Algorithms for the Minmax Regret Path problem with interval data

The Shortest Path in networks is an important problem incombinatorial optimization and has many applications in areas like telecommunications and transportation. It is known that this problem is easy to solve in its classic deterministic version, but it is also known that it is an NP-Hard problem for several generalizations. The Shortest Path Problem consists in finding a simple path connecting a source node and a terminal node in an arc-weighted directed network. In some real-world situations the weights are not completely known and then this problem is transformed into an optimization one under uncertainty. It is assumed that an interval estimate is given for each arc length and no further information about the statistical distribution of the weights is known. Uncertainty has been modeled in different ways in optimization. Our aim in this paper is to study the Minmax Regret path with interval data problem by presenting a new exact branch and cut algorithm and, additionally, new heuristics. A set of difficult and large size instances are defined and computational experiments are conducted for the analysis of the different approaches designed to solve the problem. The main contribution of our paper is to provide an assessment of the performance of the proposed algorithms and an empirical evidence of the superiority of a simulated annealing approach based on a new neighborhood over the other heuristics proposed.