Fast Robust Shortest Path Computations

We develop a fast method to compute an optimal robust shortest path in large networks like road networks, a fundamental problem in traffic and logistics under uncertainty. In the robust shortest path problem we are given an s-t-graph D(V,A) and for each arc a nominal length c(a) and a maximal increase d(a) of its length. We consider all scenarios in which for the increased lengths c(a) + bar{d}(a) we have bar{d}(a) <= d(a) and sum_{a in A} (bar{d}(a)/d(a)) <= Gamma. Each path is measured by the length in its worst-case scenario. A classic result [Bertsimas and Sim, 2003] minimizes this path length by solving (|A| + 1)-many shortest path problems. Easily, (|A| + 1) can be replaced by |Theta|, where Theta is the set of all different values d(a) and 0. Still, the approach remains impractical for large graphs. Using the monotonicity of a part of the objective we devise a Divide and Conquer method to evaluate significantly fewer values of Theta. This methods generalizes to binary linear robust problems. Specifically for shortest paths we derive a lower bound to speed-up the Divide and Conquer of Theta. The bound is based on carefully using previous shortest path computations. We combine the approach with non-preprocessing based acceleration techniques for Dijkstra adapted to the robust case. In a computational study we document the value of different accelerations tried in the algorithm engineering process. We also give an approximation scheme for the robust shortest path problem which computes a (1 + epsilon)-approximate solution requiring O(log(d^ / (1 + epsilon))) computations of the nominal problem where d^ := max d(A) / min (d(A)\{0}).