Article ID: | iaor20133948 |
Volume: | 206 |
Issue: | 1 |
Start Page Number: | 163 |
End Page Number: | 181 |
Publication Date: | Jul 2013 |
Journal: | Annals of Operations Research |
Authors: | Ouorou Adam, Bonami Pierre, Hijazi Hassan |
Keywords: | queues: applications, networks |
In telecommunications, operators usually use market surveys and statistical models to estimate traffic evolution in networks or to approximate queuing delay functions in routing strategies. Many research activities concentrated on handling traffic uncertainty in network design. Measurements on real world networks have shown significant errors in delay approximations, leading to weak management decisions in network planning. In this work, we introduce elements of robust optimization theory for delay modeling in routing problems. Different types of data uncertainty are considered and linked to corresponding robust models. We study a special case of constraints featuring separable additive functions. Specifically, we consider that each term of the sum is disturbed by a random parameter. These constraints are frequent in network based problems, where functions reflecting real world measurements on links are summed up over end‐to‐end paths. While classical robust formulations have to deal with the introduction of new variables, we show that, under specific hypotheses, the deterministic robust counterpart can be formulated in the space of original variables. This offers the possibility of constructing tractable robust models. Starting from Soyster’s conservative model, we write and compare different uncertainty sets and formulations offering each a different protection level for the delay constrained routing problem. Computational experiments are developed in order to evaluate the ‘price of robustness’ and to assess the quality of the new formulations.