Arc-dependent networks: theoretical insights and a computational study

Alvaro Velasquez, Piotr Wojciechowski, K. Subramani, Matthew D. Williamson

Abstract: In this paper, we study the efficacy of several mathematical programming formulations for the single-source shortest path problem, the negative cost cycle detection problem, and the shortest negative cost cycle problem in arc-dependent networks. In an arc-dependent network, the cost of an arc a depends upon the arc preceding a. These networks differ from traditional networks in which the cost associated with an arc is a fixed constant and part of the input. Arc-dependent networks are useful for modeling a number of real-world problems, such as the turn-penalty shortest path problem, which cannot be captured in the traditional network setting. We present new integer and non-linear programming formulations for each problem. We also perform the first known empirical study for arc-dependent networks to contrast the execution times of the two formulations on a set of graphs with varying families and sizes. Our experiments indicate that although non-linear programming formulations are more compact, integer programming formulations are more efficient for the problems studied in this paper. Additionally, we introduce a number of cuts for each integer programming formulation and examine their effectiveness.