Warburton

Approximation of Pareto Optima in Multiple-Objective, Shortest-Path Problems
Author(s): Arthur Warburton

Source: Operations Research, Vol. 35, No. 1 (Jan. - Feb., 1987), pp. 70-79
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APPROXIMATION OF PARETO OPTIMA
IN MULTIPLE-OBJECTIVE, SHORTEST-PATH PROBLEMS
ARTHUR WARBURTON
University of Ottawa, Ontario, Canada
(Received December 1983; revisions received September 1985, February, May 1986; accepted June 1986)
We study methods for approximating the set of Pareto optimal paths in multiple-objective, shortest-path problems.
Known generalizations of standard shortest-path methods will compute this set, but can suffer from rapidly increasing
computational and storage demands as problem size increases. In an effort to avoid such difficulties, we develop
approximation methods that can estimate the Pareto optima to any required degree of accuracy. The approximation
methods are "fully polynomial"; that is, they operate in time and space bounded by a polynomial in problem size and
accuracy of approximation-the greater the accuracy, the more time required to reach a solution. We show how
approximation methods may be applied to yield fully polynomial approximation schemes for a variety of NP-complete,
single-objective problems.
Given the remarkable variety of problems that
have been successfully formulated and solved
by shortest-path methods, and the many problems
that involve more than one objective function, it is
natural to consider multiple-objective, shortest-path
(MOSP) models with several objective functions as-
sociated with each path. Normally, no path is optimal
with respect to all objective functions simultaneously;
one tries, instead, to determine efficient (Pareto opti-
mal, nondominated, minimal) paths of interest. The
ability to identify such paths has obvious relevance to
decision problems involving conflicting goals. Further,
a variety of interesting single-objective optimization
problems can be solved by identifying optimal solu-
tions with efficient paths in a related MOSP problem.
Typical examples include
(i) the solution of shortest-path problems in which
the set of allowable paths is restricted in various
ways; for example, Cox (1984), Aneja, Aggarwal
and Nair (1983), Warburton (1982), Lawler
(1976) and Yucaoglu (1973);
(ii) the solution of nonlinear knapsack problems
(Morin and Marsten 1976);
(iii) computation of utility-maximizing paths in
graphs with stochastic arc lengths (Loui 1983).
Methods for determining efficient paths, which have
been described in various contexts by a number of
authors (see Section 1), form part of a very extensive
literature on multiple-objective optimization. These
methods have features common to Pareto optima-
generating methods in general. First, the efficient set
tends to be poorly structured and, to identify efficient
alternatives "of interest," it may be necessary to gen-
erate the entire efficient set or a substantial part of it.
Second, the efficient set may be very large (possibly
exponential in size) and computational and storage
requirements tend to increase rapidly with increases
in problem size and number of objective functions.
For shortest-path problems, at least, these difficul-
ties are intrinsic, as evidenced by the fact that even
the following two-criteria decision problem is NP-
complete (Garey and Johnson 1979):
(Q) Given a directed graph G = (N, A), positive
integer lengths v(a) and weights w(a) for each arc
a E A, specified nodes s, t E N, and positive
integers V, W, does there exist a simple (s, t)-path
in G with total weight W or less and total length
V or less?
Given the enormous-but unsuccessful-effort that
researchers have devoted to solving NP-complete
problems in polynomial time, it is unlikely that it will
ever be possible to design an algorithm that answers
(Q) in polynomial time. Further, it is easy to construct
examples for which the list of efficient (s, t)-path
length vectors (v, w) has a length that is exponential
in the number of nodes of G.
In view of the rather negative results just presented,
we investigate the possibility of using approximation
methods to reduce the heavy computational demands
inherent in MOSP problems. Previous approaches
along this line have been restricted to approximations
obtained by considering weighted linear combinations
Subject classification: 483 multiple-objective shortest paths, 651 approximation of Pareto optima.
Operations Research
0030-364X/87/3501-0070 $01.25
Vol. 35, No. 1, January-February 1987 70 ?
1987 Operations Research Society of America
Multiple-Objective, Shortest-Path Problems / 71
of objective functions and solving a parametric family
of single-objective, shortest-path problems (Henig
1982, White 1982c). The approximating set so ob-
tained is a subset of the efficient set and can be
determined by standard shortest-path methods. Un-
fortunately, such an approximation has a serious dis-
advantage-large sections of the efficient set may be
"missed" completely (and we do not know which
sections). Consequently there is no precise notion of
how well the points that are computed actually rep-
resent the efficient set.
To avoid this problem, we develop a different type
of approximation-rather than computing a subset
of the efficient paths, we consider paths that are, in
a well-defined way, "approximately" efficient. We
determine conditions under which it is possible to
approximate the set of efficient paths to any desired
degree of precision, e. For the cases in which the
conditions are met, we present fully polynomial
approximation schemes (FPAS) for computing the
approximating sets. Specifically, we show that an
FPAS exists for problems having any fixed number of
criteria. Thus, from the point of view of computa-
tional complexity theory, MOSP problems are among
the most tractable of NP-hard discrete optimization
problems (Garey and Johnson). On the other hand,
our results also indicate that practical e-approximate
algorithms are generally limited either to problems
having 2 or 3 criteria, or to problems requiring the
e-approximation of only certain restricted sets of
efficient paths. For such problems, our methods can
be employed for the relatively rapid approximate
generation of trade-off curves and surfaces.
We illustrate the application of approximate
MOSP procedures to single-objective optimization
problems by presenting e-optimal algorithms both for
the problem of finding shortest paths subject to a side
condition, and for the problem of finding paths that
minimize the maximum of several linear path length
functions. Special cases include a variety of knapsack
problems and multiprocessor scheduling problems for
which FPAS have previously been developed (Ibarra
and Kim 1975, Horowitz and Sahni 1976, Sahni 1976,
Lawler 1979).
The remainder of this paper is organized as follows.
In Section 1 we formally define the MOSP problem,
present a typical algorithm for solving it exactly, and
discuss the essential features of exact MOSP algo-
rithms. We use the algorithm for illustrative purposes
throughout the paper. In Section 2, we show how
exact MOSP algorithms can have exponentially in-
creasing computational demands. This discussion
leads to a consideration of approximation methods in
Section 3, where we combine scaling and rounding
techniques (e.g., Sahni and Lawler) with an exact
MOSP algorithm and obtain, for positive data, an
FPAS. In Section 4 we extend our methods to prob-
lems in which the data are not necessarily positive. In
the final section, we discuss applications to single-
objective optimization problems.
1. Exact Computation of Efficient Sets
We now present some definitions and notation. Sup-
pose that x =
(xi,
.. . , x,)
and
y
=
(yi,
. . ., Yr) are
real r-vectors. If xk
<
Yk for 1
<
k
<
r, then x dominates
y, and we write x
-
y. Let X be a finite set of r-vectors,
and call x E X efficient if there is no y E X, y $ x,
that dominates x. X* denotes the set of efficient
vectors of X. Let G =
(N, A) be a directed graph with
node set N =
I
1, ..., n
I
and arc set A. Associate an
integer arc length vector c(a)
=
(c'(a), . .. , cr(a)) with
each arc a E A, and extend c to subsets S C A be
defining Ck(S)
=
XaeS ck(a) for 1
<
k < r, and c(S) =
(c'(S), . . . c cr(S)). For collections 5 of sets of arcs,
define c(Y) = {c(S) I S E 51. S E Y is efficient
if S E 5* =
IS
I
c(S) E (c(Y))*}. Call node 1 the
source, and node n the destination. For 1
<
t <
n, t
denotes the set of all simple (1, t)-paths in G, and
Ct
=
c(9t) is the set of (1, t)-path-length vectors (we
set 9, = 1}, C,
=
10}).
"0" denotes the zero vector.
We single out the (1, n)-paths for special attention,
and write s =
n, C= Cn .
The MOSP problem can now be formally defined
as that of identifying C*. We might also require *,
or a subset M of ?*, satisfying c(S) = C*.
Algorithms that solve the MOSP problem can be
constructed in a variety of ways. We will choose only
one algorithm for detailed consideration and will refer
to it throughout the remainder of this paper. Subject
to a certain restriction (to be described later), any
other algorithm that solves the MOSP problem could
be substituted in the discussion.
The most direct way of obtaining an algorithm that
solves the MOSP problem is to invoke a "multiple-
objective" version of the dynamic programming op-
timality principle that dates at least to Brown and
Strauch (1965). In our context, the principle states
that at each stage we retain the set of presently non-
dominated path length vectors (rather than the current
shortest-path lengths). The principle permits an al-
most direct transcription of standard shortest-path
algorithms.
For simplicity, suppose that G is a complete acyclic
72 / WARBURTON
graph. Then we can assume that the nodes of G
are numbered so that an arc (i, j) from node i to
node j exists if and only if i <
j.
Let
cij
=
(Cl, ..., cij) denote the corresponding arc length
vector. If r = 1, the problem is a regular shortest-path
problem, and the length u* of a shortest (1, n)-path in
G can be found in 0(n2) time, using the well-known
recursion
U,*= 0,
u* =min
Iui
+ c!-b, 2
-
j
< n.
i<j
The corresponding MOSP algorithm can be written:
Algorithm ACYCLIC
C,*=
10},
C*
= MIN
IC
+
c1j,
2 j
-
n.
i<j
In this statement, C0 +
cij
consists of all vectors of the
form ci +
cij
with ci E C0*. "MIN" means that, at each
stage j, we retain only the efficient vectors in the set
E1= U (C* + c). (1)
i<j
Note that, to compute C*, we require all the sets
Cj*
for j
< n. Using these sets, we can recover a path
P E
*
corresponding to a given c E C* = C* in
O(rn) operations, using a simple labeling procedure
suggested by Hu (1969).
The amount of work required to implement a re-
cursion such as ACYCLIC clearly depends upon the size
of the sets
Cj*
and the manner in which "MIN" is
performed. Let
WjY
=
I for 2 <
j
<
n. At step
j, the set
Ej
of (1) contains Wj r-vectors (assuming
there are no ties) and requires rWj additions for its
generation. Cj*
=
MIN(Ej)
must then be found. This
computation may be accomplished in a variety of
ways. Consider first the case r = 2 (i.e., we seek a
trade-off "curve," rather than some higher dimen-
sional set). We can maintain each set C0 as a list of
vectors sorted by the first coordinate, and merge the
sets C0 +
cij by pairs to form
Ej. Cj*
can then be found
in a single pass through
Ej,
implying an
0(WjVlog j)
computation. If r
>
3, finding Cj*
is more computa-
tionally demanding. Most easily programmed is the
naive method:
Ej
is generated element by element,
beginning with C* +
c,j
=
fclj}
and an initial non-
dominated list I =
Vj
. As each vector x is generated,
it is compared with the vectors in the list, I, of cur-
rently nondominated vectors, yielding an updated list
(I U {x})*. Thus, computation of
Cj*
requires rWj
additions and at most 0(rWJ) comparisons. The
rWJ terms may be improved to
O(Wj(log j)r-2)
using a divide and conquer algorithm of Kung, Luccio
and Preparata (1975), which provides the best-known
worst-case bound, O(v(log V)r2), for finding the effi-
cient vectors in a set of v r-vectors. For simplicity, for
r > 3 we will assume in our complexity estimates that
the naive method is used to compute efficient vectors.
Improved bounds can be obtained by using the Kung,
Luccio and Preparata algorithm.
Since the computation of C* requires all C* for
<j, we obtain the following upper bounds on the
overall time complexity of ACYCLIC:
r=2, O((2W2+ W21og 2) + ... + (2 W + Wnlog n));
rB 3, O((rW2+
rW2)
+ +
(rWn
+
rW2)).
Space requirements are
O(rW,), excluding problem
data.
These bounds are very dependent upon the cardi-
nality of the sets C*. To illustrate the dependency, let
Vmax
=maxi I
C1 |, , I C* }. (2)
Utilizing the fact that
Wj
<
i Vmax for
j
, 1, we obtain
from the bounds for ACYCLIC the following very pes-
simistic performance guarantees:
r = 2, O(n2Vmaxlog n);
r 3, O(rn3V2ax).
Space requirements are bounded by O(rn Vmax), r > 2.
The complexities derived for ACYCLIC are typical
for MOSP algorithms in general. Complexity is
bounded by polynomials in n, r and Vmax, and the
algorithms are reasonably efficient provided Vmax re-
mains small. If G is not a complete graph, implemen-
tations taking advantage of the sparsity of G may be
possible. For example, the
0(I
A I) implementation
of ACYCLIC for r = 1 can be generalized to r > 2 by
using an appropriate sparse representation of G and
noting that in (1) we need compute only one set
C* +
cij
for each arc (i, j) terminating at node j.
Daellenbach and de Kluyver (1980) and Henig
have both described ACYCLIC. Warburton (1983) and
Loui generalize the Bellman-Ford (1957) method;
Loui generalizes Spira's (1973) algorithm, and
Warburton (1982) describes a MOSP version of
Floyd's (1962) algorithm.
Another approach for generating C* (or certain
subsets or supersets of it) is to treat r - 1 of the
objective functions as extra state variables and to solve
a family of restricted shortest-path problems via a
standard dynamic programming recursion. See Henig,
and Lawler (1976, p. 92) for a discussion of the case
when r =
2. See White (1982a), Cox et al. (1980),
Hartley (1979), Thuente (1979), and Randolph and
Ringeisen (1975) for further discussion of MOSP
methods.
Vector Maximization. If the object is to maximize
one or more components of c(P), MOSP algorithms
can be applied to compute efficient paths only if G is
acyclic. If G contains cycles and r = 1, computing C*
solves the NP-hard longest-path problem; if r = 2,
we can easily show that identifying C* is at least
as difficult as finding a shortest Hamiltonian path
between node 1 and node n (a strongly NP-hard
problem).
Generation of Subsets of Efficient Vectors. Let
d(a) = (dl(a), ..., dr(a)) for a E A be nonnegative
integer arc length vectors defined on the arc set A,
and define
Dj
= {d(P)IPE Aj
Ifor
1 j
<
n. The
approximation procedures will require a method for
calculating D*, where
Dj
for 1
<
j < n is defined
as the intersection of
Dj
with the set Z of vectors
(xl, . .. , xr) satisfying
0 <
Xk
<
Mk (3)
for given constants Mk for 1 < k
<
r - 1. Nonnegativity
of the problem data implies that the following modi-
fication of ACYCLIC yields the required set. It differs
from ACYCLIC only in that it eliminates vectors not in
Z whenever they are encountered.
Algorithm RESTRICT
f=
MIN{Zn(D*+dij)b,
2<j n.
<IJ
At step j, vectors not in Z can be eliminated in at
most
Wj
= ID* I + * + ID *I
I
vector compari-
sons. Hence time and space bounds for RESTRICT
may be obtained from the bounds for ACYCLIC
simply by replacing Wj
and Vmax by Wj and Vmax
=
max{ I
1, 1.., I D*
I
}, respectively. Further, inte-
grality and nonnegativity of the data together with
the definition of Z imply
Vmax S (Ml
+ 1) - (Mr-I
+ 1). (4)
Remark. The RESTRICT version of a MOSP algorithm
is normally applicable provided problem data are
nonnegative. For example, MOSP analogues of the
Bellman-Ford and Floyd algorithms are valid for prob-
lems containing no negative cycles with respect to
any objective function (Warburton 1983), and the
RESTRICT versions are valid for those instances in
which all problem data are nonnegative. Again, we
merely delete vectors not in Z whenever they are
encountered.
2. Size of the Efficient Set
In the previous section we showed how computational
requirements for a MOSP algorithm depend upon the
cardinality of Vmax. We now consider possibilities for
the growth of Vmax.
First, note that an upper bound on Vmax is easily
obtained as a function of r and the length of longest
paths in G. In fact, if the arc length vectors are
nonnegative, then integrality implies the very conserv-
ative bound Vmax < B"1, where B ? Ck(P) + 1 for all
P E
j
for 2
-
k < n. Since we can always choose
B = (n - 1)cmax + 1, where cmax is the largest data
element, ACYCLIC operates in time and space bounded
by a polynomial in n and cmax. Thus, for fixed r,
ACYCLIC is pseudopolynomial (Garey and Johnson). It
does not qualify as a true polynomial algorithm since
running time and storage requirements are not
bounded by a polynomial in the length of an encoding
of the problem data. For example,
0(f2(log(cnaj))r)
would be a polynomial bound, but not O(n2CMax). If
B or r is large, the pseudopolynomiality of our pro-
cedure is not very encouraging, especially since con-
version of rational data to integer data can lead to
large values of B. In fact, by allowing integer arc
lengths as large as 2n1, we can construct examples for
any r > 2 with IC* =
I9,I
= 2n', even for an
acyclic graph with n nodes and 2n arcs. Further,
even if all data are selected from a small data range,
C*
I
can increase
exponentially
with the number of
criteria. It is easy to construct an r-criteria example
with n + 1 nodes, nr arcs, and having all data elements
either 0 or 1, for which I Cn I nI
=
(n+?')
3. Approximation of Efficient Sets
The previous discussion established the possibility of
heavy, and even exponential, computational demands
for MOSP algorithms. We now explore the possibility
of reducing the workload by generating sets that are
merely approximately efficient. In this section, all arc
length vectors are assumed to be positive and integral.
First we require a notion of approximate efficiency
(Orlin 1982, White 1982b). Let x
=
(x,, .. ., Xr) and
Y = (Yi,
.
.., Yr) be positive r-vectors and suppose an
"'accuracy" e
>
0 is specified. Then x e-dominates y if
Xk
-<
(1 +
) yk
for 1
<
k
<
r. For e
=
0, this concept
reduces to the usual notion of vector dominance. Now
let X be a set of positive r-vectors, and suppose
Y C X. Then Y(E) c X is E-efficient for Y, provided
that
(i) each vector in Y is E-dominated by some vector
in Y(E), and
74 / WARBURTON
(ii) no vector in Y(E) dominates any other; that is,
Y(E) = (Y(E))*.
Condition (ii) ensures that the E-efficient set is not too
large. In particular, if X = Y and E = 0 then X* is the
unique 0-efficient set for X. Note that we do not
require Y(E) C Y if Y $ X.
An approximation scheme for computing an E-
efficient set for Y C C is an algorithm that receives
two inputs: an encoding of the problem (i.e., a suitable
representation of G and an encoding of the arc length
vectors), and a number e > 0 prescribing the degree of
accuracy required. The algorithm determines a set
Y(E) C C that is E-efficient for Y. If it operates in time
and space bounded by a polynomial in
I/E
and the
length, W, of the encoded input, the algorithm is an
FPAS.
Consideration of an E-efficient set C(E) for C offers
immediate advantages. First, whereas I C* I may grow
exponentially with W, we will show that C(E) can be
determined by an FPAS, and so may be computable
much more quickly than C* itself. Second, we will see
in Section 5 that appropriate modeling techniques
enable us to obtain fully polynomial approximation
schemes for certain single objective optimization
problems by identifying E-optimal solutions as ele-
ments of E-efficient sets for corresponding MOSP
problems.
A Basic Approximation. Suppose we are given a pos-
itive integer vector L = (L1, . .. , L,_ ) and a positive
vector 0 = (61, ...,
6tR,1),
with Ok > 1 for 1 < k <
r - 1. Let CL C C be the image under c of the set,
5, of all P 8 SD satisfying
Lk
<1
Ck(p) <1 OkLk,
I <, k <, r-
1.(5)
Choose E > 0. We first determine an E-efficient set
for CL.
For each arc a E A, define a scaled, nonnegative
integer arc length vector d(a)
=
(d'(a), . . ., dr(a)) by
dr(a) = cr(a), (6)
dk(a)
cLka) 1 <k <r- 1,
(7)
where
k
ELk_
k l r-1 (8)
T
n- 1
and ltJ denotes the integer part of t. Because
ck(a) k
c(a
Tk T1
d (a)
<Tk
k< r- 1, (9)
we have
Ck(P) - (n - 1) Tk
<
Tk dk(P)< Ck(P),
1<,k,r-1, (10)
for any P E8-
Now consider the set ?L of all P E SD for which
d k(p) '< (n
-
1 )
Ok
1
<
k
<
r- 1.
Let ML C ?-L be in one-to-one correspondence with
(d(gL9))* in the following way: for each u E
(d(5L))*9
there is exactly one P E ML satisfying d(P) = u. We
claim that C(WL) is e-efficient for CL. To see this, first
note that
(d (L))
=
d(qL)
=
(dG(9L))* (12)
The condition (12) and the definitions of ML and d
imply that C(WL) = (C(WL))*. It remains to show that
for each v E CL there is a u E C(ML) satisfying
Uk -<(- +
E)Vk,
I < k < r.
(13)
To demonstrate ( 13), first observe that by (5), (8) and
(10) we have
S>L C ?'L. (14)
Hence, if Q E 5L, there exists P E 5?L such that
d(P) E (dQ(L))*
and
dk(P) < d
k(Q), 1 < k < r.
(15)
Further, by (12), we may assume P E ?L. Then (6)
gives
cr(P) <
cr(Q), (17)
and (10), (8), and (5) imply
Ck(P) <
ck(Q) + (n
-
1)Tk,
= Ck(Q) + ELk,
< (1 + E)ck(Q), I < k < r - 1. (18)
Letting u =
c(P) and v
=
c(Q) we see that (17) and
(18) imply (13), as required.
Computing C(?L). According to the previous discus-
sion, the E-efficient set C(ML) for CL may be found by
first determining (d(57L))*, then finding a correspond-
ing set of paths WL, and finally calculating C(JL).
The computation of (dG(9L))* is accomplished
merely by applying RESTRICT to the nonnegative data
set defined by (6) and (7) and taking
Mk
=
(n
-
1)-, 1 < k
<
r - 1,
E
in (3). At the final step we have
(
))
=
D*
6RL can then be found by applying the path-finding
procedure to each element of Dn*. However, it is not
necessary to compute 3L in order to find C(G4L). We
save all remainders ck(a)/Tk- Lck(a)/TkJ, and accu-
mulate them in a computation parallel to the com-
putation of D5*. The elements of C(S?L) are found
by adding the accumulated remainders to vectors in
Dn* and then multiplying by the appropriate scale
factors. Thus, except for a constant factor, C(WL) can
be computed within the same time bounds as Dn*.
According to (4), and our choice of Mk, we have
Vmax <f(n, E. 0),
where 0
=
(6k, . 0, or-)
and
f(n,
E,
0)
= (l + (n-
l)-
I
)...(l + (n -1) I (9)
The pessimistic complexity bounds for RESTRICT then
imply that C(WL) is computable in O(n301E-1log n)
time and O(n201E-1) space if r = 2. For r > 3, we
obtain worst-case guarantees of O(rn3(f(n,
E9 0))2)
time and O(rnf(n, E, 0)) space. The time and space
bounds are now independent of the arc lengths and,
for fixed r and 0, are polynomial in n and 1/E. Thus,
for fixed r and 0, we have a FPAS for computing
E-efficient sets for CL. (Any other pseudopolynomial
algorithm for solving the MOSP problem could be
substituted for ACYCLIC, provided its RESTRICT version
is valid.)
When to Scale. Note that scaling in (8) is advanta-
geous only if Lk is sufficiently large. In fact, there is
no point in scaling any component k for which
Lk S
n
(20)
In such a case, (8) implies that the scaling constant Tk
is less than unity, and (11) holds automatically for
component k. If (20) holds for 1 s k ? r - 1, then
computing the 0-efficient set C* defined by C* =
C* n R(lX,
9 Xr) I Xk
1<
OkLkg
I <
k s r
-
1 } with
RESTRICT already constitutes an FPAS. On the other
hand, computing the approximation C(GWL) using scal-
ing techniques is never of a higher order of difficulty
than the direct computation of C*, since scaling and
rounding can only reduce the size of efficient sets.
Remark. The E-approximation technique can easily
be modified to deal with those situations in which E =
(El, ... Er)
is a vector of
"approximation
factors."
Then x E-dominates y if Xk < (1 + Ek)Yk for 1 <
k < r. The kth component of vectors in X* is closely
estimated if Ek iS small, and may be effectively ignored
by choosing Ek sufficiently large. Thus, in some sense,
the Ek represent criterion "weights."
The General Method for Positive Data. An FPAS for
C* can be obtained by computing E-efficient sets C(ML)
for each member of an appropriate family F of sets
c(5'L) of the form (5), chosen so that U {5L I S>L E
F)
= 6P. To develop such a family, suppose that B is large
enough to ensure that
I C k(p) <B, I1 sk <r,
for any simple path P in G. Let m be the smallest
integer satisfying 2m > B; that is, m = Flog B1 where
Ft] is the integer "round up" of t. Define j% = 1,
Oj
=
20j-l
= 2i for 1 <
j
<
m,
and let I denote the
(r - 1)-fold Cartesian product of 10, ..., m - 1}.
For each (ml, ...,
m(rl))
E I, consider the vector
L =
(13m1,
.
-
13f(r-i))'
and note that 93 is the union of sets 5'L of the form
(5) with each 0k = 2, where the union is taken over all
vectors L indexed by L For each such 5L, we consider
CL
and
compute
the
corresponding
E-efficient set
C(WL) using the method previously described. Since
each C(WL) is E-efficient for CL, C(E) = U CL contains
an e-efficient set for C where, again, the union is taken
over vectors L indexed by I. (C(e))* is an e-efficient
set for C.
The computation of C(E) requires mrl = [log B 1
applications of the basic approximation. For r = 2,
the resulting worst case time requirement is
O(n3E-'log nFlog B1). If r > 3, we obtain the time
bound O(rn3f 2rlog B lr-l) where, by (19),
f=f(n, E, (2, ..., 2)) = + 2(n - 1))r
Since we may have to retain an e-efficient set for each
CL, C(e)
may
contain as
many
as
tr
=
frlog
B]r-I
r-vectors. Thus for r > 2 storage requirements are
0(tr + rnf ), excluding problem data. For r =
2, (C(E))*
can be found in O(t2log log B) time by maintaining
each C(2?L) as a list sorted by first coordinate, merging
O(log B) lists by pairs, and then making a single pass
through the merged list. If r >
3, (C(e))* can be
determined in O(rt2) time. For fixed r, all time and
space bounds are polynomial in n, log B, and 1/E.
Since we can always choose B
=
(n -1 )Cmax we have
an FPAS for computing E-efficient sets for C.
The FPAS is limited by the fact that it requires
Flog Blr-1 applications of the basic approximation.
76 / WARBURTON
For example, if B = 32, r 5, we already require
54
=
625 applications! The Flog B] r-1 factor can
easily be reduced by performing shortest-path cal-
culations to bound vectors in C*, and further
improvements may well be possible. However, com-
putational complexity theory shows that, if r is not
fixed, a FPAS for the MOSP problem probably does
not exist. This negative conclusion is implied by the
fact that "MULTIPROCESSOR SCHEDULING"
with a variable number of processors, a strongly
NP-complete problem (Garey and Johnson) can be
reduced to a special case of a MOSP problem.
Practical c-approximation, in general, appears to be
confined to problems that require only a few applica-
tions of the basic approximation and such that each
application is of "reasonable" complexity. For exam-
ple, if r = 2 or 3, and both log B and n/E are moderate,
then an e-approximation of the entire set C* can be
considered. On the other hand, a single application of
the basic approximation can require that time and
space increase exponentially with r for fixed n/E, thus
limiting e-approximation even for the sets CL given
by (5).
The advantages of scaling are most apparent when
B is large. For example, suppose r
=
2. An exact
computation of C* is O(n2B log n), and an E-efficient
set can be obtained in time 0(n3'-'log nrlog B 1). The
ratio of the bounds is of the order EB/n log B, implying
that for any fixed n and c, the approximate method
could be exponentially faster for large B.
Finally, we note that fully polynomial approxima-
tion schemes can be constructed for maximization
versions of MOSP problems, provided G is acyclic.
On the other hand, if G contains cycles, we have
already noted that the strongly NP-hard problem of
finding a shortest Hamiltonian path is a special case,
implying the unlikelihood of finding an FPAS even
for r = 2.
4. Extension to More General Data Sets
By appropriately transforming the arc length vectors
and shifting the origin, we may extend the methods
of Section 3 to problems whose data are not necessar-
ily positive. Let
u,
= (u , .. ., ur ) be the "ideal" vector
of shortest (1, n)-path lengths (Zeleny 1976). Further,
define v =(v'..., Vr) by v =
(u
-
1,..., u - 1).
Then 1 c ck(P)
-
vk for all P E R. That is, all simple
(l, n)-paths have strictly positive length with respect
to v as the origin. Call a set Y(E, v) C C (e, v)-efficient
for Y c C provided, for each y E Y, there is an
x E Y(E, v) with (Xk - Vk)
<
( 1 + Y)(yk
- Vk) for
1
-
k < r. We also reouire Y(i- W)
=
Y*(e 1). We
wish to compute an (e, v)-efficient set for C. Do-
ing so requires a transformation of the arc length
vectors. Let Uk
=
(Uk ..., Uk) be the vectors of
shortest (1, k)-path lengths, 2 < k
<
n. Set ul -
(Ul, Ur)
=
(OS . 0).
For each arc (i, j) E A, define a new nonnegative
arc length vector c = c11 + ui -
uj. Then, for any
c(P)
= c(P) - Un , 0. (21)
The nonnegativity of all c and the strict positivity of
the Cjk(P) + 1 enable us to compute (, v)-efficient sets
by a slight alteration of the methods of Section 3.
First, consider the basic approximation. By (21) we
can choose constants 0k 1 for 1 < k < r - 1, a
positive integer vector L =
(LI,
. .. , Lr1),
and define
the set 5?L of all simple (1, n)-paths Q satisfying
Lk ck(Q) + I <1
OkLk,
I -,< k < r- 1
Defining new nonnegative arc length vectors
dij by
scaling c'- exactly as in (6) to (8), and considering the
set YL of all simple (1, n)-paths P satisfying
dk(P) (n- 1)
k
I <k r- 1, (22)
C
we can then show, almost as we did in Section 3, that
c (L) is (E, v)-efficient for C(SL), where &WL C L
satisfies
d(L)-(d(L))*. The set (d( L))* may be
calculated using RESTRICT, saving only vectors d that
satisfy (22). Hence the computational complexity is
the same as that of Section 3 once the Uk and
cij
have
been determined by shortest-path computations. A set
that is (e, v)-efficient for c(9) can be obtained, as
before, by repeated approximation over a set of grid
points.
5. Applications to Single-Objective Problems
A variety of optimization problems may be solved,
either exactly or approximately, by identifying optimal
solutions with effilcient path-length vectors. In this
section we provide several examples.
Min-Max Shortest Path. For a set of arcs S C A, let
f(S)
=
maxlc'(S),
c2(S)}. The min-max shortest-path
problem is to findf* and P* E 3
so that
f*
=
f(P*)
=
min{ f(P) I
P
E }.
Note that we can find f* by searching C* since f is
nondecreasing in c' and c2. Suppose R is a shortest
(1, n)-path with respect to c' + c2 and that cl(R) +
c2(R) > 0. Then R E Y* also, and we can assume
without loss of generality that f(R)
=
c'(R)
>
c2(R).
(tO,t) (?,t2 (tO,
Figure 1. Scheduling on parallel processors.
Let L = (c'(R) + c2(R))/2. Consequently,
L <f(P*)
<
c1(R), (23)
so P* belongs to one of the sets
5i
for i =
1, 2 defined
as ={P E 9 I L <
ci(P)
<
OL}, where 0 =
c'(R)/L
< 2. Calculation of c-efficient sets for c(5S) and c(52)
using the basic approximation yields a simple path-
length vector P that is c-optimal for the min-max
problem. For example, if P* e SN, then we have c2(P)
< c2(P*) and c'(P) < (1 + E)cl(P*), so that f(P) <
(1 + E)f(P*). Space and time requirements with
ACYCLIC are O(n2'-') and 0(n3G-'log n), respectively.
Iff is the maximum of r > 2 path lengths, we obtain
an FPAS by replacing (23) with
cl(R) + ... + cr(R)
f(P*) < c'(R).
r
The problem of nonpreemptively scheduling n jobs
on r parallel processors to minimize makespan may
be viewed as a special case of the min-max shortest-
path problem. Suppose, for simplicity, that r
=
2, and
that
tj
is the processing time of job j
on machine k,
for 1 <
j
<
n and k = 1, 2. Consider the multigraph
G of Figure 1. A min-max (0, n)-path in G solves the
problem, and a shortest (0, n)-path R with respect to
c' + c2 is a shortest-processing-time (SPT) schedule.
The special structure of G yields an
O(n2/A) time and
space calculation. The resulting procedure is essen-
tially that described in Sahni and in Horowitz and
Sahni.
Restricted Shortest-Path Problems. Consider the re-
stricted shortest-path problem
cl(P*)
=
minIc'(P) I P E , c2(P) < K}.
Assuming nonnegative data, RESTRICT solves the prob-
lem by saving only those vectors whose second com-
ponent does not exceed K. This implementation leads
to an O(n2K log n) calculation. For a related approach,
see Lawler (1976, p. 92). Handler and Zang (1980)
solve the problem using Lagrangian relaxation and
kth-shortest paths. Aneja, Aggarwal and Nair com-
bine branch-and-bound with a Dijkstra-type labeling
scheme.
If K is fixed, the problem is solvable in polynomial
time. However, if K is not fixed, the associated deci-
sion problem is NP-complete. We obtain a FPAS by
computing an e-efficient set for C, and so find a path
P
E
-9 satisfying C2(P) < K and c'(P)
<
(1 + E)c2(P*).
If both upper and lower bounds on c'(P*) are
known, it may be possible to obtain an FPAS that
requires a single application of the basic approxima-
tion. Further, a maximization may be considered if G
is acyclic. For example, the 0- 1 knapsack problem
n
c*= max E
c'xi
j=1
n
subject to E
c.2x1
< K
j=l
xj
E [0 I],
I 6,n,
may be modeled as a multiple-objective, shortest-path
problem in which the objective is to maximize cl
while minimizing c2. Referring to Figure 2, we see
that an optimal solution to the knapsack problem may
be found among those vectors in C* whose second
component does not exceed K. Lawler (1979) provides
an easily computed bound L, L <
c* S 2L, that can
be used to obtain an E-optimal solution in
O(n2/A)
time and space by computing an c-efficient set for CL
of (5) with r = 2, 0 = 2. His procedure obtains a path
)
C,' (c 1c'
)(C2 ,Ct
-1
--
0.| _ r0 0 2 (~~~~~~~~~~
0000
n-)
(0.0) (0,0)
(0,0)
Figure 2. The 0-1 knapsack problem.
78 / WARBURTON
P with c2(P)
<
K, c'(P) 2 (1 - g)cl(P*). He also
discusses several refinements that considerably im-
prove the efficiency of the method, and shows how to
extend the approximation procedure to a variety of
other knapsack problems.
In the present context, variations on the knapsack
problem may be incorporated in a straightforward
way by adding to Figure 2 arcs, nodes, objective
functions, or a combination. For example, consider a
0-1 multiple-choice knapsack problem with the addi-
tional restriction that no more than L items from
some special set S can be chosen. The multiple choice
constraints are modeled by additional arcs, and an
additional objective function can be used to count
items in the special set. A fully polynomial approxi-
mation scheme is obtained by scaling the profit coef-
ficients. Variations on the scheduling problem can be
handled in a similar way.
Acknowledgment
This research was partially supported by National
Sciences and Research Engineering Council of Canada
Grant A5543. The author gratefully acknowledges the
comments of the referees and Associate Editor.
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Approximation of Pareto Optima in Multiple-Objective, Shortest-Path Problems

Author(s): Arthur Warburton

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