some remarks on application of sandwich methods in the minimum cost flow problem一些评价应用三明治方法在最小费用流问题.pdf

American Journal of Operations Research, 2012, 2, 22-35 /10.4236/ajor.2012.21003 Published Online March 2012 (http://www.SciRP.org/journal/ajor) Some Remarks on Application of Sandwich Methods in the Minimum Cost Flow Problem 1 2 Marta Kostrzewska , Lesław Socha 1Institute of Mathematics, University of Silesia, Katowice, Poland 2Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Warsaw, Poland Email: marta.kostrzewska83@, leslawsocha@poczta.onet.pl Received November 27, 2011; revised December 25, 2011; accepted January 12, 2012 ABSTRACT 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 de- rivative free methods are given. Keywords: Bicriteria Network Cost Flow Problem; Sandwich Algorithms; Efficient Frontier; Stochastic Costs 1. Introduction the function value evaluation, with the interval bisection partition rule and two new iterative strategies for the de- The network cost flow problems which describe a lot of termination of the new input data point in each iteration. real-life problems have been studied recently in many Authors gave t