Optimization problems in graphs with locational uncertainty
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Many discrete optimization problems amount to select a feasible subgraph of least weight. We consider in this paper the context of spatial graphs where the positions of the vertices are uncertain and belong to known uncertainty sets. The objective is to minimize the sum of the distances in the chosen subgraph for the worst positions of the vertices in their uncertainty sets. We first prove that these problems are NP-hard even when the feasible subgraphs consist either of all spanning trees or of all s-t paths. In view of this, we propose en exact solution algorithm combining integer programming formulations with a cutting plane algorithm, identifying the cases where the separation problem can be solved efficiently. We also propose two types of polynomial-time approximation algorithms. The first one relies on solving a nominal counterpart of the problem considering pairwise worst-case distances. We study in details the resulting approximation ratio, which depends on the structure of the metric space and of the feasible subgraphs. The second algorithm considers the special case of s-t paths and leads to a fully-polynomial time approximation scheme. Our algorithms are numerically illustrated on a subway network design problem and a facility location problem.
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