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An outer approximation algorithm for the robust shortest path problem

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  • Shahabi, Mehrdad
  • Unnikrishnan, Avinash
  • Boyles, Stephen D.

Abstract

This paper describes a new algorithm for the stochastic shortest path problem where path costs are a weighted sum of expected cost and cost standard deviation. We allow correlation between link costs, subject to a regularity condition excluding unbounded solutions. The chief complication in this variant is that path costs are not an additive sum of link costs. In this paper, we reformulate this problem as a conic quadratic program, and develop an outer-approximation algorithm based on this formulation. Numerical experiments show that the outer-approximation algorithm significantly outperforms standard integer programming algorithms implemented in solvers.

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  • Shahabi, Mehrdad & Unnikrishnan, Avinash & Boyles, Stephen D., 2013. "An outer approximation algorithm for the robust shortest path problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 58(C), pages 52-66.
    • Handle: RePEc:eee:transe:v:58:y:2013:i:c:p:52-66
    DOI: 10.1016/j.tre.2013.07.002
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    3. Wu, Xing, 2015. "Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach," Transportation Research Part B: Methodological, Elsevier, vol. 80(C), pages 275-290.
    4. A. Arun Prakash & Karthik K. Srinivasan, 2017. "Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation," Networks and Spatial Economics, Springer, vol. 17(3), pages 809-840, September.
    5. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    6. Amirgholy, Mahyar & Gonzales, Eric J., 2017. "Efficient frontier of route choice for modeling the equilibrium under travel time variability with heterogeneous traveler preferences," Economics of Transportation, Elsevier, vol. 11, pages 1-14.
    7. Pedro Henrique Valderrama Bento da Silva & Eduardo Camponogara & Laio Oriel Seman & Gabriel Villarrubia González & Valderi Reis Quietinho Leithardt, 2020. "Decompositions for MPC of Linear Dynamic Systems with Activation Constraints," Energies, MDPI, vol. 13(21), pages 1-26, November.
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    11. Khani, Alireza & Boyles, Stephen D., 2015. "An exact algorithm for the mean–standard deviation shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 252-266.

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