Discrete Optimization

Optimisation of the interconnecting network of a UMTS

radio mobile telephone system
Matteo Fischetti
a,
*
, Giorgio Romanin Jacur
a
, Juan Josee Salazar Gonzaalez
b
a
DEI, University of Padova, Via Gradenigo 6/a, 35131 Padova, Italy
b
DEIOC, University of La Laguna, Tenerife, Spain
Received 30 November 2000; accepted 18 October 2001
Abstract
In this paper we address a very important optimisation problem arising in the telecommunication eld, namely the
design of the interconnecting network of a UMTS radio mobile telephone system. For this NP-hard optimisation
problem we propose a new mixed-integer linear programming model, as well as several classes of additional constraints
meant at improving the performance of solution algorithms and the quality of the lower bounds produced. Afterwards,
we introduce an exact solution procedure in the branch-and-cut framework, and evaluate it on a library of real-life test
problems provided by CSELT, a major research laboratory operating with an Italian telephone operator (TELECOM
Italia). We report on our computational experience on these test instances, showing that the method we propose is
capable of nding tight lower bounds and approximate solutions for real-world instances, within acceptable computing
time.
2002 Elsevier Science B.V. All rights reserved.
Keywords: Communication; Location; Mixed integer linear models
1. Introduction
A mobile radio telephone system aims at en-
suring secure communications between mobile ter-
minals and any other type of user device, either
mobile or xed. A mobile customer should be
reachable at any time and in any location where
the radio coverage is granted.
The connection among mobile terminals (i.e.,
the users handheld terminals) and xed radio base
stations is obtained by means of radio waves.
However, a single antenna system cannot cover the
whole service area. In fact, that choice would re-
quire high irradiation power both from the xed
and the mobile stations, with consequent possi-
ble damage due to the generated electromagnetic
eld.
The above limitations lead to the implementa-
tion of cellular systems, constituted by several
xed radio base stations and related antenna
systems. Each single radio base station coverage
area is called cell and it serves a small region of
variable size ranging from 10 to 100 m (high user
density inside business buildings) to 120 km (low
user density areas in the country).
European Journal of Operational Research 144 (2003) 5667
www.elsevier.com/locate/dsw
*
Corresponding author. Tel.: +39-049-827-7824; fax: +39-
049-827-7826.
E-mail address: sch@dei.unipd.it (M. Fischetti).
0377-2217/03/$ - see front matter 2002 Elsevier Science B.V. All rights reserved.
PII: S0377- 2217( 01) 00383- 6
Every xed radio base station, usually called
base transceiver station (BTS), is both transmitting
and receiving signals on a variable number of
frequencies. Depending upon the type of system
considered and the radio access scheme, each fre-
quency (or carrier) permits the allocation of a
variable number of channels; in the GSM case,
each frequency carries eight channels.
Whenever a user moves from a cell to an adja-
cent one during a communication, a new channel
is assigned inside the cell just entered. This feature
is commonly called handover. Covering the served
region with several cells allows for frequency
reuse, i.e., for the use of the same frequency in-
side two or more non-interfering cells.
The users mobility causes issues related to
the user location detection and to cell change,
which are managed by equipment implementing
the interface between the BTS and the xed net-
work.
Third generation mobile telecommunication
systems are currently in the course of standardi-
sation in Europe under the name of universal
mobile telecommunication system (UMTS). The
basic architecture of a UMTS network includes
the following devices:
Mobile terminal (MT) of dierent types (e.g.,
phone, fax, video, computer).
Base transceiver station (BTS) interfacing mo-
bile users to the xed network; a BTS han-
dles users access and channel assignment. Due
to the inherent exibility featured by next gener-
ation BTSs, dierent network topologies can
be undertaken: the BTS can be either di-
rectly connected to the switching equipment
(smart BTS) or linked to a BTS controller
(CSS).
Cell site switch (CSS), which is a switch con-
nected to several BTSs on one side and to a sin-
gle local exchange (LE) (see below) on the other
side; each CSS is devoted to the management of
local trac inside its controlled area, as well as
to the connection of the controlled BTSs to the
LE.
LE, which is a switch connecting the BTSs
to the network, either directly or through
CSSs.
Mobility and service data point (MSDP), which
is a database where information about users is
registered; it may be located either together with
an LE or with a CSS, according to a centralised
or distributed connection management.
Mobility and service control point (MSCP),
which is a controller to manage mobility; it
can access the database to read, write or erase
information about users, and is generally asso-
ciated with LEs and MSDPs.
In this paper we address the problem of opti-
mising a UMTS interconnection network having a
multilevel star-type architecture. This is a dicult-
to-solve (NP-hard) optimisation problem of crucial
importance in the design of eective and low-cost
networks.
The general characteristics of UMTS and re-
lated standardisation problems were presented in
[2,3,9,17]; some hints in design and optimisa-
tion may be found in [1,4,5,8,14], but they concern
either dierent application elds or simpler net-
work topologies with respect to the ones studied
here.
As to the literature on various location prob-
lems, we refer the reader to Labbee and Louveaux
[12] for a recent annotated bibliography. Facility
location problems related to the one studied in the
present paper have been very recently addressed in
Chardaire et al. [7], where an uncapacitated two-
level network design problem is studied, and in
Klose [11], where a Lagrangean heuristic based on
the relaxation of the capacity constraints is pro-
posed.
The paper is organised as follows. In Section 2
we give a more detailed description of the UMTS
multilevel architecture. A mixed-integer linear pro-
gramming model is proposed in Section 3, and
a possible solution algorithm in the branch-and-
cut framework is outlined. Some improvements of
the basic model are presented in Section 4, where
new families of valid inequalities are introduced
along with the corresponding separation algo-
rithms. Computational results on a library of real-
world test problems provided by CSELT, a major
research laboratory operating with TELECOM
Italia, are reported in Section 5. Some conclusions
are nally drawn in Section 6.
M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667 57
2. The UMTS multilevel architecture
In the problem we consider, a certain number of
potential CSS and LE sites is given, among which
the planner has to choose those to be actually
activated. We consider a three level star-type
UMTS architecture, dened by an upper layer
made up of active LEs (chosen in the given set of
potential LEs), a middle layer made up of active
CSSs (also chosen in the given set of potential
CSSs), and a lower layer made up of the given
BTSs (each of which is required to play the role of
a leaf in the star-type structure).
Fig. 1 illustrates a situation where 2 (out of 5)
LEs and 4 (out of 6) CSSs are activated, and de-
ne a feasible star-type architecture to serve the
17 given BTSs. Note that each activated LE
plays the role of the root of a tree spanning a
dierent connected component. Moreover, the
problem cannot be decomposed in two indepen-
dent subproblems consisting of assigning LEs to
CSSs and CSSs to BTSs, respectively, in that
the choice of the active CSSs and of their trac
load creates a tight link between the two sub-
problems.
Each BTS has to be connected to the core net-
work, either through a single active CSS or directly
to a single active LE (for certain pre-specied
BTSs the direct connection to an LE can however
be forbidden). Every BTS is characterised by its
geographical location, its carried trac, the num-
ber of channels required, and by its type. The BTS
location is the result of a complex planning process
which is not considered in this paper. The BTS
carried trac and number of channels depend on
the expected average number of users served by the
cell. More precisely, the trac is the total trans-
mitted information, and the number of channels is
the number of independent simultaneous commu-
nications, each supported by a communication
module (64 kbit/seconds).
Every CSS is connected to the network through
a single LE.
Channels between a BTS and a CSS or an LE
must be packed into modules of a given capacity
(maximum number of channels in a module). In
the plain pulse code modulation (PCM) hierarchy
each module collects up to 30 channels at 64 kbps
thus granting a capacity of 2 Mbps. The type de-
pends on the connection either to an LE or to a
CSS, as seen above.
Costs implied by a BTS concern:
the equipment cost;
the actual connection cost, depending on the
connected CSS or LE; the cost is assumed to
be linear in the number of used modules.
Every CSS is characterised by its type, its location,
its trac capacity, the maximum number of BTSs
and modules that can be supported.
CSSs may be of two dierent types, namely
simple (type 1) or complex (type 2), having
dierent load and cost characteristics.
Costs implied by a CSS concern:
the plant cost, depending on the type of the
equipment and on the location;
the connection cost, depending on the con-
nected LE; this cost is linear in the number of
used modules.
Every LE is characterised by its location, its trac,
and by the maximum number of supported PCM
modules. Fig. 1. The three level star-type UMTS architecture.
58 M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667
Costs implied by an LE concern:
the plant cost, depending on the location.
Feasibility constraints are either of the con-
gruence type, imposing that any connection is
permitted only between activated sets, or of the
limitation type, imposing that the trac through
any activated set is limited by the given bounds,
both in terms of transmitted information and in
terms of connected modules.
The problem then consists of choosing the CSS
and LE to be activated, and the way to connect
them to the BTSs and between each other, so as to
produce a feasible three-level network of minimum
cost (a more detailed description is given in the
next section). This combinatorial optimisation
problem is strongly NP-hard, as it generalises the
classical (also strongly NP-hard; see e.g. [12]) Fa-
cility Location Problem.
3. A mixed-integer linear programming model
We next introduce a mathematical model for
the problem, based on the following input data.
We consider a set of n BTS locations, a set of m
potential type 1 or 2 CSS locations, and a set of p
potential LE locations.
A BTS in location i produces a trac ow t
BTS
i
through d
BTS
i
communication channels. Channels
to an LE are packed into modules (cables or
microwave). If Q is the largest number of channels
that can be arranged in a module, then the BTS in
location i requires e
BTS
i
: dd
BTS
i
=Qe modules,
where dre minfi 2 N : i Prg denotes the upper
integer part of a given real number r. It is
worth observing that Q may in some cases depend
on the location that a particular module is con-
necting.
A CSS in location j of type h 2 f1; 2g can pro-
vide a trac ow not larger than a given upper
bound T
CSS-h
j
, can support a number of modules
not larger than E
CSS-h
j
, and a number of BTSs not
larger than N
CSS-h
j
.
An LE in location k can provide a trac ow
not larger than a given upper bound T
LE
k
, and can
support a number of modules not larger than E
LE
k
.
BTS type is pre-dened as basic (it must be
connected to a CSS), or isolated (it must be con-
nected directly to an LE), or free (it can be con-
nected to a CSS or directly to an LE).
The xed cost required to open a CSS of type h
in location j is f
CSS-h
j
, and the cost to open an LE
in location k is f
LE
k
. The xed cost to activate a
BTS in location i and to connect it to a CSS is
f
BTS-CSS
i
, whereas the xed cost is f
BTS-LE
i
in case
the BTS is connected directly to an LE. The xed
cost to lay out one module from the BTS in lo-
cation i to a CSS in location j is c
BTS-CSS
ij
. The xed
cost to lay out one module from the BTS in lo-
cation i to the LE in location k is c
BTS-LE
ik
, and the
xed cost to lay out one module from a CSS in
location j to the LE in location k is c
CSS-LE
jk
.
Certain (pre-specied) module connections are
not possible because of the distance or other
technical limitations.
The problem consists in selecting the CSSs and
LEs that must be actually installed and the way
to connect them (and the BTSs) through PCM
modules so as to support all the trac ows going
from the BTSs to the LEs, without violating the
given bound limits and minimising the sum of the
xed and module costs.
Our model is based on the following 01 deci-
sion variables:
y
CSS-h
j
1 i a CSS of type h 2 f1; 2g is opened
in location j;
y
LE
k
1 i an LE is opened in location k;
x
BTS-CSS
ij
1 i the BTS in location i is assigned
to a CSS in location j;
x
BTS-LE
ik
1 i the BTS in location i is assigned
to the LE in location k;
x
CSS-LE
jk
1 i a CSS in location j is assigned to
the LE in location k.
The model also needs the following nonnegative
integer variables:
z
CSS-LE
jk
number of modules from a CSS in j to
the LE in k
along with the following nonnegative continuous
variables:
w
CSS-LE
jk
trac ow from a CSS in j to the LE
in k.
M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667 59
The model then reads:
minimise
X
m
j1
X
h1;2
f
CSS-h
j
y
CSSh
j

X
p
j1
f
LE
k
y
LE
k

X
n
i1
X
m
j1
c
BTS-CSS
ij
e
BTS
i

f
BTS-CSS
i

x
BTS-CSS
ij

X
n
i1
X
p
k1
c
BTS-LE
ik
e
BTS
i

f
BTS-LE
i

x
BTS-LE
ik

X
m
j1
X
p
k1
c
CSS-LE
jk
z
CSS-LE
jk
subject to
X
m
j1
x
BTS-CSS
ij

X
p
k1
x
BTS-LE
ik
1
for i 1; . . . ; n; 0
X
n
i1
T
BTS
i
x
BTS-CSS
ij
6
X
h1;2
T
CSS-h
j
y
CSS-h
j
for j 1; . . . ; m; 1
X
n
i1
x
BTS-CSS
ij
6
X
h1;2
N
CSS-h
j
y
CSS-h
j
for j 1; . . . ; m; 2
X
n
i1
e
BTS
i
x
BTS-CSS
ij
6
X
h1;2
E
CSS-h
j
y
CSS-h
j
for j 1; . . . ; m; 3
X
n
i1
d
BTS
i
x
BTS-CSS
ij
6Q
X
p
k1
z
CSS-LE
jk
for j 1; . . . ; m; 4
z
CSS-LE
jk
6M
jk
x
CSS-LE
jk
for j 1; . . . ; m; k 1; . . . ; p; 5
X
m
j1
w
CSS-LE
jk

X
n
i1
T
BTS
i
x
BTS-CSS
ik
6T
LE
k
y
LE
k
for k 1; . . . ; p; 6
X
n
i1
T
BTS
i
x
BTS-CSS
ij

X
p
k1
w
CSS-LE
jk
for j 1; . . . ; m; 7
w
CSS-LE
jk
6F
jk
x
CSS-LE
jk
for j 1; . . . ; m; k 1; . . . ; p; 8
X
m
j1
z
CSS-LE
jk

X
n
i1
e
BTS
i
x
BTS-CSS
ik
6E
LE
k
y
LE
k
for k 1; . . . ; p; 9
X
h1;2
y
CSS-h
j
61 for j 1; . . . ; m; 10
X
p
k1
x
CSS-LE
jk

X
h1;2
y
CSS-h
j
for j 1; . . . ; m; 11
y
CSS-h
j
2 f0; 1g for j 1; . . . ; m; h 1; 2;
y
LE
k
2 f0; 1g for k 1; . . . ; p;
x
BTS-CSS
ij
2 f0; 1g for i 1; . . . ; n; j 1; . . . ; m;
x
BTS-LE
ik
2 f0; 1g for i 1; . . . ; n; k 1; . . . ; p;
x
CSS-LE
jk
2 f0; 1g for j 1; . . . ; m; k 1; . . . ; p;
z
CSS-LE
jk
P0 and integer
for j 1; . . . ; m; k 1; . . . ; p:
Constraints (0) force every BTS to be connected
to either a CSS or an LE. Constraints (1) impose
the limit on the trac ow provided by a given
CSS, (2) impose that on the number of BTSs
connected to a given CSS, whereas (3) impose the
limit on the number of modules connected to a
given CSS. Inequalities (4) are congruence rela-
tions between x
CSS-LE
jk
and z
CSS-LE
jk
variables, also
used to impose the bound on the number of
modules connected to a given CSS. Constraints (5)
force to zero z
CSS-LE
jk
whenever x
CSS-LE
jk
is zero; value
M
jk
is a given upper limit on the number of mod-
ules between j and k. Constraints (6) are used to
bound the trac ow provided by a given LE,
whereas (7) impose that all trac entering a CSS
must be distributed to an LE. Similarly, (8) force
to zero w
CSS-LE
jk
whenever x
CSS-LE
jk
is zero (value
F
jk
being a given upper bound on the trac ow
60 M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667
between j and k), whereas (9) limit the number of
modules connected to a given LE. Constraints (10)
impose that no more than one CSS can be acti-
vated in a given location, whereas (11) force to
activate every CSS connected to an LE.
Clearly, all variables associated with infeasible
situations (too long connections, basic/isolated
BTSs, etc.) have to be xed to 0 and removed from
the model.
4. Model resolution
The mixed-integer linear programming model
presented in the previous section revealed very
dicult to solve to proven optimality, even by
using state-of-the-art methods from Mathematical
Programming and Operations Research (see Sec-
tion 6 for details). This is mainly due to the in-
teraction of two hard substructures, one associated
with the 01 x- and y-variables and the other with
integer z-variables, which notoriously leads to
hard-to-solve models.
Nevertheless, instances of small size can hope-
fully be solved exactly within acceptable comput-
ing time, thus providing useful insights on the
structure of the optimal solutions on real-world
test problems. Even more importantly, the solu-
tion of the linear programming relaxation of the
model obtained by disregarding the integrality
requirements on the x-, y- and z-variables can be
performed eciently in short computing time, and
always provides a lower bound (i.e., an optimis-
tic estimate) of the actual minimum cost. This
lower bound is therefore very useful to evaluate
the quality of the approximate/heuristic solutions
provided by the practitioners or by ad hoc heu-
ristic procedures.
We have therefore designed an exact solu-
tion method, which can also be used as a heuristic
if it is stopped before convergence. The method
follows the branch-and-cut paradigm, consisting
of a tight integration between cutting plane and
enumerative techniques. The reader interested
in the branch-and-cut methodology is referred
to Padberg and Rinaldi [16], and to Caprara
and Fischetti [6] for a recent annotated bibliogra-
phy.
The whole package allows for a tight integra-
tion with the computer codes currently in use at
CSELT, the major Italian research laboratory that
partially supported the present research. Our code
reads the input data, in the appropriate format,
possibly along with a heuristic solution. On out-
put, the code returns the best solution found, in
a format which allows for a graphical display,
along with the best lower bound available (either
the optimal solution value or the minimum lower
bound associated with the active sub-problems in
the branching queue).
5. Model improvement
A main characteristic of branch-and-cut meth-
ods consists on the possibility of improving the
model quality at run time, by introducing into the
current model new valid inequalities (i.e., linear
constraints satised by all feasible solutions of the
problem at hand) acting as cutting planes. These
linear inequalities are indeed (valid but) redundant
in the original model when the integrality condi-
tion on the variables is imposed, but become useful
during the solution process when the integrality
condition is relaxed.
In order to actually embed into the model any
new class of inequalities, one has to be able to
solve the associated separation problem, which can
be formulated as follows:
Given a family F of valid inequalities along
with a (possibly fractional) solution (x

;
y

; z

; w

) of the current model, nd a member

of family F which is violated by (x

; y

; z

; w

),
or prove that none exists.
We have designed the following main classes of
valid inequalities, along with the corresponding
separation procedures.
5.1. Logical constraints
x
BTS-CSS
ij
6
X
h1;2
y
CSS-h
j
for i 1; . . . ; n; j 1; . . . ; m 12
M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667 61
(if a BTS i is connected to a certain CSS j, then
CSS j has to be deployed).
x
BTS-LE
ik
6y
LE
k
for i 1; . . . ; n; k 1; . . . ; p 13
(if a BTS i is connected to a certain LE k, then LE
k has to be deployed).
x
CSS-LE
jk
6y
LE
k
for j 1; . . . ; m; k 1; . . . ; p
14
(if a CSS j is connected to a certain LE k, then LE
k has to be deployed).
We also considered the following trivial con-
straints, which proved to be of some use for small-
size instances.
X
h1;2
y
CSS-h
j
6
X
p
k1
z
CSS-LE
jk
for j 1; . . . ; m 15
(at least one module must be connected to every
active CSS);
X
p
k1
y
LE
k
P1 16
(at least one LE must be deployed).
All the above constraints can be eciently
separated, by enumeration.
5.2. Generalised cover inequalities
Recall that dre minfi 2 N : i Prg denotes
the upper integer part of a given real number r.
The family of generalised cover inequalities we
propose reads
X
i2C
d
BTS
i
=Q
&
X
i2C
x
BTS-CSS
ij

jCj 1
!
6
X
p
k1
z
CSS-LE
jk
for every C f1; . . . ; ng; j 1; . . . ; m: 17
This family of constraints imposes in a combi-
natorial way a tight lower bound on the number
of PCM modules connected to a certain CSS.
To prove the validity of constraints (17) for our
problem, consider any given CSS j. For every
subset C of BTSs we have two cases:
not all the BTSs in C are connected to the CSS
in j: in this case,
P
i2C
x
BTS-CSS
ij
6jCj 1, hence
the inequality left-hand side becomes non-posi-
tive and the inequality is trivially satised;
all the BTSs in C are indeed connected to the
CSS in j: in this case we have
P
i2C
x
BTS-CSS
ij

jCj, hence the constraint becomes active and
correctly requires to install at least
P
i2C
d
BTS
i
=

Qe modules to connect CSS j.

The family of generalised cover inequalities con-
tains an exponential number of members. There-
fore, the corresponding separation problem cannot
be solved through explicit enumeration. We have
implemented the following more sophisticated
strategy.
Assume, without loss of generality, that all
trac demands d
BTS
i
as well as Q are nonnegative
integers.
We consider, in turn, all possible CSSs j
1; . . . ; m. For each given j, our order of business is
to nd a BTS subset C

whose associated genera-

lised cover inequality (17) is maximally violated.
This is a hard optimisation problem in itself, that
we approach through the following scheme.
Let g

j
:
P
p
k1
z
CSS-LE
jk

zz

denote the right-

hand side value of (17) computed for the solution
x

; y

; z

; w

to be separated, with respect to the

CSS j under consideration. We consider, in se-
quence, all possible integer values d P1 to play the
role of
P
i2C
d
BTS
i
=Q

, and for each xed d we
look for a BTS subset C

with
X
i2C

d
BTS
i
> Qd 1
and such that
f
j
d : jC

j
X
i2C

x
BTS-CSS
ij
!
xx

is a minimum: if d 1 f
j
d > g

j
, then we have
found a (most) violated generalised cover in-
equality, otherwise no such violated inequality
exists for the given pair (j; d), and we proceed by
considering the next value for d and/or j.
The problem of determining C

can now be
viewed as a 01 Knapsack Problem (KP), in mini-
misation form, in which BTSs i 1; . . . ; n corre-
spond to items, each having a nonnegative cost
1 x
BTS-CSS
ij

xx

and a nonnegative weight d

BTS
i
,
62 M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667
and one calls for a minimum-cost item subset
whose global weight is, at least, Qd 1 1.
This knapsack problem, although NP-hard, can
in practice be solved very quickly through specia-
lised codes (see, e.g, [15]). In addition, one can
typically remove/x a large fraction of items from
the knapsack problem by using standard pre-pro-
cessing criteria. In particular, items j with KP cost
1 x
BTS-CSS
ij

xx

0 can always be selected in the

knapsack as they do not deteriorate the objective
function value, while contributing in a positive
way to increase the overall weight of the selected
items. In addition, any item j with cost 1
x
BTS-CSS
ij

xx

P1 g

j
=d can be removed from the
item set, in that its choice would imply a KP cost
f
j
d P1 x
BTS-CSS
ij

xx

P1 g

j
=d, hence it can-
not lead to a violated generalised cover inequality.
This latter reduction criterion typically allows
one to remove a very large fraction of the items
(all those with cost x
BTS-CSS
ij

xx

6g

j
=d, including
those with x
BTS-CSS
ij

xx

0).
According to our scheme, the separation algo-
rithm for generalised cover inequalities requires
the solution, for each CSS j 1; . . . ; m, of a
sequence of knapsack problems with dierent
knapsack capacities depending on the parameter d.
Clearly, all values d 6g

j
are not worth trying
as they correspond to KPs with empty item set
after the above reductions (in our separation con-
text we always have x

61, hence d 6g

j
implies
x
BTS-CSS
ij

xx

61 6g

j
=d for all j). On the other
hand, according to our computational experience,
values d Pg

j
1 seldom produce violated cuts.
Therefore we decided to only address the case
d dg

j
e for all CSSs j with fractional g

j
, thus
solving, at most, one knapsack problem for each
j 1; . . . ; m.
6. Computational results
The performance of our branch-and-cut meth-
od has been tested on a class of real-life test
problems provided by CSELT. Our main goal was
to evaluate the quality of the heuristic solutions
computed by CSELT by means of their propri-
etary tabu-search method [13], that works as fol-
lows.
An initial (possibly infeasible) low-cost partial
solution is rst obtained by a simple greedy pro-
cedure that allocates every BTS to the CSS or LE
which minimises the linking cost, without taking
capacity constraints into account. Thereafter, a
reallocation procedure is applied to try to reduce
the degree of infeasibility of the resulting partial
solution. More specically, if some trac con-
straint happens to be violated at a certain CSS or
LE, then the associated BTSs are considered ac-
cording to a decreasing sequence of required traf-
c, and reallocated to a dierent CSS or LE. A
similar procedure is applied for the violated
module constraints, if any. The allocation of CSSs
to LEs is performed in a similar way.
During tabu search, every solution is evaluated
by taking into account its overall cost plus non-
linear penalties for violated constraints. The fol-
lowing main tabu-search moves have been
implemented: (1) inactivation of an active CSS, to
be chosen among the seven less utilised ones, with
consequent reallocation of its associated BTSs at
minimum total overall cost; (2) inactivation of an
LE, to be chosen among the three less utilised
ones, with reallocation of all its associated CSSs
and BTSs at minimum total overall cost; (3) acti-
vation of a new complex CSS, to be chosen among
seven randomly selected ones, with consequent
reallocation of some BTSs; (4) activation of a
new LE, to be chosen among three randomly se-
lected ones, with consequent reallocation of some
CSSs and BTSs; (5) type change of a CSS, i.e.,
replacement of a simple CSS by a complex one or
vice-versa, possibly followed by a consequent
BTSs reallocation; (6) reallocation of a BTS cur-
rently allocated to one of the ve most utilised
CSSs and LEs; (7) allocation swap between two
BTSs.
As customary, the tabu search alternates be-
tween an exploration phase characterised by low
penalties for infeasibilities, and an intensication
phase characterised by very high infeasibility
penalties. Whenever no feasible solution is found
after 20 moves, diversication is performed by
exchanging active CSSs and LEs with non-active
ones, while reallocating some BTSs in a vein sim-
ilar to that used for the initialisation. The whole
procedure ends when a predened maximum
M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667 63
number of moves (10,000, in the current imple-
mentation) has been performed.
As to our branch-and-cut algorithm, it was im-
plemented in C language using the general-purpose
branch-and-cut framework MINTO 3.0 [18] linked
with the commercial LP solver CPLEX5.0 [10], and
was run on a PCPentium133 MHz under Windows
95. All internally generated cuts of MINTO have
been deactivated, but we used the MINTO internal
primal heuristics. Moreover, the value of the tabu-
search heuristic solution is used as the initial upper
bound for the branch-and-cut search.
The cutting-phase generation was implemented
as follows: constraints (0) are handled statically,
i.e., they are present in all solved LPs. As to the
remaining constraints, they are generated dynam-
ically (i.e., they are separated on-the-y and ap-
pended to the current LP), according to the
following scheme. We rst separate constraints (1),
(4) and (7); if no such cut is violated, we consider
constraints (12)(14). If none of the above cuts has
been generated we apply, in sequence, the separa-
tion procedures for cuts (2), (3), (5), (6), (8), (9),
(10), (11), (15), (16), and (17); the separation se-
quence is broken as soon as violated inequalities in
the current family are found.
All instances in our test bed have been provided
by CSELT [13].
Table 1 reports the size of the problem instances
we considered (BTS-CSS-LE), the value of the
initial tabu-search heuristic solution computed by
the CSELT code [13] (Tabu UB), the value of
the best solution found by the branch-and-bound
code (Best UB), the value of the nal lower bound
available at the end of the enumeration, com-
puted as the minimum lower bound associated
with active nodes in the branching queue (Final
LB), and the percentage gap between the initial
tabu-search solution and the nal lower bound
(gap). The results were obtained by running our
code on a PC Pentium 133 MHz with a time limit
of 2 hours for each instance, which is about 23
times larger than the running time of the tabu-
search heuristic.
According to the table, the tabu-search solu-
tion and the lower bound are quite close one to
each other, which validates the eectiveness of
both the tabu-search heuristic and the lower bound
procedures. In addition, in 11 out of the 14 cases
in our test-bed the heuristic solution delivered by
our branch-and-cut code was strictly better than
the tabu-search one, i.e., the computing time spent
in the enumeration improved both the initial lower
bound and upper bound.
More information on the cutting phase of
branch-and-cut code is given in Table 2, where
we report the actual number of the constraints
(0)(17) that have been generated during the
whole run. According to the table, most of the
generated cuts are logical constraints of type
Table 1
Upper and lower bound comparison (2-hour time limit on a PC Pentium 133 MHz)
BTS CSS LE Tabu UB Best UB Final LB Gap (%)
A 100 12 4 19,850,255 19,850,255 19,606,797.0 1.23
B 95 9 4 18,917,721 18,915,544 18,687,073.3 1.21
C 110 14 4 23,215,028 23,214,196 21,560,353.6 7.12
D 96 10 5 19,088,121 19,087,437 18,847,882.4 1.26
E 105 10 5 20,683,960 20,680,389 20,523,362.4 0.76
F 115 15 5 23,975,503 23,967,148 22,508,426.1 6.09
G 100 14 5 19,840,342 19,840,342 19,580,270.7 1.31
H 110 16 5 23,220,740 23,220,740 21,573,970.3 7.09
I 100 25 5 19,838,083 19,835,722 19,592,028.3 1.23
L 120 12 4 24,927,101 24,925,856 23,559,843.3 5.48
M 90 9 3 18,179,351 18,178,546 17,804,722.9 2.06
N 85 10 4 16,981,990 16,981,213 16,863,167.4 0.70
O 100 10 3 19,850,259 19,849,892 19,603,163.5 1.24
P 85 6 3 16,624,947 16,624,227 16,510,956.5 0.68
64 M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667
(12) and (14), whereas constraints (3) and (15) play
no role in the solution of the instances in our test-
bed.
Table 3 addresses the size and structure of the
several LPs solved during the MINTO branch-
and-cut execution; the lower bounds attainable o-
line (i.e., with no enumeration) when solving the
LP relaxation of model (0)(11) and of model (0)
(16), respectively, are also reported. The table
columns have the following meaning:
Nrows maximum number of rows in the
solved LPs;
Ncols maximum number of columns in the
solved LPs;
LB (0)(11) root-node lower bound when us-
ing model (0)(11);
LB (0)(16) root-node lower bound when us-
ing model (0)(16);
con number of continuous variables;
01 number of binary variables;
int number of (general) integer variables;
mar maximum number of rows in an LP, in-
cluding Eq. (0);
#LPsol number of solved LPs;
LP time CPU time (over 2 hours) spent within
by LP solver (CPLEX 5.0), in Pentium/133 sec-
onds.
Nodes number of evaluated nodes in the
MINTO branch-and-cut tree.
Table 2
Number of constraints generated during each branch-and-cut run
(0) (1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) Total
A 12 12 4 0 12 29 4 12 40 4 0 12 284 0 42 0 1 17 485
B 9 9 2 0 9 14 4 9 21 2 1 9 253 0 27 0 0 10 379
C 14 14 1 0 14 22 4 14 41 3 3 14 324 0 40 0 0 2 510
D 10 10 3 0 10 30 5 10 32 5 0 10 247 0 41 0 0 12 425
E 10 10 2 0 10 18 5 10 30 4 0 10 255 0 41 0 0 2 407
F 15 15 5 0 15 24 5 15 59 5 2 15 348 0 56 0 0 3 582
G 14 14 5 0 14 28 5 14 55 5 0 14 334 0 48 0 1 16 567
H 16 16 4 0 16 20 5 16 57 3 4 16 360 0 59 0 0 1 593
I 25 25 6 0 25 28 5 25 88 3 0 25 522 0 74 0 1 0 852
L 12 12 2 0 12 16 4 12 36 4 2 12 272 0 31 0 0 10 437
M 9 9 2 0 9 20 3 9 20 3 0 9 234 0 24 0 1 17 369
N 10 10 2 0 10 19 4 10 29 3 0 10 237 0 30 0 1 1 376
O 10 10 1 0 10 17 3 10 22 3 0 10 254 0 23 0 0 0 373
P 6 6 2 0 6 16 2 6 12 1 0 6 191 40 14 0 0 0 308
Table 3
Details on the solved LPs (execution on a PC Pentium 133 MHz)
Nrows Ncols LB (0)(11) LB (0)(16) Con 01 Int Mar #LPsol LP time Nodes
A 282 1137 19,469,735.9 19,604,811.5 46 1047 46 484 9597 6779.86 3531
B 222 810 18,448,913.8 18,685,814.2 30 754 30 356 12,286 6671.12 4492
C 308 1414 21,515,078.2 21,559,367.0 47 1322 47 485 5416 6932.52 1993
D 263 930 18,652,790.5 18,842,099.9 45 843 45 383 10,637 6488.30 3938
E 262 988 20,455,408.3 20,513,526.2 41 911 41 391 6627 6327.81 2627
F 362 1655 22,457,993.3 22,506,079.7 66 1523 66 554 6366 6645.27 2350
G 334 1352 19,436,571.1 19,578,622.2 64 1226 64 542 6202 6795.24 2326
H 368 1645 21,519,608.1 21,573,374.2 69 1509 69 591 6107 6803.12 2037
I 531 2450 19,426,423.6 19,591,797.9 123 2204 123 813 1911 6748.90 616
L 287 1325 23,514,555.6 23,559,396.9 38 1250 38 449 7780 6807.39 2881
M 206 753 17,549,290.0 17,802,542.0 24 706 24 353 12,149 6924.60 4324
N 223 773 16,537,560.2 16,861,677.1 32 713 32 373 9703 6863.00 3677
O 223 887 19,458,326.9 19,595,141.0 25 840 25 365 9113 6600.37 3452
P 165 597 15,869,751.1 16,511,182.4 18 565 18 327 8918 6521.13 3610
M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667 65
According to Table 3, the additional constraints
(12)(16) did improve the root-node lower bound
signicantly. Moreover, more than 90% of the
overall computing time (7200 seconds) is spent
within the LP solver, whereas the MINTO
branching-tree management and heuristics along
with our run-time separation procedures, only re-
quire a small fraction of the total computing
time.
Finally, we compared the performance of our
ad hoc branch-and-cut implementation with that
of the latest versions of powerful commercial MIP
solvers that deploy built-in procedures for the
separation of several classes of general MIP cuts,
including the so-called cover, GUB, MIR, ow,
and (mixed-integer) Gomory cuts. To this end, for
each instance we generated model (0)(11) explic-
itly and solved it by using, as a black-box, the
commercial MIP solver CPLEX in its version 5.0
(the same version used as LP solver within our
branch-and-cut implementation) and in its latest
(greatly enhanced) version 7.0 [10]. The main in-
ternal CPLEX parameters have been preliminarily
tuned to achieve the best average performance. As
in the previous experiments, the value of the tabu-
search heuristic solution was provided on input to
initialise the current upper bound. However, the
time limit was set to 24 (as opposed to 2) Pentium/
133 hours, thus allowing for the exploration a
much larger number of nodes.
The results of the new runs are given in Table 4,
where we report the number of generated cuts, the
number of explored nodes, the nal lower bound
available after the 24-hour computation, and the
percentage gap between the initial tabu-search so-
lution and the nal lower bound. We do not report
the Best UB column here, in that CPLEX was able
to improve the initial tabu-search heuristic value
even with the 24-hour time limit only in case of
instance N, where version 7.0 (but not 5.0) was able
to converge to an optimal solution.
When comparing the performance of the two
CPLEX versions, we observe that the latest one
(vers. 7.0) is capable of evaluating a much larger
number of nodes and generates a considerable
number of additional cuts (other than cover in-
equalities), which produced a signicant improve-
ment of the nal lower bound. Actually, the nal
lower bound obtained with CPLEX 7.0 (but not
with CPLEX 5.0) after 24 hours compares favor-
ably with the one produced by our branch-and-cut
implementation (with CPLEX 5.0) after 2 hours;
see column gap in Table 1. However, as already
observed, CPLEX 7.0 was able to improve the
initial upper bound only for instance N. We can
therefore argue that the ad hoc cuts (12)(16)
generated at run-time by our method, besides im-
proving the lower bound, are quite eective in
driving the branch-and-cut heuristics to nd im-
proved feasible solutions.
Table 4
CPLEX 5.0 vs CPLEX 7.0 (24-hour time limit on a PC Pentium 133 MHz)
CPLEX 5.0 CPLEX 7.0
Cov Nodes Final LB Gap GUB Cov Flow MIR Gom Nodes Final LB Gap
A 846 172,462 19,508,813 1.72 107 78 61 13 23 1,141,998 19,706,345 0.72
B 666 213,425 18,484,704 2.29 71 79 27 13 16 2,138,486 18,792,123 0.66
C 924 174,204 21,553,849 7.16 241 173 148 31 22 208,483 21,649,948 6.74
D 789 261,253 18,696,094 2.05 102 79 59 11 18 1,683,437 18,915,122 0.91
E 786 257,627 20,486,598 0.95 113 78 73 10 11 1,678,916 20,630,517 0.26
F 1086 147,129 22,493,827 6.18 163 133 118 18 26 260,439 22,549,819 5.95
G 1002 86,216 19,485,359 1.79 191 167 153 10 23 242,767 19,684,923 0.78
H 1104 117,129 21,564,126 7.13 224 212 167 18 27 129,052 21,629,391 6.85
I 1593 18,705 19,495,698 1.73 307 320 145 7 30 44,114 19,632,384 1.04
L 861 158,881 23,545,762 5.54 153 123 99 21 24 442,607 23,634,251 5.19
M 618 280,013 17,580,268 3.30 113 100 75 17 11 1,754,076 17,914,494 1.46
N 669 306,225 16,570,887 2.42 95 86 53 11 16 4,639 16,980,960
a
0.00
O 669 338,307 19,493,983 1.79 137 95 65 13 17 1,766,589 19,708,894 0.71
P 495 1,022,674 15,900,612 4.36 21 75 41 10 11 2,937,534 16,540,890 0.51
a
Optimal value for instance N, found by CPLEX 7.0 in 710 seconds.
66 M. Fischetti et al. / European Journal of Operational Research 144 (2003) 5667
7. Conclusions
We have addressed a very important optimisa-
tion problem arising in telecommunication, namely
the design of a UMTS interconnecting network.
For this NP-hard problem we have proposed a
new mixed-integer linear programming problem as
well as several classes of additional constraints
aimed at improving the performance of solution
algorithms.
We have also outlined a solution algorithm in
the branch-and-cut framework, and have evalu-
ated it on a library of real-life test problems pro-
vided by CSELT, a major research laboratory
operating with an Italian telephone operator
(TELECOM Italia).
We have reported our computational experi-
ence on these test instances, showing that the
method we propose produces tight lower and up-
per bounds.
The method proposed in this paper has also
proved the eectiveness of the tabu-search meth-
odology currently used by CSELT to solve inter-
connecting network planning issues.
Future direction of work should address the
issue of further improving the lower bound qual-
ity, thus allowing for the exact solution of medi-
um- or large-size instances.
Acknowledgements
Work partially supported by CSELT, Torino,
Italy; we thank Chiara Lepschy, Raaele Men-
olascino and Giuseppe Minerva from CSELT for
their collaboration and helpful suggestions. The
work of the rst two authors was also supported
by MIUR, Italy, while the work of the third au-
thor was supported by TIC 2000-1750-CO6-02 and
by PI2000/116, Spain. We thank two anonymous
referees for their helpful comments.
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