Complexity results and exact algorithms for robust knapsack problems.

This paper studies the robust knapsack problem, for which solutions are, up to a certain point, immune to data uncertainty. We complement the works found in the literature where uncertainty affects only the profits or only the weights of the items by studying the complexity and approximation of the general setting with uncertainty regarding both the profits and the weights, for three different objective functions. Furthermore, we develop a scenario-relaxation algorithm for solving the general problem and present computational results.Knapsack problem; Robustness; Scenario-relaxation algorithm; NP-hard; Approximation;

Algorithm Engineering in Robust Optimization

Robust optimization is a young and emerging field of research having received a considerable increase of interest over the last decade. In this paper, we argue that the the algorithm engineering methodology fits very well to the field of robust optimization and yields a rewarding new perspective on both the current state of research and open research directions. To this end we go through the algorithm engineering cycle of design and analysis of concepts, development and implementation of algorithms, and theoretical and experimental evaluation. We show that many ideas of algorithm engineering have already been applied in publications on robust optimization. Most work on robust optimization is devoted to analysis of the concepts and the development of algorithms, some papers deal with the evaluation of a particular concept in case studies, and work on comparison of concepts just starts. What is still a drawback in many papers on robustness is the missing link to include the results of the experiments again in the design

Counting approximately-shortest paths in directed acyclic graphs

Given a directed acyclic graph with positive edge-weights, two vertices s and t, and a threshold-weight L, we present a fully-polynomial time approximation-scheme for the problem of counting the s-t paths of length at most L. We extend the algorithm for the case of two (or more) instances of the same problem. That is, given two graphs that have the same vertices and edges and differ only in edge-weights, and given two threshold-weights L_1 and L_2, we show how to approximately count the s-t paths that have length at most L_1 in the first graph and length at most L_2 in the second graph. We believe that our algorithms should find application in counting approximate solutions of related optimization problems, where finding an (optimum) solution can be reduced to the computation of a shortest path in a purpose-built auxiliary graph

Submodular Optimization with Submodular Cover and Submodular Knapsack Constraints

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint (submodular knapsack). We are motivated by a number of real-world applications in machine learning including sensor placement and data subset selection, which require maximizing a certain submodular function (like coverage or diversity) while simultaneously minimizing another (like cooperative cost). These problems are often posed as minimizing the difference between submodular functions [14, 35] which is in the worst case inapproximable. We show, however, that by phrasing these problems as constrained optimization, which is more natural for many applications, we achieve a number of bounded approximation guarantees. We also show that both these problems are closely related and an approximation algorithm solving one can be used to obtain an approximation guarantee for the other. We provide hardness results for both problems thus showing that our approximation factors are tight up to log-factors. Finally, we empirically demonstrate the performance and good scalability properties of our algorithms.Comment: 23 pages. A short version of this appeared in Advances of NIPS-201