コンピューターネットワーク設計に対する確率計画モデル

抄録

This paper is concerned with a stochastic version of a concentrator location problem in which traffic demand at each terminal is uncertain. The problem is formulated as a stochastic integer linear program, with first stage binary variables concerning network design and second stage continuous variables concerning expansion of capacity. The objective function minimizes the sum of the connecting cost of terminals, the opening cost of concentrators and the expected recourse cost of capacity expansion. A new slgorithm which combines an L-shaped method and a branch-and-bound method is proposed to solve the problem. The algorithm solves the integer master problem using a branch-and-bound method repeatedly. The results of the numerical experiments show that our method solves these problems in less time than a srandard mixed integer programming approach.