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https://doi.org/10.7307/ptt.v33i1.3538

Solving Robust Variants of Integer Flow Problems with Uncertain Arc Capacities

Marko Špoljarec ; Intesa Sanpaolo International Value Services, Zagreb, Croatia
Robert Manger ; University of Zagreb, Faculty of Science, Zagreb, Croatia


Puni tekst: engleski pdf 469 Kb

str. 77-89

preuzimanja: 295

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Sažetak

This paper deals with robust optimization and network flows. Several robust variants of integer flow problems are considered. They assume uncertainty of network arc capacities as well as of arc unit costs (where applicable). Uncertainty is expressed by discrete scenarios. Since the considered variants of the maximum flow problem are easy to solve, the paper is mostly concerned with NP-hard variants of the minimum-cost flow problem, thus proposing an approximate algorithm for their solution. The accuracy of the proposed algorithm is verified by experiments.

Ključne riječi

network flow; integer flow; robust optimization; algorithm

Hrčak ID:

253186

URI

https://hrcak.srce.hr/253186

Datum izdavanja:

5.2.2021.

Posjeta: 686 *