A branch and bound algorithm for the robust shortest path problem with interval data

Many real problems can be modelled as robust shortest path problems on interval digraphs, where intervals represent uncertainty about real costs and a robust path is not too far from the shortest path for each possible configuration of the arc costs.A branch and bound algorithm for this problem is presented.     

LP formulations of the shortest path tree problem

Based on a pair of primal-dual LP formulations of the shortest path tree problem, the first algorithmic approach to reoptimizing the shortest paths subject to changes in the edge weights was proposed by S. Pallottino and M.G. Scutellá in 2003. We shall here focus solely on their introductory sections, propose some simplifications of the models considered, and finally relate the resulting models to the presentation of single-source shortest path problems in textbooks treating this subject with but limited or no reference to LP.Received: April 2004, Revised: August 2004, MSC classification: 90C05, 90C35, 90B10 Dedicated to the memory of Stefano Pallottino     

Robust discrete optimization and network flows

We propose an approach to address data uncertainty for discrete optimization and network flow problems that allows controlling the degree of conservatism of the solution, and is computationally tractable both practically and theoretically. In particular, when both the cost coefficients and the data in the constraints of an integer programming problem are subject to uncertainty, we propose a robust integer programming problem of moderately larger size that allows controlling the degree of conservatism of the solution in terms of probabilistic bounds on constraint violation. When only the cost coefficients are subject to uncertainty and the problem is a 0–1 discrete optimization problem on n variables, then we solve the robust counterpart by solving at most n+1 instances of the original problem. Thus, the robust counterpart of a polynomially solvable 0–1 discrete optimization problem remains polynomially solvable. In particular, robust matching, spanning tree, shortest path, matroid intersection, etc. are polynomially solvable. We also show that the robust counterpart of an NP-hard -approximable 0–1 discrete optimization problem, remains -approximable. Finally, we propose an algorithm for robust network flows that solves the robust counterpart by solving a polynomial number of nominal minimum cost flow problems in a modified network. The research of the author was partially supported by the Singapore-MIT alliance.The research of the author is supported by a graduate scholarship from the National University of Singapore.Mathematics Subject Classification (2000): 90C10, 90C15     

Computational experiments with a lazy version of a <Emphasis Type="Italic">K</Emphasis> quickest simple path ranking algorithm

The quickest path problem is related to the classical shortest path problem, but its objective function concerns the transmission time of a given amount of data throughout a path, which involves both cost and capacity. The K-quickest simple paths problem generalises the latter, by looking for a given number K of simple paths in non-decreasing order of transmission time. Two categories of algorithms are known for ranking simple paths according to the transmission time. One is the adaptation of deviation algorithms for ranking shortest simple paths (Pascoal et al. in Comput. Oper. Res. 32(3):509–520, 2005; Rosen et al. in Comput. Oper. Res. 18(6):571–584, 1991), and another is based on ranking shortest simple paths in a sequence of networks with fixed capacity lower bounds (Chen in Inf. Process. Lett. 50:89–92, 1994), and afterwards selecting the K quickest ones. After reviewing the quickest path and the K-quickest simple paths problems we describe a recent algorithm for ranking quickest simple paths (Pascoal et al. in Ann. Oper. Res. 147(1):5–21, 2006). This is a lazy version of Chen’s algorithm, able to interchange the calculation of new simple paths and the output of each k-quickest simple path. Finally, the described algorithm is computationally compared to its former version, as well as to deviation algorithms.      

On the analysis of optimization problems in arc-dependent networks

This paper is concerned with the design and analysis of algorithms for optimization problems in arc-dependent networks. A network is said to be arc-dependent if the cost of an arc $a$ depends upon the arc taken to enter $a$. These networks are fundamentally different from traditional networks in which the cost associated with an arc is a fixed constant and part of the input. We first study the arc-dependent shortest path (ADSP) problem, which is also known as the suffix-1 path-dependent shortest path problem in the literature. This problem has a polynomial time solution if the shortest paths are not required to be simple. The ADSP problem finds applications in a number of domains, including highway engineering, turn penalties and prohibitions, and fare rebates. In this paper, we are interested in the ADSP problem when restricted to simple paths. We call this restricted version the simple arc-dependent shortest path (SADSP) problem. We show that the SADSP problem is NP-complete. We present inapproximability results and an exact exponential algorithm for this problem. We also extend our results for the longest path problem in arc-dependent networks. Additionally, we explore the problem of detecting negative cycles in arc-dependent networks and discuss its computational complexity. Our results include variants of the negative cycle detection problem such as longest, shortest, heaviest, and lightest negative simple cycles.²     

Martins' algorithm revisited for multi-objective shortest path problems with a MaxMin cost function

This paper presents a direct extension of the label setting algorithm proposed by Martins in 1984 for the shortest path problem with multiple objectives. This extended version computes all the efficient paths from a given source vertex, to all the other vertices of the network. The algorithm copes with problems in which the "cost values" associated with the network arcs are positive. The proposed extension can handle objective functions that are either of the "sum" type or of the "bottleneck" type. The main modifications to Martins' algorithm for multi-objective shortest path problems are linked to the dominance test and the procedure for identifying efficient paths. The algorithmic features are described and a didactic example is provided to illustrate the working principle. The results of numerical experiments concerning the number of efficient solutions produced and the CPU time consumed for several configurations of objectives, on a set of randomly generated networks, are also provided. Received: February 2005 / Revised version: June 2005 AMS classification: 90C29, 90C27, 05C38, 90B18, 68M12     

Bottleneck shortest paths on a partially ordered scale

In bottleneck combinatorial problems, admissible solutions are compared with respect to their maximal elements. In such problems, one may work with an ordinal evaluation scale instead of a numerical scale. We consider here a generalization of this problem in which one only has a partially ordered scale (instead of a completely ordered scale). After the introduction of a mappimax comparison operator between sets of evaluations (which boils down to the classical operator when the order is complete), we establish computational complexity results for this variation of the shortest path problem. Finally, we formulate our problem as an algebraic shortest path problem and suggest adequate algorithms to solve it in the subsequent semiring.Received: June 2002, Revised: March 2003, AMS classification: 05C50, 16Y60, 90B06Olivier Spanjaard: Corresponding author.     

Clifford algebra method for network expression,computation, and algorithm construction

Clifford algebra is introduced as a theoretical foundation for network topology expression and algorithm construction. Network nodes are coded with basis vectors in a vector space , and the edges and k‐walk routes can be expressed by 2‐blades and k‐blades, respectively, in the Clifford algebra Cl(n,0). The topologies among nodes, edges, and routes of networks can be directly calculated, and the network routes can be extended and traversed with oriented join products. The network algorithm construction processes based on Clifford algebra are instantiated by the single source shortest path algorithm. The experimental results on different scale random networks suggest that Clifford algebra is suited for network expression and relation computation. The Clifford algebra‐based shortest path algorithm is vivid and clear in geometric meaning and has great advantage on temporal and spatial complexity. Copyright © 2013 John Wiley & Sons, Ltd.     

A Biologically Inspired Optimization Algorithm for Solving Fuzzy Shortest Path Problems with Mixed Fuzzy Arc Lengths

The shortest path problem is among fundamental problems of network optimization. Majority of the optimization algorithms assume that weights of data graph’s edges are pre-determined real numbers. However, in real-world situations, the parameters (costs, capacities, demands, time) are not well defined. The fuzzy set has been widely used as it is very flexible and cost less time when compared with the stochastic approaches. We design a bio-inspired algorithm for computing a shortest path in a network with various types of fuzzy arc lengths by defining a distance function for fuzzy edge weights using \(\alpha \) cuts. We illustrate effectiveness and adaptability of the proposed method with numerical examples, and compare our algorithm with existing approaches.     

Approximation algorithms for the test cover problem

In the test cover problem a set of m items is given together with a collection of subsets, called tests. A smallest subcollection of tests is to be selected such that for each pair of items there is a test in the selection that contains exactly one of the two items. It is known that the problem is NP-hard and that the greedy algorithm has a performance ratio O(log m). We observe that, unless P=NP, no polynomial-time algorithm can do essentially better. For the case that each test contains at most k items, we give an O(log k)-approximation algorithm. We pay special attention to the case that each test contains at most two items. A strong relation with a problem of packing paths in a graph is established, which implies that even this special case is NP-hard. We prove APX-hardness of both problems, derive performance guarantees for greedy algorithms, and discuss the performance of a series of local improvement heuristics. Partially supported by the Future and Emerging Technologies Programme of the EU under contract number IST-1999-14186 (ALCOM-FT).Partially supported by a Merck Computational Biology and Chemistry Program Graduate Fellowship from the Merck Company Foundation.Also Iceland Genomics CorporationPartially supported by subcontract No. 16082-RFP-00-2C in the area of ``Combinatorial Optimization in Biology (XAXE),' Los Alamos National Laboratories, and NSF grant CCR-0105548.Mathematics Subject Classification: 90B27     

The location of median paths on grid graphs

In this paper we consider the location of a path shaped facility on a grid graph. In the literature this problem was extensively studied on particular classes of graphs as trees or series-parallel graphs. We consider here the problem of finding a path which minimizes the sum of the (shortest) distances from it to the other vertices of the grid, where the path is also subject to an additional constraint that takes the form either of the length of the path or of the cardinality. We study the complexity of these problems and we find two polynomial time algorithms for two special cases, with time complexity of O(n) and O(nℓ) respectively, where n is the number of vertices of the grid and ℓ is the cardinality of the path to be located. The literature about locating dimensional facilities distinguishes between the location of extensive facilities in continuous spaces and network facility location. We will show that the problems presented here have a close connection with continuous dimensional facility problems, so that the procedures provided can also be useful for solving some open problems of dimensional facilities location in the continuous case.     

Asymptotic behavior of the central path for a special class of degenerate SDP problems

This paper studies the asymptotic behavior of the central path (X(ν),S(ν),y(ν)) as ν↓0 for a class of degenerate semidefinite programming (SDP) problems, namely those that do not have strictly complementary primal-dual optimal solutions and whose “degenerate diagonal blocks” of the central path are assumed to satisfy We establish the convergence of the central path towards a primal-dual optimal solution, which is characterized as being the unique optimal solution of a certain log-barrier problem. A characterization of the class of SDP problems which satisfy our assumptions are also provided. It is shown that the re-parametrization t>0→(X(t⁴),S(t⁴),y(t⁴)) of the central path is analytic at t=0. The limiting behavior of the derivative of the central path is also investigated and it is shown that the order of convergence of the central path towards its limit point is Finally, we apply our results to the convex quadratically constrained convex programming (CQCCP) problem and characterize the class of CQCCP problems which can be formulated as SDPs satisfying the assumptions of this paper. In particular, we show that CQCCP problems with either a strictly convex objective function or at least one strictly convex constraint function lie in this class.This author was supported in part by CAPES and PRONEX-Otimização (FAPERJ/CNPq).This author was supported in part by FUNAPE/UFG, CAPES, PADCT-CNPq and PRONEX-Otimização (FAPERJ/CNPq).This author was supported in part by NSF Grants CCR-9902010, CCR-0203113 and INT-9910084 and ONR grant N00014-03-1-0401.Mathematics Subject Classification (1991): 90C20, 90C22, 90C25, 90C30, 90C33, 90C45, 90C51     

Polynomial auction algorithms for shortest paths

In this paper we consider strongly polynomial variations of the auction algorithm for the single origin/many destinations shortest path problem. These variations are based on the idea of graph reduction, that is, deleting unnecessary arcs of the graph by using certain bounds naturally obtained in the course of the algorithm. We study the structure of the reduced graph and we exploit this structure to obtain algorithms withO (n min{m, n logn}) andO(n ²) running time. Our computational experiments show that these algorithms outperform their closest competitors on randomly generated dense all destinations problems, and on a broad variety of few destination problems.Research supported by NSF under Grant No. DDM-8903385, by the ARO under Grant DAAL03-86-K-0171, by a CNR-GNIM grant, and by a Fullbright grant     

On minimum metric dimension of honeycomb networks

A minimum metric basis is a minimum set W of vertices of a graph G(V,E) such that for every pair of vertices u and v of G, there exists a vertex wW with the condition that the length of a shortest path from u to w is different from the length of a shortest path from v to w. The honeycomb and hexagonal networks are popular mesh-derived parallel architectures. Using the duality of these networks we determine minimum metric bases for hexagonal and honeycomb networks.     

On robust optimization of two-stage systems

Robust-optimization models belong to a special class of stochastic programs, where the traditional expected cost minimization objective is replaced by one that explicitly addresses cost variability. This paper explores robust optimization in the context of two-stage planning systems. We show that, under arbitrary measures for variability, the robust optimization approach might lead to suboptimal solutions to the second-stage planning problem. As a result, the variability of the second-stage costs may be underestimated, thereby defeating the intended purpose of the model. We propose sufficient conditions on the variability measure to remedy this problem. Under the proposed conditions, a robust optimization model can be efficiently solved using a variant of the L-shaped decomposition algorithm for traditional stochastic linear programs. We apply the proposed framework to standard stochastic-programming test problems and to an application that arises in auctioning excess electric power. Mathematics Subject Classification (1991):90C15, 90C33, 90B50, 90A09, 90A43Supported in part by NSF Grants DMI-0099726 and DMI-0133943     

On scenario aggregation to approximate robust combinatorial optimization problems

As most robust combinatorial min–max and min–max regret problems with discrete uncertainty sets are NP-hard, research in approximation algorithm and approximability bounds has been a fruitful area of recent work. A simple and well-known approximation algorithm is the midpoint method, where one takes the average over all scenarios, and solves a problem of nominal type. Despite its simplicity, this method still gives the best-known bound on a wide range of problems, such as robust shortest path or robust assignment problems. In this paper, we present a simple extension of the midpoint method based on scenario aggregation, which improves the current best K-approximation result to an \((\varepsilon K)\)-approximation for any desired \(\varepsilon > 0\). Our method can be applied to min–max as well as min–max regret problems.     

New efficient shortest path simplex algorithm: pseudo permanent labels instead of permanent labels

We introduce a new network simplex pivot rule for the shortest path simplex algorithm. This new pivot rule chooses a subset of non-basic arcs to simultaneously enter into the basis. We call this operation a multiple pivot. We show that a shortest path simplex algorithm with this pivot rule performs O(n) multiple pivots and runs in O(nm) time. Our pivot rule is based on the new concept of a pseudo permanently labeled node, and it can be adapted to design a new label-correcting algorithm that runs in O(nm). Moreover, this concept lets us introduce new rules to identify negative cycles. Finally, we compare the network simplex algorithm with multiple pivots with other previously proposed efficient network simplex algorithm in a computational experiment.     

On the K shortest path trees problem

We address the problem of finding the K best path trees connecting a source node with any other non-source node in a directed network with arbitrary lengths. The main result in this paper is the proof that the kth shortest path tree is adjacent to at least one of the previous (k-1) shortest path trees. Consequently, we design an O(f(n,m,C_max)+Km) time and O(K+m) space algorithm to determine the K shortest path trees, in a directed network with n nodes, m arcs and maximum absolute length C_max, where O(f(n,m,C_max)) is the best time needed to solve the shortest simple paths connecting a source node with any other non-source node.     

An exact algorithm for minimum CDS with shortest path constraint in wireless networks

In this paper, we study a minimum connected dominating set problem (CDS) in wireless networks, which selects a minimum CDS with property that all intermediate nodes inside every pairwise shortest path should be included. Such a minimum CDS (we name this problem as SPCDS) is an important tache of some other algorithms for constructing a minimum CDS. We prove that finding such a minimum SPCDS can be achieved in polynomial time and design an exact algorithm with time complexity O(δ ² n), where δ is the maximum node degree in communication graph.     

Ranking paths in stochastic time-dependent networks

In this paper we address optimal routing problems in networks where travel times are both stochastic and time-dependent. In these networks, the best route choice is not necessarily a path, but rather a time-adaptive strategy that assigns successors to nodes as a function of time. Nevertheless, in some particular cases an origin–destination path must be chosen a priori, since time-adaptive choices are not allowed. Unfortunately, finding the a priori shortest path is an NP-hard problem.