Tree-based formulation for the multi-commodity flow problem

Abstract

We revisit the tree-based formulation of the minimum-cost multi-commodity flow problem, due to Jones et al. (1993), who found that path-based decomposition converges in fewer master iterations and reported lower CPU times for it. The formulation represents the flow out of each source as a convex combination of shortest-path trees, so the master problem has one demand constraint per source $|S|$ rather than per commodity $|K|$. We re-examine it on 44 instances with up to 3.3 million commodities, three orders of magnitude beyond the scale available to Jones et al. (1993), under five linear programming backends spanning four barrier codes, open source and commercial, CPU and GPU. Their convergence result is confirmed: the tree-based formulation still requires two to three times as many iterations. Their wall-clock conclusion, however, is reversed under every backend in the regime $|S| \ll |K|$: tree-based column generation is 1.4 to 1.9 times faster on the shifted geometric mean, reaches a factor of 99 on the instance with the most commodities, and solves 43 or 44 of the 44 instances under every backend, where the path-based formulation solves 38 to 42, its failures concentrated on the largest transportation instances. Both decompositions are 15 to 28 times faster than solving the compact model directly (5 to 25 on the instances that model solves). The measurements identify the mechanism: the master problem accounts for 87% to 99% of the runtime, and the tree-based master is up to 32 times smaller at termination. The advantage disappears when $|S|$ approaches $|V|$, where a tree column has non-zeros in a large fraction of the master's rows, as on the planar2500 instance. An open-source C++ implementation accompanies the paper.