Some Remarks on Application of Sandwich Methods in the Minimum Cost Flow Problem
Some Remarks on Application of Sandwich Methods in the Minimum Cost Flow Problem作者机构：Faculty of Mathematics and Natural Sciences Cardinal Stefan Wyszyński University Warsaw Poland Institute of Mathematics University of Silesia Katowice Poland
出 版 物：《American Journal of Operations Research》 (美国运筹学期刊（英文）)
年 卷 期：2012年第2卷第1期
页 面：22-35页
学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学]
主 题：Bicriteria Network Cost Flow Problem Sandwich Algorithms Efficient Frontier Stochastic Costs
摘 要：In this paper, two new sandwich algorithms for the convex curve approximation are introduced. The proofs of the linear convergence property of the first method and the quadratic convergence property of the second method are given. The methods are applied to approximate the efficient frontier of the stochastic minimum cost flow problem with the moment bicriterion. Two numerical examples including the comparison of the proposed algorithms with two other literature derivative free methods are given.
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