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The Robust Shortest Path Problem with Interval Data

O.E. Karasan (karasan***at***bilkent.edu.tr)
M.C. Pinar (mustafap***at***bilkent.edu.tr)
H. Yaman (hyaman***at***smg.ulb.ac.be)

Abstract: Motivated by telecommunication applications, we investigate the shortest path problem on directed acyclic graphs under arc length uncertainties represented as interval numbers. Using a minimax-regret criterion we define and identify robust paths via mixed-integer programming and exploiting interesting structural properties of the problem.

Keywords: Shortest Path Problem, Uncertainty, Interval Data, Robust Optimization

Category 1: Robust Optimization

Category 2: Network Optimization

Category 3: Applications -- OR and Management Sciences (Telecommunications )

Citation: Bilkent University, Department of Industrial Engineering, Technical Report August 2001

Download: [Postscript]

Entry Submitted: 08/06/2001
Entry Accepted: 08/06/2001
Entry Last Modified: 02/03/2003

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