A GRASP algorithm for a capacitated, fixed charge, multicommodity network flow problem with uncertain demand and survivability constraints

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Abstract

An extension of the capacitated, fixed charge, multicommodity network flow problem with an uncertain demand of services and survivability constraints was designed and modeled as a stochastic programming problem. A polynomial algorithm based on the GRASP metaheuristic with a construction phase of a survivable topology and a local search phase based on a key-path decomposition of the graph and a feasible key-path replacement was proposed to solve it. The heuristic algorithm was tested for several problem instances, and its solutions were compared with a branch-and-cut solver. The heuristic reached good quality solutions for the tested cases.

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