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Robust Shortest Path Problems with Two Uncertain Multiplicative Cost Coefficients

Changhyun Kwon (chkwon***at***buffalo.edu)
Taehan Lee (myth0789***at***jbnu.ac.kr)
Paul Berglund (berglund***at***buffalo.edu)

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.

Keywords: robust shortest path; budgeted uncertainty; hazardous materials transportation

Category 1: Robust Optimization

Category 2: Applications -- OR and Management Sciences (Transportation )

Category 3: Network Optimization

Citation: http://dx.doi.org/10.1002/nav.21540 accepted in Naval Research Logistics.


Entry Submitted: 04/25/2013
Entry Accepted: 04/25/2013
Entry Last Modified: 06/17/2013

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