European Journal of Operational Research 143 (2002) 5363 www.elsevier.

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Discrete Optimization

A multiperiod degree constrained minimal spanning tree problem

Rakesh Kawatra
*
Department of Management, Minnesota State University, 150 Morris Hall, Mankato, MN 56002, USA Received 29 June 2000; accepted 27 March 2001

Abstract The multiperiod degree constrained minimal spanning tree (MDCMST) problem consists of scheduling the installation of links in a network so as to connect a set of terminal nodes to a central node with minimal present value of expenditures. The network design is subject to degree constraint, which limits the number of links incident on each terminal node to a prespecied number due to the number of ports available on it. Some of the terminal nodes in the network are active at the beginning of the planning horizon while others are activated over time. We formulate this problem as an integer programming problem. We suggest a Lagrangian-based heuristic to solve the integer programming formulation of the network topology problem. Lower bounds found as a byproduct of the solution procedure are used to estimate the quality of the solution given by the heuristic. Experimental results over a wide range of problem structures show that the Lagrangian-based heuristic method yields veriably good solutions to this hard problem. 2002 Elsevier Science B.V. All rights reserved.
Keywords: Integer programming; Communication networks; Heuristics

1. Introduction The degree constrained minimal spanning tree (DCMST) problem is frequently encountered in the design of communication networks, transportation, plumbing, and electrical engineering problems. It consists of nding transmission links to connect a set of geographically remote terminal sites to a central node. The number of ports

Tel.: +1-507-389-2966; fax: +1-507-389-5497. E-mail addresses: kawatra@msus1.msus.edu, kawatra@ mnsu.edu (R. Kawatra).

available on a terminal node restricts the number of links incident on it. This problem has been studied for some time in the literature. This problem was rst discussed by Gabow [5] who suggested a branch exchange heuristic to solve this problem. Gavish [8] used a subgradient optimization method with Lagrangian relaxation for computing lower bounds of the DCMST problem. Narula and Ho [12] suggested two greedy heuristics, and an exact, branch and bound approach to solve this problem. Savelsbergh and Volgenant [13] used a branch and bound method based on Lagrangian relaxation to solve this problem. A Lagrangian-based algorithm has been developed

0377-2217/02/$ - see front matter 2002 Elsevier Science B.V. All rights reserved. PII: S 0 3 7 7 - 2 2 1 7 ( 0 1 ) 0 0 3 2 1 - 6

54 Table 1 Example data i 2 3 4 5 i 2 3 4 5 c1i1 55 97 47 48 c1i3 40 c2i1 50 45 10 c2i3 6

R. Kawatra / European Journal of Operational Research 143 (2002) 5363

c3i1 50 55 55 c3i3 47

c4i1 45 55 50 c4i3 42

c5i1 10 55 50 c5i3

i 2 3 4 5

c1i2 42 44 p2 p3 p4 p5

c2i2 40 8 1 1 2 3

c3i2 50 51

c4i2 46

c5i2 46

by Volgenant [14] to nd the optimal DCMST. Yamamoto [15] developed a procedure for solving the DCMST problem by nding the minimum common basis of two matroids. A genetic algorithm approach was used by Zhou and Gen [16] for nding approximate solutions to this problem. Bolden et al. [1] developed four heuristics for solving the DCMST problem and implemented them on parallel processors. See [2] for a comparison of heuristic algorithms to solve the DCMST problems. All the above-mentioned studies of the DCMST problem have assumed that all the nodes in the network are active initially. In reality, however, we are likely to encounter situations where terminal nodes in a network are activated over a period of time according to the organizations long term expansion plan and, in each period, links must be installed as necessary to provide a path from the central node to each currently active terminal node. For each terminal node j, the number of links incident on it may be no more than rj . There has been no method proposed for solving this modication of the DCMST problem. A feasible solution of the multiperiod degree constrained minimal spanning tree (MDCMST) problem might be constructed by using one of the solution methods for the DCMST problem to select an initial set of links to be added during the rst year. Then, in subsequent years, each newly activated terminal node can be connected to the nearest available node in the network. However, this myopic strategy considers availability of nodes in a temporally isolated manner and may not yield good results. Signicant savings can be achieved

by using a procedure that schedules the addition of links using a look-ahead strategy, which takes into consideration the long-term plan for the network. 1.1. Example Consider a ve-node network in which terminal nodes 2, 3, 4, and 5 have to be connected to the central node [node 1]. Node i is activated in period pi , at which time a path must exist from the central node to node i. The discounted cost of installing a directed link(i; j) from node i to node j in period t and maintaining it from period t through period T is denoted by cijt . The upper limit on the number of links incident on terminal node i, ri , is equal to 2 for i 2; 3; 4; and 5. The values of cijt and pi are given in Table 1. Using a single-period solution method with no look-ahead policy, this network would be congured as shown in Fig. 1(a). In period 1, only ter-

Fig. 1. A ve-node problem: (a) myopic solution; (b) lookahead solution.

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55

minal nodes 2 and 3 are active and need to be connected to the central node. The lowest cost conguration to connect these two nodes to the central node would be to directly connect the central node to node 2, which is directly connected to node 3. Then in period 2, terminal node 4 becomes active and link2; 4 is installed to connect node 4 to its nearest available neighbor, namely node 2. Finally, in period 3 node 5 becomes active. Although the nearest neighbor of node 5 is node 2, link2; 5 cannot be installed because the number of outgoing links incident on nodes 2 has reached its limit r, namely 2. Therefore, link1; 5 is installed in period 3 to connect node 5 directly to its next nearest available neighbor, the central node. The total discounted cost of this conguration is 185. Using a look-ahead strategy, this network could be congured as shown in Fig. 1(b). In this conguration, link2; 4 is installed in period 1, which is one time period earlier than the planned activation of node 4. This permits link4; 3 to be installed in period 1 to connect node 3 to the central node. Link2; 5 is installed in period 3 when node 5 is activated. The total discounted cost of this conguration is 161, which is 13% lower than the cost of the solution found by the single period solution method. Thus, signicant savings can be achieved if a MDCMST problem is solved using a method that considers the entire planning horizon in its solution process. In this paper, we study the problem of installing transmission links in a degree constrained minimal spanning tree network over a multiperiod planning horizon. The location of the central node and terminal sites, and the period when the terminal nodes are added to the network is given. Also given are the costs of installing and maintaining the transmission links. We develop a mathematical model of the MDCMST problem to select the links to be installed during each period. We present a Lagrangian-based heuristic method to solve this problem. We used the lower bound given by the Lagrangian heuristic to estimate the quality of our heuristic solutions. Section 2 develops the integer programming formulation of the MDCMST problem. Section 3 presents a Lagrangian relaxation method for nding a lower bound of the

objective function value. Subgradient optimization method with time complexity of ON 3 , where N is the total number of nodes in the network, is used to nd good lower bounds. We also present a ON 3 branch exchange heuristic which is used after every iteration of the subgradient optimization method to get a good feasible solution from the infeasible Lagrangian solution. The best feasible solution is retained when the Lagrangian method terminates. Computational results in Section 4 demonstrate the performance of the Lagrangian-based heuristic for dierent network structures. Section 5 concludes the paper and suggests avenues for future research.

2. Model formulation In this paper, the MDCMST problem is formulated as an integer-programming problem. We assume the planning horizon to consist of T planning periods. Some terminal nodes and the central node are active at the beginning of the rst planning period. Each of the remaining terminal nodes becomes active in one of the planning periods 2 through T . We allow a link(i; j) to be installed earlier than the activation of node i and/or node j. Our objective is to minimize the discounted total cost of installing and maintaining the transmission capacity. We use the following notations in the paper: N : the set of terminal nodes 2; 3; . . . ; n; Node 1: central node; L: the set of time periods 1; 2; . . . ; T in the planning horizon; rj : the maximum outdegree of node j, i.e., the number of links beginning at node j; cijt : the discounted cost of installing a link(i; j) in period t and maintaining it during periods t through T ; pi : the time period at which node i becomes active. Decision variables xijt : a binary variable such that xijt 1 indicates that link(i; j) is installed in time period t; otherwise xijt 0;

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R. Kawatra / European Journal of Operational Research 143 (2002) 5363

k k fijt : a variable such that fijt 1 if the directed link from node i to node j in on the path from central node to node k during period t; otherk wise fijt 0.

(3), (5)(8) guarantee that the xijt variables dene an arborescence rooted at node 1.

The MDCMST problem is formulated as ( ) m n T XXX ZIP Minimum cijt xijt

i2 j1 t1

3. Solution methods Problem ZIP is combinatorially explosive. Even the single period version has been shown by Gary and Johnson [6] to be NP-hard. Thus, we look for approximate solutions only. To nd approximate solutions, we propose a Lagrangian-based heuristic method. We rst form a Lagrangian relaxation of the problem which is solved optimally. Next, we use a branch exchange heuristic to generate a feasible solution from the infeasible Lagrangian solution. The lower bound given by the Lagrangian relaxation is used to obtain a quantitative estimate of the quality of the solution given by the branch exchange heuristic. The best values of the lower bound and the feasible solution are retained when the subgradient algorithm stops. 3.1. Lagrangian relaxation In this study we use a Lagrangian relaxation approach to generate lower bounds for the MDCMST problem. Lagrangian relaxation has been used very successfully to obtain tight lower bounds for a variety of integer programming problems (see, for example, [79]). For an application-oriented survey of Lagrangian relaxation, see [4]. We add the following constraints to the integer programming model ZIP of the MDCMST problem which was presented earlier: 8 if j k; >1 n n < X X k k fijT fjiT 1 if j 1; > : i1 i2 0 otherwise 8j 2 N [ 1; k 2 N ;
N X k2 k fijT 6 n 1

s.t.
n XX i1 t 6 pj

xijt 1

8j 2 N ; if t P pk and j k; if j 1 and t P pk ; otherwise

n X i1

k fijt

n X i2

8 > 1 < k fjit 1 > : 0

8j 2 N [ 1; k 2 N ; t 2 L;
n XX j2 s 6 t k fijt 6

3 4 5 6 7 8

xijs 6 ri xijs

8i 2 N ; t 2 L;

X
s6t

8i 2 N [ 1; j; k 2 N ; t P pk ;

k fijt 2 f0; 1g 8i 2 N [ 1; j; k 2 N ; t 2 L;

xijt 2 f0; 1g
n n L XXX i1 j2 t1

8i 2 N [ 1; j 2 N ; t 2 L; Xijt n 1:

In the above model, constraints (2) guarantee that there is exactly one link terminating at each terminal node and it is installed earlier or in the same period as the terminal node but never later. Constraints (3) are ow conservation constraints. Constraints (4) are the degree constraints, which restrict the number of links originating at each terminal node to a predetermined number. Constraint (5) ensures that if there is no direct link installed by time t between node i and node j, then there cannot be direct ow from node i to node j in time period t. Constraint (8) guarantees that a total of n 1 links will be installed in the network over the planning horizon. Constraints (2),

X
s6T

Xijs 10

8j 2 N ; i 2 N [ 1:

These constraints are redundant in Problem ZIP but help in getting tighter lower bounds in its Lagrangian relaxation.

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57

We form a relaxation of the MDCMST problem by multiplying each constraint (4) by a nonnegative Lagrange multiplier hjt and each constraint (5) by a nonnegative Lagrange multiplier lijtk and adding the product to the objective function. This results in the following relaxation of problem ZIP : ( n T XX Mt;k l Lh; l Min Qh; l
X ;Y k2 t1

T n XX t1 j2

rj hjt

be along the shortest path from the central node to node k, which can be found using Dijkstras algorithm [11] with lijtk as the cost of shipping one unit of commodity k from node i to node j during period t. Since node k is made active in period pk , in the optimal solution commodity k will be shipped from the central node to the node k during periods pk through period T only. Therefore, we solve Mt;k l for periods pk through period T only. While solving Mt;k l we stop the Dijkstras algorithm as soon as a shortest path to node k is found. 3.2. Improving the Lagrange multipliers It is well known that for any h and l, the value of the Lagrangian relaxation Lh; l provides a lower bound to ZIP . We wish to nd the tightest bound which can be achieved, i.e., we wish to solve the Lagrangian dual problem to obtain the best lower bound, Lh ; l maxh;l fLh; lg. Computing the optimal Lagrangian multiplier vectors h and l is dicult; however, approximate values can be found by using a subgradient optimization method [10]. This method begins with an initial vector of multipliers h0 and l0 , which at iteration p is adjusted using the following rule:
p p1 hit hp sp Uit it p1 p lijtk lp sp Vijtk ijtk

s.t. (2), (3), (6)(10), where ( n n T XXX X Qh; l Min xijt cijt hjs
X i1 j2 t1

n X X k2 s P t;pk

!) lijsk

sPt

s.t. (2), (7)(10), and ( ) n n XX k Mt;k l Min lijtk fijt

f i1 j2

s.t. (3) and (6). 3.1.1. Procedure for evaluating Qh; l The function Qh; l is evaluated by solving the min-sum arborescence rooted at node 1 problem, which for a given vector of Lagrange multipliers h and l can be accomplished using Fischetti and Toths algorithm [3]. Since node j is made active in time period pj , link terminating at node j should be installed in time period pj or earlier. Therefore, for Fischetti and Toths algorithm, we use the length of ! n X X X arci; j min cijt hjs lijsk :
t 6 pj sPt k2 s P t;pk

8i 2 N ; t 2 L;

8j; k 2 N ; i 2 N [ 1; t P pk ; where
k Vijtk fijt

X
s6t

xijs

8j; k 2 N ; i 2 N [ 1; t P pk ; Uit and sp kZ Lhp ; lp 2 : p p 2 kUit k Vijtk

n XX j2 s 6 t

xijs ri

8i 2 N ; t 2 L;

3.1.2. Procedure for solving Mt;k l The function Mt;k l is evaluated by solving a single-commodity ow problem. In this problem, one unit of a commodity k is to be shipped from the central node to node k during time period t. Because the links are uncapacitated, the ow will

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R. Kawatra / European Journal of Operational Research 143 (2002) 5363

In the computation above, U and V are the sub2 gradients of Lh; l, k k denotes the Euclidean norm, Z is the best available overestimate of the optimal solution value, and k is a scalar multiplier which satises the condition 0 < k 6 2. The value of k is initially set equal to 2 and is updated every k iterations.

3.3. A Lagrangian-based branch exchange heuristic In this section, we describe a branch exchange heuristic, which is used after every iteration of the subgradient optimization algorithm to generate a feasible solution to MDCMST problem from an infeasible Lagrangian solution. The branch exchange heuristic has been used very successfully to get a feasible solution from a starting solution which is infeasible [13]. The best feasible solution is retained when the subgradient optimization algorithm is terminated. This branch exchange procedure is a two-phase procedure. In the rst phase the heuristic identies set of links that originate at nodes that violate the degree constraints. Then it replaces one of the links belonging to this set with another link that does not violate any constraints. The heuristic selects a pair of links for branch exchange that cause minimal increase to the total cost of the network. This is continued until all the nodes satisfy the degree constraints. Ties are broken arbitrarily. For the second phase of the heuristic we dene a link, originating say at node i, to be violating the time constraint if its installation is planned before any other link on the path from the central node to node i. This phase of the heuristic is also an iterative procedure. In each iteration of this phase, the heuristic identies set of links that violate the time constraint. From this set of links, the heuristic selects a link that can be replaced at minimal increase in total network cost by another link that does not violate any constraints. If the replacing link violates any constraint, then it is ignored. This phase is continued until all the links in the network satisfy the time constraint. The second phase ends when the current solution is feasible. For this heuristic let gi be the originating node where the link terminating at node i starts from,

i.e., if xijt 1 for some t 2 T , then gj i. Let si; j be the time period when link(i; j) is installed, i.e., if xijt 1, then si; j t. We dene dij as the additional cost of installing link(i; j) in time sgj ; j instead of linkgj ; j. If the installation of link(i; j) violates any degree constraint or results in a loop, then dij 1. In order to compute dij , let t1 sgj ; j and t2 sgi ; i. If t1 P t2 , then dij cijt1 cgj jt1 , else dij cijt1 cgj jt1 wit2 t1 , where wit2 t1 is the additional cost of installing links on the path from the central node to node i by period t1 instead of by period t2 . For the second phase we dene B as the set of nodes that form a subtree including the central node with no violated constraints. Let Dij be the additional cost of connecting node i to node j, j 62 B and i 2 B, so that all the links on the path from the central node to node j satisfy all the constraints. To compute Dij , let t2 sgi ; i and t1 sgj ; j. If t1 P t2 , then Dij cijt1 cgj jt1 ; otherwise Dij cijt1 cgj jt1 wit2 t1 . If the addition of link(i; j) violates any degree constraint or results in a loop, then Dij 1. Phase I. Pn Step 1. Let A fi j j2 Xij > ri , i 2; 3; . . . ; ng. If set A is empty, then go to Phase II. Step 2. a. Find di j mini fdij g 8j : gj 2 A; i 62 A; b. Find di j minj fdi j g; c. Let t sgj ; j ; d. Set Xgj j t 0; set Xi j t 1. Step 3. If t P sgi ; i then go to Step 1; ELSE a. Let s i ; b. If sgs ; s 6 t , then go to Step 3(c); ELSE set Xgs ssgs s 0; set Xgs st 1; c. Set s gs ; d. If s 1 then go to Step 1 ELSE go to Step 3(b). Phase II. Step 1. a. Let B be the set of nodes such that the links on the path from the central node to these nodes do not violate any time constraint. b. Let C fi j sgi ; i < sggi ; gi 8gi 2 B i 62 Bg; c. If C /, then STOP; Else nd Di j mini2B fDij g 8j 2 C;

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59

d. Find Di j minj fDi j g; e. Let t sgj ; j . Set Xgj j t 0 and Xi j t 1. Step 2. If t P sgi ; i then go to Step 1; ELSE a. Let s i ; b. If sgs ; s 6 t , then go to Step 2(c); ELSE set Xgs ssgs s 0; set Xgs st 1; c. Set s gs ; d. If s 1 then go to Step 1 ELSE go to Step 2(b).

4. Numerical results The eectiveness of the Lagrangian-based heuristic was investigated by solving a set of test problems with the number of nodes in the network varying from 40 to 100. We used the CRD data set to determine the coordinates for the location of terminal nodes and the central node. We obtained this data set from [2]. There are 10 CRD data sets. The xed cost of installation of linki; j was chosen to be the Euclidean distance between point i and point j. A 10-year planning horizon was used in all problems. The time period pi for activating each terminal node i was uniformly distributed between 1 and 6. The link maintenance cost per period was computed as a xed percentage (maintenance rate) of the link installation cost. The maintenance rate was varied from 2% to 10%. For discounting purposes the annual interest rate was varied from 2% to 10%. For convenience we only considered problems with degree constraints ri r 8i 2 N and r1 N . The value of r was varied from 2 to 4. We solved the problems for N 40, 60, 100, r 2, 3, 4, maintenance rate 0:02; 0:06; 0:10; and interest rate 0:02; 0:06; 0:10. For each parameter set we solved 10 problems and computed the average gap. For purposes of the subgradient optimization method, we used the best heuristic solution obtained so far as the overestimate of the optimal objective function value. The initial value of the scalar k was set to 2, and halved whenever Lhp ; lp did not improve in 22 successive iterations. The Lagrange multipliers were initially set to 0. The stopping criterion in computation of the lower bounds was: stop if the total number of iterations exceeds 100 or if the current objective function value changes by less than 0.2 in 22 successive iterations. The Lagrangian-based heuristic method was coded in Fortran 77 and run on IBM SP computer with a maximum processing speed of 888 MHz. Computational results of the experiment are presented in Table 2. The computational results presented in Table 2 show that the average gap between the heuristic solution and the Lagrangian lower bound (which provides an upper bound for the gap between the heuristic and optimal solutions) never exceeded 17%. We also computed the objective function

3.4. Degree of complexity Fischetti and Toths algorithm has a degree of complexity of ON 2 . It is executed once in each iteration of the subgradient optimization method. Dijkstras algorithm has a degree of complexity of ON 2 . Since this algorithm is used for each value of k and t P pk , it is executed n c times in each iteration of the subgradient optimization method, where c is a constant. The values of Vijtk ; Uit ; hit , and lijtk are computed in each iteration of the subgradient optimization method and require a running time of ON 3 . Therefore, each iteration of subgradient optimization method has a time complexity of ON 2 ON 2 N c ON 3 which is ON 3 . Since the subgradient optimization method is stopped after a nite number of iterations, the lower bound computation has a time complexity of ON 3 . In the Phase I of the branch exchange heuristic, Step 1 has time complexity of ON . In Step 2 determining dij and steps 2(a)(d) have an overall time complexity of ON 2 . Step 3 has a time complexity of ON . Since steps 13 in Phase I could be executed at most N 1 r times, the overall complexity of Phase I is ON 3 . In Phase II Step 1(a) has a time complexity of ON . Step 1(b) has a time complexity of ON . Determining Dij and steps 1(c), 1(d), and 1(e) have a time complexity of ON 2 . Thus Step 1 has an overall time complexity of ON 2 . Step 2 has a time complexity of ON . Since Phase II in the worst case could be executed N 1 times, the overall complexity of Phase II is ON 3 . Therefore, the overall complexity of the branch exchange heuristic is ON 3 ON 3 , which is ON 3 .

60 Table 2 Computational results No. of nodes Interest rate 2% 40 40 40 40 40 40 40 40 40 60 60 60 60 60 60 60 60 60 100 100 100 100 100 100 100 100 100 Interest rate 6% 40 40 40 40 40 40 40 40 40 60 60 60 60 60 60 60 60 60 100 100 100 100 100 r

R. Kawatra / European Journal of Operational Research 143 (2002) 5363

Maintenance rate 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06

Gap (%)

No. of constraints violated

CPU time (seconds)

2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3

5.05 5.04 5.05 6.94 6.78 6.78 8.73 8.57 8.57 4.38 4.33 4.27 6.74 6.68 6.58 8.75 8.38 8.89 4.39 5.18 5.17 6.28 6.38 6.39 7.37 7.79 7.79 9.39 8.80 8.90 11.11 10.48 10.48 12.25 11.48 11.48 9.09 8.70 9.18 11.80 11.73 10.59 12.69 11.73 11.82 7.90 8.09 8.00 10.52 10.25

21 21 21 24 24 24 25 25 25 47 46 46 47 47 47 50 49 49 67 65 65 70 68 68 72 70 70 25 25 25 25 25 25 25 25 25 48 47 47 51 50 50 52 50 50 72 70 70 73 70

148

1222

3542

R. Kawatra / European Journal of Operational Research 143 (2002) 5363 Table 2 (continued) No. of nodes 100 100 100 100 Interest rate 10% 40 40 40 40 40 40 40 40 40 60 60 60 60 60 60 60 60 60 100 100 100 100 100 100 100 100 100 r 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 2 3 4 Maintenance rate 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 0.02 0.02 0.02 0.06 0.06 0.06 0.10 0.10 0.10 Gap (%) 9.71 12.35 11.19 11.18 13.65 13.18 12.57 16.52 15.29 15.23 16.21 16.30 16.13 14.57 13.03 13.08 16.36 14.43 14.49 16.36 15.53 15.50 14.29 13.17 13.18 16.07 14.87 14.88 15.51 14.67 14.78 No. of constraints violated 70 75 73 73 27 26 26 28 27 27 28 27 27 50 49 49 53 51 51 54 52 52 77 75 75 79 76 76 79 76 76 CPU time (seconds)

61

Gap (Upper bound ) Lower bound)/Upper bound.

values using a myopic strategy where the network was rst congured at the beginning of period 1 for the nodes that are activated in period 1. For the myopic strategy we used the heuristic described in [12] to nd the degree constrained minimal spanning tree to connect the nodes activated in the rst year. In the subsequent years, as nodes were activated they were connected to their nearest available neighbor without violating any constraints. We found that the cost of the network using the myopic strategy is 19250% higher than the solution value given using the Lagrangianbased heuristic. The myopic solutions get worse as the limit r on the number of links incident on the terminal nodes is decreased. Thus, we can get

signicant savings by using the Lagrangian heuristic which considers the entire planning period in the solution process. Fig. 2 compares the average gap between the heuristic solution and the lower bound for dierent values of the maintenance rate. We notice that the gap increases as the maintenance rate is increased. We can explain this behavior by the fact that in the computation of the lower bound, to minimize the Qh; l, time periods selected for installation of some of the links may be later than the time period required to satisfy the ow constraints. The optimal solution to Qh; l does not have to satisfy the ow constraint since it was relaxed. The heuristic solution, however, has to

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R. Kawatra / European Journal of Operational Research 143 (2002) 5363

Fig. 2. Eect of increase in the maintenance rate on the gap.

Fig. 3. Eect of increase in interest rate on the gap.

satisfy the ow constraint. Therefore, it is likely that in the optimal solution to Qh; l, time period for link(i; j) is t1 whereas in the heuristic solution the time period for the same link is t2 where t1 > t2 . We know that cijt2 > cijt1 for 8i; j, and t1 > t2 . As the maintenance rate is increased, the dierence cijt1 cijt2 increases. Thus, the gap is likely to increase as the maintenance rate is increased. Fig. 3 compares the average gap between the heuristic solution and the lower bound for dierent values of interest rates. We notice that the gap increases as the interest rate is increased.

5. Conclusions and suggestions for further research In this paper we presented an integer programming model of a multiperiod degree constrained minimal spanning tree (MDCMST) problem, in which the terminal nodes in the network must be connected to a central node as they become active during the planning period by installing links with xed capacity. We have suggested a Lagrangian-based heuristic to nd a low cost feasible solution. Using this method the network designer can determine the timing of each

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63

new link installment, which can also help in scheduling the physical installation process. The lower bound found as a byproduct of the solution procedure is used to estimate the quality of the heuristic solution. Computational results for a variety of problems are reported. In our computational experiment, the gap between the heuristic solution value and the optimal solution is shown to be within 17%. The MDCMST problem suggests several avenues for future research. An important extension is to include reliability constraints.

Acknowledgements The author is grateful to the referees for their comments which greatly helped improve the paper. The computational support from the Minnesota Supercomputing Institute is also appreciated.

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