Network Interdiction: Classical and Emerging

techniques

Kiran Ali
1179027

DeGroote School of Business

McMaster University
Email: alik4@mcmaster.ca
May 23, 2016

Contents
1 Introduction

2 Network

2.1

Source . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

2.2

Sink . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3 Network Interdiction

4 Network Fortification

5 Survivable Network Design

6 Examples and Applications

6.1

Smuggling interdiction . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

6.2

Compromising security of computer networks . . . . . . . . . . . . . . . . .

6.3

Interdiction of emergency service providers . . . . . . . . . . . . . . . . . .

7 Classical Interdiction Problems

7.1

s-t-min-cut problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.1.1

Definitions and Statements . . . . . . . . . . . . . . . . . . . . . . .

7.1.2

Capacity of an edge . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.1.3

Flow through an edge

. . . . . . . . . . . . . . . . . . . . . . . . .

7.1.4

s-t cut . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.1.5

min-cut problem . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.2

Multi-way cut problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7.3

k -hurdle Multiway cut problem . . . . . . . . . . . . . . . . . . . . . . . . 10

7.4

k -hurdle multicut problem . . . . . . . . . . . . . . . . . . . . . . . . . . .

11

7.5

Shortest Path Interdiction . . . . . . . . . . . . . . . . . . . . . . . . . . .

11

7.5.1

Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 12

7.6

Removing the most vital arc . . . . . . . . . . . . . . . . . . . . . . . . . . 13

7.7

Maximum Flow Interdiction . . . . . . . . . . . . . . . . . . . . . . . . . . 13

7.7.1

7.8

Problem Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . 14

Minimum Cost Flow Interdiction . . . . . . . . . . . . . . . . . . . . . . . 16

8 Related Research Areas [19]

16

8.1

Survivable Network Design . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

8.2

Bilinear Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

8.3

8.2.1

Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

8.2.2

Bilinear Programming in Network Interdiction . . . . . . . . . . . . 17

Bilevel Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

9 Advanced Interdiction Algorithms

19

9.1

Stochastic Maximum Flow Interdiction . . . . . . . . . . . . . . . . . . . . 19

9.2

Stochastic interdiction model to counteract nuclear smuggling . . . . . . . 20

9.3

Shortest Path Interdiction with Asymmetric Information . . . . . . . . . . 23

10 Concluding Remarks

25

Introduction

This review study takes a look into interdiction of a network, its importance and applications. It will explore some of the interdiction methods and algorithms proposed by
researchers in this field and will discuss their mathematical formulation. This review will
cover both the classic and emerging techniques for interdiction problem.
This term paper is about understanding interdiction problems in various scenarios and
formulating them. Solution techniques are not currently included. Most of the interdiction
problems are hard to solve and decomposition algorithms(for example, Benders) and/or
valid inequalities and LP-relaxations have to be utilized to get a solution. Almost all the
research articles read to compile this term paper have propsed heuristics to get an optimal
value. They are however, not a part of this term paper. This is analogous to the first
chapter on any interdiction study. It covers the basic concepts and formulations of network
interdiction.

Network

A network is a directed graph. Usually represented as G = (N, A) in literature.N is a set

of nodes or vertices, N = (1, 2, ...., n 1, n) and A is a set of ordered pairs from N called
arcs. A = {(i, j), (j, k), (k, l), ...., (q, t)} where i, j, k, l, s, q, t N .
For an arc (i, j), i is the node where the arc originates and j is the node where the arc
terminates.

2.1

Source

A source in a network is the vertex with no incoming edges (or only outgoing edges).

2.2

Sink

A sink in a network is a vertex with no outgoing edges (or only incoming edges).
4

Network Interdiction

Interdiction is an attack on a network that seeks to destroy one or many of the arcs or
increase their effective lengths. It is also known as network inhibition, network obstruction
or network degrading [8].
An interdictor attempts to compromise the optimality of network. Some of the
interdiction methods include reducing the capacity of an arc or group of arcs, to increase
the cost, to increase effective length or to monitor the in-flow and out-flow on certain arcs
and nodes thus compromising the security. Typically, interdictor has a budget constraint
which limits the amount of damage that can be done. Thus, an interdiction problem is
usually maximization of damage given a budget constraint. [19]

Network Fortification

This is opposite of network interdiction and seeks to provide a measure of protection for
the network. It is also referred to as network upgrading, network improvement, network
augmentation or network reinforcement [21].
Fortification and interdiction can be considered as a three stage process. The person
responsible for network integrity attempts to fortify certain aspects of the network in
anticipation of an attack, thus providing a degree of protection. Second stage is an
interdictor making his attempt at disruption of the network. Hence, the logical third stage
is fortifiers attempt to find an optimal recourse solution on the modified network [19].

Survivable Network Design

This is a different line of research, although closely related to interdiction and fortification.
The primary focus here is to design a network capable of withstanding accidental disruptions
or attacks on infrastructure[19].

Examples and Applications

Before proceeding to the algorithms and their mathematical formulations, lets take a look
into some of the real world problems which fall into interdiction/fortification framework.

6.1

Smuggling interdiction

Research in interdiction has found a big application in prohibiting nuclear smuggling. This
line of research first gained popularity when deployment of nuclear sensors across Former
Soviet Republic was considered. This work was pioneered by Morton, Pan and Charlton
[14].
Consider a band of thieves who wishes to travel from one point of network to another
along with some stolen nuclear material. A joint project by America and Russia called
Second Line of Defense (SLD) was launched in 1998 to decrease the successful travel of
smugglers. SLD is interdictor in this case with smugglers as followers. Consider pij as
the probability of avoiding detection when their is no sensor deployed on arc (i, j) and qij
as the probability of avoiding detection when their is a sensor monitoring the arc (i, j).
A logical assumption is 0 qij < pij 1. Smuggler has full knowledge of where the
sensors are installed and the probabilities of avoiding detection on each arc. Based on this
knowledge, he will design his path to minimize the probability of detection. The SLDs
problem is to install a limited number of sensors such that maximum reliability path for
smugglers minimized [19].

6.2

Compromising security of computer networks

With the rise in use of computers as means of communication, attacks on computer

networks are almost a daily occurrence. One such attack occurs when a set of infected
hosts direct a large amount traffic to a network system with the goal of disrupting its
regular operations. They disguise their origin by filling bogus information in the source
address field of the IP [19].
6

One approach to mitigate the effects of this attack is installing filters at various nodes
to recognize the spoofed IP packets and stopping them from reaching their targets. The
attacker in this scenario is the follower who wishes to launch the most effective attack
possible while the interdictor attempts to make that attack unsuccessful by installing
filters on certain nodes, thereby making traversal impossible for spoofed IPs or the arcs
coming in and out of that node ineffective for transmission of spoofed IPs [19].

6.3

Interdiction of emergency service providers

Consider the case of emergency service providers responsible for several clients. Classical
facility location problems locate these stations such that when a node is in need of service,
the station closest to it responds.
A malicious attack can target a certain number of these facilities. For instance, if a city
build p fire stations to cover all of its districts, an attacker can attempt to take k stations
out. Classically, city in this scenario is follower and attackers are interdictors. However,
some researchers have expanded it to resemble the previous two examples. City now aims
to install protection with some of these fire stations. Now it acts as in interdictor, trying
to minimize the successful attacks by the malicious group of people [19].

Classical Interdiction Problems

This section takes a look in some classical interdiction research with a brief analysis of
optimization techniques researchers have utilized to solve these problems.

7.1

s-t-min-cut problem

This is a very famous example in interdiction literature. It was popularized by Ford and
Fulkerson in 1956.

7.1.1

Definitions and Statements

Consider a network denoted by N = (V, E) with s being the source an t being the sink of
the network.

7.1.2

Capacity of an edge

Capacity of an edge E in a network N is denoted by cuv or c(u, v) and it represents the

maximum flow that can pass through an edge [23].

7.1.3

Flow through an edge

Flow through an edge of a network is subjected to following two constraints:

1. Capacity constraint [23]:
(u, v) E : fuv cuv
This constraint ensures that a flow trough an edge never exceeds the maximum
capacity of the edge.
2. Conservation of flow [23]:
(u, v) E : fuv = fvu except for source and sink
7.1.4

s-t cut

A cut C = (S, T ) is defined as the partition of the vertices V of the graph N = (V, E)
into two subsets S and T . The edges have one endpoint in S and other in T . An s t cut
requires the source and sink to be in different subsets and the respective edges are only
going from the sources side to the sinks side. This set of edges is called cut set.
Capacity of an s t cut is the sum of the capacities of the edges leaving s.

7.1.5

min-cut problem

In these types of problems, the objective is to disconnect source from sink such that te
capacity of the cut is minimized.
8

A simple example of a s t cuts on a very basic network can be seen below:

Figure 1: Some possible s t cuts

7.2

Multi-way cut problem

This is a generalization of above defined min-cut problem. This problem is also called
multi terminal cut problem. Instead of s and t, we have a set of vertices, T V and we
have to remove a set of edges from the given network G, such that no two elements of T
are connected [21]. Or all the terminal-terminal path should be cut at least once [21].

Mathematical Model
Consider a directed graph (network) G = (N, A) with N nodes and A arcs. i and j are
two nodes of this graph and the arc joining the these two nodes is denotes as k = (i, j).
cij is the capacity of an arc. P is the set of all the terminal-terminal paths (a path is
comprised of a many arcs) and p is one element of this set (hence p will have a certain
number of arcs in it).
Multiway cut problem can be written as:

min

xij cij

(i,j)A

such that:
P

(i,j)p

xij
xij

7.3

xij 1
p P

1, if (i,j) is cut
=
{i, j} A

0, otherwise
= {0, 1}

{i, j} A

k -hurdle Multiway cut problem

This is also a generalization of s t min cut algorithm. Here multiple layers of cuts are
required between two terminals s and t. To find a minimum-cost subset of the edges of
graph G that cut every s t path at least k 1 times, is the objective in these problems
[21].

Mathematical Model
Consider a directed graph (network) G = (N, A) with N nodes and A arcs. i and j are
two nodes of this graph and the arc joining the these two nodes is denotes as k = (i, j). cij
is the capacity of an arc. Pst is the set of all the s t paths each of which has the length
of at least k arcs and p is one element of this set.
k -hurdle multiway cut problem can be written as:

min

xij cij

(i,j)A

such that:
P

(i,j)p

xij
xij

xij k
p Pst

1, if (i,j) is cut
=
{i, j} A

0, otherwise
= {0, 1}

{i, j} A

10

7.4

k -hurdle multicut problem

This is a generalization of k-hurdle multiway problem. Ordered pairs of r terminals

(s1 , t1 ), (s2 , t2 ), ......, (sr , tr ) are input and the objective is to find a minimum-cost subset
of edges that cuts each si ti path at least ki times [21].
Mathematical Model
Consider a directed graph (network) G = (N, A) with N nodes and A arcs. i and j are
two nodes of this graph and the arc joining the these two nodes is denotes as k = (i, j).
cij is the capacity of an arc. Pi is the set of all the si ti paths and p is one element of
this set.
k -hurdle multi cut problem can be written as:

min

xij cij

(i,j)A

such that:
P

(i,j)p

xij
xij

7.5

xij ki
p Pi

1, if (i,j) is cut
=
{i, j} A

0, otherwise
= {0, 1}

{i, j} A

Shortest Path Interdiction

This problem focuses on maximizing the length of the shortest path of the network. Like
previous problems, this is also an interdictor problem.
Consider a directed network with source s and sink t. A network user - generally
referred to as follower in interdiction literature - wishes to traverse this network following
a minimum length path (or minimum cost, minimum time or any other metric). An
interdictor - usually referred to as leader in interdiction literature - seeks to destroy certain
arcs by increasing their effective length, hence maximizing the followers shortest s t

11

path length [8].

7.5.1

Problem Formulation

The following model is from Israeli and Wood [8].

Consider a directed graph (network) G = (N, A) with N nodes and A arcs.

Indices
i

N,

nodes in G

N,

nodes in G

= (i, j)

A, arcs in G

F S(i)

arcs directed out of node

RS(i)

arcs directed into node

Parameters
ck : Optimal integer length of arc k, 0 ck
dk : Integer delay added to arc k in case it is interdicted, 0 < dk <
rk : total resource available to indertict arc k, rk > 0
r0 : total amount of resource available for interdiction
Decision Variables
xk =

yk =

1, if the leader interdicts arc k

0, otherwise

1, if the follower traverses arc k

0, otherwise

Mathematical Model
z = max min
xX

X
kA

12

(ck + xk dk )yk

such that:

1, for i = s

X
X
yk
yk = 0, i N other than s and t

kF S(i)
kRS(i)

1, for i = t

(7.5.1)

n
o
where X = x {0, 1}|A| |rT x r0

7.6

Removing the most vital arc

These types of problems are a close relative of the shortest path interdiction [19]. Algorithms
works to find the most vital arc (or node) in the network which when disconnected, renders
the path traversal by the follower either impossible or very costly. Corely and Sha [5]
proposed an algorithm iterated through all the s t paths of the network (starting from
shortest and going to the longest) and attempts to find an arc common to all of them or
most of them.
Malik and Gupta [12] have suggested an efficient method of finding the most vital arc.
Their algorithm examines the arcs of the shortest path since the most vital arc will be in
shortest path.

7.7

Maximum Flow Interdiction

Consider an s t network where

Each arc has a fixed capacity.
Each arc has a cost of deletion associated with it.
Interdictor has a fixed budget for deleting arcs.
The objective of Maximum Flow Network Interdiction Problem is to choose a subset of
arcs for deletion, such that the maximum flow through the remaining network is minimized,
subject to the budget constraints [1].

13

7.7.1

Problem Formulation

The following model is adopted from Altner, Ergun and Ohan [1].

Sets and Indices

For a (directed) network G = (N, A)

: Set of nodes

: Set of arcs

: Unique source of the network s N

: Unique sink of the network t A

(u, v) : Arc that originates at u and terminates at v

+

: Set of all arcs entering node v

: Set of att arcs exiting node v

Parameters
ce : Capacity of an arc e
re : Interdiction cost of arc e
R : Total budget for interdiction of arcs
Decision Variables
v =

e =

1, if node v is on the sink side of the cut

0, otherwise

1, if arc eis in the cut and is interdicted

0, otherwise

1, if arc eis in the cut and is not interdicted

0, otherwise

14

Mathematical Model
The maximum flow network interdiction problem is defined by the following integer program
[1]:
min

ce r e

(7.7.1)

eA

subject to:
u v + (u,v) + (u,v) 0 (u, v) A

(7.7.2)

This constraint ensures that if an arc (u, v) is in the cut defined by the respective
nodes, it is either interdicted or not interdicted.

t s 1

(7.7.3)

This constraint ensures that t is fixed to 1 and s is fixed to 0.

e e R

(7.7.4)

eA

This constraint ensures that total cost of interdicting arcs does not exceed the maximum
allocated budget for interdiction.

v {0, 1} v N
e {0, 1} e A
e

{0, 1} e A

I would like to mention again that this is the model of Altner et. al [1]. I am
citing it here to have a complete documentation of the network interdiction and various
mathematical models.
Altner et. al [1] utilizes linear relaxation and valid inequalities to solve the above
model. The inequalities are separable in polynomial time.

15

7.8

Minimum Cost Flow Interdiction

This is the most general interdiction problem. Consider various commodities flowing
through a network. Traversal through different arcs and nodes have cost associated with
it. A follower wishes to minimize this cost. Thus, the interdiction problem here is to
maximize the minimum cost flow function of the follower.
I will discuss variants of these problems in subsequent sections.

Related Research Areas [19]

This section takes a cursory look into topics related to network interdiction and fortification
problems.The reason these topics are covered here is that some of these methodologies are
used in the advance algorithms of interdiction and fortification (covered in later chapters).
Also, when designing a network and dealing with network security issues, these topics are
of paramount importance.

8.1

Survivable Network Design

Survivability of a network is a very popular research topic owing to the fact that interdiction
is always a major threat to a network. It is possible for a network to be susceptible to
natural disasters or accidental failures, like a transportation network can suffer from
calamities disrupting roads or a communication network can suffer from breaking of
telephone wires. Similarly. malicious attack is also a big concern when designing networks.
The Survivable Network Design Problem aims at finding a network configuration which
[19]:
Minimzes the total network cost
Provides number of alternative paths between the nodes
Offers minimum degree of flow feasibility even after the failure of a key node or arc

16

This problem gets much more complicated when malicious attacks affecting multiple
arcs are considered since enemy aims to maximize the damage caused.
Paul, Tanizawa, Havlin and Stanley [17] suggests some design guidelines for a network
which is resilient to both accidental and intentional attacks. Similarly, Ouveysi and Wirth
[16] consider simultaneous failure of pair of arcs.
According to Smith and Lim [19]enumerating failure scenarios for k arcs becomes
computationally intractable.

8.2
8.2.1

Bilinear Programming
Definitions

Bilinear Map
A bilinear map is a function combining elements of two vector spaces to yield an element
of a third vector space, and is linear in each of its arguments [22].

Bilinear Programming
Such problems minimize an objective function which is bilinear in nature over two polytopes.The variables comprising the bilinear term are disjoint.

8.2.2

Bilinear Programming in Network Interdiction

Bilinear programs arise in a wide range of applications in network interdiction. One very
relevant example is of global logistics system [7]. While designing a network to maximize
the after tax profit of a corporation, the constraints set out by national taxing authorities
create a bilinear programming formulation.
Lim et. al [11] has presented algorithms for both discrete and continuous multicommodity network interdiction problems. The constraints are from two disjoint sets: one
set of constraints for the node (or arc) and another set for the commodity. Hence, the
resulting objective function is bilinear in nature.
17

Optimization of bilinear programs is strongly NP-hard [18], thus there is no guarantee

of a global optimal solution by the conventional optimization methods [19]. Therefore, this
area has seen a lot of research in past couple of years with researchers suggesting heuristics
and exact algorithms for such problems. Some popular solution methods suggested are:
Konno [10] suggests a cutting plane algorithms,employing concavity cuts to find a
an -optimum. The optimality gap does not exceed a positive value . [19]
Vaish and Shetty [20] also suggests a similar cutting plane algorithm but it leads
to a globally optimal solution. However, finite convergence may not always happen.
[19]
Audit et al [2] proposed a branch-and-bound algorithm converging finitely. They
reformulate the principle problem to equivalent min-max and max-min problems
and performing branching based on their complementary slackness conditions [19].
Many researchers have used extreme-point ranking in solving bilinear programming
models. Some examples are Cabot and Francis [4], Khang and Fujiwara [9], McKewon
[13], Murty [15] and a lot more.

8.3

Bilevel Programming

Definition
Also known as two-level or hierarchal programming, these types of problems arise in
network interdiction when follower and leader have different objectives [19] and one
problem is embedded within another.
A bilevel program has two sets of decision variables:
1. Upper level variables are decision variables of outer optimization task.
2. Lower level variables are decision variables of lower optimization task.

18

Bilevel Programming in Interdiction and Fortification

Bilevel programming problems have a number of applications in interdiction and fortification,especially when developing a defense strategy. The offensive body is considered as
interdictor or leader and defensive body, the follower. If a leader wants to maximize the
damage caused, then it has to take into effect the potential actions which follower will
take to counteract his measures. Thus, leaders problem becomes upper level optimization
task and the optimal response of the follower is lower level optimization task.
Bilevel programming problems are strongly NP-hard.

Advanced Interdiction Algorithms

This section covers the emerging aspects in study of network interdiction [19]. The most
popular (in my opinion) is stochastic interdiction.

9.1

Stochastic Maximum Flow Interdiction

Cormican, Morton and Wood [6] has described the stochastic version of the classical
interdiction problem: maximizing the minimum (or expected minimum) flow through a
network. They analyzed various realistic scenarios and determined that deterministic
models are not always sufficient to solve a problem.
For example, capacity of an arc can be a random variable, interdiction of an arc can
be limited to a finite number of times, interdiction itself can have uncertain effects on an
arc (for example, an arc can have a probability of 0.3 for interdiction to be successful), it
is also possible that interdictor does not know for sure if an arc exists or not. Cormican
et al [6] has developed models for many variants of the interdictor problem. They have
developed two-stage stochastic models with recourse.
Consider one variant where interdiction of an arc is not necessarily successful. It can
be successful with probability pij and unsuccessful with probability 1 pij . The first

19

stage decision variables give the arcs interdictor attempts to destroy. After this decision
is realized, a random subset of those arcs are destroyed completely. Based on what this
result, follower solves his problem of maximizing the flow (second stage problem). Due to
non-anticipitavity, interdictor has no way of knowing what followers decision will be, so
he attempts to minimize the expected value of the maximum flow that a follower can
achieve [6].

9.2

Stochastic interdiction model to counteract nuclear smuggling

Morton et al. [14] has described two stochastic models for network interdiction to help
Russian Government thwart nuclear smuggling activities. In both the models, smuggler
is the follower who wishes to follow a path which minimizes his probability of detection.
Law and order forces are the interdictors, who wishes to install radiation detection sensors
on different arcs to maximize the probability of detection.

Stochasticity of the model

The uncertainty in this problem lies in the fact that the smugglers origin-destination
pair is known only trough a probability distribution at the time when an interdictor is
installing the sensors [14].
The two models differ in how the smuggler and the interdictor view the network
parameters. In the first model, Morton et. al considers the case where smuggler and the
interdictor have similar perceptions of network parameters (like probability of detection,
shortest path). The second model is an extension of the first and smuggler is aware of
only a subset of candidate sensor locations.

Mathematical Model
The model presented below is from Morton et al [14].

20

This is the first basic model. I have tried to understand it as best as I can and I will
explain my understanding of all the objectives and constraints as they come.

Explanation of Uncertainty
There are some key points which in my opinion should be very clear in our minds before
we start looking at the mathematical formulation of the model.
1. As mentioned before, law enforcement is the interdictor in this case.
2. This is the interdictors problem where sensors have to be placed on arcs to minimize
the smugglers (followers) probability of evading detection.
3. Sensors are placed before any smuggling occurs.
4. There can be many smugglers (followers).
5. The identity of the smuggler is unknown to the interdictor.
6. Smugglers are identified by their origin-destination pair. They are indexed by .
Hence, if interdictor knows the origin-destination pair, he knows the identity of the
smuggler.
7. Interdictor knows the probability mass function governing the origin-destination pair
of the smugglers. The pmf is denoted as: p = P {(s, t) = (s , t )}
8. The probability that a follower traverses the network without detection is the sum
of conditional evasion probabilities.
9. Follower has full knowledge of where the sensors are installed and he designs his
path minimizing his detection probability.
10. Interdictor is solving this model at the time of sensor placement and this is where
the uncertainty comes into play. He does not know who the smugglers are and what

21

will be their paths. But he does know the pmf governing their O-D pairs. Based on
that he will make his decision.
11. Objective function of interdictor is the expected value of conditional evasion probability, where expectation is taken over all possible origin-destination pair [14].

Sets and Indices

G(N, A) = Network(directed) of nodes N and arcs A
F S(i)

= Set of arcs leaving node i

RS(i)

= Set if arcs entering node i

AD A = Those arcs on which sensors are placed

index for evaders identity

Parameters
b

= Total budget allocated for installing sensors

cij = Cost of sensor installation on arc (i, j)

pij = Prabability of traversing arc (i, j) without detection with no sensors installed
qij = Prabability of traversing arc (i, j) without detection with sensors installed
p

= probability mass function of evaders O-D pairs

Interdictors Decision Variable

1, if a sensor is installed on arc (i, j)

xij =

0, Otherwise
Followers Decision Variables
yij > 0, if no sensor is installed on arc (i, j) and evader traverses it
zij > 0, if a sensor is installed on arc (i, j) and evader traverses it
Model
min
xX

p h(x, (s , t ))

22

The inside term h(x, (s , t )) is the optimal value of the followers program for one O-D
pair (one particular follower or one particular instance). Multiplying that value with
its respective probability and summing it over all the instances gives the conditional
expectation of evasion which the interdictor is trying to minimize.
Followers program can be written as:

max yt
y,z

subject to:
X

(ys j + zs j ) = 1

(s ,j)F S(s )

This constraint ensures that all the arcs leaving an origin are assigned either a strictly
positive or a negative value based on whether a sensor is installed or not. It enforces flow
of one unit through the source.
X

(yij + zij ) =

i,j)F S(i)

(pji yji + qji zji )

i,j)RS(i)

This constraint enforces conservation of flow through all intermediate nodes in the followers
path.
yt =

(pjt yjt + qjt zjt )

(j,t )RS(t )

This constraint defines the flow terminating at the destination (note that this is also the
variable to be maximized in the objective function).

9.3

Shortest Path Interdiction with Asymmetric Information

These are the set of deterministic interdiction problems where leader and follower have
different perceptions about arc lengths or capacities.

23

Problem Formulation
Bayrak and Bailey [3] were the first people to model this problem. Following model is
from their research article.
Consider a directed graph (network) G = (N, A) with N nodes and A arcs.

Sets and Indices

i

N,

nodes in G

N,

nodes in G

= (i, j)

A, arcs in G

F S(i)

arcs directed out of node

RS(i)

arcs directed into node

Parameters
ck

: Optimal integer length of arc k, 0 ck

dk

: Integer delay added to arc k in case it is interdicted, 0 < dk <

ck
0

: Followers perception of arc length

0

ck + dk : Followers perception of arc length after interdition

bk

: resource available to indertict arc k, bk > 0

: total amount of resource available for interdiction

Decision Variables
xk =

yk =

1, if the leader interdicts arc k

0, otherwise

1, if the follower traverses arc k

0, otherwise

Formulation
This problem consists of two phases. In the first phase 1,the interdictor interdicts a subset
of the arcs within his budget constraints. In the second phase, the evader attempts to
24

travel from node s to node t in the interdicted network. The evader wants to to minimize
the length of the his traversal path based on his perceptions of the arc lengths. It is
assumed he knows the arcs which are interdicted.
The interdictor wants to maximize the true length of the path evader is taking.
Interdictor has the advantage of knowing true arc lengths and evaders perceptions. Based
on all this information,he will develop his interdiction plan [3].
As evident from the problem description, this is a bilevel programming problem with
interdictors problem as the outer optimization problem and followers problem as inner
optimization problem.

Mathematical Model
max
x

(ck + dk xk )yk

kA

such that:
P

= B

xk

{0, 1}

kA bk xk

where
(
y = arg

X 0
0
min
(ck + dk xk )yk
y

kA

such that:

kF S(i)

yk

10

yk

kRS(i)

yk

1, i = s

=
0, i = Any node other than source and sink

1, i = t
0

Concluding Remarks

This review study provides an introduction to network interdiction: modeling and algorithms. It starts with classical interdiction problems which have been around for more
25

than three quarters of a century.It also covers some emerging techniques in network interdiction. As mentioned before, bilevel programming and stochastic interdiction problems
are attracting quite a lot of interest.
Lim and Smith [19] suggests altering opponents perception of data to induce an
ineffective action as one of the many possible future research directions. That is, instead of
actually fortifying the network, just creating an illusion that a subset of network is fortified
may substantially reduce the cost. They also suggest development of more sophisticated
and effective heuristic techniques for solving the interdiction and fortification problems.

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