Original scientific paper
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
Abstract
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.
Keywords
network flow; integer flow; robust optimization; algorithm
Hrčak ID:
253186
URI
Publication date:
5.2.2021.
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