New reformulations of distributionally robust shortest path problem
详细信息 查看全文
- 作者：Jianqiang Chenga ; cheng@lri.fr" class="auth_mail" title="E-mail the corresponding author ; Janny Leungb ; janny@se.cuhk.edu.hk" class="auth_mail" title="E-mail the corresponding author ; Abdel Lissera ; lisser@lri.fr" class="auth_mail" title="E-mail the corresponding author
- 关键词：Stochastic programming ; Shortest path ; Distributionally robust optimization ; Semidefinite programming
- 刊名：Computers and Operations Research
- 出版年：2016
- 出版时间：October 2016
- 年：2016
- 卷：74
- 期：Complete
- 页码：196-204
- 全文大小：515 K
文摘
- •
We study new reformulations of distributionally robust shortest path problem.
- •
We propose new reformulations and approximations to come up with tight lower bounds.
- •
We propose copositive reformulations of the two deterministic formulations.
- •
We apply an alternating directions' algorithm to compute upper bounds.
- •
We demonstrate the efficiency of the lower bounds in solving large size instances.