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.
An interesting class of problems with uncertainty in the feasible set was introduced by Dhamdhere, Goyal, Ravi and Singh @cite_16 . In this two-stage models the feasibility condition is only fully revealed in the second stage. While resources can be bought in both stages, they are cheaper in the first stage, in which only partial information about the feasible set is available. This model was subsequently studied by several other authors (see @cite_15 @cite_11 @cite_17 ). Different two-stage model was proposed in @cite_18 @cite_1 for the shortest path problem. Several other important network design problems are motivated by robust optimization. Such problems include the minimum @math -edge connected spanning subgraph problem @cite_7 @cite_8 and the survivable network design problem @cite_9 @cite_20 . Various other robust variants of classical combinatorial optimization problems were proposed. For a survey of these results we refer the reader to the theses of Adjiashvili @cite_21 and Olver @cite_26 .
@cite_18 @cite_11 @cite_26 @cite_7 @cite_8 @cite_9 @cite_21 @cite_1 @cite_15 @cite_16 @cite_20 @cite_17
2121638441 2146146025 2165775468 75217549
We study the Steiner tree problem and the single-cable single-sink network design problem under a two-stage stochastic model with recourse and finitely many scenarios. In these models, some edges are purchased in a first stage when only probabilistic information about the second stage is available. In the second stage, one of a finite number of specified scenarios is realized, which results in the set of terminals becoming known and the opportunity to purchase additional edges (under an inflated cost function) to augment the first-stage solution. We provide constant factor approximation algorithms for these problems by rounding the linear relaxation of IP formulations of the problems. Our algorithms involve solving the linear relaxation first, followed by a primal-dual routine that is guided by the LP solution. We also show that because our bounds are local (the cost of each component is bounded by its cost in the LP solution), we are able to obtain bounds that guard against a form of downside risk. In the survivable network design problem (SNDP), given an undirected graph and values r sub ij for each pair of vertices i and j, we attempt to find a minimum-cost subgraph such that there are r sub ij disjoint paths between vertices i and j. In the edge connected version of this problem (EC-SNDP), these paths must be edge-disjoint. In the vertex connected version of the problem (VC-SNDP), the paths must be vertex disjoint. K. (1999) propose a version of the problem intermediate in difficulty to these two, called the element connectivity problem (ELC-SNDP, or ELC). These variants of SNDP are all known to be NP-hard. The best known approximation algorithm for the EC-SNDP has performance guarantee of 2 (K. Jain, 2001), and iteratively rounds solutions to a linear programming relaxation of the problem. ELC has a primal-dual O (log k) approximation algorithm, where k=max sub i,j r sub ij . VC-SNDP is not known to have a non-trivial approximation algorithm; however, recently L. Fleischer (2001) has shown how to extend the technique of K. Jain ( 2001) to give a 2-approximation algorithm in the case that r sub ij spl isin 0, 1, 2 . She also shows that the same techniques will not work for VC-SNDP for more general values of r sub ij . The authors show that these techniques can be extended to a 2-approximation algorithm for ELC. This gives the first constant approximation algorithm for a general survivable network design problem which allows node failures. 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. We consider the Steiner tree problem in graphs under uncertainty, the so-called two-stage stochastic Steiner tree problem (SSTP). The problem consists of two stages: In the first stage, we do not know which nodes need to be connected. Instead, we know costs at which we may buy edges, and a set of possible scenarios one of which will arise in the second stage. Each scenario consists of its own terminal set, a probability, and second-stage edge costs. We want to find a selection of first-stage edges and second-stage edges for each scenario that minimizes the expected costs and satisfies all connectivity requirements. We show that SSTP is in the class of fixed-parameter tractable problems (FPT), parameterized by the number of terminals. Additionally, we transfer our results to the directed and the prize-collecting variant of SSTP.