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

Robust optimization with incremental recourse

In this paper, we consider an adaptive approach to address optimization problems with uncertain cost parameters. Here, the decision maker selects an initial decision, observes the realization of the uncertain cost parameters, and then is permitted to modify the initial decision. We treat the uncertainty using the framework of robust optimization in which uncertain parameters lie within a given set. The decision maker optimizes so as to develop the best cost guarantee in terms of the worst-case analysis. The recourse decision is ``incremental"; that is, the decision maker is permitted to change the initial solution by a small fixed amount. We refer to the resulting problem as the robust incremental problem. We study robust incremental variants of several optimization problems. We show that the robust incremental counterpart of a linear program is itself a linear program if the uncertainty set is polyhedral. Hence, it is solvable in polynomial time. We establish the NP-hardness for robust incremental linear programming for the case of a discrete uncertainty set. We show that the robust incremental shortest path problem is NP-complete when costs are chosen from a polyhedral uncertainty set, even in the case that only one new arc may be added to the initial path. We also address the complexity of several special cases of the robust incremental shortest path problem and the robust incremental minimum spanning tree problem

Fault-Tolerant Shortest Paths - Beyond the Uniform Failure Model

The overwhelming majority of survivable (fault-tolerant) network design models assume a uniform scenario set. Such a scenario set assumes that every subset of the network resources (edges or vertices) of a given cardinality $k$ comprises a scenario. While this approach yields problems with clean combinatorial structure and good algorithms, it often fails to capture the true nature of the scenario set coming from applications. One natural refinement of the uniform model is obtained by partitioning the set of resources into faulty and secure resources. The scenario set contains every subset of at most $k$ faulty resources. This work studies the Fault-Tolerant Path (FTP) problem, the counterpart of the Shortest Path problem in this failure model. We present complexity results alongside exact and approximation algorithms for FTP. We emphasize the vast increase in the complexity of the problem with respect to its uniform analogue, the Edge-Disjoint Paths problem

A parameterized view to the robust recoverable base problem of matroids under structural uncertainty

We study a robust recoverable version of the matroid base problem where the uncertainty is imposed on combinatorial structures rather than on weights as studied in the literature. We prove that the problem is NP-hard even when a given matroid is uniform or graphic. On the other hand, we prove that the problem is fixed-parameter tractable with respect to the number of scenarios