Abstract. Finding the shortest path in a directed graph is one of the most important combinatorial optimization problems, having applications in a wide range of fields. In its basic version, however, the problem fails to represent situations in which the value of the objective function is determined not only by the choice of each single arc, but also by the combined presence of pairs of arcs in the solution. In this paper we model these situations as a Quadratic Shortest Path Problem, which calls for the minimization of a quadratic objective function subject to shortest-path constraints. We prove strong NP-hardness of the problem and analyze polynomially solvable special cases, obtained by restricting the distance of arc pairs in the graph that appear jointly in a quadratic monomial of the objective function. Based on this special case and problem structure, we devise fast lower bounding procedures for the general problem and show computationally that they clearly outperform other approaches proposed in the literature in terms of its strength.

We consider the problem of finding a shortest path in a directed graph with a quadratic objective function (the QSPP). We show that the QSPP cannot be approximated unless P = NP. For the case of a convex objective function, an n-approximation algorithm is presented, where n is the number of nodes in the graph, and APX-hardness is shown. Furthermore, we prove that even if only adjacent arcs play a part in the quadratic objective function, the problem still cannot be approximated unless P = NP. In order to solve the problem we first propose a mixed integer programming formulation, and then devise an efficient exact Branch-and-Bound algorithm for the general QSPP, where lower bounds are computed by considering a reformulation scheme that is solvable through a number of minimum cost flow problems. In our computational experiments we solve to optimality different classes of instances with up to 1000 nodes.

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