The multi-criteria constrained shortest path problem

In this study, we propose an exact method for finding all the Pareto-optimal paths for a multi-criteria constrained shortest path problem. We show that solving the special bi-criteria problem is equivalent to generating at most |P| constrained shortest paths with successive tightened constraints, where |P| is the total number of all Pareto-optimal paths. For the general multi-criteria case, we propose a decomposition procedure and theoretically prove that this method can identify all the Pareto-optimal paths from at most (u-1)!|P| candidate paths, where u is the number of criteria. Numerical studies demonstrate that our algorithm is highly efficient and robust.