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We present a new approach to handle uncertain combinatorial optimization problems that uses solution ranking procedures to determine the degree of robustness of a solution. Unlike classic concepts for robust optimization, our approach is not purely based on absolute quantitative performance, but also includes qualitative aspects that are of major importance for the decision maker.
We discuss the two variants, solution ranking and objective ranking robustness, in more detail, presenting problem complexities and solution approaches. Using an uncertain shortest path problem as a computational example, the potential of our approach is demonstrated in the context of evacuation planning due to river flooding.
We argue that the concepts of resilience in engineering science and robustness in mathematical optimization are strongly related. Using evacuation planning as an example application, we demonstrate optimization techniques to improve solution resilience. These include a direct modelling of the uncertainty for stochastic or robust optimization, as well as taking multiple objective functions into account.
Given a directed graph G = (N,A) with arc capacities u and a minimum cost flow problem defined on G, the capacity inverse minimum cost flow problem is to find a new capacity vector u' for the arc set A such that a given feasible flow x' is optimal with respect to the modified capacities. Among all capacity vectors u' satisfying this condition, we would like to find one with minimum ||u' - u|| value. We consider two distance measures for ||u' - u||, rectilinear and Chebyshev distances. By reduction from the feedback arc set problem we show that the capacity inverse minimum cost flow problem is NP-hard in the rectilinear case. On the other hand, it is polynomially solvable by a greedy algorithm for the Chebyshev norm. In the latter case we propose a heuristic for the bicriteria problem, where we minimize among all optimal solutions the number of affected arcs. We also present computational results for this heuristic.
In contrast to p-hub problems with a summation objective (p-hub median), minmax hub problems (p-hub center) have not attained much attention in the literature. In this paper, we give a polyhedral analysis of the uncapacitated single allocation p-hub center problem (USApHCP). The analysis will be based on a radius formulation which currently yields the most efficient solution procedures. We show which of the valid inequalities in this formulation are facet-defining and present non-elementary classes of facets, for which we propose separation problems. A major part in our argumentation will be the close connection between polytopes of the USApHCP and the uncapacitated p-facility location (pUFL). Hence, the new classes of facets can also be used to improve pUFL formulations.