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Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
DOI:10.1016/j.cor.2023.106260.png)
摘要
En 中文
This study focuses on a specific problem in network optimization, namely the minimum cost multi-commodity network flow (MCNF) problem. The problem is complicated by the presence of uncertain parameters, including various types of costs associated with each arc in the network. The study presents a multi-objective approach to solving this problem, where the coefficients of the capacity constraints are modelled as random variables with a normal distribution, and the dependence between them is modelled using an Archimedean copula. The capacity constraints are presented as joint chance constraints, and a multi-objective problem is formulated to deal with the uncertainty. This uncertain multi-objective problem is then converted into a certain multi-objective problem using fuzzy programming. The resulting certain multi-objective MCNF problem is converted to a certain single objective problem using second-order cone programming (SOCP), which is solved using either piecewise tangent approximation or piecewise linear approximation methods. The proposed ap- proaches are tested using numerical examples and experimental tests to demonstrate their effectiveness in solving large-scale network problems efficiently. The results show that the proposed approaches are a useful tool for solving uncertain multi-objective MCNF problems in real-world applications.
Keyword:
Minimum cost network flow problem
Multi-objective programming
Joint chance-constrained optimization
Copula theory
期刊
C
IF:
4.3
论文数:
6.5K
被引数:
1.8W
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