Maximization of flow through the network has remained core issue in the field of optimization. In this paper a new advanced network problem is introduced, i.e., a multi-commodity network with a separator. This network consists of several sub-networks linked through a commodity separator. The objective is to maximize the flow of the commodity of interest from the commodity mixture at the output ...

In search for general equilibrium in multi-commodity markets, price-oriented schemes are normally used. That is, a set of prices (one price for each commodity) is updated until supply meets demand for each commodity. It is well known that in a two-commodity market resource-oriented schemes are conceivable. In this paper we demonstrate the duality between priceand resource-oriented schemes in th...

We propose heuristic improvements in the procedure to obtain a (1+ω)-approximation of the multicommodity flow which satisfies all demands when the cost bound is given as an input parameter. Through a series of improvements we are able to significantly reduce the number of shortest path computations. We also present a new version of the algorithm given in [1] which is amenable to our optimizatio...

Multi-core processors based commodity servers recently become building blocks for high performance computing Linux clusters. The multi-core processors deliver better performance-to-cost ratios relative to their single-core predecessors through on-chip multi-threading. However, they present challenges in developing high performance multi-threaded code. In this paper we study the performance of d...

We study the multi commodity uncapacitated network design problem, which is known to be NP-complete. We also study the capacitated one facility non-bifurcated version of the problem in which ow of a commodity is restricted to ow on at most two paths. We describe an exact O(n 2 2 K + n3 K) algorithm for these two versions of the multi commodity problem. This algorithm can also be used to solve t...

We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constr...

Network freight flow consolidation organizes the commodity flow with special attention to the minimization of the flow costs but the efficiency of transport resources is not addressed. In contrast, vehicle routing targets primarily the maximization of the efficiency of transport resources but the commodity-related preferences are treated as inferior requirements. This article is about the probl...

CIRANO Le CIRANO est un organisme sans but lucratif constitué en vertu de la Loi des compagnies du Québec. Le financement de son infrastructure et de ses activités de recherche provient des cotisations de ses organisations-membres, d'une subvention d'infrastructure du ministère de la Recherche, de la Science et de la Technologie, de même que des subventions et mandats obtenus par ses équipes de...

Nowadays commodity hardware is offering an ever increasing degree of parallelism (CPUs with more and more cores, NICs with parallel queues). However, most of the existing network monitoring software has not yet been designed with high parallelism in mind. Therefore we designed a novel packet capturing engine, named PFQ, that allows efficient capturing and in–kernel aggregation, as well as conne...