Robust Optimization Strategy for the Shortest Path Problem under Uncertain Link Travel Cost Distribution

This article showed how numerical experiments conducted on small to large networks compare the robust optimization-based strategy to the classical deterministic shortest path in terms of the uncertainty. A robust optimization approach for the shortest path problem where travel cost is uncertain and exact information on the distribution function is unavailable is developed. The article showed that under such conditions the robust shortest path problem can be formulated as a binary nonlinear integer program, which can then be reformulated as a mixed integer conic quadratic program. This article presented an outer approximation algorithm as a solution algorithm, which is shown to be highly efficient for this class of programs.

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  • English

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  • Accession Number: 01571445
  • Record Type: Publication
  • Files: TRIS
  • Created Date: May 27 2015 3:16PM