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New models for the robust shortest path problem: complexity, resolution and generalization.
- Source :
-
Annals of Operations Research . Aug2013, Vol. 207 Issue 1, p97-120. 24p. 7 Diagrams, 10 Charts, 2 Graphs. - Publication Year :
- 2013
-
Abstract
- In optimization, it is common to deal with uncertain and inaccurate factors which make it difficult to assign a single value to each parameter in the model. It may be more suitable to assign a set of values to each uncertain parameter. A scenario is defined as a realization of the uncertain parameters. In this context, a robust solution has to be as good as possible on a majority of scenarios and never be too bad. Such characterization admits numerous possible interpretations and therefore gives rise to various approaches of robustness. These approaches differ from each other depending on models used to represent uncertain factors, on methodology used to measure robustness, and finally on analysis and design of solution methods. In this paper, we focus on the application of a recent criterion for the shortest path problem with uncertain arc lengths. We first present two usual uncertainty models: the interval model and the discrete scenario set model. For each model, we then apply a criterion, called bw-robustness (originally proposed by B. Roy) which defines a new measure of robustness. According to each uncertainty model, we propose a formulation in terms of large scale integer linear program. Furthermore, we analyze the theoretical complexity of the resulting problems. Our computational experiments perform on a set of large scale graphs. By observing the results, we can conclude that the approved solvers, e.g. Cplex, are able to solve the mathematical models proposed which are promising for robustness analysis. In the end, we show that our formulations can be applied to the general linear program in which the objective function includes uncertain coefficients. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02545330
- Volume :
- 207
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Annals of Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 89046816
- Full Text :
- https://doi.org/10.1007/s10479-011-1004-2