Castelli

Optimization Techniques for Telecommunications
Universit degli Studi di Trieste
Lorenzo Castelli
ICTP ITU School on New Perspectives in Wireless Networking Trieste, 27 February 2008
Outline
Introduction to Optimization A simple case study Basics in Linear Optimization Simplex Algorithm Integer Programming References and Resources A research topic
New Perspectives in Wireless Networking ICTP, 27 Feb 08 L. Castelli University of Trieste
Travelling Salesman Problem (TSP)

For a set of nodes and a set of arcs connecting such nodes, identify the minimum cost cycle that visits each node only once
6 3 2 4 7 6 2 5 4 5 6 3
9 3 7 4 6 8
2 7
3 9 4
2 6
3 5

6 3 2 4 7 6 2 5 4 5 6 3
9 3 7 4 6 8
2 7
3 9 4
L = 71
2 6
3 5

6 3 2 4 7 6 2 5 4 5 6 3
9 3 7 4 6 8
2 7
3 9 4
L = 62
2 6
3 5
An Optimization Problem
Let S " ! n be the Feasible Set or the Set of feasible solutions Let f : S a ! be a real function to be optimized, i.e., maximized or minimized. It is called objective function The solution of an optimization problem is to find the set of optimal solutions, i.e.,
OptSolM = s * ! S : f ( s * ) # f ( s ) "s ! S
OptSolm
{ } = { ! S : f ( s ) # f ( s ) "s ! S } s
* *
L. Castelli University of Trieste
New Perspectives in Wireless Networking ICTP, 27 Feb 08
Numerical Example
max f(x,y) = x + y S = {x 0; y 0; x 4; y 2; 3x + 5y 15} y
3
x* = 4.0 y* = 0.6
S
1 2 3 4
s* x
5
f(x*,y*) = 4.6
Optimization characteristics The objective function can be linear or non-linear (e.g., quadratic) continous or not (e.g., fixed cost) differentiable or not (e.g., piecewise linear) The feasible set can be convex or not
Linear Programming (LP)

f is a linear function S " ! n can be represented by a set of m linear inequalities Any LP problem can be formulated as max cTs As b
where dim A = m x n; dim b = m x 1; dim c = n x 1; all values are deterministic
s0
Integer Programming (IP) We define IP when all elements in S assume only integer (or binary) values If some elements in S assume integer (or binary) values, whereas other elements assume continous values, we refer to as Mixed Integer LP (MILP)
Optimization process Analyse the system to optimize Formulate the model Solve the model by appropriate algorithms
Optimization process Step 1
Analysis of the system to be optimized
Location of GSM transmitters

A mobile phone operator decides to equip a currently uncovered geographical zone The management allocates a budget of 10 million to equip this region A study shows that only 7 locations are possible for the construction of the transmitters It is also known that every transmitter only covers a certain number of communities
Source: Applications of Optimization, Chap. 7 www.dashoptimization.com New Perspectives in Wireless Networking ICTP, 27 Feb 08 L. Castelli University of Trieste
Geographic specifications
A schematic map of the region with the division into communities and the possible locations for transmitters Every potential site is indicated by a black dot with a number, every community is represented by a polygon. The number in the center of a polygon is the number of the community
GSM transmitter specifications

Certain geographical and topological constraints add to the construction cost and reduce the reach of the GSM transmitters. We list the communities covered and the cost for every site.
Site 1 2 3 4 5 6 7
Cost (in Million )
1.8
1.3
4.0
3.5
3.8
2.6 7,10,11,12,1 5
2.1 12,13,14,1 5
Communities covered
1,2,4
2,3,5
4,7,8,10
5,6,8,9
8,9,12
Data on population
For every community the number of inhabitants is known
Community
1 2
4 5 6 7
10 11 12 13 14 15 6 14 9 3 6
Population (000) 2 4 13 6 9 4 8 12 10 11
Management dilemma
Where should the transmitters be built to cover the largest population with the given budget limit of 10M?
Model Formulation
Formulation steps
Identify the decisions to be taken which are the variables of what type (i.e., continous, integer, binary) Define the objective function Determine the constraints Identify the available data, i.e., matrix A and vectors b and c
Identify the variables Two types of binary variables are required variables xc that are 1 if and only if a community c is covered by a transmitter variables yp that are 1 if and only if a transmitter is built at site p
The available data

SETS COMMS the set of communities PLACES the potential sites for constructing transmitters Vector c POPc the number of inhabitants of the community c Vector b BUDGET the budget allocated by the management Matrix A COSTp for the cost of building a transmitter a site p COVERpc a binary constant that indicates whether a transmitter placed at p covers community c (COVERpc = 1) or not (COVERpc = 0)
The objective function

To maximize the population covered by the new GSM transmitters
max
c"COMMS
! POP # x
c
Budget constraint
It is necessary to remain within the budgetary limits, i.e., the total construction cost for transmitters has to be not greater than the given maximum budget
p"PLACES
! COST
$ y p # BUDGET
Coverage constraints (I)

We need to translate the equivalence community c receives a GSM signal iff at least at one site covering this community a transmitter is built, or xc = 1 iff there is at least one p with COVERpc yp = 1 BUT this type of equivalence cannot be translated directly into a linear form Since a community may be covered by more than one transmitter, the constraints
p!PLACES
% COVER
pc
$ y p # xc
"c ! COMMS
express one direction of the equivalence by specifying that the sum COVERpc yp is greater than or equal to xc
Coverage constraints (II) The other direction of the equivalence is ensured through the maximization of the population covered The optimization algorithm will not leave any xc at 0 if any transmitter that covers this community is built
Binary constraints
All the variables are binary
xc ! { ,1} "c ! COMMS 0

y p ! { ,1} "p ! PLACES 0
Complete model formulation

max
c"COMMS
! POP # x
c
p
p"PLACES
! COST
pc
$ y p # BUDGET
"c ! COMMS
p!PLACES
% COVER
$ y p # xc
xc ! { ,1} "c ! COMMS 0

y p ! { ,1} "p ! PLACES 0
Problem size 15 communities, 7 sites 15 + 7 = 22 binary variables 222 = 4 194 304 15 + 1 = 16 constraints dim A = 16 x 22
Exercise Formulate an IP model to determine the GSM transmitters location of minimum cost such that ALL the communities are covered No budget constraint
Exercise Solution
min
p!PLACES
COSTp " y p
p!PLACES
COVER pc " y p # 1 $c ! COMMS
y p ! { ,1} "p ! PLACES 0
Set Covering Problem
Development of solving algoritms
Computational Complexity If all the variables are real, it is easy to solve the problem, i.e., it exists an algorithm running in polinomial time When integer or binary variables, we may face difficult problems, i.e., NPhard
Linear Programming (LP)

f is a linear function S " ! n can be represented by a set of m linear inequalities Any LP problem can be formulated as max cTs As b
where dim A = m x n; dim b = m x 1; dim c = n x 1; all values are deterministic
s0
Solving LP problems A LP problem is easy to solve Simplex algorithm Interior point method Most used is the Simplex algorithm Theoretically it is not a fast algorithm, but it is solved quickly in practice
The simplex algorithm The feasible set is a convex set The optimal solution, if it exists, lies on a vertex of the feasible set At each step of the algorithm the objective function does not decrease (if maximization) or does not increase (if minimization)
Simplex Algorithm - Numerical Example

max f(x,y) = x + y S = {x 0; y 0; x 4; y 2; 3x + 5y 15} x* = 4.0 y* = 0.6 f(x*,y*) = 4.6
y
3
A
2
Two possible paths 1. O D C 2. O A B C

C
s*
D
We move from one vertex to an adjacent one, without worsening the objective function
5 L. Castelli University of Trieste
Simplex Algorithm - Stopping criteria
The simplex algorithm detects If the feasible set is empty or not If not empty If the set of optimal solution is empty or not If not empty If there is a unique or infinite solutions
Simplex Algorithm Computing time
Even large istances can be solved in a few seconds with freely available or commercial software E.g., Flux Balance Analysis to model fluxes in a metabolic network of a cell: 800 rows and 1200 columns
Integer Programming The feasibility set is no longer convex What is a vertex of the feasible set?
y
max f(x,y) = x + y
3
A
2 1
s*
C D
S = {x 0; y 0; x 4; y 2; 3x + 5y 15} x, y integer s* = (4,0) or s* = (3,1)
f(s*) = 4
5 L. Castelli University of Trieste
IP The Feasible Set Differently from LP, the IP feasible set is composed of a finite number of points It may turn out to be unworkable to enumerate them all Alternative algorithms are required
IP Solving Algorithms
Exact Algorithms (e.g., Branch&Bound, Gomory cuts) reach soon or later the optimal solution may run in exponential time Approximate Algorithms (e.g., Christofides for TSP) run in polynomial time do not necessarily reach the optimum the gap between the optimum and the found solution is bounded Heuristics run in polynomial time do not necessarily reach the optimum the gap between the optimum and the found solution is unknown Metaheuristics Genetic Algorithms, Tabu Search, Simulated Annealing
Global and local optima

Local Optima
GAP
Global Optimum
Implementing the algorithms Simplex and exact MIP algorithms are available through ad-hoc optimization software XPress-MP, ILOG CPLEX, GLPK, Approximate and heuristic algorithms can be written in any language, as C, C++, FORTRAN, Libraries, interfaces are available
Implementation XPress-MP (I)

model "G-6 Transmitter placement" uses "mmxprs" declarations COMMS = 1..15 ! Set of communities PLACES = 1..7 ! Set of possible transm. locations COST: array(PLACES) of real ! Cost of constructing transmitters COVER: array(PLACES,COMMS) of integer ! Coverage by transmitter locations POP: array(COMMS) of integer ! Number of inhabitants (in 1000) BUDGET: integer ! Budget limit build: array(PLACES) of mpvar ! 1 if transmitter built, 0 otherwise covered: array(COMMS) of mpvar ! 1 if community covered, 0 otherwise end-declarations initializations from g6transmit.dat COST COVER POP BUDGET end-initializations
Implementation XPress-MP (II)
! Objective: total population covered Coverage:= sum(c in COMMS) POP(c)*covered(c) ! Towns covered forall(c in COMMS) sum(p in PLACES) COVER(p,c)*build(p) >= covered(c) ! Budget limit sum(p in PLACES) COST(p)*build(p) <= BUDGET forall(p in PLACES) build(p) is_binary forall(c in COMMS) covered(c) is_binary ! Solve the problem maximize(Coverage) end-model
Location of GSM transmitters - Solution Total coverage: 109 Total cost: 9.5 Build transmitters: 2 4 6 7 Communities covered: 2 3 5 6 7 8 9 10 11 12 13 14 15 Communities 1 and 4 are NOT covered
Set Covering Problem - Solution All Communities covered Total cost: 11.3 Build transmitters: 1 2 4 6 7
Resources www.informs.org www.scienceofbetter.org Handbook of Optimization in Telecommunications www.scopus.com scholar.google.com

Last Published Papers

SEARCH in www.scopus.com with TELECOMMUNICATIONS & OPTIMIZATION
1. 2. 3. 4. 5. 6. 7. 8. 9. Rerouting tunnels for MPLS network resource optimization Klopfenstein, O. 2008 European Journal of Operational Research 188 (1), pp. 293-312 A multi-criteria approach to fair and efficient bandwidth allocation Ogryczak, W., Wierzbicki, A., Milewski, M. 2008 Omega 36 (3), pp. 451-463 Optimizing revenue in CDMA networks under demand uncertainty Olinick, E.V., Rosenberger, J.M. 2008 European Journal of Operational Research 186 (2), pp. 812-825 Benders decomposition for the uncapacitated multiple allocation hub location problem de Camargo, R.S., Miranda Jr., G., Luna, H.P. 2008 Computers and Operations Research 35 (4), pp. 1047-1064 Multi-period capacitated location with modular equipments Gourdin, E, Klopfenstein, O. 2008 Computers and Operations Research 35 (3), pp. 661-682 Developing staff schedules for a bilingual telecommunication call center with flexible workers Ertogral, K., Bamuqabel, B. 2008 Computers and Industrial Engineering 54 (1), pp. 118-127 Optimum VoIP packet routing using a communications processor Zupanc ic , S., Polans ek, G., Z emva, A. 2008 AEU - International Journal of Electronics and Communications 62 (2), pp. 104-113 Max-min fairness in multi-commodity flows Nace, D., Nhat Doan, L., Klopfenstein, O., Bashllari, A. 2008 Computers and Operations Research 35 (2), pp. 557-573 Volterra-series-based distortion analysis for optimization of out-of-band terminations in GaN HEMT devices Srinidhi, E.R., Ma, R., Kompa, G. 2008 IEEE Electron Device Letters 29 (1), pp. 24-27
A joint research ARPL Lab - UniTS Minimum cost placement of WI-FI access points considering Directional antennas Client coverage The presence of obstacles Overlapping channels We have to decide with type of antenna and in which location
Interference Graph
There is an arc if two antennas interfere when using the same channel Only 3 channels available (1,6,11) A feasible solution is a 3-colour graph
Interference Graph
Feasible solution
Interference Graph
Interference Graph
By taking away any point in the dotted square we may have a feasible solution Feasibitly requires that the dimension of the max clique is 3 (difficult problem, NP-complete)
Unfeasible solution
Contact Details Lorenzo Castelli DEEI University of Trieste Via A. Valerio 10 34127 Trieste, Italy Email: castelli[at]units.it Url: www.units.it/castelli

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Optimization Techniques for Telecommunications

Universit degli Studi di Trieste

Travelling Salesman Problem (TSP)

Travelling Salesman Problem (TSP)

Travelling Salesman Problem (TSP)

New Perspectives in Wireless Networking ICTP, 27 Feb 08

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Linear Programming (LP)

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Optimization process Step 1

Analysis of the system to be optimized

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Location of GSM transmitters

GSM transmitter specifications

Cost (in Million )

For every community the number of inhabitants is known

Optimization process Step 2

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

The available data

The objective function

Coverage constraints (I)

xc ! { ,1} "c ! COMMS 0

Complete model formulation

xc ! { ,1} "c ! COMMS 0

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

COVER pc " y p # 1 $c ! COMMS

y p ! { ,1} "p ! PLACES 0

Set Covering Problem

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Optimization process Step 3

Development of solving algoritms

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Linear Programming (LP)

Simplex Algorithm - Numerical Example

Two possible paths 1. O D C 2. O A B C

New Perspectives in Wireless Networking ICTP, 27 Feb 08

Simplex Algorithm - Stopping criteria

Simplex Algorithm Computing time

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

S = {x 0; y 0; x 4; y 2; 3x + 5y 15} x, y integer s* = (4,0) or s* = (3,1)

New Perspectives in Wireless Networking ICTP, 27 Feb 08

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Global and local optima

Implementation XPress-MP (I)

Implementation XPress-MP (II)

New Perspectives in Wireless Networking ICTP, 27 Feb 08

L. Castelli University of Trieste

Resources www.informs.org www.scienceofbetter.org Handbook of Optimization in Telecommunications www.scopus.com scholar.google.com