An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles

We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality constraints. We propose a branch-and-bound algorithm where dual bounds are computed by means of an active set algorithm. The latter is applied to the Lagrangian dual of the continuous relaxation, where the feasible set of the combinatorial problem is supposed to be given by a separation oracle. The method benefits from the closed form solution of the active set subproblems and from a smart update of pseudo-inverse matrices. We present numerical experiments on randomly generated instances and on instances from different combinatorial problems, including the shortest path and the traveling salesman problem, showing that our new algorithm consistently outperforms the state-of-the art mixed-integer SOCP solver of Gurobi

Fault-Tolerant, but Paradoxical Path-Finding in Physical and Conceptual Systems

We report our initial investigations into reliability and path-finding based models and propose future areas of interest. Inspired by broken sidewalks during on-campus construction projects, we develop two models for navigating this "unreliable network." These are based on a concept of "accumulating risk" backward from the destination, and both operate on directed acyclic graphs with a probability of failure associated with each edge. The first serves to introduce and has faults addressed by the second, more conservative model. Next, we show a paradox when these models are used to construct polynomials on conceptual networks, such as design processes and software development life cycles. When the risk of a network increases uniformly, the most reliable path changes from wider and longer to shorter and narrower. If we let professional inexperience--such as with entry level cooks and software developers--represent probability of edge failure, does this change in path imply that the novice should follow instructions with fewer "back-up" plans, yet those with alternative routes should be followed by the expert?Comment: 8 page

Cautious Weight Tuning for Link State Routing Protocols

Link state routing protocols are widely used for intradomain routing in the Internet. These protocols are simple to administer and automatically update paths between sources and destinations when the topology changes. However, finding link weights that optimize network performance for a given traffic scenario is computationally hard. The situation is even more complex when the traffic is uncertain or time-varying. We present an efficient heuristic for finding link settings that give uniformly good performance also under large changes in the traffic. The heuristic combines efficient search techniques with a novel objective function. The objective function combines network performance with a cost of deviating from desirable features of robust link weight settings. Furthermore, we discuss why link weight optimization is insensitive to errors in estimated traffic data from link load measurements. We assess performance of our method using traffic data from an operational IP backbone