K shortest paths in stochastic time-dependent networks

A substantial amount of research has been devoted to the shortest path problem in networks where travel times are stochastic or (deterministic and) time-dependent. More recently, a growing interest has been attracted by networks that 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. In some particular cases, the shortest origin-destination path must nevertheless be chosen a priori, since time-adaptive choices are not allowed. Unfortunately, finding the a priori shortest path is NP-hard, while the best time-adaptive strategy can be found in polynomial time. In this paper, we propose a solution method for the a priori shortest path problem, and we show that it can be easily adapted to the ranking of the first K shortest paths. Moreover, we present a computational comparison of time-adaptive and a priori route choices, pointing out the effect of travel time and cost distributions. The reported results show that, under realistic distributions, our solution methods are effectiveShortest paths; K shortest paths; stochastic time-dependent networks; routing; directed hypergraphs

A note on “Multicriteria adaptive paths in stochastic, time-varying networks”

In a recent paper, Opasanon and Miller-Hooks study multicriteria adaptive paths in stochastic time-varying networks. They propose a label correcting algorithm for finding the full set of efficient strategies. In this note we show that their algorithm is not correct, since it is based on a property that does not hold in general. Opasanon and Miller-Hooks also propose an algorithm for solving a parametric problem. We give a simplified algorithm which is linear in the input size.Multiple objective programming; shortest paths; stochastic time-dependent networks; time-adaptive strategies

Finding the K shortest hyperpaths using reoptimization

The shortest hyperpath problem is an extension of the classical shortest path problem and has applications in many different areas. Recently, algorithms for finding the K shortest hyperpaths in a directed hypergraph have been developed by Andersen, Nielsen and Pretolani. In this paper we improve the worst-case computational complexity of an algorithm for finding the K shortest hyperpaths in an acyclic hypergraph. This result is obtained by applying new reoptimization techniques for shortest hyperpaths. The algorithm turns out to be quite effective in practice and has already been successfully applied in the context of stochastic time-dependent networks, for finding the K best strategies and for solving bicriterion problems.Network programming; Directed hypergraphs; K shortest hyperpaths; K shortest paths

Bicriterion a priori route choice in stochastic time-dependent networks.

In recent years there has been a growing interest in using stochastic time-dependent (STD) networks as a modelling tool for a number of applications within such areas as transportation and telecommunications. It is known that an optimal routing policy does not necessarily correspond to a path, but rather to a time-adaptive strategy. In some applications, however, it makes good sense to require that the routing policy corresponds to a loopless path in the network, that is, the time-adaptive aspect disappears and a priori route choice is considered. In this paper we consider bicriterion a priori route choice in STD networks, i.e. the problem of finding the set of efficient paths. Both expectation and min-max criteria are considered and a solution method based on the two-phase approach is devised. Experimental results reveal that the full set of efficient solutions can be determined on rather large test instances, which is in contrast to previously reported results for the time-adaptive caseStochastic time-dependent networks; Bicriterion shortest path; A priori route choice; Two-phase method

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. In this paper, we propose a solution method for the a priori shortest path problem, and we show that it can be easily extended to the ranking of the first K shortest paths. Our method exploits the solution of the time-adaptive routing problem as a relaxation of the a priori problem. Computational results are presented showing that, under realistic distributions of travel times and costs, our solution methods are effective and robust

Bi-objective branch-and-cut algorithms based on LP-relaxation and bound sets

Most real-world optimization problems are multi-objective by nature, with conflicting and incomparable objectives. Solving a multi-objective optimization problem requires a method which can generate all rational compromises between the objectives. This paper proposes two distinct bound set based branch-and-cut algorithms for general bi-objective combinatorial optimization problems, based on implicit and explicit lower bound sets, respectively. The algorithm based on explicit lower bound sets computes, for each branching node, a lower bound set and compares it to an upper bound set. The other fathoms branching nodes by generating a single point on the lower bound set for each local nadir point. We outline several approaches for fathoming branching nodes and we propose an updating scheme for the lower bound sets that prevents us from solving the bi-objective LP-relaxation of each branching node. To strengthen the lower bound sets, we propose a bi-objective cutting plane algorithm that adjusts the weights of the objective functions such that different parts of the feasible set are strengthened by cutting planes. In addition, we suggest an extension of the branching strategy "Pareto branching". We prove the effectiveness of the algorithms through extensive computational results

Finding the K best policies in finitehorizon Markov decision processes. Submitted

Directed hypergraphs represent a general modelling and algorithmic tool, which have been successfully used in many different research areas such as artificial intelligence, database systems, fuzzy systems, propositional logic and transportation networks. However, modelling Markov decision processes using directed hypergraphs has not yet been considered. In this paper we consider finite-horizon Markov decision processes (MDPs) with finite state and action space and present an algorithm for finding the K best policies. That is, we are interested in ranking the first K policies in non-decreasing order using an additive criterion of optimality. The algorithm uses a directed hypergraph to model the finite-horizon MDP. It is shown that the problem of finding the optimal policy can be formulated as a minimum weight hyperpath problem and be solved in linear time, with respect to the input data representing the MDP, using different additive optimality criteria