Parametric search for the bi-attribute concave shortest path problem

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Abstract

A bi-attribute concave shortest path (BC-SP) problem seeks to find an optimal path in a bi-attribute network that minimizes a linear combination of two path costs, one of which is evaluated by a nondecreasing concave function. Due to the nonadditivity of its objective function, Bellman's principle of optimality does not hold. This paper proposes a parametric search method to solve the BC-SP problem, which only needs to solve a series of shortest path problems, i.e., the parameterized subproblems (PSPs). Several techniques are developed to reduce both the number of PSPs and the computation time for these PSPs. Specifically, we first identify two properties of the BC-SP problem to guide the parametric search using the gradient and concavity of its objective function. Based on the properties, a monotonic descent search (MDS) and an intersection point search (IPS) are proposed. Second, we design a speedup label correcting (LC) algorithm, which uses optimal solutions of previously solved PSPs to reduce the number of labeling operations for subsequent PSPs. The MDS, IPS and speedup LC techniques are embedded into a branch-and-bound based interval search to guarantee optimality. The performance of the proposed method is tested on the mean-standard deviation shortest path problem and the route choice problem with a quadratic disutility function. Experiments on both real transportation networks and grid networks show that the proposed method reduces the computation time of existing algorithms by one to two orders of magnitude.

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Zhang, Y., Shen, Z. J. M., & Song, S. (2016). Parametric search for the bi-attribute concave shortest path problem. Transportation Research Part B: Methodological, 94, 150–168. https://doi.org/10.1016/j.trb.2016.09.009

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