Abstract

Designing and optimizing different flows in networks is a relevant problem in many contexts. While a number of methods have been proposed in the physics and optimal transport literature for the one-commodity case, we lack similar results for the multicommodity scenario. In this paper we present a model based on optimal transport theory for finding optimal multicommodity flow configurations on networks. This model introduces a dynamics that regulates the edge conductivities to achieve, at infinite times, a minimum of a Lyapunov functional given by the sum of a convex transport cost and a concave infrastructure cost. We show that the long-time asymptotics of this dynamics are the solutions of a standard constrained optimization problem that generalizes the one-commodity framework. Our results provide insights into the nature and properties of optimal network topologies. In particular, they show that loops can arise as a consequence of distinguishing different flow types, complementing previous results where loops, in the one-commodity case, were obtained as a consequence of imposing dynamical rules on the sources and sinks or when enforcing robustness to damage. Finally, we provide an efficient implementation of our model which converges faster than standard optimization methods based on gradient descent.

Highlights

  • Optimizing networks for the distribution of quantities such as passengers in a transportation network or data packets in a communication network is a relevant matter for network planners

  • In this paper we present a model based on optimal transport theory for finding optimal multicommodity flow configurations on networks

  • We show that the long-time asymptotics of this dynamics are the solutions of a standard constrained optimization problem that generalizes the one-commodity framework

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Summary

INTRODUCTION

Optimizing networks for the distribution of quantities such as passengers in a transportation network or data packets in a communication network is a relevant matter for network planners. We propose a model to design the topology of optimal networks where multiple resources are moved together This is based on principles of optimal transport theory similar to those studied in Refs. Assuming potential-driven flows, this optimal design problem is posed as that of finding the distribution of multicommodity fluxes that minimize a global cost functional, or equivalently, as that of finding the optimal edge conductivities. Two principled algorithms for solving the multicommodity problem are proposed They have similar computational complexity that largely improves on that of techniques based on gradient descent or Monte Carlo methods, making the model scalable to large data sets and the only computationally viable optimization alternative for large problems. Deciding how this should be done is an open problem in the context of optimal transport theory, the approach we take here

Introducing a shared conductivity
The dynamics
Mapping to standard optimization setups
Optimal topologies may have loops
CONCLUSIONS
The Lyapunov functional is well defined
Implementation details and gradient descent
Computational complexity
Full Text
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