Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every resource is equally vulnerable, and that the set of scenarios is implicitly given by a single budget constraint. This paper studies a robustness model of a different kind. We focus on , a model recently introduced bulk for addressing the need to model non-uniform failure patterns in systems. We significantly extend the techniques used in bulk to design approximation algorithm for bulk-robust network design problems in planar graphs. Our techniques use an augmentation framework, combined with linear programming (LP) rounding that depends on a planar embedding of the input graph. A connection to cut covering problems and the dominating set problem in circle graphs is established. Our methods use few of the specifics of bulk-robust optimization, hence it is conceivable that they can be adapted to solve other robust network design problems.
Robustness discrete optimization with cost uncertainty was initially studied by Kouvelis and Yu @cite_3 and Yu and Yang @cite_4 . These works mainly consider the min-max model, where the goal is to find a solution that minimizes the worst-case cost according to the given set of cost functions. See the paper of Aissi, Bazgan and Vanderpooten @cite_23 for a survey. A closely related class of multi-budgeted problem has received considerable attention recently (see e.g. @cite_6 @cite_12 @cite_5 @cite_10 and references therein).
@cite_4 @cite_6 @cite_3 @cite_23 @cite_5 @cite_10 @cite_12
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In order to find a robust solution under an unknown linear cost function it will be considered the minmax regret criterion. It is assumed the vector of costs can take on values from a given uncertainty set. The resulting optimization model has been extensively analyzed in the literature when the uncertain costs are modeled by closed intervals. Unfortunately, except for rare applications, this problem has NP-hard complexity which has led to the appearance of approximated methods seeking for good solutions in a short computational time. We propose an approach to address data uncertainty for discrete optimization and network flow problems that allows controlling the degree of conservatism of the solution, and is computationally tractable both practically and theoretically. In particular, when both the cost coefficients and the data in the constraints of an integer programming problem are subject to uncertainty, we propose a robust integer programming problem of moderately larger size that allows controlling the degree of conservatism of the solution in terms of probabilistic bounds on constraint violation. When only the cost coefficients are subject to uncertainty and the problem is a 0−1 discrete optimization problem on n variables, then we solve the robust counterpart by solving at most n+1 instances of the original problem. Thus, the robust counterpart of a polynomially solvable 0−1 discrete optimization problem remains polynomially solvable. In particular, robust matching, spanning tree, shortest path, matroid intersection, etc. are polynomially solvable. We also show that the robust counterpart of an NP-hard α-approximable 0−1 discrete optimization problem, remains α-approximable. Finally, we propose an algorithm for robust network flows that solves the robust counterpart by solving a polynomial number of nominal minimum cost flow problems in a modified network. The following optimization problem is studied. There are several sets of integer positive numbers whose values are uncertain. The problem is to select one representative of each set such that the sum of the selected numbers is minimum. The uncertainty is modeled by discrete and interval scenarios, and the min–max and min–max (relative) regret approaches are used for making a selection decision. The arising min–max, min–max regret and min–max relative regret optimization problems are shown to be polynomially solvable for interval scenarios. For discrete scenarios, they are proved to be NP-hard in the strong sense if the number of scenarios is part of the input. If it is part of the problem type, then they are NP-hard in the ordinary sense, pseudo-polynomially solvable by a dynamic programming algorithm and possess an FPTAS. This study is motivated by the problem of selecting tools of minimum total cost in the design of a production line. Robust optimization has traditionally focused on uncertainty in data and costs in optimization problems to formulate models whose solutions will be optimal in the worst-case among the various uncertain scenarios in the model. While these approaches may be thought of defining data- or cost-robust problems, we formulate a new "demand-robust" model motivated by recent work on two-stage stochastic optimization problems. We propose this in the framework of general covering problems and prove a general structural lemma about special types of first-stage solutions for such problems: there exists a first-stage solution that is a minimal feasible solution for the union of the demands for some subset of the scenarios and its objective function value is no more than twice the optimal. We then provide approximation algorithms for a variety of standard discrete covering problems in this setting, including minimum cut, minimum multi-cut, shortest paths, Steiner trees, vertex cover and un-capacitated facility location. While many of our results draw from rounding approaches recently developed for stochastic programming problems, we also show new applications of old metric rounding techniques for cut problems in this demand-robust setting.