Heuristic solutions to robust variants of the minimum-cost integer flow problem

Abstract: This paper deals with robust optimization applied to network flows. Two robust variants of the minimum-cost integer flow problem are considered. Thereby, uncertainty in problem formulation is limited to arc unit costs and expressed by a finite set of explicitly given scenarios. It is shown that both problem variants are NP-hard. To solve the considered variants, several heuristics based on local search or evolutionary computing are proposed. The heuristics are experimentally evaluated on appropriate problem instances.