The robust shortest path problem with interval data via Benders decomposition

Many real problems can be modelled as robust shortest path problems on digraphs with interval costs, 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. In this paper we discuss the application of a Benders decomposition approach to this problem. Computational results confirm the efficiency of the new algorithm. It is able to clearly outperform state-of-the-art algorithms on many classes of networks. For the remaining classes we identify the most promising algorithm among the others, depending of the characteristics of the networks. Received: September 2004 / Accepted: March 2005 AMS classification: 90C47, 52B05, 90C57 The work was partially supported by the European Commission IST projects MOSCA (IST-2000-29557) and BISON (IST-2001-38923). All correspondence to: Roberto Montemanni