scholarly journals A new bound for the midpoint solution in minmax regret optimization with an application to the robust shortest path problem

2015 ◽  
Vol 244 (3) ◽  
pp. 739-747 ◽  
Author(s):  
André B. Chassein ◽  
Marc Goerigk
Keyword(s):  
Shortest Path ◽  
Shortest Path Problem ◽  
Minmax Regret ◽  
Robust Shortest Path

scholarly journals Lagrangian Relaxation for the Multiple Constrained Robust Shortest Path Problem

2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Yiyong Pan
Keyword(s):  
Shortest Path ◽  
Resource Constraints ◽  
Shortest Path Problem ◽  
Extension Problem ◽  
Travel Time Reliability ◽  
Dual Nature ◽  
Numerical Studies ◽  
Lagrangian Dual ◽  
Dual Relaxation ◽  
Robust Shortest Path

The study focuses on a multiple constrained reliable path problem in which travel time reliability and resource constraints are collectively considered. Nonlinear optimization model is developed to model constrained robust shortest path problem. The dual nature of the proposed problem is deduced based on the Lagrangian duality theory. An efficient algorithm based on Lagrangian dual relaxation is designed to solve constrained robust shortest path problem. An extension problem that considers multiple constraints is discussed. Numerical studies indicate that the proposed algorithm is efficient in terms of obtaining the close-to-optimal solutions within reasonable computational times.

Sign in / Sign up

Export Citation Format

Share Document