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Robust shortest path problems with two uncertain multiplicative cost coefficients

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  • Changhyun Kwon
  • Taehan Lee
  • Paul Berglund

Abstract

We consider a robust shortest path problem when the cost coefficient is the product of two uncertain factors. We first show that the robust problem can be solved in polynomial time by a dual‐variable enumeration with shortest path problems as subproblems. We also propose a path enumeration approach using a K ‐shortest paths finding algorithm that may be efficient in many real cases. An application in hazardous materials transportation is discussed, and the solution methods are illustrated by numerical examples. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013

Suggested Citation

  • Changhyun Kwon & Taehan Lee & Paul Berglund, 2013. "Robust shortest path problems with two uncertain multiplicative cost coefficients," Naval Research Logistics (NRL), John Wiley & Sons, vol. 60(5), pages 375-394, August.
    • Handle: RePEc:wly:navres:v:60:y:2013:i:5:p:375-394
    DOI: 10.1002/nav.21540
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    References listed on IDEAS

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    3. D. Chaerani & C. Roos & A. Aman, 2005. "The Robust Shortest Path Problem by Means of Robust Linear Optimization," Operations Research Proceedings, in: Hein Fleuren & Dick Hertog & Peter Kort (ed.), Operations Research Proceedings 2004, pages 335-342, Springer.
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    5. Honghua Jin & Rajan Batta, 1997. "Objectives Derived form Viewing Hazmat Shipments as a Sequence of Independent Bernoulli Trials," Transportation Science, INFORMS, vol. 31(3), pages 252-261, August.
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    Cited by:

    1. Moret, Stefano & Babonneau, Frédéric & Bierlaire, Michel & Maréchal, François, 2020. "Overcapacity in European power systems: Analysis and robust optimization approach," Applied Energy, Elsevier, vol. 259(C).
    2. Longsheng Sun & Mark H. Karwan & Changhyun Kwon, 2018. "Generalized Bounded Rationality and Robust Multicommodity Network Design," Operations Research, INFORMS, vol. 66(1), pages 42-57, 1-2.
    3. Liu Su & Changhyun Kwon, 2020. "Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation," Transportation Science, INFORMS, vol. 54(1), pages 184-203, January.

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