Atomic Column Generation For Consensus Between Algorithms: Application to Path Computation

Abstract: In real-life applications, most optimization problems are variants of well-known combinatorial optimization problems, including additional constraints to fit with a particular use case. Usually, efficient algorithms to handle a restricted subset of these additional constraints already exist, or can be easily derived, but combining them together is difficult. The goal of our paper is to provide a framework that allows merging several so-called atomic algorithms to solve an optimization problem including all associated additional constraints together. The core proposal, referred to as Atomic Column Generation (ACG) and derived from Dantzig-Wolfe decomposition, allows converging to an optimal global solution with any kind of atomic algorithms. We show that this decomposition improves the continuous relaxation and describe the associated Branch-and-Price algorithm. We consider a specific use case in telecommunication networks where several Path Computation Elements (PCE) are combined as atomic algorithms to route traffic. We demonstrate the efficiency of ACG on the resource-constrained shortest path problem associated with each PCE and show that it remains competitive with benchmark algorithms.