The Minimum Cost Flow Problem of Uncertain Random Network

Soheila Abdi (), Fahimeh Baroughi and Behrooz Alizadeh ()
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Soheila Abdi: Department of Applied Mathematics, Faculty of Basic Sciences, Sahand University of Technology, Tabriz, Iran
Fahimeh Baroughi: Department of Applied Mathematics, Faculty of Basic Sciences, Sahand University of Technology, Tabriz, Iran
Behrooz Alizadeh: Department of Applied Mathematics, Faculty of Basic Sciences, Sahand University of Technology, Tabriz, Iran

Asia-Pacific Journal of Operational Research (APJOR), 2018, vol. 35, issue 03, 1-18

Abstract: The aim of this paper is to present a novel method for solving the minimum cost flow problem on networks with uncertain-random capacities and costs. The objective function of this problem is an uncertain random variable and the constraints of the problem do not make a deterministic feasible set. Under the framework of uncertain random programming, a corresponding α-minimum cost flow model with a prespecified confidence level α, is formulated and its main properties are analyzed. It is proven that there exists an equivalence relationship between this model and the classical deterministic minimum cost flow model. Then an algorithm is proposed to find the maximum amount of α such that for it, the feasible set of α-minimum cost flow model is nonempty. Finally, a numerical example is presented to illustrate the efficiency of our proposed method.

Keywords: Uncertain random programming; minimum cost flow problem; chance theory; uncertainty theory (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S0217595918500161

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