Robust minimum cost flow problem under consistent flow constraints

Annals of Operations Research, vol. 312, pp. 691–722

Abstract

Abstract The robust minimum cost flow problem under consistent flow constraints (RobMCF $$\equiv $$ ≡ ) is a new extension of the minimum cost flow (MCF) problem. In the RobMCF $$\equiv $$ ≡ problem, we consider demand and supply that are subject to uncertainty. For all demand realizations, however, we require that the flow value on an arc needs to be equal if it is included in the predetermined arc set given. The objective is to find feasible flows that satisfy the equal flow requirements while minimizing the maximum occurring cost among all demand realizations. In the case of a finite discrete set of scenarios, we derive structural results which point out the differences with the polynomial time solvable MCF problem in networks with integral demands, supplies, and capacities. In particular, the Integral Flow Theorem of Dantzig and Fulkerson does not hold. For this reason, we require integral flows in the entire paper. We show that the RobMCF $$\equiv $$ ≡ problem is strongly $$\mathcal {NP}$$ NP -hard on acyclic digraphs by a reduction from the (3, B2)-Sat problem. Further, we demonstrate that the RobMCF $$\equiv $$ ≡ problem is weakly $$\mathcal {NP}$$ NP -hard on series-parallel digraphs by providing a reduction from Partition. If in addition the number of scenarios is constant, we propose a pseudo-polynomial algorithm based on dynamic programming. Finally, we present a special case on series-parallel digraphs for which we can solve the RobMCF $$\equiv $$ ≡ problem in polynomial time.

Authors 3

1. Christina Büsing Aachen Lehrstuhl II für Mathematik

   RWTH Aachen University

   Affiliation as printed

   Lehrstuhl ii für Mathematik, RWTH Aachen University, Pontdriesch 10-12, 52062, Aachen, Germany

2. Arie M. C. A. Koster Aachen Lehrstuhl II für Mathematik

   RWTH Aachen University

   Affiliation as printed

   Lehrstuhl ii für Mathematik, RWTH Aachen University, Pontdriesch 10-12, 52062, Aachen, Germany

3. Sabrina Schmitz corresponding Aachen Lehrstuhl II für Mathematik

   RWTH Aachen University

   Affiliation as printed

   Lehrstuhl ii für Mathematik, RWTH Aachen University, Pontdriesch 10-12, 52062, Aachen, Germany