A Spatial Benders Algorithm for Delay Constrained Routing
We study the Delay Constrained Routing (DCR) problem arising in IP computer networks to support high bandwidth applications. The goal is to route IP packets, from source to destination, subject to quality of service constraints -- in particular, bounding the worst case delay -- while minimizing the total allocated bandwidth in the network. DCR can be formulated as a Mixed-Integer Second-Order Cone Program, and solved using standard solvers; while generally efficient, this hinges on off-the-shelf tools and does not scale to large instances. We devise a solver-free bespoke approach that uses nested Benders-Lagrange, namely, a double decomposition approach that exploits the special structure of the problem. In particular, we use a nonconvex nonlinear formulation of the problem, that results in a nonconvex Benders value function whose optimization we tackle with a bespoke Spatial Branch-and-Bound approach using custom piecewise-convex cuts. We show that our approach provides very tight upper and lower bounds in competitive running times w.r.t. previous state-of-the-art approaches.