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Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…

Artificial Intelligence · Computer Science 2013-02-21 Michael P. Wellman , Matthew Ford , Kenneth Larson

We consider robust combinatorial optimization problems with cost uncertainty where the decision maker can prepare K solutions beforehand and chooses the best of them once the true cost is revealed. Also known as min-max-min robustness (a…

Optimization and Control · Mathematics 2019-10-29 Marc Goerigk , Jannis Kurtz , Michael Poss

Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…

Optimization and Control · Mathematics 2024-03-29 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

Several different ways exist for approaching hard optimization problems. Mathematical programming techniques, including (integer) linear programming-based methods and metaheuristic approaches, are two highly successful streams for…

Optimization and Control · Mathematics 2022-02-08 Hengameh Fakhravar

In this study we consider the shortest path problem, where the arc costs are subject to distributional uncertainty. Basically, the decision-maker attempts to minimize her worst-case expected loss over an ambiguity set (or a family) of…

Optimization and Control · Mathematics 2021-03-16 Sergey S. Ketkov , Oleg A. Prokopyev , Evgenii P. Burashnikov

We study the following fundamental network optimization problem known as Maximum Robust Flow (MRF): A planner determines a flow on $s$-$t$-paths in a given capacitated network. Then, an adversary removes $k$ arcs from the network,…

Discrete Mathematics · Computer Science 2025-11-11 Jannik Matuschke

Unsplittable flow problems cover a wide range of telecommunication and transportation problems and their efficient resolution is key to a number of applications. In this work, we study algorithms that can scale up to large graphs and…

Data Structures and Algorithms · Computer Science 2023-03-29 François Lamothe , Emmanuel Rachelson , Alain Haït , Cedric Baudoin , Jean-Baptiste Dupe

This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for…

Optimization and Control · Mathematics 2023-12-21 Marcel Jackiewicz , Adam Kasperski , Pawel Zielinski

In this paper we study the min-cost flow problem in planar networks. We start with the min-cost flow problem and apply two transformations, one is based on geometric duality of planar graphs and the other on linear programming duality. The…

Discrete Mathematics · Computer Science 2013-07-01 Haim Kaplan , Yahav Nussbaum

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

In this paper, we generalize the minimum flow decomposition problem (MFD) to incorporate uncertain edge capacities and tackle it from the perspective of robust optimization. In the classical flow decomposition problem, a network flow is…

Optimization and Control · Mathematics 2025-10-17 Moritz Stinzendörfer , Philine Schiewe , Fabricio Oliveira

In this paper we provide new randomized algorithms with improved runtimes for solving linear programs with two-sided constraints. In the special case of the minimum cost flow problem on $n$-vertex $m$-edge graphs with integer…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Yang P. Liu , Thatchaphol Saranurak , Aaron Sidford , Zhao Song , Di Wang

The random cost problem is the problem of finding the minimum in an exponentially long list of random numbers. By definition, this problem cannot be solved faster than by exhaustive search. It is shown that a classical NP-hard optimization…

Disordered Systems and Neural Networks · Physics 2009-10-31 Stephan Mertens

Uncertainty often plays an important role in dynamic flow problems. In this paper, we consider both, a stationary and a dynamic flow model with uncertain boundary data on networks. We introduce two different ways how to compute the…

Numerical Analysis · Mathematics 2021-04-28 Michael Schuster , Elisa Strauch , Martin Gugat , Jens Lang

The Maximum Flow Problem with Conflict Constraints is a generalization that adds conflict constraints to a classical optimization problem on networks used to model several real-world applications. In the last few years several approaches,…

Optimization and Control · Mathematics 2025-03-26 Roberto Montemanni , Derek H. Smith

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

We investigate the complexity and approximability of the budget-constrained minimum cost flow problem, which is an extension of the traditional minimum cost flow problem by a second kind of costs associated with each edge, whose total value…

Data Structures and Algorithms · Computer Science 2016-07-11 Michael Holzhauser , Sven O. Krumke , Clemens Thielen

Existing techniques for the cost optimization of water distribution networks either employ meta-heuristics, or try to develop problem-specific optimization techniques. Instead, we exploit recent advances in generic NLP solvers and explore a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Saumya Goyal , Om Damani , Ashutosh Mahajan

Due to the importance of robustness in many real-world optimization problems, the field of robust optimization has gained a lot of attention over the past decade. We concentrate on maximum flow problems and introduce a novel robust…

Discrete Mathematics · Computer Science 2016-01-15 Jannik Matuschke , S. Thomas McCormick , Gianpaolo Oriolo , Britta Peis , Martin Skutella

The minimum cost-flow problems have been attracted recently in optimization because of their applications in several areas of applied science and real life. Therefore, finding optima solution of these problems would be significant. Although…

Optimization and Control · Mathematics 2021-01-05 Eghbal Hosseini