parti
ular
strategies. We present, in se
tion 4, a
omprehensive
omputational study and we analyze results obtained with
sequential and parallel versions of our strategies on problems with various sizes and stru
tures. Finally, in se
tion
5, we give a summary of our
ontributions and some
on
luding remarks.
2 Problem
ontext
2.1 Problem des
ription
In order to operate,
ontainer transportation
ompanies rely on existing infrastru
ture, where harbors play the
role of input/output points for the land distribution system, while the depots ll the fun
tionalities of
ontainer
storage,
lassi
ation,
onsolidation and distribution. Transportation links, whi
h in the land
ontext typi
ally
are roads, railways and
uvial navigation lines linking harbors, inland depots and
ustomers,
omplete the dis-
tribution network. The range of all the possible
ontainer movements is wide,
omplex, and
ontext dependent,
parti
ularly of ea
h
ompany's spe
i
ommer
ial pra
ti
es. A detailed review of those movements, for whi
h
we refer the reader to spe
ialized
ase studies (Stean [38℄), is
ertainly beyond the s
ope of this paper. We
have though to make a
lear distin
tion between the e
onomi
ally protable, loaded movements taking pla
e in
response to ee
tive requests and the empty movements resulting from the repositioning of unloaded
ontainers,
from balan
ing traÆ
between regional depots, as well as from other
onsiderations su
h as routing damaged
ontainers to repair areas, renting
ontainers from partners or introdu
ing new ones in the system. Noti
e that
those empty movements indu
e
osts and no dire
t prot, yet they remain largely unavoidable in any operational
distribution system.
Some aspe
ts of the problem are of high importan
e and need to be pointed out. The temporal
hara
teristi
s
of the problem in
lude the dynami
nature of
ustomers supply and demand requests, delays in ports and depots,
possible delivery windows for demand
ustomers and
u
tuating availabilities of empty
ontainers at depots. As
for the multi
ommodity nature of the allo
ation, it follows from the need to deal with goods of various nature
and requirements of transporters (size and maximal weight of tru
ks, for example) and from the obligation to
a
hieve some se
urity standards for the transportation of spe
ial material (parti
ularly of dangerous nature). A
representative example of an heterogeneous
ontainer
eet was reported by Dejax, Craini
and Delorme [19℄, in
the
ase of a major European maritime transportation
ompany, that uses more than a dozen of
ontainer types,
with dierent sizes and fun
tionalities. Finally, it is a
ommonpla
e pra
ti
e, wherever it is possible and justied
by
ost and availability
onsiderations, to substitute a
ategory of
ontainers to another (for example, two 20 feet
ontainers for a single 40 feet one). Obviously, this is an interesting feature that aims to in
rease the
exibility
3
in the way
ompanies rea
t to their
ustomers requests, while oering, often, the best
ost ee
tive alternative
available. Unfortunately, as we shall see further on, substitution is also a main fa
tor in the overall
omplexity of
the problem.
The deterministi
, dynami
multi
ommodity model proposed by Craini
, Gendreau and Dejax [15℄ pro
eeds
by dis
retizing the planning horizon into n time periods. For ea
h
ommodity type and time period, the strate-
gi
/ta
ti
al plan identies sets of a
tive
ustomers and depots, and spe
ies preferred servi
e asso
iations be-
tween
ustomers and depots together with the asso
iated delivery windows. Fore
asts and known values of
supply/demand are beforehand fed to a sto
hasti
operational module that gives the
orresponding distribu-
tions. General balan
ing requirements, substitution rules, tari poli
ies and
apa
ities are also spe
ied by the
strategi
/ta
ti
al plan. The problem's de
ision variables
orrespond to the magnitude of
ontainer allo
ation and
pi
k-up movements, sto
k levels at the
ompany's warehouses, interdepot balan
ing
ows, volumes of
ontainers
allo
ated as substitutes, and those of
ontainers a
quired from the outside and introdu
ed into the system. Mild
assumptions (Craini
and al. [15℄) lead to
onsider linear
ost fun
tions that depend only on their
orresponding
ow volumes.
The model has an underlying network stru
ture that
an easily be identied. Consider the three-dimensional
network G = (V; A) illustrated in gure 1, with axes X , Y and Z representing respe
tively the time, spa
e and
ommodity dimensions. We give a brief des
ription of the sets of verti
es and links. Generally speaking, the
set of verti
es V = fipt ; spt ; j pt ; j 0pt ; hpt ; h0pt ; ; g
an be seen as a repli
ation of physi
al network stru
ture,
representing physi
al
ustomers, ports and inland depots, for every time period and
ontainer type for whi
h
those
ustomers, ports and inland depots are a
tive, along with additional nodes for modeling purposes. More
pre
isely :
- ipt and spt represent respe
tively a demand and a supply request from
ustomer i of
ontainers of type p,
during the time period t.
- hpt and j pt are asso
iated to the empty
ontainer storage fun
tionality of, respe
tively, the physi
al port h
and the physi
al inland depot j , for the
ontainer
ategory p and the time period t.
- h0pt and j 0pt are also asso
iated respe
tively to the port h and the inland depot j , but, rather than lling
a physi
al storage fun
tionality, they represent the allo
ation aspe
t. The distin
tion made here between
that
ategory of nodes and the previous ones is in fa
t a
onvenient way to model the possibility to repla
e
ontainers of type p by equivalent
ontainers of other types.
- represents the super-sour
e of new
ontainers introdu
ed in the system.
- is a \dummy" node
apturing the unsatised export demand at ports.
The set of links A
an be subdivided in several
ategories of ar
s representing either real or symboli
ontainer
movements:
- new
ontainers movements (; j pt ) and (; hpt );
- unsatised export demand at port
aptured by the dummy node , (; hpt );
- allo
ation movements (j 0pt ; ip(t+ji ) ) and (h0pt ; ip(t+hi ) ) (where ji is the transit time between port j and
ustomer i) and pi
k-up ones (spt ; j p(t+sj ) ) and (spt ; hp(t+sh ) );
- holding links of the kind (j pt ; j p(t+1) ) representing the inventories of empty
ontainers of type p, at a depot
j , at the end of the period t;
- the links (j pt ; j 0pt ) representing the volume of empty
ontainers of type p to be allo
ated during a period t
by a depot j ;
4
Z : commodities
Commodity r
jr(t-1)
j’r(t-1)
hpt h’pt
Substitution factors
a Apr
Y : space rp
Commodity p Substitution
links
β ip(t-2) ip(t-1)
spt
β Insatisfied export demand Inland depot Port Demand customer Supply customer
5
- Sto
ks at ports:
These
onstraints are similar to those of sto
ks at inland depots ex
ept that they
onsider in addition the
export and import a
tivities of ports. They
orrespond similarly to
ow
onservation at nodes hpt in the
network representation.
- Availability of empty
ontainers for allo
ation at depots:
These
onstraints represent the balan
e at depots between the volume of empty
ontainers meant to be
allo
ated to
ustomers and the volume of empty
ontainers a
tually allo
ated. They are asso
iated in the
network representation with
ow
onservation at nodes j 0pt and h0pt .
- Upper and lower bounds on volumes of
ow on interdepot balan
ing links (j pt ; k p(t+jk ) ).
- Upper bounds on the substitution
ow over links (j rt ; j 0pt ).
- Non-negativity of
ow variables.
The
ompa
tness of this representation has the advantage that all the expli
it
onstraints of the algebrai
formulation redu
e to the underlying
ow
onservation,
apa
ity and non-negativity
onstraints. Thus, eÆ
ient
network optimization algorithms
an be applied to solve the problem. Moreover, a network formulation is a more
onvenient way to display the dynami
nature of the problem, as well as the parti
ular stru
ture indu
ed by the
substitution property, and makes it possible to design more spe
ialized resolution te
hniques.
A dire
t appli
ation of basi
minimum
ost
ow algorithms to our spe
i
allo
ation problem presents, however,
a serious short
oming, as it takes into a
ount neither the dynami
multiperiod stru
ture, nor the disposition
of spe
ial substitution ar
s between the network layers representing the dierent
ommodities. Con
erning this
last property, it is important to note that if it were not for those substitution ar
s, the whole problem would
de
ompose into a set of smaller single
ommodity, pure minimum
ost network
ow problems, whi
h are simpler
to solve. This fundamental remark suggests naturally a de
omposition s
heme, whose presentation is the subje
t
of the remainder of the present se
tion.
Let G = (V; A) represent the network formulation of se
tion 2. A denotes the generalized node-ar
in
iden
e
matrix of G, x the
ow ve
tor, b the supply ve
tor, and
the unit
ost ve
tor. Over G, the minimum
ost
ow
problem P
an be stated as follows:
Min
x
Ax = b
xa 0; a 2 S (1)
x 2 X
6
where S A is the set of substitution ar
indexes. We assume that all the other
ow variables non-negativity
onstraints, as well as the
apa
ity restri
tions are integrated into a feasibility set X .
Let R be a subset of S and P R the restri
ted problem where substitution
ow values for ar
s a 2 R are
restri
ted to 0:
Min
x
Ax = b
xa 0; a 2 S R (2)
xa = 0; a 2 R
x 2 X
The algorithm may then be stated as follows:
Initial solution
R = S . Initially, the
ow over all the substitution ar
s is restri
ted to 0.
Main loop
The algorithm de
omposes into two distin
t phases. During a preliminary phase, a restri
tion of the substi-
tution
ow to 0 is done and the restri
ted problem P R (whi
h redu
es here to jPj minimum
ost, pure network
ow subproblems, where P is the set of
ommodity indexes) is solved. The remainder of the algorithm may be
viewed as a re-optimization phase. Indeed, whenever a restri
ted problem P R is solved at the step 1 of the se
ond
phase, solutions must be stored in order to serve as \good" starting solutions when solving P R after relaxation
R = R V is done.
The algorithm is generi
sin
e the
hoi
e of the set V of
onstraints xa = 0; a 2 R to be relaxed is arbitrary.
To make the algorithm take better a
ount of the multi
ommodity aspe
t of the problem, we
onsider alternative
7
hoi
es of V that identify substitution ar
s by their origin and destination
ommodities. A possible s
heme of
hoosing the set V is as follows:
Initialization
Let p = jPj be the number of
ommodities and Q1 = f1g, Q2 = f2g, : : :, Qp = fpg an initial
subdivision of P into single
ommodities.
Let q = p be the number of
urrent
ommodity sets.
Set R = S .
Main loop
While q 6= 1
Choose an arbitrary number l, 2 l q and l sets from Q1 = f1g, Q2 = f2g, : : :, Qq = fq g.
For a
onvenient presentation, denote the
hosen sets Q1 , Q2 , : : :, Ql .
Let Sl+ (resp. Sl ) represent substitution ar
s having their origin (resp. destination)
ommodity
in one of the subsets Q1 , Q2 , : : :, Ql .
Set V = Sl+
SS and R = R V.
l
Let us examine this s
heme in more detail. During the initialization phase, the sets Qi , 1 i p
orrespond
to the p subproblems that
ompose P R , the rst restri
ted problem met in the generi
algorithm, and, in relation
S
with the network representation in Figure 1, are asso
iated with single-
ommodity layers of the network. The
key operation of the main loop is the fusion Q1 = li=1 Qi that join together the l
hosen
ommodity sets into a
single one, ensuring that all the substitution links, previously
ut by the restri
tion, and that have both ends into
the subnetworks represented by Qi , 1 i p will be re-established simultaneously. The pro
ess of su
essive
fusions in the main loop
ontinues until there is just one
ommodity set left, (q = 1), meaning that we are ba
k
to the original network.
A rooted n-ary tree, 2 n jPj, provides a
onvenient representation for the general fusion s
heme. Let
nodes represent sets Qi of
ommodity indexes. The root will thus denote the original network, leafs will be
asso
iated with initial single-
ommodity index sets, and every internal node will be the out
ome of the fusion the
ommodity index sets of its
hildren. It is easy to see that even if the s
heme we presented is more spe
i
than
an arbitrary
hoi
e of V , it is also generi
, sin
e every valid tree with the properties above represents a parti
ular
fusion strategy. Among all the possibilities, the simplest one is to
onsider a p-ary tree, p = jPj, whi
h mean
that all the substitution links will be re-established in one iteration, leading to what we
all global fusion (Figure 2).
Global fusion, making use of jPj-ary trees, is an \extremal" strategy. Other strategies that share this property
are fusions with binary trees, whi
h we denote by progressive fusions, where only two subnetworks are brought
together at ea
h step of the main loop of the fusion s
heme. Progressive fusions form a large family of strategies
and balan
e of
orresponding trees
ould then be used to distinguish more spe
ial
ases. For instan
e, the rst
strategy represented in Figure 3, that we
all one-step progressive fusion, makes use of a
ompletely unbalan
ed
tree and adds at ea
h step of the fusion pro
ess a single layer of the network to a
ontinuously growing subnetwork.
As for the se
ond strategy,
alled binary progressive fusion, and represented in Figure 3, it exploits in an opposite
fashion an essentially
omplete binary tree.
8
Subnetworks
Commodity 1 Commodity 2 Commodity p
Fusion
Global network
Commodities 1+2
Sub-
networks
Commodities 1+2+3
Global network
Sub-
networks
Global network
9
4 Experimental results
In this se
tion we report
omputational experien
e of implementations of a number of versions of our algorithm,
and
ompare them to those of a dire
t appli
ation of a generalized minimum
ost
ow algorithm. Through this
experimentation, we intend to answer the following main questions:
How do CPU times of the sequential versions of our strategies
ompare with those of a \brute-for
e"
appli
ation of the network-simplex algorithm?
How does the eÆ
ien
y of our strategies vary when applied to problems with spe
ial stru
ture (parti
ular
substitution properties, for instan
e)?
What is the parallelization potential of our strategies?
The main motivation behind the random generation of test problems is to
over the widest possible range of
situations. Although using a standard random network generator was possible, we have
hosen to develop our
ustom network generation pro
edures for the purpose of generating networks with spe
ial stru
tures, as well as
of being able to ne-tune their
hara
teristi
s. Important parameters
ontrolled by the generator
an be
lassied
into three
ategories: general parameters asso
iated with physi
al distribution networks (length of the horizon,
number of
ommodities,
ustomers, and depots), parameters related to the allo
ation, pi
k-up, and substitution
a
tivities, whi
h have dire
t impli
ation on the expanded three-dimensional network density, and nally, param-
eters
ontrolling the stru
ture of substitution links within the network.
Algorithmi
issues of our study
onsist of the de
omposition s
hemes and the minimum
ost
ow algorithm
for generalized network used to solve problems P R we en
ounter in the generi
algorithm of se
tion 3. For the
former, the global fusion, as well as the one-step and the binary progressive fusions have been
oded. Con
erning
the generalized minimum
ost
ow algorithm, the family of simplex based algorithms is, for all pra
ti
al purposes,
a very interesting
hoi
e, espe
ially when implemented with eÆ
ient data stru
tures and
areful
y
le-preventing
rules. Thus, the strongly
onvergent simplex for generalized networks of Elam, Glover and Klingman [20℄ was the
basis of our implementation.
The network generator, the simplex algorithm and the de
omposition strategies have been implemented in
C++, on SUN Ultra Spar
workstations equipped with 32 MB of RAM and
ompiled with SUN's standard C++
ompiler, using default options. The Network File Format (NFF) library (http://www.
rt.umontreal.
a/~lab
sit/DOC-NFF) has been used for the representation and handling of network
omponents.
In Table 1, we present a rst set of randomly generated problems of small size and very general stru
ture,
intended to make preliminary observations. For ea
h instan
e, the numbers of time periods,
ommodities, depots,
and
ustomers, as well as the total numbers of nodes and ar
s, and substitution links, are reported.
On the instan
es of this rst set, we applied a basi
strategy that
onsists of dire
tly using the network
simplex algorithm, without any de
omposition eort. For
omparison purposes, we also tested global and one-
10
step progressive fusion methods. The
orresponding number of pivots and CPU time are reported in Table
2.
To further rene the analysis, we detail in Tables 3 and 4 the number of pivots and the CPU time for every
subproblem for the rst phase of the de
omposition (before the fusion pro
ess is started), and the se
ond phase
(after the fusion). In terms of CPU time, the results reported in Table 2 indi
ate that the fusion strategies are
on average about 2:5 times faster than the basi
method, and that this ratio tends to in
rease with the size of
the problems. The details in Tables 3 and 4 suggest that this gain is mostly a
onsequen
e of the de
omposition
s
heme that redu
es the whole problem, during the rst phase, to smaller subproblems, for whi
h the unit pivoting
time is mu
h smaller. For example, in the
ase of problem S1R00, 108 pivots were performed by the global fusion
in 0.1 se
onds for the rst
ommodity subnetwork while 43 pivots after the fusion of the subnetworks required
0.18 se
onds. The same observation also tends to indi
ate that progressive fusion strategies perform better than
global fusion. For a se
ond set of medium size problems (Table 5), the results reported in Table 6 show indeed a
noti
eable superiority of progressive fusion strategies.
11
S1R00 S1R01 S1R02
Pivots CPU (s) Pivots CPU (s) Pivots CPU (s)
108 0.10 118 0.13 162 0.32
Phase 1 101 0.12 190 0.39 187 0.33
113 0.14 130 0.23 164 0.26
Phase 2 fusion 1 0 0.00 0 0.00 11 0.40
fusion 2 43 0.17 62 0.36 15 0.10
Another interesting out
ome of the experiment is the behavior of the de
omposition strategies in response to
stru
tural
hanges within the network, spe
ially when its density is modied. We address this issue by means
of two additional series of test problems. The rst one, S3 (Table 7), is
omposed of problems with a general
stru
ture, but whose
orresponding networks are denser, in
omparison with series S2 problems, due to more
intense a
tivities by
ustomers and depots. Alternatively, the higher density of the set S4 networks (Table 8)
follows from more important substitution a
tivities at depots.
12
Number of Total number Total numbers Total numbers Total number
Problem of time periods of
ommodities of of substitution
(ports, depots,
ustomers) (nodes, links) links
S3R00 7 8 (20, 50, 200) (5618, 17447) 81
S3R01 7 8 (40, 50, 200) (7550, 20790) 114
S3R02 7 8 (40, 50, 200) (10767, 40083) 114
S3R03 7 8 (40, 50, 300) (15630, 69994) 118
Table 7: Series S3 of medium size problems, with dense allo ation a tivities
How do global and progressive fusion strategies
ompare to the basi
method is a good indi
ation of their
relative eÆ
ien
y. To do su
h a
omparison, we introdu
e the eÆ
ien
y ratio of the global or progressive fusion
methods as the ratio of the CPU time of the basi
method to the CPU time of the global or progressive fusion
methods on the same problem. Thus greater eÆ
ien
y ratio will indi
ate better eÆ
ien
y for the
orresponding
fusion method. For the S4 series, the average eÆ
ien
y rates
omputed on the basis of CPU times reported in
Table 9 all de
omposition strategies are better than the basi
method, although they were signi
antly lower
than the rates obtained for the S2 series of problems whi
h have similar physi
al
hara
teristi
s (number of time
periods, depots and
ustomers) but are less dense. For example, the global fusion average eÆ
ien
y rate for
problems in the S2 series is of 5.67 (Table 6), while eÆ
ien
y rates for problems in the S3 and S4 series are
respe
tively of 3.22 and 4.12. To understand what happens, let us
ompare the details of the pivoting a
tivity of
global fusion for problems S2R04 and S4R03 (Table 10). The behavior of the rst phase of the global fusion is
quite similar for the two problems. However, after the fusion, only 222 additional pivots are required for S2R04
to a
hieve optimality while one needs 2086 additional pivots for S4R03. Thus, the relative \weight" of the se
ond
phase has the greatest in
uen
e on overall CPU times, sin
e the more we pivot during the se
ond phase, the more
ostly overall these pivots will be.
We
an summarize the
on
lusions of the rst part of the experimentation as follows. For all the test problems
starting from series S2, the global and the progressive fusion methods are at least three times more eÆ
ient than
the basi
method, with a slight edge for progressive fusion methods. The eÆ
ien
y ratio tends to be
ome larger
when networks grow in size. For networks with more intense allo
ation or substitution a
tivities, the superiority
of fusion and progressive fusion strategies is less pronoun
ed.
13
Basi
strategy Global fusion One-step progressive Binary progressive
Problem fusion fusion
Pivots CPU (s) Pivots CPU (s) Pivots CPU (s) Pivots CPU (s)
S3R00 6451 423.51 6094 106.20 6126 104.34 6117 83.71
S3R01 9119 717.97 9098 240.55 9128 198.67 9118 209.50
S3R02 13538 2131.04 13310 791.56 13254 691.29 13576 692.77
S3R03 16198 > 1 hour 15406 887.20 15440 731.95 15418 763.14
S4R00 4954 141.19 4842 28.79 4841 26.42 4841 26.45
S4R01 7580 277.02 7523 62.90 7519 54.16 7531 53.51
S4R02 8065 314.49 7914 79.24 8000 69.22 8058 67.06
S4R03 8808 366.25 8788 114.74 8500 84.86 8642 86.05
S2R04 S4R03
Pivots CPU (s) Pivots CPU (s)
884 3.86 931 4.54
781 3.01 819 3.81
842 3.88 871 3.72
Phase 1 933 4.20 937 4.70
806 3.27 772 3.36
767 3.05 815 3.14
690 2.37 743 2.76
752 2.96 814 3.31
Phase 2: fusion 222 8.02 2086 85.40
Table 10: Detailed global fusion for problems S2R04 and S4R03
14
Let us now examine the impa
t of parti
ular substitution s
hemes on pro
edure performan
e. To produ
e those
spe
i
s
hemes, our test problem generation routines use substitution matri
es. We dene a substitution matrix
A as follows. An element [A℄ij of A, if positive, will a
tually designate the fa
tor of substitution of
ommodity j
for
ommodity i, and will denote that substitution is impossible or not allowed if negative.
A rst example of a spe
ial substitution stru
ture is given by the following substitution matri
es:
0 1 0:33 1 1 1 1 1 1
1
BB 3:00 1 1 1 1 1 1 1 CC
BB 1 1 1 0:50 1 1 1 1 CC
=B
B 1 1 2:01 1 1 1 1 1 CC
A1 BB 1 1 1 1 1 0:18 1 1 CC
BB 1 1 1 1 5:54 1 1 1 CC
1 1 1 1 1 1 1 0:83 A
1 1 1 1 1 1 1:20 1
and
0 1 0:33 1 1 1 1 1 1
1
BB 3:00 1 1 1 1 1 0:87 1 CC
BB 1 1 1 0:50 1 1 1 1 CC
=B
B 1 1 2:01 1 1 1 1 1 CC
A2 BB 1 1 1 1 1 0:18 1 1 CC
BB 1 1 1 1 5:54 1 1 1 CC
1 1:15 1 1 1 1 1 0:83 A
1 1 1 1 1 1 1:20 1
The matrix A1 has obviously a spe
ial stru
ture: ex
ept for f(2l + 1; 2l + 2) : l 0; 2l + 2 pg pairs of
ommodities, no substitution is allowed. As for the matrix A2 , it dierentiates itself from the f(2l + 1; 2l + 2) :
l 0; 2l + 2 pg stru
ture only by additional substitution possibilities between
ommodities 2 and 7, sin
e [A2 ℄27
is positive. Consequently, networks generated on the basis of the substitution matrix A1 (S5R00 and S5R01,
see Table 11) are readily de
omposed into d p2 e independent subnetworks, while it is very likely, for networks
produ
ed with A2 (S5R02 and S5R03, see Table 11), to have few substitution ar
s linking layers
orresponding
to
ommodities 2 and 7. For these reasons, A1 is said to have a pure f(2l + 1; 2l + 2) : l 0; 2l + 2 pg stru
ture,
while the stru
ture of A2 is said to be non pure.
A similar me
hanism is used to produ
e another set of problems where asso
iations between
ommodities
labeled 1, 2, and 3 are favored. Thus, the matrix A3 , whi
h has a pure stru
ture, is used for the generation of
problems S6R00 and S6R01, and the non pure matrix A4 is invoqued for S6R02 and S6R03, see Table 11.
0 1 1:29 5:51 1 1 1 1 1
1
BB 0:77 1 2:75 1 1 1 1 1 CC
BB 0:18 0:36 1 1 1 1 1 1 CC
=B
B 1 1 1 1 1 1 1 1 CC
A3 BB 1 1 1 1 1 1 1 1 CC
BB 1 1 1 1 1 1 1 1 CC
1 1 1 1 1 1 1 1 A
1 1 1 1 1 1 1 1
15
0 1 1:29 5:51 1 1 8:79 1 1
1
BB 0:77 1 2:75 1 1 1 1 1 CC
BB 0:18 0:36 1 1 1 1 1 1 CC
=B
B 1 1 1 1 1 1 1 1 CC
A4 BB 1 1 1 1 1 1 1 1 CC
BB 0:11 1 1 1 1 1 1 0:29 CC
1 1 1 1 1 1 1 1 A
1 1 1 1 1 1 1 1
Results obtained for problems S5R02 and S5R03, reported in Table 12, are showing more pronoun
ed gains
in CPU time in favor of the binary progressive fusion. For instan
e, on S5R02, the binary progressive fusion is
18% more eÆ
ient than the one-step progressive fusion, and 23% more on S5R03. Even better ratios (22% on
S5R00 and 37% on S5R01) are observed in the
ase of pure stru
tures. The way the binary fusion pro
eeds helps
explain these gains. Indeed, during the se
ond phase when the fusion pro
ess starts, subnetworks
orresponding
to f(2l + 1; 2l + 2) : l 0; 2l + 2 pg pairs of
ommodities are immediately linked together; after that step,
the remaining part of the pro
ess is virtually useless, sin
e the optimal solution is already found. In other
words, binary progressive fusion is parti
ularly well-adapted to that spe
ial substitution stru
ture. Similarly,
the analysis above illustrates why one-step progressive fusion is better suited for problems S6R00 and S6R01
with pure substitution stru
ture. However, with regard to CPU times for non pure problems S6R02 and S6R03,
binary fusion does surprisingly better, and we might suppose that one-step progressive fusion is more sensitive to
perturbations in the substitution stru
ture.
Table 11: Series S5 and S6 of medium size problems, with spe i substitution stru tures
16
Elementary parallel versions of our strategies have also been implemented and tested (Abra
he [1℄). The parallel
me
hanism is a straightforward,
oarse-grained one: parallel resolution of subproblems en
ountered during the
rst phase of the de
omposition, followed, in the
ase of binary progressive fusion, by a se
ond phase where fusions
and resolutions of subproblems are done in parallel. The
omputational infrastru
ture
onsisted of 16 SUN Ultra
Spar
workstations, inter
onne
ted with the help of PVM software to form a single virtual parallel ma
hine.
In order to prevent the amount of time allo
ated by the operating system to internal operations other than
omputations (I/O routines, memory a
ess times, et
.) from distorting the results, we have approximated the
omputation time for parallel versions by a sum of CPU time of the master pro
ess (
ontrolling the global fusion
and syn
hronizing the
ommuni
ations), the largest among the CPU times of the slaves, and the
ommuni
ation
time. The relative parallel a
eleration measure (see Bertsekas and Tsitsiklis [5℄ for details) we use is
T
S (n) = (3)
Tn
where n is the number of pro
esses, T is the exe
ution time of the
orresponding sequential version of the algo-
rithm and Tn is the exe
ution time of the parallel version.
Results,
ompiled in Table 13, show similar average a
eleration values for global and binary progressive
fusions, when applied to problems with general stru
tures. On spe
ial substitution stru
tures, the relatively
better performan
e observed is similar to the sequential
ase. The overall average a
eleration values are low and
point to the need, in the future, to fo
us on the design of more sophisti
ated parallel strategies.
Table 13: Results of sequential and parallel versions of the global fusion and the binary progressive fusion on
series S2, S3, S4 and S5 of problems
17
eÆ
ient, in terms of CPU times, than a dire
t appli
ation of the network simplex with gains algorithm. We also
noti
ed that eÆ
ien
y rates tend to in
rease when networks grow in size and de
rease with more intense allo
ation
and substitution a
tivities. Tests on problems with spe
ial substitution stru
tures indi
ated that a given variant
of the algorithm may be parti
ularly well-suited to spe
i
substitution rules.
Even if the algorithm was spe
i
ally intended to solve deterministi
, dynami
, and multi
ommodity allo
ation
of empty
ontainers and a
tually took advantage of the
hara
teristi
s of the problem, the ideas behind it may be
used to develop similar de
omposition algorithms for many other problems en
ountered in transportation, e
o-
nomi
s, nan
e, et
., where several
ommodities are handled with interprodu
t transformation possibilities. In
fa
t, every problem that
an be represented by generalized networks with spe
ial augmenting ar
s may potentially
take advantage of the de
omposition algorithm.
Several avenues seem to be interesting theori
al and pra
ti
al extensions of this study. For instan
e, we have
seen that elementary parallel strategies implementing syn
hronous,
oarse-grained parallelism are not enough to
a
hieve satisfying performan
e, sin
e, at a given stage of the algorithm, there are too many idle pro
essors. Asyn-
hronous parallelism and smaller granularity are te
hniques we expe
t to investigate with the hope to improve
our parallel versions. The algorithm
ould also be improved by a
knowledging the multiperiod stru
ture of the
problem, for example by implementing spe
i
forward te
hniques (Aronson and Chen [2℄). Finally, dual de
om-
position, a
hieved by relaxing the
ow
onservation
onstraints at the origin and the destination of substitution
links,
ould be a promising alternative to primal de
omposition.
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