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Wireless Network Design: Optimization Models and Solution ...

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120 Eli Olinick<br />

<strong>and</strong>-bound so that the process is stopped when the relative optimality gap of the<br />

incumbent solution is within a user-defined threshold. This strategy is widely used in<br />

practice to make a trade-off between solution quality <strong>and</strong> running time; the process<br />

terminates more quickly with larger thresholds but at the cost of leaving portions<br />

of the feasible region unexplored <strong>and</strong>/or finding a good (tight) dual bound on the<br />

objective function (i.e., the quality of the incumbent solution may in fact be better<br />

than that implied by the relative optimality gap). It is up to the user to determine<br />

an acceptable threshold for the relative optimality gap; typical values used in the<br />

literature are 1%, 5%, <strong>and</strong> 10% [34].<br />

5.4.4 Dealing with Numerical Instability<br />

As noted earlier, the wide range of coefficients on the left-h<strong>and</strong> side of the QoS<br />

constraints (5.7) or (5.22) can lead to numerical instability of CPLEX’s branch-<strong>and</strong>bound<br />

algorithm. CPLEX, <strong>and</strong> presumably other commercially available branch<strong>and</strong>-bound<br />

codes, scale the constraint matrix of the user-supplied problem so that<br />

the absolute value of all the coefficients in any given constraint are between zero<br />

<strong>and</strong> one. It then solves the scaled problem <strong>and</strong> applies the reverse scaling to the<br />

result to obtain the solution returned to the user. Kalvenes et al. [34] observed that<br />

although the solutions CPLEX found to the scaled problems in their test sets were<br />

feasible (within a given tolerance), the unscaled solutions often violated some of<br />

the QoS constraints. To correct this, they apply a post-processing procedure that<br />

minimizes the number of subscribers that must be dropped from the scaled solution<br />

to ensure that the unscaled solution satisfies the QoS constraints. The procedure<br />

involves solving the following integer programming problem<br />

min ∑<br />

(m,ℓ)∈A<br />

δmℓ<br />

s.t. ∑<br />

gmℓ<br />

gm (m, j)∈A j<br />

(5.48)<br />

(xm j − δm j) ≤ s ∀ℓ ∈ LV (5.49)<br />

δmℓ ∈ N ∀(m,ℓ) ∈ A, (5.50)<br />

where in the unscaled solution constant xmℓ is the value of xmℓ, A = {m ∈ M,ℓ ∈ Lm :<br />

xmℓ > 0}, <strong>and</strong> LV is set of selected towers, <strong>and</strong> δmℓ is the number of subscribers at<br />

test point m that are dropped from tower ℓ in the scaled solution. After solving the<br />

integer program above, the post-processing procedure sets xmℓ = xmℓ − δmℓ for all<br />

m ∈ M <strong>and</strong> ℓ ∈ Lm. Thus, Kalvenes et al. [34] propose a two-phase solution: Phase<br />

I applies branch-<strong>and</strong>-bound to the KKIOP model <strong>and</strong> if the solution violates any of<br />

the QoS constraints, Phase II applies the post-processing procedure to the Phase I<br />

solution.<br />

Kalvenes et al. [34] present a computational study using this post-processing<br />

procedure, the branching rule <strong>and</strong> cuts, (5.45) <strong>and</strong> (5.47), described in Section 5.4.3

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