Stochastic Network Interdiction

Abstract

Using limited assets, an interdictor attempts to destroy parts of a capacitated network through which an adversary will subsequently maximize flow. We formulate and solve a stochastic version of the interdictor's problem: Minimize the expected maximum flow through the network when interdiction successes are binary random variables. Extensions are made to handle uncertain arc capacities and other realistic variations. These two-stage stochastic integer programs have applications to interdicting illegal drugs and to reducing the effectiveness of a military force moving material, troops, information, etc., through a network in wartime. Two equivalent model formulations allow Jensen's inequality to be used to compute both lower and upper bounds on the objective, and these bounds are improved within a sequential approximation algorithm. Successful computational results are reported on networks with over 100 nodes, 80 interdictable arcs, and 180 total arcs.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1998
Accession Number
ADA491085

Entities

People

  • David P. Morton
  • Kelly J. Cormican
  • R. Kevin Wood

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Decomposition
  • Engineering
  • Inequalities
  • Integer Programming
  • Interdiction
  • Iterations
  • Linear Programming
  • Mechanical Engineering
  • Military Applications
  • Operations Research
  • Optimization
  • Probability
  • Random Variables
  • Schools
  • Standards

Readers

  • Military History / Militaries and War Studies
  • Operations Research