The Invisible Hand Heuristic for Origin-Destination Integer Multicommodity Network Flows

Abstract

Origin-destination integer multicommodity flow problems differ from classic multicommodity models in that each commodity has one source and one sink, and each commodity must be routed along a single path. A new invisible-hand heuristic that mimics economic markets' behavior is presented and tested on large-scale telecommunications networks, with solution times two orders of magnitude faster than Cplex's LP relaxation, more dramatic MIP ratios, and small solution value differences.