Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory

Abstract

This study focuses on a specific problem in network optimization, namely the minimum cost multi-commodity network flow (MCNF) problem. The problem is complicated by the presence of uncertain parameters, including various types of costs associated with each arc in the network. The study presents a multi-objective approach to solving this problem, where the coefficients of the capacity constraints are modelled as random variables with a normal distribution, and the dependence between them is modelled using an Archimedean copula. The capacity constraints are presented as joint chance constraints, and a multi-objective problem is formulated to deal with the uncertainty. This uncertain multi-objective problem is then converted into a certain multi-objective problem using fuzzy programming. The resulting certain multi-objective MCNF problem is converted to a certain single objective problem using second-order cone programming (SOCP), which is solved using either piecewise tangent approximation or piecewise linear approximation methods. The proposed approaches are tested using numerical examples and experimental tests to demonstrate their effectiveness in solving large-scale network problems efficiently. The results show that the proposed approaches are a useful tool for solving uncertain multi-objective MCNF problems in real-world applications.