Robust optimization for routing problems on trees

被引:0
作者
Sabine Büttner
Sven O. Krumke
机构
[1] University of Kaiserslautern,
来源
TOP | 2016年 / 24卷
关键词
Robust optimization; Routing problem; Dynamic programming; Uncertainty; Prize collecting traveling salesman problem; Primary 90C35 (Programming involving graphs); Secondary 90C39 (Dynamic Programming);
D O I
暂无
中图分类号
学科分类号
摘要
The prize-collecting travelling salesman problem (pc-tsp) is a known variant of the classical travelling salesman problem. In the pc-tsp, we are given a weighted graph G=(V,E)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$G=(V,E)$$\end{document} with edge weights ℓ:E→R+\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell :E\rightarrow {\mathbb {R}}_+$$\end{document}, a special vertex r∈V\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in V$$\end{document}, penalties π:V→R+\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\pi :V\rightarrow {\mathbb {R}}_+$$\end{document} and the goal is to find a closed tour K such that r∈V(K)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$r\in V(K)$$\end{document} and such that the cost ℓ(K)+π(V\V(K))\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\ell (K)+\pi (V{\setminus } V(K))$$\end{document}, which is the sum of the weights of the edges in the tour and the cost of the vertices not spanned by K, is minimized. In this paper, we study the pc-tsp from a viewpoint of robust optimization. In our setting, an operator must find a closed tour in a (known) edge-weighted tree T=(V,E)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T=(V,E)$$\end{document} starting and ending in the depot r while some of the edges may be blocked by “avalanches” defining the scenario ξ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document}. The cost f(K,ξ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$f(K,\xi )$$\end{document} of a tour K in scenario ξ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document} is the cost resulting from “shortcutting” K, i.e. from restricting K to the nodes which are reachable from r in scenario ξ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi $$\end{document}, i.e. in the graph T\ξ=(V,E\ξ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$T {\setminus } \xi =(V,E{\setminus }\xi )$$\end{document}. In the absolute robust version of the problem one searches for a tour which minimizes the worst-case cost over all scenarios, while in the deviation robust counterpart, the regret, that is, the deviation from an optimum solution for a particular scenario, is sought to be minimized. We show that both versions of the problem can be solved in polynomial time on trees.
引用
收藏
页码:338 / 359
页数:21
相关论文
共 27 条
[1]  
Balas E(1989)The prize collecting traveling salesman problem Networks 19 621-636
[2]  
Ben-Tal A(2004)Adjustable robust solutions of uncertain linear programs Math Progr 99 351-376
[3]  
Goryashko A(1998)Robust convex optimization Math Op Res 23 769-805
[4]  
Guslitzer E(2000)Robust solutions of linear programming problems contaminated with uncertain data Math Progr 88 411-424
[5]  
Nemirovski A(2011)Theory and applications of robust optimization SIAM Rev 53 464-501
[6]  
Ben-Tal A(2004)The price of robustness Op Res 52 35-53
[7]  
Nemirovski A(2007)Robust optimization-a comprehensive survey Comput Methods Appl Mech Eng 196 3190-3218
[8]  
Ben-Tal A(1993)A note on the prize collecting traveling salesman problem Math Progr 59 413-420
[9]  
Nemirovski A(2014)Recent advances in robust optimization: an overview Eur J Op Res 235 471-483
[10]  
Bertsimas D(2014)Generalized light robustness and the trade-off between robustness and nominal quality Math Methods Op Res 80 161-191