Algorithms and uncertainty sets for data-driven robust shortest path problems

André Chassein, Trivikram Dokka, Marc Goerigk

Research output: Contribution to journalArticlepeer-review

35 Citations (Scopus)


We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume this uncertainty set given by an expert who can advise on the shape and size of the set.

Following the idea of data-driven robust optimization, we instead construct a range of uncertainty sets from the current literature based on real-world traffic measurements provided by the City of Chicago. We then compare the performance of the resulting robust paths within and outside the sample, which allows us to draw conclusions on the suitability of uncertainty sets.

Based on our experiments, we then focus on ellipsoidal uncertainty sets, and develop a new solution algorithm that significantly outperforms a state-of-the-art solver.
Original languageEnglish
Pages (from-to)671-686
JournalEuropean Journal of Operational Research
Issue number2
Early online date11 Oct 2018
Publication statusPublished - 16 Apr 2019
Externally publishedYes


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