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 information, one can then choose the set of items to be selected, still facing uncertainty on the unobserved parameters. In this paper, we study two specific variants of this problem. The first variant considers objective uncertainty and focuses on selecting a single item. The second variant considers constraint uncertainty instead, which means that some selected items may fail. We show that both problems are NP-hard in general. We also propose polynomial-time algorithms for special cases of the sets of items that can be queried. For the problem with constraint uncertainty, we also show how the objective function can be expressed as a linear program, leading to a mixed-integer linear programming reformulation for the general case. We illustrate the performance of this formulation using numerical experiments.

We investigate the problem of resilient and energy-aware Virtual Network Function (VNF) placement and routing in softwarized networks under the threat of targeted cyberattacks. We model the system as a bilevel interdiction game, where a malicious attacker strategically disrupts servers within a fixed resource budget, while a network provider reacts by minimizing energy consumption through optimized VNF deployment and flow routing. The lower-level problem includes capacity constraints, service function chaining, and a server energy model accounting for idle and load-dependent consumption. Attack-induced load shifts are captured via additive energy penalties on compromised nodes. To solve this inherently difficult bilevel integer program, we de-velop a single-level reformulation via interdiction cuts and propose a cutting-plane algorithm to explore the attacker's strategy space efficiently. Numerical experiments show the effectiveness of the approach in quantifying trade-offs between resilience and energy efficiency, supporting trustworthy and adaptive NFV deployment in critical infrastructures.

Grover Search is currently one of the main quantum algorithms leading to hybrid quantum-classical methods that reduce the worst-case time complexity for some combinatorial optimization problems. Specifically, the combination of Quantum Minimum Finding (obtained from Grover Search) with dynamic programming has proved particularly efficient in improving the complexity of NP-hard problems currently solved by classical dynamic programming. For these problems, the classical dynamic programming complexity in O-& lowast;(c(n)), where O-& lowast; denotes that polynomial factors are ignored, can be reduced by a hybrid algorithm to O-& lowast;(c(quant)(n)), with c(quant)<c. In this paper, we provide a bounded-error hybrid algorithm that achieves such an improvement for a broad class of NP-hard single-machine scheduling problems for which we give a generic description. Moreover, we extend this algorithm to tackle the 3-machine flowshop problem. Our algorithm reduces the exponential-part complexity compared to the best-known classical algorithm, sometimes at the cost of an additional pseudo-polynomial factor.

We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be dictated by the underlying physics of the problem and may be expressed by domain experts. When correlations are available, the bounds can be set to ensure that the associated probabilistic constraints are satisfied for any given probability. We explore specialized solution methods for the resulting optimization problems, including compact reformulations that exploit special structures when they appear, a column generation algorithm, and a reformulation of the adversarial problem as a minimum-cost flow problem. Our numerical experiments, based on problems from literature, illustrate (i) that the performance of the smooth uncertainty set model solution is similar to that of the ellipsoidal uncertainty model solution, albeit, it is computed within significantly shorter running times, and (ii) our column-generation algorithm can outperform the classical cutting plane algorithm and dualized reformulation, respectively in terms of solution time and memory consumption.

We study a robust extensible bin packing problem with budgeted uncertainty, under a budgeted uncertainty model where item sizes are defined to lie in the intersection of a box with a one-norm ball. We propose a scenario generation algorithm for this problem, which alternates between solving a master robust bin-packing problem with a finite uncertainty set and solving a separation problem. We first show that the separation is strongly NP-hard given solutions to the continuous relaxation of the master problem. Then, focusing on the separation problem for the integer master problem, we show that this problem becomes a special case of the continuous convex knapsack problem, which is known to be weakly NP-hard. Next, we prove that our special case when each of the functions is piecewise linear, having only two pieces, remains NP-hard. We develop a pseudo-polynomial dynamic program (DP) and a fully polynomial-time approximation scheme (FPTAS) for our special case whose running times match those of a binary knapsack FPTAS. Finally, our computational study shows that the DP can be significantly more efficient in practice compared with solving the problem with specially ordered set (SOS) constraints using advanced mixed-integer (MIP) solvers. Our experiments also demonstrate the application of our separation problem method to solving the robust extensible bin packing problem, including the evaluation of deferring the exact solution of the master problem, separating based on approximate master solutions in intermediate iterations. Finally, a case-study, based on real elective surgery data, demonstrates the potential advantage of our model compared with the actual schedule and optimal nominal schedules.

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take any position in given uncertainty sets. Then, the cost function to be minimized is the sum of the distances for the worst positions of the vertices in their uncertainty sets. We propose two types of polynomial-time approximation algorithms. The first one relies on solving a deterministic counterpart of the problem where the uncertain distances are replaced with maximum pairwise distances. We study in details the resulting approximation ratio, which depends on the structure of the feasible subgraphs and whether the metric space is Ptolemaic or not. The second algorithm is a fully-polynomial time approximation scheme for the special case of $s-t$ paths.

We study the problem of maximizing the violation of due dates when considering either the total violation, or the number of jobs that are tardy. We consider classical completion times and a variant useful in heuristics. The four problems arise when solving (exactly or heuristically) robust scheduling problems with release and due dates/deadlines and processing time uncertainty, and also routing problems with (soft) time windows and travel time uncertainty. We provide polynomial dynamic programming algorithms for the four problems. (c) 2024 Elsevier B.V. All rights are reserved, including those for text and data mining, AI training, and similar technologies.

Noisy intermediate-scale quantum computers (NISQ computers) are now readily available, motivating many researchers to experiment with Variational Quantum Algorithms (VQAs). Among them, the Quantum Approximate Optimization Algorithm (QAOA) is one of the most popular one studied by the combinatorial optimization community. In this tutorial, we provide a mathematical description of the class of Variational Quantum Algorithms, assuming no previous knowledge of quantum physics from the readers. We introduce precisely the key aspects of these hybrid algorithms on the quantum side (parametrized quantum circuit) and the classical side (guiding function, optimizer). We devote a particular attention to QAOA, detailing the quantum circuits involved in that algorithm, as well as the properties satisfied by its possible guiding functions. Finally, we discuss the recent literature on QAOA, highlighting several research trends.

Given a nominal combinatorial optimization problem, we consider a robust two-stages variant with polyhedral cost uncertainty, called Decision-Dependent Information Discovery (DDID). In the first stage, DDID selects a subset of uncertain cost coefficients to be observed, and in the second-stage, DDID selects a solution to the nominal problem, where the remaining cost coefficients are still uncertain. Given a compact linear programming formulation for the nominal problem, we provide a mixed-integer linear programming (MILP) formulation for DDID. The MILP is compact if the number of constraints describing the uncertainty polytope other than lower and upper bounds is constant. The proof of this result involves the generalization to any polyhedral uncertainty set of a classical result, showing that solving a robust combinatorial optimization problem with cost uncertainty amounts to solving several times the nominal counterpart. We extend this formulation to more general nominal problems through column generation and constraint generation algorithms. We illustrate our reformulations and algorithms numerically on the selection problem, the orienteering problem, and the spanning tree problem.

Uncertainty reduction has recently been introduced in the robust optimization literature as a relevant special case of decision-dependent uncertainty. Herein, we identify two relevant situations in which the problem is polynomially solvable. We further provide insights into possible MILP reformulations and the strength of their continuous relaxations.

HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. Loads scheduling for energy community Demand Response on Smart Grids Mariam Sangaré, Michael Poss, Eric Bourreau, Amaury Pachurka

Grover search is currently one of the main approaches to obtain quantum speed-ups for combinatorial optimization problems. The combination of Quantum Minimum Finding (obtained from Grover search) with dynamic programming has proved particularly efficient to improve the worst-case complexity of several NP-hard optimization problems. Specifically, for these problems, the classical dynamic programming complexity (ignoring the polynomial factors) in O* ( c n ) can be reduced by a bounded-error hybrid quantum-classical algorithm to O* ( c n quant ) for c quant < c. In this paper, we extend the resulting hybrid dynamic programming algorithm to three examples of single-machine scheduling problems: minimizing the total weighted completion time with deadlines, minimizing the total weighted completion time with precedence constraints, and minimizing the total weighted tardiness. The extension relies on the inclusion of a pseudo-polynomial term in the state space of the dynamic programming as well as an additive term in the recurrence.

Due to large-scale applications and services, cloud computing infrastructures are experiencing an ever-increasing demand for computing resources. At the same time, the overall power consumption of data centers has been rising beyond 1% of worldwide electricity consumption. The usage of renewable energy in data centers contributes to decreasing their carbon footprint and overall electricity costs. Several green-energy-aware resource allocation approaches have been studied recently. None of them takes advantage of the joint migration of jobs and energy in green data centers to increase energy efficiency. This paper presents an optimization approach for energy-efficient resource allocation in mini data centers. The observed momentum around edge computing makes the design of geographically distributed mini data centers highly desirable. Our solution exploits both virtual machines (VMs) and energy migrations between green compute nodes in mini data centers. These nodes have energy harvesting, storage, and transport capabilities. They enable the migration of VMs and energy across different nodes. Compared to VM allocation alone, joint-optimization of VM and energy allocation reduces utility electricity consumption by up to 22%. This reduction can reach up to 28.5% for the same system when integrating less energy-efficient servers. The gains are demonstrated using simulation and a Mixed Integer Linear Programming formulation for the resource allocation problem. Furthermore, we show how our solution contributes to sustaining the energy consumption of old-generation and less efficient servers in mini data centers.

In this work we study min max robust scheduling problems assuming that the processing times can take any value in the budgeted uncertainty set introduced by Bertsimas and Sim (2003, 2004). We consider problems on a single machine that minimize the (weighted and unweighted) sum of completion times and problems that minimize the makespan on parallel and unrelated machines. We provide approximation algorithms: constant factor, average non-constant factor, (fully or not) polynomial time approximation schemes. In addition, we prove that the robust version of minimizing the weighted completion time on a single machine is NP -hard in the strong sense.

This paper focuses on optimizing the collective self-consumption rate in energy communities by scheduling members’ loads. The community remains connected to the public grid and comprises pro-sumers, traditional consumers, and distributed storage units. Prosumers can exchange their energy with the public grid or other members. The proposed strategy aims at implementing a Demand Side Management program taking advantage of controllable loads’ characteristics. A MILP formulation of the problem allows, on the one hand, to give the optimal planning for electrical devices’ operations. On the other hand, it provides optimal solutions for managing the storage units, peer-to-peer exchanges, and interactions with the public grid to minimize the energy flows from the public grid over time. However, this MILP only allows for solving small problem instances. Thus, we develop a column generation-based heuristic for large problem instances. Our numerical experiments based on real data collected in the south of France show that joining an energy community saves money on energy bills and reduces the total energy drawn from the primary grid by at least 15%.

Mathematical programming formulations are developed for determining chains of organ-donation exchange pairs in a compatibility graph where pairwise exchanges may fail. The objective is to maximize the expected value where pairs are known to fail with given probabilities. In previous work, namely that of Dickerson et al. (Manag Sci 65(4):323–340, 2019) this NP-hard problem was solved heuristically or exactly only for limited path lengths. Although the problem appears highly nonlinear, we formulate it as a mixed-integer linear program. A computationally tractable layered formulation that approximately solves larger instances is also proposed and a computational study is presented for evaluating the proposed formulations.

In this paper, we consider a variant of adaptive robust combinatorial optimization problems where the decision maker can prepare K solutions and choose the best among them upon knowledge of the true data realizations. We suppose that the uncertainty may affect the objective and the constraints through functions that are not necessarily linear. We propose a new exact algorithm for solving these problems when the feasible set of the nominal optimization problem does not contain too many good solutions. Our algorithm enumerates these good solutions, generates dynamically a set of scenarios from the uncertainty set, and assigns the solutions to the generated scenarios using a vertex p-center formulation, solved by a binary search algorithm. Our numerical results on adaptive shortest path and knapsack with conflicts problems show that our algorithm compares favorably with the methods proposed in the literature. We additionally propose a heuristic extension of our method to handle problems where it is prohibitive to enumerate all good solutions. This heuristic is shown to provide good solutions within a reasonable solution time limit on the adaptive knapsack with conflicts problem. Finally, we illustrate how our approach handles nonlinear functions on an all-or-nothing subset problem taken from the literature. Summary of Contribution: Our paper describes a new exact algorithm for solving adaptive robust combinatorial optimization problems when the feasible set of the nominal optimization problems does not contain too many good solutions. Its development relies on a progressive relaxation of the problem augmented with a row-and-column generation technique. Its efficient execution requires a reformulation of this progressive relaxation, coupled with dominance rules and a binary search algorithm. The proposed algorithm is amenable to exploiting the special structures of the problems considered as illustrated with various applications throughout the paper. A practical view is provided by the proposition of a heuristic variant. Our computational experiments show that our proposed exact solution method outperforms the existing methodologies and therefore pushes the computational envelope for the class of problems considered.

We consider a telecommunications company expanding its network capacity to face an increasing demand. The company can also invest in marketing to incentivize clients to shift to more recent technologies, hopefully leading to cheaper overall costs. To model the effect of marketing campaigns, previous works have relied on the Bass model. Since that model only provides a rough approximation of the actual shifting mechanism, the purpose of this work is to consider uncertainty in the shifting mechanism through the lens of robust optimization. We thus assume that the (discrete) shifting function can take any value in a given polytope and wish to optimize against the worst-case realization. The resulting robust optimization problem possesses integer recourse variables and non-linear dependencies on the uncertain parameters. We address these difficulties as follows. First, the integer recourse is tackled heuristically through a piece-wise constant policy dictated by a prior partition of the uncertainty polytope. Second, the non-linearities are handled by a careful analysis of the dominating scenarios. The scalability and economical relevance of our models are assessed through numerical experiments performed on realistic instances. In particular, we choose one of these instances to perform a case study with simulations illustrating the possible benefit of using robust optimization.

We consider the context of a telecommunication company that is at the same time an infrastructure operator and a service provider. When planning its network expansion, the company can leverage over its knowledge of the subscriber dynamic to better optimize the network dimensioning, therefore avoiding unnecessary costs. In this work, the network expansion represents the deployment and/or reinforcement of several technologies (e.g., 2G, 3G, 4G), assuming that subscribers to a given technology can be served by this technology or older ones. The operator can influence subscriber dynamic by subsidies. The planning is made over a discretized time horizon while some strategic guideline requirements are required at the end of the time horizon. Following classical models, we consider that the willingness of customers for shifting to a new technology follows an S ‐shape piecewise constant function. We propose a mixed‐integer linear programming formulation, improved through several valid inequalities and a heuristic algorithm. We assess the formulation numerically on real instances.