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A simulated annealing algorithm to the stochastic network interdiction problem
Author(s)
Nakrachata-Amon, T.
Date Issued
January 18, 2016
Type
Conference Paper
Abstract
This paper proposes a solution algorithm for solving the stochastic network interdiction problem (SNIP). The problem is formulated as a two-stage stochastic integer program with an objective to minimize the expected maximum flow through the network, given that the success of interdicting an arc on the work is a Bernoulli random variable. The first-stage solution is obtained by using simulated annealing heuristic algorithm. In the second-stage problem, each scenario is a maximum network flow problem which is solved using the Ford-Fulkerson algorithm. The results show that our solution values of test instances are close to optimal. This is verified with a previous study in the literature that solved the same exact test instances and provided lower and upper bounds to their solutions. Furthermore, our average solution time is significantly lower.
Citation
IEEE International Conference on Industrial Engineering and Engineering Management, 2016-January, 230-233, 2016