Polynomial-time identification of robust network flows under uncertain arc failures

被引:18
作者
Boginski, Vladimir L. [1 ]
Commander, Clayton W. [2 ]
Turko, Timofey [3 ]
机构
[1] Univ Florida, Dept Ind & Syst Engn, REEF, Shalimar, FL USA
[2] Munit Directorate, AF Res Lab, Niceville, FL USA
[3] Univ Florida, Dept Ind & Syst Engn, Risk Management & Financial Engn Lab, Gainesville, FL 32611 USA
关键词
Network flows; Minimum Cost Flow problems; Linear programming; Robust optimization; Quantitative risk measures; Conditional Value-at-Risk;
D O I
10.1007/s11590-009-0125-x
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We propose Linear Programming (LP)-based solution methods for network flow problems subject to multiple uncertain arc failures, which allow finding robust optimal solutions in polynomial time under certain conditions. We justify this fact by proving that for the considered class of problems under uncertainty with linear loss functions, the number of entities in the corresponding LP formulations is polynomial with respect to the number of arcs in the network. The proposed formulation is efficient for sparse networks, as well as for time-critical networked systems, where quick and robust decisions play a crucial role.
引用
收藏
页码:461 / 473
页数:13
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