Author(s)

Marta Kostrzewska, Leslaw Socha

Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Warsaw, Poland.
Institute of Mathematics, University of Silesia, Katowice, Poland.

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.

Bicriteria Network Cost Flow Problem; Sandwich Algorithms; Efficient Frontier; Stochastic Costs

M. Kostrzewska and L. Socha, "Some Remarks on Application of Sandwich Methods in the Minimum Cost Flow Problem," American Journal of Operations Research, Vol. 2 No. 1, 2012, pp. 22-35. doi: 10.4236/ajor.2012.21003.