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Efficient Approximation Methods for Lexicographic Max-Min Optimization

Śliwiński Tomasz

Journal of Telecommunications and Information Technology

2024

nr 1

46--53

Lexicographic max-min (LMM) optimization is of considerable importance in many fairness-oriented applications. LMM problems can be reformulated in a way that allows to solve them by applying the standard lexicographic maximization algorithm. However, the reformulation introduces a large number of auxiliary variables and linear constraints, making the process computationally complex. In this paper, two approximation schemes for such a reformulation are presented, resulting in problem size reduction and significant performance gains. Their influence on the quality of the solution is shown in a series of computational experiments concerned with the fair network dimensioning and bandwidth allocation problem.

Telecommunications network design and max-min optimization problem

Ogryczak W., Pióro M., Tomaszewski A.

Journal of Telecommunications and Information Technology

2005

nr 3

43-56

Telecommunications networks are facing increasing demand for Internet services. Therefore, the problem of telecommunications network design with the objective to maximize service data flows and provide fair treatment of all services is very up-to-date. In this application, the so-called max-min fair (MMF) solution concept is widely used to formulate the resource allocation scheme. It assumes that the worst service performance is maximized and the solution is additionally regularized with the lexicographic maximization of the second worst performance, the third one, etc. In this paper we discuss solution algorithms for MMF problems related to telecommunications network design. Due to lexicographic maximization of ordered quantities, the MMF solution concept cannot be tackled by the standard optimization model (mathematical programme). However, one can formulate a sequential lexicographic optimization procedure. The basic procedure is applicable only for convex models, thus it allows to deal with basic design problems but fails if practical discrete restrictions commonly arriving in telecommunications network design are to be taken into account. Then, however, alternative sequential approaches allowing to solve non-convex MMF problems can be used.