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Minimal water networks serving a farm district A Metropolis algorithm for the Steiner Tree Problem Carlo Lancia, Alessandro Checco University of Rome TorVergata Cortina D’Ampezzo, January 28, 2009 Carlo Lancia, Alessandro Checco Minimal Water Networks

A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

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A seminar about water network optimization via MCMC I gave in January at AIRO Winter 09

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Page 1: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Minimal water networks serving a farm districtA Metropolis algorithm for the Steiner Tree Problem

Carlo Lancia, Alessandro Checco

University of Rome TorVergata

Cortina D’Ampezzo, January 28, 2009

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 2: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Outline

1 A Model for the Shortest Network ProblemFarm Districts and Water NetworksThe Minimal Steiner Tree Problem

2 Metropolis AlgorithmThe Statistical Mechanics approach to OptimizationMarkov Chain Monte Carlo for the Steiner Tree Problem

3 Numerical Data and ConclusionsNumerical Comparison with Primal-DualConclusions

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 3: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem Farm Districts and Water Networks

Introduction

DefinitionA farm district is a set of neighboring farmlands

DefinitionA water network is a set of pipes bringing water to the lands

ConstraintsWe look for the minimal water network such that

Its pipes lie on land boundaries only, so no land bridgingIt does reach at least a corner of each land boundary

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 4: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem Farm Districts and Water Networks

Modeling the District

It is very difficult to model the shortest network problem on thegraph induced by the district topology.

Graph induced by the district

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 5: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem Farm Districts and Water Networks

Modeling the District

We do prefer to work on a slightly different graph. =Steiner Nodes; =Distribution Node; ◾ =Terminal Nodes

Creation of a new graph G

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 6: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem The Minimal Steiner Tree Problem

Water Networks and Steiner Trees

Water networks are equivalent to Steiner Trees on G:

Example

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 7: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem The Minimal Steiner Tree Problem

Water Networks and Steiner Trees

Water networks are equivalent to Steiner Trees on G:

Example

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 8: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem The Minimal Steiner Tree Problem

The Shortest Network Problem

Some NotationWe call VS the set of Steiner nodes, VT the set of TerminalsA Steiner Tree is any tree T ⊂ G spanning VTThe cost vector c ∶ E → R+ is such that

c(u) = c(v) for fictitious edges u, v situated in the same landfictitious-edge cost is comparable with regular-edge cost

Formulation as Minimal Steiner Tree ProblemOn graph G a water network serving the district is a SteinerTree, so what we are looking for is the shortest Steiner Treehaving root in , with the additional requirement of terminalnodes being leaf nodes (no land crossings allowed)

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 9: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

A Model for the Shortest Network Problem The Minimal Steiner Tree Problem

The Shortest Network Problem

Some NotationWe call VS the set of Steiner nodes, VT the set of TerminalsA Steiner Tree is any tree T ⊂ G spanning VTThe cost vector c ∶ E → R+ is such that

c(u) = c(v) for fictitious edges u, v situated in the same landfictitious-edge cost is comparable with regular-edge cost

Minimal Steiner Tree Problem – NP-hard

minT ⊂G

∑x ∈E(T )

c(x)

s.t. VT ⊂ V (T )deg(v) = 1 ∀ v ∈ VT

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 10: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

The Statistical Mechanics Approach

Optimization Problem

Problem instance

Cost function, f(ξ)

Optimal solutions

Many Particles System

Particles configuration

Hamiltonian, H(ξ)

Ground states

All we need is a sampling algorithm

When β →∞ Gibbs distributione−βH(ξ)

Zis concentrated on

ground states, that is to say optimal configurations

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 11: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

The Statistical Mechanics Approach

Optimization Problem

Problem instance

Cost function, f(ξ)

Optimal solutions

Many Particles System

Particles configuration

Hamiltonian, H(ξ)

Ground states

All we need is a sampling algorithm

When β →∞ Gibbs distributione−βH(ξ)

Zis concentrated on

ground states, that is to say optimal configurations

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 12: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

The Statistical Mechanics Approach

Optimization Problem

Problem instance

Cost function, f(ξ)

Optimal solutions

Many Particles System

Particles configuration

Hamiltonian, H(ξ)

Ground states

All we need is a sampling algorithm

When β →∞ Gibbs distributione−βH(ξ)

Zis concentrated on

ground states, that is to say optimal configurations

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 13: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

The Statistical Mechanics Approach

Optimization Problem

Problem instance

Cost function, f(ξ)

Optimal solutions

Many Particles System

Particles configuration

Hamiltonian, H(ξ)

Ground states

All we need is a sampling algorithm

When β →∞ Gibbs distributione−βH(ξ)

Zis concentrated on

ground states, that is to say optimal configurations

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 14: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

The Statistical Mechanics Approach

Optimization Problem

Problem instance

Cost function, f(ξ)

Optimal solutions

Many Particles System

Particles configuration

Hamiltonian, H(ξ)

Ground states

All we need is a sampling algorithm

When β →∞ Gibbs distributione−βH(ξ)

Zis concentrated on

ground states, that is to say optimal configurations

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 15: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

MCMC Sampling

Let Ω be the set of all Steiner trees over GDefine a Markov chain (Xt) on Ω that is ergodic with limitmeasure equal to Gibbs distribution

Sampling Algorithm1 Follow the evolution of the

chain for a very long time τ2 Return min

t∈[0,τ]Xt

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 16: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm The Statistical Mechanics Approach

MCMC Sampling

Let Ω be the set of all Steiner trees over GDefine a Markov chain (Xt) on Ω that is ergodic with limitmeasure equal to Gibbs distribution

Sampling Algorithm1 Follow the evolution of the

chain for a very long time τ2 Return min

t∈[0,τ]Xt

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 17: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Cooking Up An Appropriate Markov Chain

Target

We want a chain which limit measure is π(ξ) = e−βH(ξ)

Z

Transition ProbabilitiesMetropolis rule allow us to design a chain that is reversiblewith respect to Gibbs distribution

P (ξ, η) = minπ(η)π(ξ) ,1 = exp−β [H(η) −H(ξ)]+Such design strategy is very general and independent ofthe functional form of Hamiltonian

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 18: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Which Hamiltonian?

It is quite natural to choose the Hamiltonian as the cost functionof the problem, that is the length of tree ξ

H(ξ) =∑x∈ξ

c(x)

Upgrading the Hamiltonian

We rather prefer to work with the following Hamiltonian function

H(ξ) =∑x∈ξ

c(x) + h ∑v∈VT

(deg(v) − 1)

where the second sum is extended to all terminal vertices.

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 19: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Which Hamiltonian?

Land Bridging Penalties

Employing this Hamiltonian, Steiner trees crossing one or morelands have energy proportional to h. When temperature is lowand h is large such configurations are nearly never sampled.

Upgrading the Hamiltonian

We rather prefer to work with the following Hamiltonian function

H(ξ) =∑x∈ξ

c(x) + h ∑v∈VT

(deg(v) − 1)

where the second sum is extended to all terminal vertices.

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 20: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

At time t denote current tree by Xt. Select an edge x ∈ E(G)u.a.r., then set Xt+1 according to the following rule:

Current tree

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 21: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

Selected edge is the red one. Removing body edges from thetree would result in two separate componentsÔ⇒Xt+1 =Xt

Body edges are not removed from current tree

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 22: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

Adding edges non-adjacent to current tree would result in twoseparate components Ô⇒ Xt+1 =Xt

Separate edges are not added to current tree

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 23: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

When edge x connects a terminal leaf to current tree we setXt+1 =Xt not to compromise solution feasibility

Branch edges connecting terminal leaves are never removed

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 24: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

If x connects a steiner leaf to current tree we cut it out and setXt+1 =Xt ∖ x

Branch edges connecting steiner leaves are always removed

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 25: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

If edge x is adjacent to current tree we may add it. We setXt+1 =Xt ∪ x with probability exp−β c(x)

Edges adjacent to current tree may be added to it

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 26: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

In case adding x to the tree results in a land crossing we setXt+1 =Xt ∪ x with probability exp−β(c(x) + h)

Attention must be paid to land crossing and penalty applied

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 27: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

When adding x to the tree would result in a loop we observethe following procedure which removes the cycle:

Edges introducing a loop may be added by swap procedure

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 28: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

We select uniformly at random an edge y of the loop adjacentto x, then swap x and y with probability exp−β [c(x) − c(y)]+

Edges introducing a loop may be added by swap procedure

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 29: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

We select uniformly at random an edge y of the loop adjacentto x, then swap x and y with probability exp−β [c(x) − c(y)]+

Swap procedure: edge (+) is added and (–) is removed

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 30: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

In case adding x to the tree results in a land crossing loop swapprocedure must be performed more carefully:

Attention must be paid to possible land crossing

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 31: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

Interchanging edges may lead to a land crossing, in such caseswe swap x and y with probability exp−β [c(x) − c(y) + h]+

Swapping must be penalised if it leads to a land bridging

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 32: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Evolution

Interchanging edges may lead to a land crossing, in such caseswe swap x and y with probability exp−β [c(x) − c(y) + h]+

Swapping (+) and (–) leads to bridging Ô⇒ penalty imposed

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 33: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Metropolis Algorithm MCMC for the Steiner Tree Problem

Chain Ergodicity

The chain we have just described is found to beirreducible and aperiodicIt has a unique stationary distribution, namely Gibbs one

limt→∞

P t(ξ, η) = e−βH(η)

Z

Proving irreducibility

Swap procedure grants that the chain can move from a Steinertree to another, stepping through feasible solutions only

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 34: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Numerical Comparison with Primal-Dual

Both Metropolis and Primal-Dual procedure were implementedin Fortran 90 and run on a 1.6 GHz Intel Dual Core Processor

Shortest Network Length (km)

Metropolis Primal-Dual

Test District #1 4,288 5,867Test District #2 6,052 7,123Test District #3 6,588 9,353Test District #4 16,359 20,378Test District #5 5,131 6,660Test District #6 8,123 10,176Test District #7 16,044 22,222

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 35: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Numerical Comparison with Primal-Dual

Algorithm Execution Time (sec)

lands edges Metropolis Primal-Dual

T-D #1 110 909 8 58T-D #2 132 1091 11 62T-D #3 201 1670 16 71T-D #4 458 3858 23 380T-D #5 169 1413 15 66T-D #6 274 2450 20 75T-D #7 605 5117 38 744

Total runtime 131 1456

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 36: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #1 - Primal Dual

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 37: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #1 - Metropolis

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 38: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #3 - Primal Dual

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Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 39: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #3 - Metropolis

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Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 40: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #7 - Primal Dual

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Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 41: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Numerical Comparison with Primal-Dual

Test District #7 - Metropolis

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Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 42: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Conclusions

Conclusions

Final RemarksMetropolis algorithm appears to be more efficient in virtueof better solutions and shorter run-timeIt does not depend on fictitious-edge weightIt needs an initial Steiner tree to take its first move→ a brief high-temperature evolution seems to be a nice fix

Further developmentsMixing time of the chain, possibly via the coupling methodNumerical comparison on a larger data set

Carlo Lancia, Alessandro Checco Minimal Water Networks

Page 43: A Markov Chain Monte Carlo approach to the Steiner Tree Problem in water network optimization

Numerical Data and Conclusions Conclusions

Conclusions

Final RemarksMetropolis algorithm appears to be more efficient in virtueof better solutions and shorter run-timeIt does not depend on fictitious-edge weightIt needs an initial Steiner tree to take its first move→ a brief high-temperature evolution seems to be a nice fix

Further developmentsMixing time of the chain, possibly via the coupling methodNumerical comparison on a larger data set

Carlo Lancia, Alessandro Checco Minimal Water Networks