A heuristic framework for a class of robust optimization problems is proposed.The heuristic framework explores dual information.The heuristic is successfully applied to solve two robust optimization problems.The heuristic is able to outperform a widely used 2-approximation procedure.A robust optimization version of the restricted shortest path problem is introduced. This work deals with a class of problems under interval data uncertainty, namely interval robust-hard problems, composed of interval data min-max regret generalizations of classical NP-hard combinatorial problems modeled as 0-1 integer linear programming problems. These problems are more challenging than other interval data min-max regret problems, as solely computing the cost of any feasible solution requires solving an instance of an NP-hard problem. The state-of-the-art exact algorithms in the literature are based on the generation of a possibly exponential number of cuts. As each cut separation involves the resolution of an NP-hard classical optimization problem, the size of the instances that can be solved efficiently is relatively small. To smooth this issue, we present a modeling technique for interval robust-hard problems in the context of a heuristic framework. The heuristic obtains feasible solutions by exploring dual information of a linearly relaxed model associated with the classical optimization problem counterpart. Computational experiments for interval data min-max regret versions of the restricted shortest path problem and the set covering problem show that our heuristic is able to find optimal or near-optimal solutions and also improves the primal bounds obtained by a state-of-the-art exact algorithm and a 2-approximation procedure for interval data min-max regret problems.
As far as we know, @cite_43 (also see @cite_23 ) were the first to address an interval robust-hard problem. The authors introduced the interval data min-max regret traveling salesman problem, along with a mathematical formulation containing an exponential number of constraints. Moreover, three exact algorithms were presented and computationally compared at solving the proposed formulation: a , a and a logic-based Benders' decomposition @cite_61 algorithm. The latter algorithm has been widely used to solve robust optimization problems whose classical counterparts are polynomially solvable (see, e.g., @cite_32 @cite_50 @cite_40 ). Computational experiments showed that the logic-based Benders' algorithm outperforms the other exact algorithms for the interval data min-max regret traveling salesman problem.
@cite_61 @cite_32 @cite_43 @cite_40 @cite_50 @cite_23
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The Travelling Salesman Problem is one the most fundamental and most studied problems in approximation algorithms. For more than 30 years, the best algorithm known for general metrics has been Christofides's algorithm with approximation factor of 3 2, even though the so-called Held-Karp LP relaxation of the problem is conjectured to have the integrality gap of only 4 3. Very recently, significant progress has been made for the important special case of graphic metrics, first by Oveis , and then by Momke and Svensson. In this paper, we provide an improved analysis for the approach introduced by Momke and Svensson yielding a bound of 13 9 on the approximation factor, as well as a bound of 19 12+epsilon for any epsilon>0 for a more general Travelling Salesman Path Problem in graphic metrics. In this paper, new lower bounds for the asymmetric travelling salesman problem are presented, based on spanning arborescences. The new bounds are combined in an additive procedure whose theoretical performance is compared with that of the Balas and Christofides procedure (1981). Both procedures have been imbedded in a simple branch and bound algorithm and experimentally evaluated on hard test problems. The traveling salesman problem (TSP) is among the most famous NP-hard optimization problems. We design for this problem an algorithm that for any fixed @math computes in randomized polynomial time a @math -approximation to the optimal tour in TSP instances that form an arbitrary metric space with bounded intrinsic dimension. The celebrated results of Arora [J. ACM, 45 (1998), pp. 753--782] and Mitchell [SIAM J. Comput., 28 (1999), pp. 1298--1309] prove that the above result holds in the special case of TSP in a fixed-dimensional Euclidean space. Thus, our algorithm demonstrates that the algorithmic tractability of metric TSP depends on the dimensionality of the space and not on its specific geometry. This result resolves a problem that has been open since the quasi-polynomial time algorithm of Talwar [Proceedings of the 36th Annual ACM Symposium on Theory of Computing, 2004, pp. 281--290]. The Traveling Salesman Problem (TSP) is among the most famous NP-hard optimization problems. We design for this problem a randomized polynomial-time algorithm that computes a (1+µ)-approximation to the optimal tour, for any fixed µ>0, in TSP instances that form an arbitrary metric space with bounded intrinsic dimension. The celebrated results of Arora [Aro98] and Mitchell [Mit99] prove that the above result holds in the special case of TSP in a fixed-dimensional Euclidean space. Thus, our algorithm demonstrates that the algorithmic tractability of metric TSP depends on the dimensionality of the space and not on its specific geometry. This result resolves a problem that has been open since the quasi-polynomial time algorithm of Talwar [Tal04].