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The Minimum Cost Flow Problem of Uncertain Random Network

Author

Listed:
  • 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)

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.

Suggested Citation

  • Soheila Abdi & Fahimeh Baroughi & Behrooz Alizadeh, 2018. "The Minimum Cost Flow Problem of Uncertain Random Network," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(03), pages 1-18, June.
    • Handle: RePEc:wsi:apjorx:v:35:y:2018:i:03:n:s0217595918500161
    DOI: 10.1142/S0217595918500161
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    References listed on IDEAS

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    1. A. C. Williams, 1963. "A Stochastic Transportation Problem," Operations Research, INFORMS, vol. 11(5), pages 759-770, October.
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