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Adaptive dynamic cost updating procedure for solving fixed charge network flow problems

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Abstract

We approximate the objective function of the fixed charge network flow problem (FCNF) by a piecewise linear one, and construct a concave piecewise linear network flow problem (CPLNF). A proper choice of parameters in the CPLNF problem guarantees the equivalence between those two problems. We propose a heuristic algorithm for solving the FCNF problem, which requires solving a sequence of CPLNF problems. The algorithm employs the dynamic cost updating procedure (DCUP) to find a solution to the CPLNF problems. Preliminary numerical experiments show the effectiveness of the proposed algorithm. In particular, it provides a better solution than the dynamic slope scaling procedure in less CPU time.

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Authors and Affiliations

  1. Center for Applied Optimization, Industrial and Systems Engineering Department, University of Florida, Gainesville, USA

    Artyom Nahapetyan & Panos Pardalos

Authors
  1. Artyom Nahapetyan
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  2. Panos Pardalos
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Correspondence to Artyom Nahapetyan.

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Research was partially supported by NSF and Air Force grants.

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Nahapetyan, A., Pardalos, P. Adaptive dynamic cost updating procedure for solving fixed charge network flow problems. Comput Optim Appl 39, 37–50 (2008). https://doi.org/10.1007/s10589-007-9060-x

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  • DOI: https://doi.org/10.1007/s10589-007-9060-x

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