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.
@cite_4: Abstract The shortest path problem is of great importance to the real world in such areas as transportation, network design, telecommunication, etc. The deterministic version of the problem is easily solved. However, in the real world, uncertainty is frequently encountered and must be dealt with. For instance, in a transportation network, the path that has the least travel time when no traffic is present might be prone to accidents and traffic jams, and thus it may lead to a drastic increase in travel time during rush hours. In situations with significant uncertainty, the deterministic approach can be far from sufficient. New and appropriate criteria and models to handle uncertainties along with efficient solution techniques are in need. In this paper, we take a minimax approach to measure the performance under uncertainties. Under our measure, one path is superior to all others only if its worst case performance is better than that of the others. The complexity of the defined models, exact and heuristic solution methods are explored and presented. Analysis is done to examine the performance of the heuristic method. The shortest path (SP) problem in a network with nonnegative arc lengths can be solved easily by Dijkstra's labeling algorithm in polynomial time. In the case of significant uncertainty of the arc lengths, a robustness approach is more appropriate. In this paper, we study the SP problem under arc length uncertainties. A scenario approach is adopted to characterize uncertainties. Two robustness criteria are specified: the absolute robust criterion and the robust deviation criterion. We show that under both criteria the robust SP problem is NP-complete even for the much more restricted layered networks of width 2, and with only 2 scenarios. A pseudo-polynomial algorithm is devised to solve the robust SP problem in general networks under bounded number of scenarios. Also presented is a more efficient algorithm for layered networks. However, in the case of unlimited number of scenarios, we show that the robust SP problem is strongly NP-hard. A simple heuristic for finding a good robust shortest path is provided, and the worst case performance is analyzed.
@cite_6: We study network-design problems with multiple design objectives. In particular, we look at two cost measures to be minimized simultaneously: the total cost of the network and the maximum degree of any node in the network. Our main result can be roughly stated as follows: given an integer @math , we present approximation algorithms for a variety of network-design problems on an @math -node graph in which the degree of the output network is @math and the cost of this network is @math times that of the minimum-cost degree- @math -bounded network. These algorithms can handle costs on nodes as well as edges. Moreover, we can construct such networks so as to satisfy a variety of connectivity specifications including spanning trees, Steiner trees and generalized Steiner forests. The performance guarantee on the cost of the output network is nearly best-possible unless @math . We also address the special case in which the costs obey the triangle inequality. In this case, we obtain a polynomial-time approximation algorithm with a stronger performance guarantee. Given a bound @math on the degree, the algorithm finds a degree- @math -bounded network of cost at most a constant time optimum. There is no algorithm that does as well in the absence of triangle inequality unless @math . We also show that in the case of spanning networks, we can simultaneously approximate within a constant factor yet another objective: the maximum cost of any edge in the network, also called the bottleneck cost of the network. We extend our algorithms to find TSP tours and @math -connected spanning networks for any fixed @math that simultaneously approximate all these three cost measures.
@cite_3: 
@cite_23: Min-max and min-max regret criteria are commonly used to define robust solutions. After motivating the use of these criteria, we present general results. Then, we survey complexity results for the min-max and min-max regret versions of some combinatorial optimization problems: shortest path, spanning tree, assignment, min cut, min s-t cut, knapsack. Since most of these problems are NP-hard, we also investigate the approximability of these problems. Furthermore, we present algorithms to solve these problems to optimality.
@cite_5: Motivated by multi-budgeted optimization and other applications, we consider the problem of randomly rounding a fractional solution x in the (non-bipartite graph) matching and matroid intersection polytopes. We show that for any fixed Δ > 0, a given point x can be rounded to a random solution R such that E[1R] = (1 − Δ)x and any linear function of x satisfies dimension-free Chernoff-Hoeffding concentration bounds (the bounds depend on Δ and the expectation μ). We build on and adapt the swap rounding scheme in our recent work [9] to achieve this result. Our main contribution is a non-trivial martingale based analysis framework to prove the desired concentration bounds. In this paper we describe two applications. We give a randomized PTAS for matroid intersection and matchings with any fixed number of budget constraints. We also give a deterministic PTAS for the case of matchings. The concentration bounds also yield related results when the number of budget constraints is not fixed. As a second application we obtain an algorithm to compute in polynomial time an ∈-approximate Pareto-optimal set for the multi-objective variants of these problems, when the number of objectives is a fixed constant. We rely on a result of Papadimitriou and Yannakakis [26].
@cite_10: A natural way to deal with multiple, partially conflicting objectives is turning all the objectives but one into budget constraints. Many classical optimization problems, such as maximum spanning tree and forest, shortest path, maximum weight (perfect) matching, maximum weight independent set (basis) in a matroid or in the intersection of two matroids, become NP-hard even with one budget constraint. Still, for most of these problems efficient deterministic and randomized approximation schemes are known. Not much is known however about the case of two or more budgets: filling this gap, at least partially, is the main goal of this paper. In more detail, we obtain the following main results: Using iterative rounding for the first time in multi-objective optimization, we obtain multi-criteria PTASs (which slightly violate the budget constraints) for spanning tree, matroid basis, and bipartite matching with @math k = O ( 1 ) budget constraints. We present a simple mechanism to transform multi-criteria approximation schemes into pure approximation schemes for problems whose feasible solutions define an independence system. This gives improved algorithms for several problems. In particular, this mechanism can be applied to the above bipartite matching algorithm, hence obtaining a pure PTAS. We show that points in low-dimensional faces of any matroid polytope are almost integral, an interesting result on its own. This gives a deterministic approximation scheme for @math k -budgeted matroid independent set. We present a deterministic approximation scheme for @math k -budgeted matching (in general graphs), where @math k = O ( 1 ) . Interestingly, to show that our procedure works, we rely on a non-constructive result by Stromquist and Woodall, which is based on the Ham Sandwich Theorem.
@cite_12: We study problems in multiobjective optimization, in which solutions to a combinatorial optimization problem are evaluated with respect to several cost criteria, and we are interested in the trade-off between these objectives (the so-called Pareto curve). We point out that, under very general conditions, there is a polynomially succinct curve that spl epsiv -approximates the Pareto curve, for any spl epsiv >0. We give a necessary and sufficient condition under which this approximate Pareto curve can be constructed in time polynomial in the size of the instance and 1 spl epsiv . In the case of multiple linear objectives, we distinguish between two cases: when the underlying feasible region is convex, then we show that approximating the multi-objective problem is equivalent to approximating the single-objective problem. If however the feasible region is discrete, then we point out that the question reduces to an old and recurrent one: how does the complexity of a combinatorial optimization problem change when its feasible region is intersected with a hyperplane with small coefficients; we report some interesting new findings in this domain. Finally, we apply these concepts and techniques to formulate and solve approximately a cost-time-quality trade-off for optimizing access to the World-Wide Web, in a model first studied by (1996) (which was actually the original motivation for this work).
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).