A New Proximal Decomposition Algorithm for

Routing in Telecommunication Networks

P. Mahey, 1 A. Ouorou, 1 L. LeBlanc, 2 J. Chifflet 3
1

Laboratoire inter-universitaire dInformatique, de Modelisation et dOptimisation des

Syste`mes, Universite Blaise Pascal, ISIMA, BP 125, 63173 Aubie`re cedex, France
2

Owen Graduate School of Management, Vanderbilt University, Nashville, Tennessee 37203

CNET, 305 rue A. Einstein, 06927 Sophia-Antipolis, France

Received 6 May 1996; accepted 16 December 1997

Abstract: We present a new and much more efficient implementation of the proximal decomposition
algorithm for routing in congested telecommunication networks. The routing model that we analyze is a
static one intended for use as a subproblem in a network design context. After describing our new
implementation of the proximal decomposition algorithm and reviewing the flow deviation algorithm, we
compare the solution times for (1) the original proximal decomposition algorithm, (2) our new implementation of the proximal decomposition algorithm, and (3) the flow deviation algorithm. We report extensive
computational comparisons of solution times using actual and randomly generated networks. These
results show that our new proximal decomposition algorithm is substantially faster than the earlier proximal
decomposition algorithm in every case. Our new proximal decomposition is also faster than the flow
deviation algorithm if the network is not too congested and a highly accurate solution is desired, such
as one within 0.1% of optimality. For moderate accuracy requirements, such as 1.0% optimality, and for
congested networks, the flow deviation algorithm is faster. More importantly, solutions that we obtained
from the proximal decomposition algorithm always involve flow on only a small number of routes between
sourcedestination pairs. The flow deviation algorithm, however, can produce solutions with flows on a
very large number of different routes between individual sourcedestination pairs. q 1998 John Wiley &
Sons, Inc. Networks 31: 227238, 1998

1. INTRODUCTION
In [4], a proximal decomposition algorithm was proposed
to solve convex multicommodity flow problems of minimizing average packet delay in networks with point-toCorrespondence to: P. Mahey; e-mail: Philippe, Mahey@isima.fr
Contract grant sponsor: Centre National dEtudes des Telecommunications
Contract grant number: 935B.

point data requirements. Although this algorithm was efficient for solving these problems, its computational requirements were greater than those of the flow deviation
algorithm (see [8] or [18]) on real-size networks. In
this paper, we propose a new and much more efficient
implementation of the proximal decomposition algorithm
for these multicommodity flow problems. This implementation handles larger networks with a larger number of
commodities (i.e., required communications between
nodes), even with required communication between each

q 1998 John Wiley & Sons, Inc.

CCC 0028-3045/98/040227-12

227

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pair of nodes and congested traffic, in competitive CPU

times. These results are quite important for finding optimal routing in a static model with relatively high accuracy
requirements such as data communication networks.
In section 2, we give equivalent alternative formulations of this routing problem with point-to-point data requirements and queuing delays. In Sections 3 and 4, we
review the existing literature and describe our new proximal decomposition algorithm and the flow deviation algorithm. In Section 5, we compare the numerical behavior
of these methods with respect to CPU times and sensitivity to load and sparsity of the demand. We report extensive computational results on randomly generated networks with up to 500 nodes and on real networks with
up to 106 nodes and a fully dense requirement matrix.

2. THE ROUTING MODEL

In our routing model, packets can take any number of
different routes between each source and destination; this
is referred to as multipath routing or bifurcation. In a datagram network, packets between a specific
source and destination can literally take different routes
simultaneously because of congestion. Thus, the multipath assumption inherent in our routing model is appropriate when modeling these systems.
Packet-switched virtual circuit networks are more
common than are datagram systems, and in the former
networks, packets between each user and the destination
take a single route. Nevertheless, the bifurcation assumption is usually appropriate even when modeling these networks, since each node typically represents a LAN or at
least a building with multiple-user terminals. When one
user accesses a remote node, he or she is given one specific route. Later, while this user is still communicating
with the destination node, another user at the same origin
accessing the same destination may be given another route
because of congestion. Thus, different routes are simultaneously used in practice between the same origin node
and destination node. For these reasons, our continuous
static routing model with multipath routing is again appropriate.
The network is represented by a graph with capacitated
arcs. To model the required traffic, we associate with each
pair of nodes (i, j) a required flow value d k (possibly 0).
We use the convention that the kth commodity denotes
the amount of traffic (in bits/second) flowing from node
i to node j. In a packet switched network, some applications (e.g., compressed video images) are very sensitive
to the loss of packets occurring when a buffer at some
node saturates. To avoid these situations, we minimize
the average delay on each arc as suggested by Kleinrock
[16]. The average delay on a single arc of capacity c (we

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do not consider here node capacities) carrying a flow f

is proportional to
f
.
c0f

F( f )

We let G (X, U) represent the directed graph with

capacities cu on each arc u U, and we denote the number
of arcs by n. For k 1, . . . , K, let f uk be the quantity
of commodity k which flows through arc u, that is, the
quantity of packets associated with demand k whose route
includes link u, and let f k R n be the vector of these
flow values for each k. Finally, let fu be the total (aggregate) flow flowing through arc u. We have seen that the
delay caused by the saturation of traffic on arc u is Fu ( fu )
fu /(cu 0 fu ). Then, the problem of minimizing the
global delay incurred by packets sent through the network
can be modeled by the following multicommodity flow
problem:
(MCF):
n

min Fu ( fu )
u1

s.t. f k Vk

k 1, . . . , K

(1)

f uk fu u U

(2)

k 1

0 fu cu

u U,

(3)

where Vk is the set of flow vectors for demand k satisfying

conservation of flows:
Vk { f k R n M f k D k , 0 f k }.

M is the incidence matrix of the graph,

D k (0, . . . ,

0dk,
source node

...,

dk,

. . . , 0),

demand node

and d k is the required amount of flow between the kth

source and destination pair (referred to as an SD-pair
hereafter).
The model above is the one which was used in [4] to
derive a proximal decomposition algorithm based on the
relaxation of the coupling subspace constraints (2). The
new implementation of the proximal decomposition algorithm that we are proposing here is based on an arc
path formulation of the multicommodity flow model
(MCF). This alternative model, which we now explain,
is entirely equivalent to (MCF).
The flow variables are now indexed by k and p, where

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p is the index associated with the pth path between the

kth SD-pair. Let xkp represent the portion of the kth communication flow between the kth SD pair routed on path
p. An implicit formulation of the problem (MCF) is to
use all possible paths between each SD-pair by defining
the coefficients pkp (u) of the arcpath incidence matrix
as
pkp (u)

1 if path p for the kth SD-pair uses arc u

0 else.

A specific path is then associated with both indexes k and

p and will be denoted by pathkp . pkp denotes the number
of arcs of pathkp .
In our implementation, we do not enumerate paths a
priori; instead, we iteratively generate paths when
solving the subproblems induced by the proximal decomposition. To get a complete description of the implicit
formulation, we still need the aggregate flow variables fu ,
which will be treated separately on each arc after decomposition:
(APMCF) ArcPath Model for (MCF):
n

Fu ( fu )

min

u1
K

s.t. pkp (u)xkp fu

u U

(4)

k 1 p Nk

xkp d k k
p Nk

u U

0 f u cu
0 xkp

(5)

k, p,

where Nk is the set of paths between the kth SD-pair.

3. LITERATURE REVIEW
The routing models presented in the previous section have
a significant internal structure which has been used in the
past to build various algorithms. The structural aspects
that can be exploited are decomposition into individual
flow problems, monotropic programming (i.e., separability of the objective function with respect to the variables
and linear constraints), and path generation by minimalcost path computation. We may distinguish two classes
of algorithms: Class 1 consists of direct methods which
try to adapt known mathematical programming techniques to the network structure. Class 2 consists of dual
methods which differ by the choice of the relaxed con-

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229

straints and by the use of dual ascent directions or of

contractive maps to reach equilibrium.
In the first class of algorithms, the most commonly
used method is the flow deviation algorithm. This
is a network version of the FrankWolfe method for
linearly constrained optimization problems (see [18] and
[8] for a typical adaptation to the routing models above).
Many variants and accelerated versions of the flow deviation method have been suggested in the literature, including the parallel tangents method [7, 19]. An excellent
survey of routing algorithms for transportation networks
was given by Florian and Hearn [6].
Other efficient descent procedures for solving the routing problem are the distributed projected-gradient method
of Gallager [12] and the projected Newton method designed by Bertsekas and Gafni [3]. A recent attempt to
solve multicommodity flow problems by known optimization techniques is the interior point approach by Schultz
and Meyer [25].
In the second class of algorithms, some of the constraints are relaxed to yield a concave dual problem to
which efficient optimization techniques may be applied.
In some cases, Lagrangian relaxation is used to decouple
the individual commodities by duality. Examples are the
restricted simplicial decomposition (see [14] and [17]),
which is an adaptation of the DantzigWolfe decomposition principle to convex costs, and the subgradient approach in [9]. Besides these classical dual schemes, many
algorithms involve the network relaxation method (see
[2]) which is a coordinate or block-coordinate descent
technique applied in general to the dual of (MCF) where
the computations affect the nodes or groups of nodes
residuals (i.e., constraint violations). The efficiency of
dual schemes depends highly on the smoothness of the
dual function, which is true with a strictly convex objective function. Observe that the objective function Fu in
model (MCF) is not strictly convex with respect to all
variables since it does not depend on the flow variables
f uk . Nagamochi [21] introduced strictly convex costs on
the individual flows in the objective function to get a
smooth dual (he also added too some capacity bounds on
each individual flow to get a more general formulation).
Dual ascent techniques for network optimization (different from the previous ones since duality here concerns
all the flow equations, not just the multicommodity flow
constraints) were implemented early by Stern [27] on
telecommunications networks and later by Tseng and Bertsekas [29]. A general framework for dual ascent methods was proposed by Tseng [28]. Similar to these techniques is the row-action method developed for nonlinear
transportation models by Zenios and Censor [30]. As
shown by these last authors, most of these algorithms
present very favorable features for massively parallel
computing. Indeed, the flow computations are distributed

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MAHEY ET AL.

arcwise like in iterative relaxation methods for systems

of linear equations.
The last class of methods which includes the proximal
decomposition algorithm described below is also amenable to distributed computations. But, as they are extensions of the proximal point algorithm for constrained convex programs, they are well adapted to nonlinear network
models (see [1]). Initially, Spingarn [26] proposed the
partial inverse method for separable convex programming. Later, Eckstein showed the relation it bears with
the alternating direction of multipliers method (see [11],
[5], or [10]). This is the approach that we have chosen
in [4] to solve the (MCF) and we will extend it here to
the arcpath model (APMCF).

1. Subproblem: For the feasible solution x t , solve

Minz

F(x t ) / F(x t )(z 0 x t )

subject to
Az b,

z 0,

or omitting the constant terms,

F(x t )z

Minz

subject to

Az b,

z 0.

Let z t be the optimal subproblem solution.

2. Line search: Define the search direction to be z t
0 x t and perform a line search, getting the best step
size and new solution:

4. THE TWO BASIC ALGORITHMS

at arg min F(x t / a(z t 0 x t ))

a [ 0,1]

We present here briefly two of the algorithms which we

have compared for solving the multicommodity flow
problem (MCF): the flow deviation method (FD) and
our new implementation of the proximal decomposition
method (PDM). The reader is referred to [4] for the
original version of (PDM).

4.1. The Flow-deviation Algorithm (FD)

This algorithm treats the link capacities (3) indirectly.
Since we begin with a feasible solution, the capacity will
never be exceeded at subsequent iterations because the
cost tends to infinity when we get close to that capacity.
The flow deviation algorithm (Fratta et al. [8]; LeBlanc
[18]) iteratively solves

subject to

Ax b,

The subproblem is solved by finding the minimal-cost

route between each SD-pair and sending the required
packets along these routes.
The lower bound in step 3 is valid since the optimal
solution x* satisfies

F(x t ) / F(x t )(z t 0 x t ) by definition of z t .

x 0,

where F is continuously differentiable. (FD) successively

solves linearized subproblems to get a feasible descent
direction; the steps in this algorithm are
(FD)
0. Initialization: Set the iteration index t 0,
find a feasible initial solution x 0 , and choose the convergence parameter e.

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x / at (z t 0 x t ).

F(x*) F(x t ) / F(x t )(x* 0 x t ) by convexity of F

The subproblem is solved by finding the minimal-cost

route between each SD-pair and loading the required
amount of flow onto the corresponding routes. The link
costs used when finding the cheapest routes are the partial
derivatives of the objective function Fu ( fu ) evaluated at
the current solution. More specifically, the algorithm
works on a general linearly constrained problem
F(x)

3. Lower bound: Compute the lower bound F(x t )

/ F(x t )(z t 0 x t ).
4. Convergence check: Stop if F(x t ) is within e
of the largest lower bound found at any iteration;
otherwise, set t : t / 1 and go to 1.

1. A direction-finding subproblem.
2. A line-search in the resulting direction.

Min

t /1

05-14-98 16:24:35

An alternative is to utilize Wardrops equilibrium conditions directly by measuring the difference in the costs of
the routes used within an SD-pair [23].
In our model, we store and update the individual path
flows as well as the aggregate flow in order to count the
number of paths used. Observe that, since x t is a feasible
flow and z t is an extremal feasible solution (one shortest
route for each commodity), the line search on [x t , z t ] will
keep all previously generated path flows strictly positive,
unless at 1, which is unlikely in practical situations.
This point is important for understanding why the flow
deviation method generates a high number of active paths
(see Section 5).
This algorithm is very efficient for finding near-optimal
solutions, such as within 1 or 2% of optimality. It is used
to solve a routing model for a 30,000-link, 12,000-node
transportation model of the streets of Chicago on a regular
basis.

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4.2. The Proximal Decomposition Method

(PDM)
The (PDM) algorithm is a specialized version of the partial inverse method designed by Spingarn [26] for the
decomposition of convex separable problems. It was initially designed to solve a generic convex constrained
problem:
min F(x)
,
xA

(P)

where F is convex lower-semicontinuous and A is a closed

subspace. We denote by A the orthogonal subspace to
A. Thus, an optimal primal-dual pair (x, y) must lie in
the Cartesian product space A 1 A . Note that x and
y have the same dimension and must lie in orthogonal
subspaces (y is a subgradient of F at x A when optimality is reached). The algorithm which can be seen as
a constrained version of the proximal point method (see
[24]) performs two distinct steps at each iteration: a proximal step on the objective function F (the purpose of this
step is to regularize the objective function by adding a
quadratic term depending on the previous primal-dual pair
of solutions) and a projection step on the corresponding
subspaces. At iteration t, given a primal-dual pair (x t , y t )
A 1 A and a positive parameter l, the computation
of the new updates (x t /1 , y t /1 ) consists of the following
steps:
(PDM)
Proximal step:

u t arg min
u

F(u) /

1
\u 0 x t 0 ly t\ 2
2l

1 t
(x / ly t 0 u t ).
l

Projection step:

(x t /1 , y t /1 ) ProjA1A (u t , t ).
The behavior of this algorithm and its numerical performance have received only limited attention on specific
models like the FermatWeber location problem [15],
quadratic cost transportation networks [5], and multicommodity flow problems [4]. In [20], theoretical results
show how the sensitivity to the scaling parameter l can
be measured in specific situations, basically when F is
strongly convex with a Lipschitzian gradient.
The key fact lies in the adaptation of complex, specific
real models to the generic problem (P). In most situations, F is a separable function on a product space and

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231

the subspace A represents the coupling between each subsystem. Many distinct strategies are possible to put the
multicommodity flow problem (MCF) in the form (P).
In [4], the subspace represents the coupling between
commodities [Eqs. (2)]. Eckstein [5] showed that including node balance equations in the subspace can lead
to specific implementations of (PDM) which are equivalent to the alternating direction method of multipliers
(ADMM) earlier designed for variational inequalities
(see [11]). This is the way that we have now chosen to
implement (PDM) on multicommodity flow problems.
Moreover, we show in this paper that much smaller CPU
times are required when the arcpath formulation
(APMCF) is used.
The derivation of our new algorithm stems from the
application of (PDM) to (APMCF) when the coupling
subspace includes the Eqs. (4) and (5), not only Eq. (2)
as in the original (PD) algorithm. Thus, the new features
of the present implementation with respect to the algorithm described in [4] are twofold:
Path generation: New paths are generated by minimalcost path calculations when optimality conditions are
not met by the current active path flow values and their
dual counterparts in (APMCF).
Distributed updating for flows and potentials: Since the
flow requirements (5) are dualized, each path flow
value and each aggregate arc flow value are updated
separately.
We skip here the details of the successive transformations
needed to get a closed form of the path flows updates
(see [22]). As in [4], the aggregate flows fu are updated
on each arc by solving one-dimensional strongly convex
subproblems. The new feature concerns the individual
commodity flow updates on each existing path: They are
now updated explicitly without the need for solving quadratic flow subproblems, which were the most time-consuming steps in the original proximal decomposition algorithm. As observed before, we obtain the same kind of
distributed updating formulas as the ones used in the alternate direction of multipliers method described in [5].
We focus now on the iterative generation of the paths
until optimality is attained. We use the following notation:
Let Nk denote the number of paths in Nk , and n, the
number of arcs.
The matrix A of coefficients of the coupling constraints
has n / K rows and n / ( Kk1 Nk columns. It defines the
coupling subspace A and has the following structure [see
(4) and (5)]:

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I 0 p1 0 p2
0 w1
0
0
0
w2
???
:
:
???
0
0

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??? 0 pK
???
0
???
:
???
0
0
wK

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MAHEY ET AL.

where pk is the n by Nk matrix whose (u, p) entry is

pkp (u) and wk are Nk-row vectors with coefficients 1.
The primal variables are denoted by

1. For each arc u,

f tu/1 arg min

0fucu

x ( f1 , . . . , fn , x11 , . . . , x1N1 , . . . , xK 1 , . . . , xKNK ),

l
/
2

and the dual variables associated with constraints (4) and

(5), by
y (y1 , . . . , yn , Y1 , . . . , YK ).
The residuals [violation of constraints (4) and (5)] are
denoted by
K

Nk

ru (x) pkp (u)xkp 0 fu

(6)

k 1 p 1

Fu ( fu ) 0 y tu fu

D DJ

ru (x t )
( fu ) 0 2 f /
fu
d(u)
2

t
u

(8)
.

2. Compute the new arc costs F *u ( f tu/1 ). Then,

determine the shortest path path tk/1 between each SD-pair using the new arc
costs.
If path tk/1
/ Nk , Nk : Nk < {path tk/1 } and increment the number of paths:
N tk/1 N tk / 1.
Compute the new path flows

Nk

rk (x) d 0 xkp
k

(7)

x tkp/1 x tkp /

p 1

and d(u) 1 / Number of paths using arc u.

As Nk , the set of paths for the kth SD-pair is not known
a priori; we substitute it at each iteration t 0, 1, rrr by
a subset Nkt Nk which contains the previously generated
paths. The number of paths in Nkt is denoted by N tk .
The initialization procedure computes minimal-cost
paths between each SD-pair where the costs on the arcs
are the first derivatives at the origin F *u (0) (the superscripts correspond hereafter to iteration number):
Procedure Initialization
0. For each arc u, set priceu F *u (0)
Zero out the path flows x 0 0.
1. For each SD-pair k
Compute the cheapest path pathk 1 between
the kth SD-pair for the arc costs priceu
Define number of paths: N 0k 1
Define the flows on path 1: x 0k 1 d k
Increment link flows: f 0u f 0u / x 0k 1 , for all
links u on path k1
Redefine arc costs:
If f 0u cu , define priceu F *u ( f 0u )
else, set priceu Infinite.
2. Define dual prices and residuals:
For each arc u, set: y 0u priceu
For each SD-pair k, set Y 0k (u pathk1 y 0u
For each arc u and each SD-pair k, compute: ru (x 0 ), and rk (x 0 ), using (6) and (7).
Algorithm (APPDM)
0. Choose the scaling parameter l 0 and the
convergence parameter . Begin Initialization.
Set the iteration index t 0

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1
(Y tk 0
l (1 / pkp)

1
1 / pkp

rk (x )
0
N tk/1

y tu )

u pathkp

u pathkp

ru (x t )
d(u)

1, . . . , N tk/1

If x tkp/1 0,

x tkp/1 R 0.

3. Update the dual variables

y tu/1 y tu /

l
ru (x t /1 ) u
d(u)

Y tk/1 Y tk /

l
rk (x t /1 ) k.
N tk/1

4. Stopping criterion
Update the residuals ru (x t /1 ), u, rk (x t /1 ),
k
Compute the dual infeasibilities

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s tu/1

F *u ( f tu/1 ) 0 y tu/1

if f tu/1 0

min( F *u ( f tu/1 ) 0 y tu/1 , 0)

if f tu/1 0
(9)

t /1
kp

Y tk/1 0 (u pathkp y tu/1

if x tkp/1 0

min(Y tk/1 0 (u pathkp y tu/1 , 0) if x tkp/1 0.

(10)

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233

Nk contains a finite number of paths and the set of gener-

If

max(maxus tu/1 , maxk ,ps tkp/1 ,

maxuru (x tu/1 ), maxkrk (x t /1 )) e

ated paths can only be augmented. Since the maximum

number of paths is bounded, the procedure stops. Let
NU k be the final set of generated paths. When (11) holds,
the following conditions are satisfied:

Stop and save the current solution

Otherwise set t R t / 1 and go to step 1.

Observations: (1) The computation of the minimal-cost

paths in step 2 may be completed by sweeping all possible
destinations for a given origin, avoiding the explosion of
the computational time when the requirement matrix is
dense (this is also true for the flow deviation algorithm).
(2) The proximal decomposition method is a primal-dual
method and feasible solutions are only guaranted at the
convergent point. On the other hand, the convergence
analysis of the original method (discussed first in [26];
see also [19]) assumed that the problem possesses feasible solutions. In other words, the general equivalent formulation is minx A F(x), where F is convex proper lower
semicontinuous and A is a subspace supposes that dom(F)
> A x M.
The algorithm above generates, thus, a primal-dual sequence { f t , x t , y t , Y t } which converges toward a fixed
point and the following theorem shows that it is indeed
an optimal solution to (APMCF):
Theorem 1. Let { f t , x t , y t , Y t } be a sequence generated
by the algorithm above and suppose that for some t

F *u ( f tu ) y tu

if f tu 0

F *u ( f tu ) y tu

if f tu 0

Y tk

y tu

if x tkp 0, p NU k

u pathkp

t
k

t
u

if x

t
kp

u pathkp

ru (x t ) 0
t
u

0 f cu

0, p NU k

rk (x t ) 0

(12)

0x

t
kp

k, p,

which are nothing but the KuhnTucker conditions for

(APMCF) with Nk replaced by the set of generated paths
NU k . Then, a solution of that problem is obtained. Since
the paths that have not been generated are such that x tkp
0 by construction (see the initialization procedure),
and since the lengths of these paths are greater than or
equal to the shortest path length Y tk , we can extend the
above conditions (12) to include all the paths in Nk , and
the theorem is proved. Observe that, for practical implementations, condition (11) is satisfied within a given tolerance e .

s tu s tkp ru (x tu ) rk (x t ) 0. (11)

Then, { f t , x t , y t , Y t } is optimal for (APMCF).

Proof. The convergence of the proximal decomposition algorithm was established in [20]. We need only to
prove that when (11) is satisfied, then an optimal solution
is obtained. We show briefly how the monotonic addition
of paths in the model will necessarily lead to an active
set of paths which satisfies within a given tolerance the
optimality conditions for (APMCF). For each SD-pair k,

5. COMPUTATIONAL RESULTS: A
COMPARATIVE STUDY OF (APPDM)
AND (FD) METHODS
We will present three sets of computational tests:
A comparison between (APPDM) and the original
(PDM) algorithm on small-size networks.
A comparison between (APPDM) and (FD) on large

TABLE I. Comparison of the new implementation (APPDM) with the original (PDM)

Delay

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CPU Time (in sec)

No. of Iterations

No.
Communications

APPDM

PDM

APPDM

PDM

APPDM

PDM

5
10
15
20
25
30

1.23
2.22
3.74
5.45
7.40
8.99

1.24
2.23
3.74
5.45
7.40
8.99

0.31
0.42
0.56
1.19
0.86
1.01

37.7
70.8
177.9
283.4
471.5
587.3

276
276
310
523
325
338

42
59
95
110
123
135

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TABLE II. APPDM versus FD

4452 SD-pairs
Scale
Delay
CPU time (sec) APPDM
No. iterations APPDM
Path dispersion for APPDM
CPU time (sec) FD
No. of iterations FD

1.0
12.59
22.08
4
2
73.5
46

1.5
19.19
25.92
8
3
83.0
52

2.0
25.99
31.88
26
2
92.8
58

2.5
33.01
31.13
22
2
86.3
54

3.0
40.25
38.9
26
2
88.3
50

2.0
41.23
38.3
10
2
187.7
115

2.5
52.82
66.94
40
3
167.2
103

3.0
65.02
111.33
80
3
159.5
99

2.0
56.46
69.77
28
3
271.9
166

2.5
73.01
82.71
44
3
245.6
152

3.0
90.77
319.54
230
4
255.8
158

2.0
72.69
156.49
84
3
359.4
221

2.5
94.98
161.54
192
3
347.6
213

3.0
119.47
712.04
494
4
361.3
222

6678 SD-pairs
Scale
Delay
CPU time (sec) APPDM
No. iterations APPDM
Path dispersion for APPDM
CPU time (sec) FD
No. of iterations FD

1.0
19.65
33.74
6
3
146.2
91

1.5
30.19
40.32
12
3
198.1
123

8904 SD-pairs
Scale
Delay
CPU time (sec) APPDM
No. iterations APPDM
Path dispersion for APPDM
CPU time (sec) FD
No. iterations FD

1.0
26.48
79.35
36
3
241.9
149

1.5
40.99
72.65
30
3
284.7
176

11130 SD-pairs
Scale
Delay
CPU time (sec) APPDM
No. iterations APPDM
Path dispersion for APPDM
CPU time (sec) FD
No. iterations FD

1.0
33.50
76.93
24
3
355.8
219

networks with a dense matrix of point-to-point requirements.

A set of tests for (APPDM) running on randomly generated problems
All tests were performed on a Sun Sparc10/30 workstation with 32 Mb RAM and the code was entirely written in C.
The time units reported in the tables are seconds. The
column (or row) headed Delay corresponds to the
values of F( f ) (see Section 2) computed for the solutions
given by the algorithms while the row Path dispersion

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1.5
52.29
83.88
36
3
362.7
223

gives the maximum number of paths used by a commodity. In Table V, flow/cap corresponds to fu /cu .
Table I shows the improvement of our new implementation over the original (PDM) implementation. The tests
were performed on relatively small problems19 nodes,
68 arcs, and up to 30 commodities. The new algorithm
improves the CPU times by a factor of 100 to 500!
The improvement over (PDM) is due mainly to the
shortcut induced by the arcpath formulation. No quadratic flow subproblems are needed any more, which reduces the CPU time drastically even if more iterations
are necessary to reach the same accuracy.

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ROUTING IN TELECOMMUNICATION NETWORKS

TABLE III. Example of path dispersion for (APPDM)

and (FD)

Path Dispersion
Scale

APPDM

FD

3.5
4.0
4.5
5.0
5.5
6.0

4
6
5
7
7
6

44
49
52
51
55
55

The comparison between (APPDM) and (FD) is

shown for much larger networks which the original
(PDM) algorithm was unable to solve efficiently. We
compared these algorithms for various networks. Representative results shown in Table II below come from a
large real telecommunications network with 106 nodes
and 904 arcs. Two parameters are used to generate the
test problems: The average traffic load on the network
(up to three times the standard demand, corresponding to
parameter Scale in Tables II and III) and the density
of the requirement matrix (from 40 to 100%, i.e., a fully
dense matrix. For the latter case, 106 1 105 11130
commodities must be simultaneously routed on the network).
Table II shows the number of iterations and CPU times
for both (APPDM) and (FD). The results show that the
computational burden per iteration is roughly of the same
magnitude for both algorithms but (APPDM) needs a
lower number of steps to reach the desired accuracy. To
be more precise, the comparisons rely heavily on the
precision measure which is used to stop the algorithms.
Since the stopping criterion is not unique and differs from
one method to the other, we chose to stop (APPDM) at

its proper optimality test, that is, when the maximal tolerance for both KuhnTucker optimality and the row residuals is lower than 10 03 . We stopped (FD) when the delay
value is lower than or equal to the best delay value obtained by (APPDM). In Figure 1, we compare the numerical convergence of both algorithms. Since (FD) generates feasible flows at each iteration, the monotonic decrease of the delay function was chosen to illustrate its
convergence. No such monotonic decrease can be shown
with (APPDM) iterations, since like all dual methods,
feasibility is not maintained during the iterations. Thus,
we chose the maximal row residual versus the number of
iterations to illustrate the behavior of (APPDM). What
should be clear from these graphs are the slow tail of
(FD) iterations when the relative error is below 10%
and the premature convergence of (APPDM) if loose
precision requirements are used.
We conclude that (FD) and (APPDM) have complementary behavior in these models, such that (APPDM)
is faster when a tight precision is required on the stopping
criteria. Note also that the performance of (APPDM)
tends to get worse when the network is highly congested.
As was said above, when scale 3, (FD) seems to converge faster. This behavior was confirmed on even more
congested networks (scale up to 6). Another significant
fact obtained from these results is the comparative behavior with respect to the number of commodities, that is,
the density of the demand matrix. We first observe that
both methods are able to handle a large number of commodities (up to 11130 in the fully dense case with a
communication requirement between every SD-pair).
This is mainly due to the distribution of the computation
among the paths which are iteratively generated by
1. Computing the cheapest paths to deviate the aggregate
flow while maintaining the feasibility of the individual
flows in (FD).

Fig. 1. (a) Row residual versus number of iterations for APPDM. (b) Relative error versus
number of iterations for FD.

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MAHEY ET AL.

Fig. 2. Sensitivity to the parameter.

2. Computing the cheapest paths to adjust the individual

flows with the aggregate flow until optimality is
reached in (APPDM). We observed that a small number of such paths is needed in practice.
The number of (APPDM) iterations seems to increase
with the number of commodities. However, we must
stress that (APPDM) is very sensitive to the choice of
the proximal parameter l. We chose to use the same value
of the parameter ( l 1) in all the tests, but we can see
in Figure 2 that that value could be good or bad depending
on the data. The choice of a constant l also explains why
the CPU times do not always present monotonicity w.r.t.
scale.
With an empirical adjustment of the l parameter, the
comparison between (APPDM) and (FD) seems to be
favorable to our implementation of the proximal decomposition when a large number of commodities are to be
routed simultaneously on the network. Congestion tends
to give the advantage back to (FD) but we may argue
that the solution given by (FD) presents much higher
dispersion on all possible individual optimal paths.
Indeed, as we pointed out in Section 4, (FD) tends to
keep positive flows on all generated paths. On the other
hand, the optimal solution of the problem (APMCF) is
not unique w.r.t. individual path flow values although it
is unique w.r.t. aggregate flow values. The final solution
given by (FD) is frequently split among alternative paths
(see path dispersion in Table III obtained on large networks with a full dense matrix in the most congested
situations).
The reason why (APPDM) tends to push flow on a
fewer number of paths, which means putting as much
flow on as possible arc-disjoint routes, can be explained
by the path generation procedure: Aggregate flow is updated first by (8) and then a new shortest path is computed

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05-14-98 16:24:35

using the first derivative arc cost values. Then, individual

path flows are updated separately and many of these flows
may be forced to zero. This intuitive explanation is here
empirically confirmed by our experimentation.
Finally, (APPDM) was tested on larger randomly generated multicommodity flow problems. The network generator is the same as the one used by Goffin et al. [13].
The dimensions are given in Table IV and the CPU times
obtained on the same machine as before are shown in
Table V. These additional tests were made to prove the
ability of (APPDM) to be competitive on very large random problems (a compact formulation of problem 22
would involve 8 1 10 6 variables and 2 1 10 6 constraints).
The results show that the dimension is far to be the most
determinant parameter to explain the computational burden measured by the CPU times and numbers of iterations
on the randomly generated networks. These results also
show that (APPDM) can solve most large problems with
up to 10 04 accuracy, which encourages one to investigate
a more complete comparison with the most efficient algorithms on nonlinear multicommodity flow problems.

6. CONCLUSION
We have shown that the arcpath implementation of the
proximal decomposition method on the multicommodity
TABLE IV. Description of randomly generated
problems

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Problem

No. Nodes

No. Arcs

No. Commodities

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

60
60
60
100
100
100
200
200
200
200
200
300
300
400
300
300
400
400
400
400
500
500

280
280
280
300
600
600
800
800
1000
1000
1000
1200
1600
1600
2000
2000
2000
2000
2000
2000
2000
2000

100
500
2000
120
200
200
200
500
500
1000
3000
1000
1000
2000
4000
1000
2000
3000
4000
5000
3000
4000

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ROUTING IN TELECOMMUNICATION NETWORKS

237

TABLE V. APPDM on randomly generated problems

Problems

No.
Iterations

CPU Time
(in sec)

Path
Dispersion

Max [flow/cap]
Ratio

Average [flow/cap]
Ratio

Delay

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

1708
6975
24,386
1850
3694
3784
3001
11,278
22,219
4794
6437
29,192
36,471
24,173
37,380
23,876
32,852
32,929
43,896
34,685
50,000
44,022

18.86
212.06
2393.19
31.41
88.87
123.05
253.66
1095.48
1333.47
530.49
1366.3
2918.06
4907.17
4692.39
11,093.2
5972.72
8976.65
8670.13
14,235.7
13,628.5

3
2
2
2
3
9
3
4
4
3
2
3
4
2
2
6
4
2
2
2

54.6
62.5
57.1
60.3
59.9
57.7
58.5
60.3
60.9
58.5
62.6
62.8
63.3
65.7
36.1
64.7
61.0
34.8
58.9
60.5

26.8
31.3
32.4
27.3
25.5
27.8
26.1
28.9
28.8
32.7
36.5
31.4
30.0
33.5
60.8
28.5
32.1
64.1
35.2
36.6

63.15
84.60
97.66
85.40
100.01
104.94
163.75
213.10
218.74
246.89
283.99
356.04
351.75
506.27
430.97
359.39
515.86
533.36
563.74
565.09

16,952.8

62.0

35.0

654.06

flow model is competitive with one of the best-known

methods to solve that problem. Besides the reasonable
CPU times observed on large congested networks, an
important conclusion concerns the quality of the proposed
routing for telecommunications users. Even if we
strengthen the accuracy requirements to 0.1% tolerance
on the delay value, the routing given by (APPDM) uses
only a small number of distinct routes. We stress that this
is the main advantage of the arcpath formulation and
its improvement over the arcnode formulation presented
earlier in [4] is significant. Our results constitute the first
numerically competitive implementation of Spingarns
partial inverse method on real complex problems. It may
be possible to improve these results by working on the
proximal parameter adjustment and by making the most
of the massively parallel computing capabilities of the
method.

[ 2]

[ 3]

[ 4]

[ 5]

[ 6]

We are indebted to Prof. J.-P. Vial for kindly providing a

generator of nonlinear multicommodity network flow problems.
[ 7]

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