A New Solution Method for a Mean-Risk Mixed Integer Nonlinear Program in Transportation Network Protection

摘要

The paper deals with a transportation network protection problem. The aim is to limit losses due to disasters by choosing an optimal retrofiting plan. The mathematical model given by Lu, Gupte, Huang [11] is a mixed integer non linear optimization problem. Existing solution methods are complicated and their computing time is long. Hence, it is necessary to develop efficient solution methods for the considered model. Our approach is based on DC (difference of two convex functions) programming and DC algorithm (DCA). The original model is first reformulated as a DC program by using exact penalty techniques. We then apply DCA to solve the resulting problem. Numerical results on a small network are reported to see the behavior of DCA. It shows that DCA is fast and the proposed approach is promissing.