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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Connected facility leasing problems</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Murilo Santos de Lima</string-name>
          <email>mslima@ic.unicamp.br</email>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ma´rio C´esar San Felice</string-name>
          <email>felice@ic.unicamp.br</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Orlando Lee</string-name>
          <email>lee@ic.unicamp.br</email>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Department of Computer Science</institution>
          ,
          <addr-line>USP, S ̃ao Paulo - SP</addr-line>
          ,
          <country country="BR">Brazil</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Institute of Computing, UNICAMP</institution>
          ,
          <addr-line>Campinas - SP</addr-line>
          ,
          <country country="BR">Brazil</country>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2014</year>
      </pub-date>
      <abstract>
        <p>We study leasing variants of the connected facility location problem, in which we wish to connect a set of clients to facilities, and facilities are connected via core edges, whose cost is a scale factor times the cost of a simple edge. We identify two aspects of the problem that can lead to different variants: (a) if there is a single or multiple commodities, and (b) if we lease facilities and buy core edges, or if we lease both facilities and core edges. Combining these aspects, we propose four variants of the problem, and we give approximation and competitive online algorithms for each of them when the (smallest) scale factor is 1. The algorithms we propose follow the technique of combining available algorithms for the underlying facility leasing and Steiner problems.</p>
      </abstract>
      <kwd-group>
        <kwd>leasing optimization</kwd>
        <kwd>connected facility location</kwd>
        <kwd>multi-commodity</kwd>
        <kwd>approximation algorithms</kwd>
        <kwd>competitive online algorithms</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Introduction</title>
      <p>
        In traditional optimization problems, a solution is built by acquiring resources
that persist in time. In leasing optimization problems, some resources may
be leased for different lengths of time and, due to economies of scale, it is more
cost-effective to lease a resource for longer periods. Leasing problems arise, for
example, in the current trend among start-ups that prefer to lease servers in a
cloud service rather than install their own servers [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ].
      </p>
      <p>
        The parking permit problem (PP) is the fundamental leasing problem.
It was proposed by Meyerson [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ], and it has a polynomial-time exact dynamic
programming algorithm. For its online version, Meyerson gave a deterministic
Θ(K)-competitive algorithm and a randomized Θ(lg K)-competitive algorithm,
where K is the number of permit types. He also studied the leasing version of the
Steiner forest problem (SF), called the Steiner leasing problem (SLe), and
presented a O(lg K lg |V |)-competitive online algorithm, where K is the number
of leasing types and V is the set of vertices. This algorithm combines his
randomized online algorithm for PP with the technique of approximating a metric
      </p>
      <p>
        by a tree metric [
        <xref ref-type="bibr" rid="ref4 ref7">4, 7</xref>
        ]. Anthony and Gupta [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] presented approximation
algorithms for offline leasing versions of several NP-hard problems. For the facility
leasing problem (FLe) and the Steiner tree leasing problem (STLe), they
gave O(K)-approximation algorithms.3 For FLe, Nagarajan and Williamson [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ]
obtained a 3-approximation algorithm and a O(K lg n)-competitive online
algorithm, where n is the number of client requests. Abshoff et al. [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ] presented
a O(δK lg δK )-competitive online algorithm for FLe, where δK is the longest
leasing duration. For the facility leasing problem with penalties (FLeP),
de Lima, San Felice and Lee [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ] gave a 3-approximation algorithm, and San
Felice et al. [
        <xref ref-type="bibr" rid="ref17">17</xref>
        ] gave a O(K lg n)-competitive online algorithm.
      </p>
      <p>
        The connected facility location problem (CFL) is a two-layer network
design problem in which we connect clients via facilities connected through a
core tree. We are given a complete graph G = (V, E) with a metric distance
d : V × V 7→ IR+, a set F ⊆ V of potential facilities with corresponding opening
costs, a root facility r ∈ F , a constant M ≥ 1 and, for t = 1, . . . , T , a set Dt ⊆ V
of clients arriving at instant t. The goal is to select a subset of facilities to open
and a subset of edges that connects open facilities to r, which minimize the cost
of the open facilities, plus M times the cost of the edges that connect
facilities, plus the sum of the distances from each client to its closest open facility.
Grandoni and Rothvoß [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ] gave a 3.19-approximation algorithm for CFL. Its
online version has O(lg n)-competitive algorithms [
        <xref ref-type="bibr" rid="ref19 ref22">22, 19</xref>
        ] and Ω(lg n) lower bound.
The multi-commodity connected facility location problem (MCFL) is
a generalization of CFL in which we connect pairs of clients, either directly or
via facilities connected through a core forest. Grandoni and Rothvoß [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ]
proposed MCFL and gave a 16.2-approximation algorithm. Its online version has
a O(lg2 n)-competitive algorithm and, when M = 1, a O(lg n)-competitive
algorithm, both by San Felice, Fernandes and Lintzmayer [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ].
1.1
      </p>
      <p>Our contribution
We propose leasing variants of CFL and MCFL, and we give approximation and
competitive online algorithms for a special case of these problems. The leasing
variants we propose model the problem of a network service provider, who has
to install cables between routers to serve clients, but resources, such as routers
and backbone cables, have different lifetimes which are not negligible.</p>
      <p>
        The first leasing variant of CFL we study is the connected facility leasing
problem (CFLe), whose online version we proposed and addressed in [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]. The
input for CFLe is similar to that for CFL, but we no longer open facilities for
unlimited time. Instead, we lease each facility for one of K different lengths of
time, which we denote by δ1, . . . , δK . The cost γkf of leasing a facility f ∈ F
depends on f , but also on the leasing type k ∈ [K]. Leasing facility r has cost
zero for any leasing length. If we lease a facility f with leasing type k at instant tˆ,
3 Since the facility location problem and the Steiner tree problem are NP-hard [
        <xref ref-type="bibr" rid="ref20 ref8">20, 8</xref>
        ],
so are their leasing variants. The original problem is a particular case of the leasing
variant in which there is a single leasing type with infinite duration.
then we say that facility lease (f, k, tˆ) is active during interval [tˆ, tˆ+ δk). The
goal is to minimize the sum of the costs of the facility leases, plus the sum of the
distances from each client to its assigned facility lease, plus M times the cost of a
set of edges connecting leased facilities to r. FLe reduces to CFLe, so this is an
NP-hard problem. In Section 2, we present a 7.39-approximation algorithm for
CFLe when M = 1, which combines the 3-approximation algorithm for FLe [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ]
and the 1.39-approximation algorithm for the Steiner tree problem (ST) [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ]. We
also presented a O(K lg n)-competitive online algorithm for CFLe when M = 1
in a previous paper [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]. That algorithm combines the O(K lg n)-competitive
online algorithm for FLe [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ] with the O(lg n)-competitive online algorithm for
ST [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ]. This problem is discussed in Section 2.
      </p>
      <p>
        The second variant we study is the leasing-connected facility leasing
problem (LeCFLe), in which we lease both facilities and edges connecting
facilities to the root. We have KF types of facility leases, and KE types of
core edge leases. Facilities and core edges may have different leasing lengths.
Instead of a single scaling factor M , we have KE scaling factors γ1E, . . . , γKEE ,
one for each core edge leasing length. Thus, to lease an edge e with leasing
type ke costs γkEe · d(e). We wish to assign an active facility lease to each client
and, for each instant in which a facility serves a client, there must exist a path
of active edge leases from that facility to the root. We wish to minimize the
cost of leasing facilities, plus the cost of connecting clients to facilities, plus
the cost of leasing core edges. For the case in which the smallest edge leasing
scaling factor γ1E is equal to 1, we give a O(KE )-approximation algorithm and a
O(KF lg n + lg KE lg |V |)-competitive online algorithm. The approach is similar
to the one we use for CFLe, but we change the building block algorithm of
the core tree. The offline algorithm uses the O(K)-approximation algorithm
for STLe [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ], and the online algorithm uses the O(lg K lg |V |)-competitive online
algorithm for SLe [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ]. This problem is addressed in Section 3.
      </p>
      <p>
        We also study two leasing variants of MCFL: the multi-commodity
connected facility leasing problem (MCFLe), in which facilities are leased but
core edges are permanent, and the multi-commodity leasing-connected
facility leasing problem (MLeCFLe), in which both facilities and core edges
are leased. For MCFLe with M = 1, we give an 8-approximation algorithm,
which combines the 3-approximation for FLeP [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ] with the 2-approximation
for SF [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]. For its online version, we give a O(K lg n)-competitive algorithm,
which combines the O(K lg n)-competitive online algorithm for FLeP [
        <xref ref-type="bibr" rid="ref17">17</xref>
        ] with
the O(lg n)-competitive online algorithm for SF [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ]. Note that both facility
leasing and Steiner problems are different from the ones we use to solve CFLe.
For MLeCFLe with γE = 1, we give a O(lg n)-approximation algorithm and
1
a O(KF lg n + lg KE lg |V |)-competitive online algorithm. Here the underlying
facility leasing problem is FLeP, as in MCFLe, and the underlying Steiner
problem is SLe, as in LeCFLe. These results are detailed in Section 4.
      </p>
      <p>
        We summarize the approximation/competitive factors we obtain in Table 1.
Our technique for solving these problems for the case with M = 1 (γ1E = 1),
both in offline and online settings, consists in solving the associated facility
leasing problem, buying (leasing) a core network that connects the clients, and then
buying (leasing) core edges between each client and its corresponding facility
lease. The guarantee follows from the analysis of the corresponding building
block algorithms, and from reducing the optimal solution of the connected
facility leasing problem to a feasible solution of the building block problems. This
approach is used in the literature to solve CFL and MCFL when M = 1 [
        <xref ref-type="bibr" rid="ref18 ref19 ref21">21, 19,
18</xref>
        ]. The general cases (M &gt; 1 and γE &gt; 1, respectively) for the four problems
1
we study, both in offline and online settings, are open.
problem offline algorithm online algorithm
CFLe 7.39 if M = 1 O(K lg n) if M = 1 [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]
LeCFLe O(KE) if γ1E = 1 O(KF lg n + lg KE lg |V |) if γ1E = 1
MCFLe 8 if M = 1 O(K lg n) if M = 1
      </p>
      <p>MLeCFLe O(lg n) if γ1E = 1 O(KF lg n + lg KE lg |V |) if γ1E = 1
2</p>
    </sec>
    <sec id="sec-2">
      <title>Connected facility leasing</title>
      <p>In CFLe, we are given a complete graph G = (V, E) with a metric distance
d : V × V 7→ IR+, a set F ⊆ V of potential facilities, a root facility r ∈ F , K
leasing lengths δ1, . . . , δK ∈ IN, a cost γkf ∈ IR+ for leasing facility f ∈ F with
leasing type k ∈ [K] (ensuring γkr = 0 for any k), a constant M ≥ 1 and, for
t = 1, . . . , T , a set Dt ⊆ V of clients arriving at instant t. For simplicity, we
denote by D := {(j, t) : j ∈ Dt for t ∈ [T ]} the set of client requests. The
goal is to find a set X ⊆ F × [K] × [T ] of facility leases, a function a : D 7→ X
that assigns each client request (j, t) to a facility lease (f, k, tˆ) such that t ∈
[tˆ, tˆ+ δk), and a set T ⊆ E of edges connecting X to r; and we wish to minimize
P(f,k,tˆ)∈X γkf + P(j,t)∈D d(a(j, t), j) + M · Pe∈T d(e).</p>
      <p>
        Algorithm 1 is a 7.39-approximation for CFLe when M = 1. First, we obtain
a solution of FLe on the clients, by using the 3-approximation algorithm by
Nagarajan and Williamson [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ], which we denote by NW-FLe. Then we build a
tree connecting the clients to the root, using an approximation algorithm for ST,
and finally we add an edge in the tree between each client and the facility lease
that serves it. The approximation factor of our algorithm can be expressed as
6 + αST, where αST ≈ 1.39 is the best approximation factor for ST [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ].
Theorem 1. Algorithm 1 is a (6 + αST)-approximation when M = 1.
Proof. Given a solution returned by the algorithm, let L be the facility leasing
cost, C the client connection cost, and S the core tree cost. Similarly, let L∗, C∗
and S∗ be those costs on an optimum solution.
      </p>
      <p>Let L′ be the facility leasing cost and C′ be the client connection cost of the
solution returned by NW-FLe. We have that L + C = L′ + C′ ≤ 3 · optFLe. Since
Input: (G, d, F, r, K, δ, γ, M, D1, . . . , DT )</p>
      <p>r
1 set γK ← 0;
2 (X, a) ← NW-FLe(G, d, F, K, δ, γ, D1, . . . , DT );
3 T ← ST(G, d, D ∪ {r});
4 T ← T ∪ {(j, a(j, t)) : (j, t) ∈ D};
5 return (X, a, T );</p>
      <p>Algorithm 1: Approximation algorithm for CFLe.
an optimum solution for CFLe induces a feasible solution for FLe, optFLe ≤
L∗ + C∗, so L + C ≤ 3 · (L∗ + C∗).</p>
      <p>Since M = 1, we bound S by the cost of solving ST on D, plus the cost of
connecting each client to its assigned facility lease. Thus, S ≤ αST · optST + C.
Since the optimum core tree combined with an edge between each client and its
optimum facility induces a feasible solution for ST on D, we have that optST ≤
S∗ + C∗ and the theorem follows. ⊓⊔</p>
      <p>
        This algorithm has approximation factor Ω(M ) if M &gt; 1: take an instance
with a single facility f with γ1f = 0 and d(f, r) = 1. Then take one client request
at the same point as f . The algorithm will lease f and connect it to the root, for
a total cost M , while the optimum solution will connect the client to the root
by paying 1. We do not know if there is a constant-approximation algorithm
for CFLe if M &gt; 1. In particular, the technique of sample-and-augment does
not seem to lead to a good approximation algorithm. Suppose an algorithm
which samples each client request with probability 1/M , then solves FLe for
the sampled client requests, buys a core tree between the sampled clients, buys
a core edge between each sampled client and its assigned facility lease, and
finally assigns non-sampled clients to the closest active facility lease. There is
an example which shows that such an algorithm has approximation factor Ω(n)
if M &gt; 1: take a single facility f with d(f, r) = 1, then take K = 1, δ1 = 1,
γ1f = 0, and M = 2. For t = 1, . . . , n with n ≥ 2, take a single client request
at instant t on the same point as f . Note that the optimum solution buys the
core edge (f, r) (cost 2) and always leases facility f (cost zero), paying a total
cost of 2. In expectation, the sample-and-augment algorithm will sample half of
the client requests, buy the core edge, and pay a cost of 1/2 to serve each client
request, since if the client request is not sampled, then it has to be served by
the root. Thus the expected cost is n/2 + 2. Even if one considers more clever
sample-and-augment algorithms for CFL, such as in [
        <xref ref-type="bibr" rid="ref9">9</xref>
        ], the available analysis
techniques seem insufficient. All the approximation algorithms for CFL in the
literature bound the client connection cost via the cost of a tree connecting the
clients. In CFLe, however, these costs are not so tightly related since, while core
edges are permanent, facility leases cease after some time. Thus, a client which
is close to the tree may have to be connected to a facility which is further apart.
T
      </p>
      <p>
        In the online version of CFLe, numbers T and n := Pt=1 |Dt| are unknown.
Sets Dt are revealed one at a time, and we cannot remove edges from T , change
facility leases, or modify a(j, t) once it is chosen. The competitive factor is
Ω(lg K + lg n), due to the lower bounds on PP [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ] and on ST [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ]. We presented
an online algorithm for CFLe in [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]. The idea is to maintain a virtual solution
of the online algorithm for FLe [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ], and to sample clients as they arrive, with
probability 1/M . Sampled clients are connected to the tree in a greedy manner,
as in the online algorithm for ST [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ], the corresponding facility lease given by
the virtual solution is leased, and it is connected to the tree via the client.
Nonsampled clients are connected to the closest active facility lease. The algorithm
is O(K lg n)-competitive when M = 1, but the same example in the previous
paragraph shows that its competitive factor is Ω(n) if M &gt; 1.
3
      </p>
    </sec>
    <sec id="sec-3">
      <title>Leasing-connected facility leasing</title>
      <p>In LeCFLe, we are given a complete graph G = (V, E) with a metric distance
d : V × V 7→ IR+, a set F ⊆ V of potential facilities, a root facility r ∈ V ,
and for t = 1, . . . , T , a set Dt ⊆ V of clients arriving at instant t. However,
we may have different leasing types for facilities and core edges. Thus, we are
given KF facility leasing lengths δ1F , . . . , δKFF ∈ IN, and leasing facility f ∈ F
with leasing type k ∈ [KF ] costs γkf ∈ IR+. We also have KE edge leasing lengths
δ1E , . . . , δKEE ∈ IN, edge leasing factors γ1E, . . . , γE
KE ≥ 1, and leasing core edge
e ∈ E with leasing type ke costs d(e)·γkEe . We wish to find a set X ⊆ F ×[KF ]×[T ]
of facility leases, a function a : D 7→ X that assigns a facility lease a(j, t) ∈ X
which is active at instant t to each client request (j, t) ∈ D, and a set of edge
leases T ⊆ E × [KE] × [T ]. For each client request (j, t) with a(j, t) = (f, k, tˆ),
there must exist a path P from f to r in G such that each edge e ∈ P has some
edge lease in T which is active at instant t. The goal is to find a solution which
minimizes P(f,k,tˆ)∈X γkf +P(j,t)∈D d(a(j, t), j)+P(e,ke,tˆe)∈T γkEe ·d(e). Note that
we do not lease edges connecting clients to facilities.4</p>
      <p>
        A standard technique for solving network design problems, especially in an
online setting, is to approximate a metric (or the distances in a graph) by a metric
induced by the distances in a tree. Bartal [
        <xref ref-type="bibr" rid="ref4">4</xref>
        ] proposed this technique and showed
how to approximate an arbitrary finite metric (V, d) by a tree metric with
expected “distortion” O(lg2 |V |). After a series of improvements, Fakcharoenphol,
Rao and Tawar [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ] showed how to obtain a tree metric with expected distortion
O(lg |V |), which is asymptotically optimal. We denote this algorithm as FRT.
The following result on this technique is used in our discussion.
      </p>
      <p>
        Theorem 2 ([
        <xref ref-type="bibr" rid="ref4 ref7">4, 7</xref>
        ]). Given a minimization problem on a finite metric (V, d)
whose objective function is a non-negative linear combination of distances in d,
if there is an α-competitive algorithm for the special case of tree metrics, then
there is a randomized O(α · lg |V |)-competitive algorithm for the general case.
4 Our definition is more general than if we leased edges between clients and facilities:
since those edges would always be leased with type 1 because they are not reusable,
that would be equivalent to divide all edge leasing costs by γ1E and have γ1E = 1.
Similarly, in this variant we do not have a scaling parameter M ; this is equivalent
to multiply all edge leasing costs by M , thus our definition of the problem is more
general, since edge leasing costs do not necessarily share a common divisor.
      </p>
      <p>
        This theorem is applied by Meyerson [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ] to solve SLe. If the input metric is
a tree, then SLe consists in solving, for each edge, an instance of PP, which is
defined as follows. We are given K permit types with lengths δ1, . . . , δK and costs
γ1, . . . , γK , respectively, and a sequence of requests r0, . . . , rT −1 ∈ {0, 1}. The
goal is to find a minimum-cost set S ⊆ [K] × {0, . . . , T − 1} such that, for each t
with rt = 1, there is some (k, tˆ) ∈ S such that t ∈ [tˆ, tˆ+δk). PP has a
polynomialtime exact algorithm. In its online version, T is unknown and r0, . . . , rT −1 are
revealed one at a time, and the problem has a deterministic Θ(K)-competitive
algorithm and a randomized Θ(lg K)-competitive algorithm [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ]. By Theorem 2,
SLe admits a O(lg n)-approximation and an online O(lg K lg |V |)-competitive
algorithm.
      </p>
      <p>
        We propose, in Algorithm 2, an online algorithm for LeCFLe, which is
T
O(KF lg n + lg KE lg |V |)-competitive if γE = 1, where n := Pt=1 |Dt|. The
1
algorithm utilizes as a subroutine the online O(K lg n)-competitive algorithm
for FLe by Nagarajan and Williamson [
        <xref ref-type="bibr" rid="ref16">16</xref>
        ], which we denote by NW-OFLe.
We also utilize as a subroutine the online randomized O(lg K)-competitive
algorithm for PP by Meyerson [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ], which we denote by RandOPP.
      </p>
      <p>Input: (G, d, F, r, KF , δF , γ, KE, δE, γE)
1 T ← ∅; set γKrF ← 0;
2 initialize NW-OFLe with (G, d, F, KF , δF , γ) and let (X, a) be the virtual
solution;
3 T ← FRT(V, d);
4 foreach edge e of T do
5 initialize an instance RandOPP[e] with (KE, δE, γE);
6 when Dt arrives do
7 foreach j ∈ Dt do
8 P ← pathT (j, r);
9 foreach edge e ∈ P do
10 send 1 at instant t to RandOPP[e], obtaining a permit (ke, te);
11 T ← T ∪ {(e, ke, te)};
12 send (j, t) to NW-OFLe and update the virtual solution (X, a);
13 let (f, k, tˆ) ← a(j, t); T ← T ∪ {((f, j), 1, t)};
14 return (X, a, T );</p>
      <p>Algorithm 2: Online algorithm for LeCFLe.</p>
      <p>
        The algorithm builds, utilizing algorithm FRT, a tree T with VT = V
whose distances O(lg |V |)-approximate the distances in G. Then, for each edge of
the tree, the algorithm maintains an instance of algorithm RandOPP. Besides,
similarly to our online algorithm for CFLe [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ], the algorithm maintains a virtual
solution of algorithm NW-OFLe. Algorithm 2, however, will always follow the
decisions of the virtual solution. For each client (j, t) that arrives, the algorithm
leases the edges in the path from j to r in T , using the leasing types suggested by
the corresponding instances of algorithm RandOPP. The algorithm leases the
facility suggested by the virtual solution of algorithm NW-OFLe, and connects
the facility to the tree using an edge lease of type 1 through j.
      </p>
      <p>Theorem 3. Algorithm 2 is O(KF lg n+lg KE lg |V |)-competitive when γ1E = 1.
Proof. Given a solution returned by the algorithm, let L be the facility leasing
cost, C the client connection cost, and S the core tree cost. Similarly, let L∗, C∗
and S∗ be those costs on an optimum solution.</p>
      <p>Let L′ be the facility leasing cost and C′ be the client connection cost of
the virtual solution produced by NW-OFLe. We have that L + C = L′ +
C′ = O(K lg n) · optFLe. Since an optimum solution for CFLe induces a feasible
solution for FLe, optFLe ≤ L∗ + C∗, so L + C = O(K lg n) · (L∗ + C∗).</p>
      <p>We bound S by the cost of solving SLe on D, plus the cost of an edge lease of
type 1 between each client and its assigned facility lease, which is the connection
cost for that client since γE = 1. Thus, S ≤ O(lg KE lg |V |) · optSLe + C. Since
1
the optimum core tree combined with an edge lease of type 1 between each client
and its optimum facility induces a feasible solution for SLe on D, we have that
optSLe ≤ S∗ + C∗ and the theorem follows. ⊓⊔</p>
      <p>
        If we substitute algorithm ST with the algorithm by Anthony and Gupta for
STLe, which is a O(K)-approximation [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ], at Line 3 of Algorithm 1, then we
obtain an offline algorithm for LeCFLe which is a O(KE)-approximation. The
proof is similar to that of Theorem 1; we omit it due to space constraints.
4
      </p>
    </sec>
    <sec id="sec-4">
      <title>Multi-commodity connected facility leasing</title>
      <p>In MCFLe, the input consists of a complete graph G = (V, E), a metric distance
d : V × V 7→ IR+, a set F ⊆ V of potential facilities, K facility leasing lengths
δ1, . . . , δk ∈ IN, a cost γkf ∈ IR+ for leasing facility f ∈ F with leasing type
k ∈ [K], a constant M ≥ 1 and a sequence P1, . . . , PT ⊆ V × V of sets of pairs
of clients. We denote by F := F × [K] × [T ] the set of possible facility leases. Let
X ⊆ F , T ⊆ E, u, v ∈ V and t ∈ [T ]; we denote by dX,T (u, v, t) the distance
between u and v in the graph in which we add to G edges of cost zero between
each pair of facility leases in X that are in the same tree in T and that are active
at instant t. We also denote by P := {(u, v, t) : (u, v) ∈ Pt for t ∈ [T ]} the set of
client pair requests. The goal is to find a set X ⊆ F of facility leases and a forest
T ⊆ E which minimize P(f,k,tˆ)∈X γkf +P(u,v,t)∈P dX,T (u, v, t)+M ·Pe∈T d(e) .</p>
      <p>
        In this section we present an offline and an online algorithm for problem
MCFLe, which are extensions of Algorithm 1 and of algorithm SimpleOCFLe
presented in [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]. Both algorithms use as a subroutine algorithms for FLeP, in
which we may choose not to serve a client request (j, t) by paying a penalty π(j, t).
      </p>
      <p>
        We present, in Algorithm 3, an offline algorithm for MCFLe. The algorithm
runs an instance of the 3-approximation primal-dual algorithm for FLeP [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ],
which we denote by Primal-DualFLeP. For each pair (u, v) ∈ Pt, we assign a
penalty of d(u, v)/2 to both (u, t) and (v, t). If both client requests are assigned to
facility leases in the FLeP solution, then the algorithm includes a set consisting
of these two clients in D′; otherwise, the algorithm will connect u and v directly.
Then the algorithm runs the 2-approximation primal-dual algorithm for SF [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ]
on the pairs in D′, and adds an edge between each client in D′ and the facility
assigned to the corresponding client request. The algorithm then returns only
′
facility leases that serve client requests in D .
      </p>
      <p>Input: (G, d, F, K, δ, γ, M, P1, . . . , PT )
1 foreach (u, v) ∈ Pt do set π(u, t) ← π(v, t) ← d(u, v)/2;
2 let Dt ← S(u,v)∈Pt{u, v};
3 (X′, a′) ← Primal-DualFLeP(G, d, F, K, δ, γ, D1, . . . , DT , π);
4 D′ ← {{(u, t), (v, t)} : (u, v) ∈ Pt : a′(u, t) 6= null and a′(v, t) 6= null};
5 X ← {(f, k, tˆ) ∈ X : ∃(u, t) ∈ D : a′(u, t) = (f, k, tˆ)};</p>
      <p>′ ′
6 T ← SF(G, d, D′) ∪ {(u, a′(u, t)) : (u, t) ∈ D′};
7 return (X, T );</p>
      <p>Algorithm 3: Approximation algorithm for MCFLe.</p>
      <p>Theorem 4. Algorithm 3 is an 8-approximation if M = 1.</p>
      <p>Proof. Given a solution returned by the algorithm, let L be the facility leasing
cost, C the client connection cost, and S the core tree cost. Similarly, let L∗, C∗
and S∗ be those costs on an optimum solution.</p>
      <p>Let L′ be the facility leasing cost, C′ be the client connection cost, and Π′
be the penalty cost of the solution returned by Primal-DualFLeP on D :=
StT=1 Dt. We have that L′ + C′ + Π′ ≤ 3 · optFLeP. Given an optimum solution
for MCFLe on P, we obtain a feasible solution for FLeP on D by paying the
penalties for the clients in the pairs that are connected directly, and by assigning
the other clients to the closest facility lease in the path connecting the pair. Thus,
optFLeP ≤ L∗ + C∗ and L′ + C′ + Π′ ≤ 3 · (L∗ + C∗). ′
Since Algorithm 3 leases a subset of the facility leases in X′, clearly L ≤ L .</p>
      <p>For a request (u, v, t) connected directly by Algorithm 3, we have that one
of (u, t) and (v, t) pays for its penalty cost. Suppose w.l.o.g. that it is (u, t);
then dX,T (u, v, t) ≤ 2 · π(u, t). For a request (u, v, t) connected through the core
tree, our algorithm adds to the tree a whole path between a′(u, t) and a′(v, t),
so dX,T (u, v, t) ≤ d(u, a′(u, t)) + d(v, a′(v, t)). Thus C ≤ 2 · Π′ + C′.</p>
      <p>Since M = 1, we bound S by the cost of solving SF on D′, plus the cost of
connecting each client in D′ to its assigned facility lease. Thus, S ≤ 2·optSF(D′)+
C′ ≤ 2 · optSF(P) + C′. Since the optimum core tree combined with the optimum
client connection edges induces a feasible solution for SF on P, we have that
optSF(P) ≤ S∗ + C∗. Substituting the previous inequalities, we have that
L + C + S ≤ L′ + 2 · Π′ + C′ + 2 · (S∗ + C∗) + C′
≤ 2 · (S∗ + C∗) + 2 · (L′ + Π′ + C′)
≤ 2 · (S∗ + C∗) + 6 · (L∗ + C∗) ≤ 8 · (L∗ + C∗ + S∗) .</p>
      <p>⊓⊔
T</p>
      <p>In the online version of MCFLe, numbers T and n := Pt=1 |Dt| are
unknown, sets Pt are revealed one at a time, and we must return sequences of
sets X1, . . . , XT ⊆ F and T1, . . . , TT ⊆ E, where Xt ⊇ Xt−1 and Tt ⊇ Tt−1 for
t = 2, . . . , T , and for t = 1, . . . , T , we must build Xt, Tt only with the
information of P1, . . . , Pt, X1, . . . , Xt, T1, . . . , Tt. Also, the objective function is slightly
different: minimize P(f,k,tˆ)∈XT γkf + P(u,v,t)∈P dXt,Tt (u, v, t) + M · Pe∈TT d(e);
i.e., we can only use facility leases and core edges bought up to instant t to
connect clients arriving at instant t.</p>
      <p>
        We give the following online algorithm for this problem. The algorithm
combines ideas from Algorithm 3 and algorithm SimpleOCFLe [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ]. We maintain
a virtual solution of the online algorithm by San Felice et al. [
        <xref ref-type="bibr" rid="ref17">17</xref>
        ] for FLeP,
which is O(K lg n)-competitive and which we denote by SFCLWF-OFLeP. We
also maintain a virtual solution of the online algorithm by Berman and Coulston
for SF [
        <xref ref-type="bibr" rid="ref5">5</xref>
        ], which is O(lg n)-competitive and which we denote by BC-OSF. For
each pair of clients (u, v) that arrives at instant t, we send two requests to
algorithm SFCLWF-OFLeP: (u, t) and (v, t), with π(u, t) = π(v, t) = d(u, v)/2.
If algorithm SFCLWF-OFLeP decides to pay the penalty for at least one of
those requests, then we connect them directly. Otherwise, algorithm
SFCLWFOFLeP leases a facility for each client request: we mock this behavior and lease
both facilities. Then we buy core edges connecting u and v via algorithm
BCOSF. We also buy the edges between u, v and their respective facility leases.
      </p>
      <p>Input: (G, d, F, K, δ, γ, M )
1 X1 ← ∅, T1 ← ∅;
2 initialize SFCLWF-OFLeP with (G, d, F, K, δ, γ); let (X′, a′) be the virtual
solution;
3 initialize BC-OSF with (G, d) and let T ′ be the virtual solution;
4 when Pt arrives do
5 if t &gt; 1 then Xt ← Xt−1, Tt ← Tt−1;
6 foreach (u, v) ∈ Pt do
7 set π(u, t) ← π(v, t) ← d(u, v)/2;
8 send (u, t, π(u, t)) and (v, t, π(v, t)) to SFCLWF-OFLeP and update
the virtual solution (X′, a′);
9 if a′(u, t) 6= null and a′(v, t) 6= null then
10 Xt ← Xt ∪ {a′(u, t), a′(v, t)};
11 send (u, v) to BC-OSF and update the virtual solution T ′;
12 Tt ← Tt ∪ T ′ ∪ {(u, a′(u, t)), (v, a′(v, t))};
13 return (X1, . . . , XT , T1, . . . , TT );</p>
      <p>Algorithm 4: Online algorithm for MCFLe.</p>
      <p>Theorem 5. Algorithm 4 is O(K lg n)-competitive if M = 1.</p>
      <p>Proof. Given a solution returned by the algorithm, let L be the facility leasing
cost, C the client connection cost, and S the core tree cost. Similarly, let L∗, C∗
and S∗ be those costs on an optimum solution.</p>
      <p>Denote by D the set of client requests as in Line 8 of the algorithm. Let L′ be
the facility leasing cost, C′ be the client connection cost, and Π′ be the penalty
cost of the virtual solution produced by SFCLWF-OFLeP on D. We have that
L′ + C′ + Π′ = O(K lg n) · optFLeP. Given an optimum solution for MCFLe
on P, we obtain a feasible solution for FLeP on D by paying the penalties
for the clients in the pairs that are connected directly, and by assigning the
other clients to the closest facility lease in the path connecting the pair. Thus,
optFLeP ≤ L∗ + C∗ and L′ + C′ + Π′ = O(K lg n) · (L∗ + C∗). ′
Since Algorithm 4 leases a subset of the facility leases in X′, clearly L ≤ L .</p>
      <p>For a request (u, v, t) connected directly by Algorithm 4, we have that one
of (u, t) and (v, t) pays for its penalty cost. Suppose w.l.o.g. that it is (u, t);
then dXt,Tt(u, v, t) ≤ 2 · π(u, t). For a request (u, v, t) connected through the core
tree, our algorithm adds to the tree a whole path between a′(u, t) and a′(v, t),
so dXt,Tt(u, v, t) ≤ d(u, a′(u, t)) + d(v, a′(v, t)). Thus C ≤ 2 · Π′ + C′.</p>
      <p>Let D′ be the set of client requests that are connected through the core
tree in Line 12 of Algorithm 4. Since M = 1, we bound S by the cost of the
virtual solution produced by BC-OSF on D′, plus the cost of connecting each
client in D′ to its assigned facility lease. Thus, S ≤ O(lg n) · optSF(D′) + C′ ≤
O(lg n)· optSF(P)+ C′. Since the optimum core tree combined with the optimum
client connection edges induces a feasible solution for SF on P, we have that
optSF(P) ≤ S∗ + C∗ and the theorem follows. ⊓⊔</p>
      <p>
        Due to space constraints, we omit the presentation of the offline and
online algorithms for MLeCFLe, since they follow the ideas in the algorithms
for LeCFLe and MCFLe. Note, however, that the algorithm by Anthony and
Gupta [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ] solves STLe, not SLe. We described a O(lg n)-approximation
algorithm for SLe on Section 3, which uses the same approach as the online algorithm
by Meyerson [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ]. Replacing this algorithm with algorithm SF on Line 6 of
Algorithm 3, we obtain a O(lg n)-approximation algorithm for MLeCFLe. The
online algorithm simply combines Algorithm 2 and Algorithm 4; the proof of
the competitive factor is also similar.
5
      </p>
    </sec>
    <sec id="sec-5">
      <title>Future research directions</title>
      <p>
        Future work includes to obtain good approximation and competitive online
algorithms for connected facility leasing problems in the case when the (smallest)
scale factor is greater than 1, which is an open question. Another research
direction is to study connected facility location problems in variations of the leasing
model, such as when a demand has a time window to be served after its
arrival [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ], or when a demand lasts for an unknown period of time [
        <xref ref-type="bibr" rid="ref14">14</xref>
        ].
      </p>
    </sec>
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