On the Complexity of Recoverable Robust Optimization in the Polynomial Hierarchy
Abstract
Recoverable robust optimization is a popular multi-stage approach, in which it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We consider recoverable robust optimization in combination with discrete budgeted uncertainty. In this setting, it seems plausible that many problems become -complete and therefore it is impossible to find compact IP formulations of them (unless the unlikely conjecture NP holds). Even though this seems plausible, few concrete results of this kind are known. In this paper, we fill that gap of knowledge. We consider recoverable robust optimization for the nominal problems of Sat, 3Sat, vertex cover, dominating set, set cover, hitting set, feedback vertex set, feedback arc set, uncapacitated facility location, -center, -median, independent set, clique, subset sum, knapsack, partition, scheduling, Hamiltonian path/cycle (directed/undirected), TSP, -directed disjoint path (), and Steiner tree. We show that for each of these problems, and for each of three widely used distance measures, the recoverable robust problem becomes -complete. Concretely, we show that all these problems share a certain abstract property and prove that this property implies that their robust recoverable counterpart is -complete. This reveals the insight that all the above problems are -complete “for the same reason”. Our result extends a recent framework by Grüne and Wulf.
Keywords and phrases:
Complexity, Robust Optimization, Recoverable Robust Optimization, Two-Stage Problems, Polynomial Hierarchy, Sigma 2, Sigma 3Funding:
Christoph Grüne: Funded by the German Research Foundation (DFG) – GRK 2236/2.Copyright and License:
2012 ACM Subject Classification:
Theory of computation Problems, reductions and completenessEditors:
Paweł Gawrychowski, Filip Mazowiecki, and Michał SkrzypczakSeries and Publisher:
Leibniz International Proceedings in Informatics, Schloss Dagstuhl – Leibniz-Zentrum für Informatik
1 Introduction
Real-world decision makers are faced with a large degree of uncertainty when making important decisions in economics, planning, and operations research. The successful area of Robust optimization [1, 14, 28] has been developed as one possible way to deal with these uncertainties. However, sometimes the classical robust optimization approach has turned out to be too conservative. For this reason, Recoverable robust optimization was introduced by Liebchen, Lübbecke, Möhring and Stiller [31]. Initially motivated by train scheduling problems, it has since then found wide-spread application in practice and in the analysis of standard optimization problems. For instance, it has been successfully applied to combinatorial problems such as s-t-path [4, 23, 24], matching [11], scheduling [3], spanning tree [21, 22], knapsack [6, 7, 8, 29], and TSP [9, 15]. Recoverable robust optimization follows a two-step robust optimization approach. In contrast to classic robust optimization, where a first-stage solution cannot be changed, in recoverable robust optimization the decision maker is allowed to incorporate a limited recovery action after the underlying uncertainty is revealed. Mathematically, this is described by the expression
Here, denotes the first-stage solution, denotes the second-stage solution, denotes the first-stage cost function, denotes the set of uncertain scenarios, and dist is some distance function. A more formal definition will be given later.
In this paper, we make the standard assumption that the underlying uncertainty for the robust problem is given as a discrete budgeted uncertainty set, also denoted as discrete -uncertainty [2].
The study of -complete problems.
Recoverable robust problems are described by min-max-min formulations. From a complexity-theoretic point of view, such min-max-min problems are often even harder than NP-complete, namely they are often complete for the third stage of the so-called polynomial hierarchy [33]. A problem complete for the -th stage of the hierarchy is called -complete. (In this paper, we are concerned mostly with the case of ). The theoretical study of -complete problems is important: If a problem is found to be -complete, it means that, under some basic complexity-theoretic assumptions111More specifically, we assume here that . This is a similar assumption to the famous assumption, and it is believed to be similarly unlikely. However, the true status of the conjecture is not known. More details can be found in [34]., it is not possible to find an integer programming formulation of the problem of polynomial size [34] (also called a compact model). This means that no matter how cleverly a decision maker tries to design their integer programming model, it must inherently have a huge number of constraints and/or variables, and may be much harder to solve than even NP-complete problems.
Even though this fact makes the study of -complete problems compelling, surprisingly few results relevant to the area of min-max-min combinatorial optimization were known until recently. While the usual approach to prove -completeness (or NP-completeness) is to formulate a new proof for each single problem, a recent paper by Grüne & Wulf [18], extending earlier ideas by Johannes [26] breaks with this approach. Instead, it is shown that there exists a large ’base list’ of problems (called SSP-NP-complete problems in [18]), including many classic problems like independent set, vertex cover, knapsack, TSP, etc. Grüne and Wulf show that for each problem from the base list, some corresponding min-max version is -complete, and some corresponding min-max-min version is -complete. This approach has three main advantages: A1.) It uncovers a large number of previously unknown -complete problems. A2.) It reveals the theoretically interesting insight, that for all these problems the -completeness follows from essentially the same argument. A3.) It can simplify future proofs, since heuristically it seems to be true that for a new problem it is often easier to show that the nominal problem belongs to the list of SSP-NP-complete problems, than to find a -completeness proof from scratch.
The main goal of the current paper is to extend the framework of Grüne & Wulf [18] also to the setting of recoverable optimization, since this setting was not considered in the original paper. It turns out that compared to [18] more complicated assumptions are needed. We introduce a set of sufficient conditions for some nominal problem, which imply that the recoverable robust version of that problem is -complete.
Our results.
We consider recoverable robust optimization for the following nominal problems: Sat, 3Sat, vertex cover, dominating set, set cover, hitting set, feedback vertex set, feedback arc set, uncapacitated facility location, -center, -median, independent set, clique, subset sum, knapsack, partition, scheduling, Hamiltonian path/cycle (directed/undirected), TSP, -directed disjoint path (), and Steiner tree. In addition we consider the three most popular distance measures dist used in recoverable robust optimization: The -addition distance, the -deletion distance, and the Hamming distance. (A formal definition of these distance measures is given in Section 4.1)
We show that for every combination of the above problems with any of the three distance measures, the recoverable robust problem (with discrete budgeted uncertainty) is -complete. More generally, we identify an abstract property of all our studied problems, and prove that this abstract property already implies that the recoverable robust problem becomes -complete. This answers a question asked by Goerigk, Lendl and Wulf [16]. As a consequence, the advantages A1–A3 as explained above also apply to recoverable robust problems. We remark that -completeness was already known in the case of clique/independent set, TSP or shortest path combined with the Hamming distance [16]. It was also already known for shortest path in combination with all three distance measures [23] and for several optimization problems [17] for so-called xor-dependencies and -set scenarios. Hence our work is an extension of these results.
1.1 Related Work
Recoverable robustness concepts were analyzed for a variety of different standard optimization problems. Büsing [4] analyzed the recoverable shortest path problem with discrete budgeted uncertainty, in which adding at most elements to the second stage solution are allowed. This analysis was lately continued by Jackiewicz, Kasperski, and Zieliński [24] for several different graph classes and for interval budgeted uncertainty. Furthermore, recoverable robust knapsack was analyzed by Büsing, Koster, and Kutschka [8] for discrete scenarios and in which adding at most elements and deleting at most elements are allowed. Büsing, Koster, and Kutschka [7] additionally analyzed the -scenario case (discrete budgeted uncertainty) while allowing at most elements to be deleted. This work was also continued by Büsing, Goderbauer, Koster, and Kutschka [6]. Further classical optimization problems that were studied in the recoverable robustness context are matching by Dourado, Meierling, Penso, Rautenbach, Protti, and de Almeida [11] and spanning tree under interval cost uncertainty by Hradovich, Kasperski, and Zieliński [21, 22]. Additionally, Lendl, Peis, and Timmermans [30] examined matroidal problems. One variant of independent set for recoverable robustness with a commitment property was analyzed by Hommelsheim, Megow, Muluk, and Peis [20]. Beside these problems, recoverable robust selection was studied by Kasperski and Zieliński [27], Chassein, Goerigk, Kasperski, and Zieliński [10], and Goerigk, Lendl, and Wulf [15]. Moreover, Lachmann, Lendl, and Woeginger [29] developed a linear time algorithm for the recoverable -robust knapsack problem. The recoverable robust assignment problem was also investigated by Fischer, Hartmann, Lendl, and Woeginger [12].
Approximation results for recoverable robust problems were also achieved. For example, the recoverable traveling salesman problem was studied by Chassein and Goerigk [9], as well as Goerigk, Lendl, and Wulf [15], where the latter showed a 4-approximation algorithm. Beyond that Bold and Goerigk [3] presented a 2-approximation for the recoverable robust single machine scheduling problem under interval uncertainty.
Closely related to our work are the complexity studies by Goerigk, Lendl, and Wulf [16] who analyze the problems independent set, traveling salesman and vertex cover and obtain -completeness for the three problems. At the same time, Grüne [17] introduced a gadget reduction framework to derive -completeness for various different optimization problems by reusing already known reductions for recoverable robust problems with so-called xor-dependency scenarios and -set scenarios. Additionally, Jackiewicz, Kasperski, and Zieliński [23] show that the shortest path problem with discrete budgeted interval uncertainty is -complete.
2 Preliminaries
A language is a set . A language is contained in iff there exists some polynomial-time computable function (verifier), and such that for all
where , if is odd, and , if even. An introduction to the polynomial hierarchy and the classes can be found in the book by Papadimitriou [32] or in the article by Jeroslow [25]. An introduction specifically in the context of bilevel optimization can be found in the article of Woeginger [34]. A many-one-reduction or Karp-reduction from a language to a language is a map such that iff for all . A language is -hard, if every can be reduced to with a polynomial-time many-one reduction. If is both -hard and contained in , it is -complete.
For some cost function , and some subset , we define the cost of the subset as . For a map and some subset , we define the image of the subset as . We defer the proofs marked with to the full version of the paper [19].
3 Framework
Because this work builds upon the framework developed by Grüne and Wulf, it is essential to reintroduce its key concepts. A more comprehensive explanation of these concepts and their underlying motivation can be found in the original paper [18]. Grüne and Wulf begin by providing a precise definition of their primary focus: linear optimization problems, or in short LOP problems. An example of an LOP problem is vertex cover.
Definition 1 (Linear Optimization Problem, from [18]).
A linear optimization problem (or in short LOP problem) is a tuple , such that
-
is a language. We call the set of instances of .
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For each instance , there is some
-
–
a set with that we call the universe associated to the instance .
-
–
set that we call the feasible solution set associated to the instance .
-
–
function mapping each universe element to its costs .
-
–
threshold .
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–
For , we define the solution set as the set of feasible solutions below the cost threshold. The instance is a Yes-instance, if and only if . We say that an LOP is contained in NP, if it can be checked in polynomial time in whether some proposed set is a solution, i.e. .
-
Vertex Cover
Instances: Graph , number .
Universe: Vertex set .
Feasible solution set: The set of all vertex covers of .
Solution set: The set of all vertex covers of of size at most .
It turns out that often the mathematical discussion is a lot clearer, when one omits the concepts , and , since for the abstract proof of the theorems only are important. This leads to the following abstraction from the concept of an LOP problem:
Definition 2 (Subset Search Problem (SSP), from [18]).
A subset search problem (or short SSP problem) is a tuple , such that
-
is a language. We call the set of instances of .
-
For each instance , there is some set with which we call the universe associated to the instance .
-
For each instance , there is some (potentially empty) set which we call the solution set associated to the instance .
An instance of an SSP problem is referred to as a yes-instance if . Any LOP problem is transformable into an SSP problem by defining . We refer to this as the SSP problem derived from an LOP problem. There are problems that are more naturally represented as SSP problems, rather than as LOP problems. For instance, the problem 3Satisfiability can be derived as an SSP problem as follows.
-
3Satisfiability
Instances: Literal set , clause set
such that for all
Universe: .
Solution set: The set of all subsets of the literals such that for all we have , and such that for all clauses .
Grüne and Wulf introduce a novel type of reduction, termed SSP reduction. In essence, a typical polynomial-time reduction from a problem to another problem possesses the SSP property if it includes an additional injective mapping that embeds the universe elements of into the universe of . This embedding allows to be viewed as a ’subinstance’ of while preserving the topology of solutions within the subset induced by the image of . More precisely, we interpret as the subinstance of within the instance of and we require the following two conditions to be met:
-
1.
For every solution of , the set is a partial solution of and can be extended to a full solution using elements that are not in .
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2.
For every solution of , the set is a solution of .
These two conditions are encapsulated in the single equation (1). We indicate that such a reduction exists by . For a more intuitive explanation and an example that shows 3Sat Vertex Cover, we direct readers to [18].
Definition 3 (SSP Reduction, from [18]).
Let and be two SSP problems. We say that there is an SSP reduction from to , and write , if
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There exists a function computable in polynomial time in the input size , such that is a Yes-instance iff is a Yes-instance (i.e. iff ).
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There exist functions computable in polynomial time in such that for all instances , we have that is an injective function mapping from the universe of the instance to the universe of the instance such that
(1)
We remark that the map is required to be uniformly computable in polynomial time in , i.e. there exists a fixed polynomial such that can be computed in time for all and . In [18], it is demonstrated that SSP reductions are transitive, that is and imply . We denote the class of SSP-NP-complete problems by SSP-NPc. It is defined as the set of all SSP problems that are polynomial-time verifiable (containment) and there is an SSP reduction from Satisfiability, i.e. (hardness). The key insight in [18] is that many classical problems fall within the class SSP-NPc. Additionally, this insight can be leveraged to show that their corresponding min-max version are -complete.
4 Recoverable Robust Problems
In this section, we consider recoverable robust optimization problems. We show that the recoverable robust optimization problem is -complete for the following nominal problems: satisfiability, 3-satisfiability, vertex cover, dominating set, set cover, hitting set, feedback vertex set, feedback arc set, uncapacitated facility location, p-center, p-median, independent set, clique, subset sum, knapsack, partition, scheduling, (un)directed Hamiltonian path, (un)directed Hamiltonian cycle, traveling salesman, two directed disjoint path, k directed disjoint path, and Steiner tree.
Recoverable robust optimization problems are defined as follows: We are given some instance of a linear optimization problem (like the shortest path problem, the traveling salesman problem, etc.), and are faced with an uncertain future. The goal is to find a feasible solution for the first stage (called here-and-now decision) such that after the reveal of the uncertainty we can find a feasible solution in the second stage (called wait-and-see decision) such that and are not far away from each other according to some distance measure. Formally we require , where is some abstract distance function (for example the Hamming distance ). The cost of the solution is given by . Here, is a fixed cost function not affected by uncertainty, called the setup costs, and is affected by uncertainty. More specifically, we assume that , that is, is affected by discrete budgeted uncertainty222Usually in literature, this set is denoted by , however, we have already used the letter in this paper. . Precisely, given and upper and lower bounds for all elements in the universe, the set contains all cost functions such that at most elements have costs of , while all other have :
This leads to the following abstract definition of a recoverable robust problem. We remark that the formal definition in some sense “disregards” the cost functions and the cost threshold of the original LOP problem. This is intentional because in the new instance of the recoverable robust problem, it becomes necessary to replace the old function and the old threshold by new ones. However, these concepts are necessary to correctly understand the proofs.
Definition 4 (Recoverable Robust Problem).
Let an LOP problem and a distance measure be given. The recoverable robust problem associated to and is denoted by and defined as follows: The input is an instance together with three cost functions and and a cost threshold , an uncertainty parameter and a recoverability parameter . The question is whether
| (2) |
Example.
Let TSP. TSP is encoded as LOP problem the following way: An instance is given by , where is a complete undirected graph, are the edge costs and is the cost threshold. The decision problem of TSP asks if there is a tour with cost visiting all vertices from exactly once. The universe is . The set is the set of all feasible tours (including those of cost greater than ). The set is the set of all tours of cost at most . To turn the TSP into a recoverable robust problem, we “forget” about the cost function and the threshold . Given , the decision problem associated to the recoverable robust TSP (under some fixed distance function ) is to decide whether Equation 2 holds.
4.1 Distance Measures
In the literature, multiple different distance measures are used. All these distance functions share the abstract properties specified in Definition 5.
-
the -deletion distance is used in [7]:
Definition 5 (Distance Measure).
A distance measure is a family , where ranges over all finite sets, such that for all finite sets , and all subsets , the map has the following properties:
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computable in polynomial time in
-
invariant on injective mappings , i.e. ,
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invariant on union, i.e. for .
-
If is clear from the context, we omit the subscript.
One can easily verify that all of the distance measures from above fulfill these criteria.
4.2 Containment in
Recoverable robust problems can also be understood as a three-stage two-player game of an -player playing against an adversary (the -player). The -player controls both operators and is able to choose the solutions and . On the other hand, the adversary controls the operator and is able to choose the uncertainty scenario, i.e. the cost function from the set . Thus, it is possible to reformulate the question to
With the game-theoretical perspective, it is intuitive to see the containment in for all problems that have a polynomial-time verifier.
Theorem 6 ().
If is an LOP problem in NP, then RR- is in .
4.3 Combinatorial Recoverable Robust Problems
To show the hardness of recoverable robust problems, we introduce a new problem which we call the combinatorial version of recoverable robust problems. There are two differences to Definition 4: In this new problem, the cost function is replaced by a set of so-called blockable elements (this can be interpreted as the case where cost coefficients are restricted to come from ). Furthermore, in this new definition we replace by . As we show later, the hardness of the new combinatorial version also implies the hardness of the cost version. Finally, as explained above, Definition 7 applies to all SSP problems.
Definition 7 (Combinatorial Recoverable Robust Problem).
Let an SSP problem be given. The combinatorial recoverable robust problem associated to is denoted by Comb. RR- and defined as follows: The input is an instance together with a set , an uncertainty parameter , and a recoverability parameter . The question is whether
5 An SSP Framework for Recoverable Robust Problems
In this section, we prove our main result, i.e. we introduce and aprove a sufficient condition for nominal problems such that the corresponding recoverable robust problem is -hard. We first explain the rough idea.
We want to show that recoverable problems are -hard, so we have to choose some -hard problem from which we start our reduction. The canonical -complete problem is -Satisfiability [33]. Intuitively, this satisfiability problem can be understood as a game between Alice and Bob. Alice first chooses a variable assignment on the variables of , then Bob chooses an assignment of the variables , and then again Alice selects an assignment on the variables , where Alice wishes to satisfy formula , and Bob wishes the opposite. On the other hand, in our target problem RR-, any solution consists of two solutions of the nominal problem , the first stage solution and the second stage solution . The main challenge of our reduction is, that we have to model three variable sets of the formula in the order of quantification into the problem RR-. Accordingly, both solutions need to include an assignment to all variables from that satisfy in agreement with the nominal Sat problem. However, note that there is a difference in the solution structure of both problems, which we need to address. If we model Alice’s decision on the -variables in -Sat in first stage solution of RR-, we need to make sure that Alice is not able to reassign the the -variables in the second stage solution of RR-. Otherwise, Alice does not adhere to the order of quantification.
This problem can be circumvented by adding an additional property to the SSP reduction. We demand that for a given set of literals the distance of two solutions and is small if and only if the partial solution of and restricted to is the same. One can interpret this construction as a gadget that blows up the literals of in comparison to all the other literals. Accordingly, we call the literals of blow-up literals and the corresponding reduction blow-up SSP reduction with a blow-up factor . Then, we can set , where is the set of literals corresponding to variables of . Therefore, Alice is not able to change the assignment of the variable set from the first stage solution to the second stage solution and thus has to adhere to the order of quantification. Then, it is also possible to reuse the injective correspondence function of the SSP reduction to set the blockable elements and to show the correctness of the reduction by using the elementary correspondence between the Sat solution and the solution of . Formally, we define blow-up SSP reductions as follows.
Definition 8 (Blow-Up SSP Reduction).
Let be a distance measure. Let with and be two SSP problems. Then, 3Sat is SSP blow-up reducible to with respect to if for all sets fulfilling there exists an SSP reduction with the following property: There is a polynomial time computable blow-up factor corresponding to each instance such that for all solutions of :
A concrete example of a blow-up reduction is given in Section 5.1.
Remark 1. Note that we define blow-up reductions to start at 3Sat. Because 3Sat is one of the ’first’ NP-complete problems, many reductions start at 3Sat or have a short reduction chain from 3Sat. Thus, it is convenient to reuse these reductions or respectively reduction chains to construct blow-up reductions. As we will show later in Sections 5.1 and 6 this is not really a restriction.
Remark 2. Blow-up SSP reductions are not transitive. (This is because there is no restriction on newly introduced elements in and how they behave corresponding to solutions in . Therefore, the distance between solutions in cannot be related to the distance between the corresponding solutions in .) We will tackle this problem in Section 6, in which we will show that we only need to find a blow-up reduction once at the beginning of a reduction chain and we can use so-called blow-up preserving reductions to append further problems to the reduction chain starting at 3Sat. This blow-up preserving reduction is typically much easier to find than a new blow-up reduction.
With everything in place, we show that blow-up SSP reductions enable us to show the -hardness of recoverable robust problems as long as the nominal problem is SSP-NP-hard. In particular, our main theorem now states, that our newly introduced blow-up reductions indeed are a sufficient criterion for -hardness.
Theorem 9.
For all SSP-NP-hard problems that are blow-up SSP reducible from 3Sat, the combinatorial recoverable robust variant Comb. RR- is -hard.
Proof.
For the proof of the main theorem, we require some definitions. Let be a set of binary variables and be the set of corresponding literals. An assignment is a subset such that for all . We say that the assignment assigns the value to variable , if , and assigns to , if . We remark that this notation for an assignment is non-standard, but it turns out to be convenient in the context of our framework. A Sat-formula is in 3CNF, if it is a conjunction of clauses, and every clause has exactly three literals. We denote by the evaluation of the formula under the assignment . In the following, we often consider the case, where the set of variables is partitioned into three disjoint sets , and denote this case by writing .
For the -hardness proof, we require a known -complete problem to reduce from. It turns out that instead of reducing from the classic problem -Satisfiability, it is more convenient to base our proof on Robust Adjustable Sat with budgeted uncertainty (in short, R-Adj-Sat), introduced by Goerigk, Lendl and Wulf [16], which we reformulate to adhere to the notation of this paper:
Problem R-Adj-Sat
Instance: A Sat-formula in 3CNF. A partition of the set of variables into three disjoint parts with . An integer .
Question: Is there an assignment such that for all subsets of size , there exist assignments and such that , i.e. set all variables in to 0, and ?
The problem R-Adj-Sat is best understood as a game between Alice and Bob: Alice wants to satisfy the formula, Bob wants to achieve the opposite. Alice initially selects an assignment of the variables in . Afterwards, Bob is allowed to select a blocker of size at most and force all these variables to be “0”. Finally, Alice is allowed to assign values to all variables in that have not yet been assigned. In [16] it is shown that R-Adj-Sat is -complete. In order to provide additional insight for the reader, we quickly sketch the main argument in [16]: The idea is to reduce from the classic problem -Satisfiability. Let be an instance of this problem. How do we transform it into a R-Adj-Sat problem? It is intuitive, that in such a reduction, Alice’s rule of choosing assignments and should stay roughly the same. However, how do we express the choice of in terms of a blocker that is forced to 0? The idea is to split the variable into two new variables for every . We say that Bob plays honestly if for all we have . Such an honest choice of naturally encodes an assignment . It turns out that, using the pigeonhole principle, and the budget constraint , one can enrich the formula with a “cheat-detection-gadget”. This gadget can be used by Alice to win the game trivially if and only if Bob cheats. Hence the modified game of R-Adj-Sat is equivalent to the original instance of -Satisfiability.
We prove -hardness by providing a reduction from R-Adj-Sat to Comb. RR-. This reduction will crucially rely on the blow-up SSP reduction from 3Sat to , which we assumed to exist. More formally, let be an SSP problem, such that there is a blow-up reduction from 3Sat to defined by the mappings , , and blow-up factor . Recall that by the definition of a blow-up reduction this means the following: Let the term denote the set of all possible 3Sat instances, i.e. the set of all 3CNF formulas. For each fixed 3Sat instance , its universe is the set of positive and negative literals of variables appearing in that formula. By assumption, for every fixed 3Sat instance and every set (with iff ) there exists an equivalent instance of . Furthermore, associated to each fixed 3Sat instance we have a function , which describes in which way the universe of can be injectively embedded into the universe of the equivalent instance such that the SSP property is true. Finally, there is a tight correspondence between solutions of having distance at most , and (the pre-image of) the solutions agreeing on the set . For brevity of notation, in the following we often write instead of and instead of to denote the solution set/universe associated to instance , if the correct subscript is clear from the context.
We now turn our attention to the -hardness proof. As explained above, the problem R-Adj-Sat is -complete. Let an R-Adj-Sat instance be given. Our goal is to transform this instance into a new instance of Comb. RR- such that
Clearly if we can achieve this goal we are done. By definition of the problem R-Adj-Sat, the instance consists of the following parts:
where is a 3CNF-formula, whose variables are partitioned into three parts of equal size , and . Let the corresponding literal sets be denoted by , and . Note that the universe associated to the 3Sat-instance is . Let us denote this fact by writing .
Given the instance as input, we describe in the following how to construct the instance of Comb. RR-, which consists of the following parts:
Here, is an instance of the nominal problem , is the set of blockable elements, is the uncertainty budget, and is the recoverability parameter.
Before we give a formal description of and , we explain the rough idea: In particular, what is the right choice for the instance ? The answer is provided by the blow-up reduction. Note that this reduction can take in any 3CNF formula and a subset of the literals (with the property that iff for all literals ) and produce an instance of . Note that the set gets “blown up” by the reduction. We claim that is a good choice. Indeed, consider the following formal definition of .
- Description of the Instance .
-
Let , , and be the objects describing the blow-up reduction from 3Sat to for the fixed choice of . We let be the instance produced by the blow-up reduction applied to the formula and the literal set . We remark that the following holds by the definition of the blow-up reduction: A blow-up reduction in particular is also an SSP reduction. Hence the function maps the literals of injectively to elements of the new universe . We can hence define the set of blockable elements
where describes the positive literals in (recall that ).
Furthermore, note that by definition of a blow-up reduction, there exists some , computable in poly-time, with the property that for all :
In other words, the new instance has the property that two solutions of it have small distance if and only if they agree on , i.e. they agree on those universe elements of that correspond to . We finally define
This completes the description of the instance .
- Correctness
-
We start the correctness proof by showing
In this case, let be an assignment of the variables with the property that
Such an exists by assumption that is a Yes-instance. Now, let be an arbitrary subset of with . Then, it is possible to choose assignments of such that and . We consider such an assignment . Note that if we interpret as 3Sat instance, and even , due to . Since the blow-up reduction is in particular an SSP reduction, we can make use of the central property of SSP reductions. The property implies that the 3Sat solution can be “lifted” to a solution of . More precisely, there exists a solution , such that
(Intuitively, the solution of the nominal problem instance corresponds to the solution of the 3Sat instance when restricted to the injective embedded “sub-instance” of 3Sat inside .)
We claim that is a solution for . To prove this claim we have to show that for all blockers with , there exists a solution with and . Indeed, such a solution exists for all choices of blockers . This can be seen by applying the following construction: Repeat exactly the same construction as for , except that the set is not chosen arbitrarily. Instead, choose by letting . Note that by the definition of , the set is well-defined, i.e. , , and . Repeating the same construction, assignment stays the same, but we obtain different assignments with and . We let . Again, by the SSP property there exists a solution such that . Therefore we have
Note that is the same in both constructions. Therefore , and hence by the definition of a blow-up reduction, we have . In total, we have shown that is a solution of such that for every blocker , with , there exists a good solution . This shows that is yes-instance.
It remains to consider the reverse direction:
The strategy is very similar, with the difference that we use the SSP property and the blow-up property in the reverse direction. Consider some solution which satisfies
We have to show that there exists an assignment such that for all subsets there are assignments with and . Indeed, to define , consider solution . By the SSP property, since , the set is a set of literals which satisfies . We let be the restriction of that satisfying assignment to the variables in . More formally, we let .
We claim that this assignment proves that is a yes-instance. Indeed, let some set , with , be given. We define the blocker to be . Observe that , and . Therefore there exists such that and . We can again interpret the solution as an assignment . By the SSP property, this assignment satisfies , that is . Since , we have by the property of a blow-up reduction. This in turn implies . Finally, we have . This shows that is a yes-instance, and concludes the proof.
- Polynomial Time.
-
The instance can indeed be constructed in polynomial time. The nominal instance can be computed polynomially, since the map in the SSP reduction can be computed polynomially. The set can be computed polynomially, since the map in the SSP reduction can be computed polynomially. The number can be computed polynomially by definition of a blow-up SSP reduction. The number remains the same.
We have shown that the combinatorial version is indeed -hard as long as the nominal SSP problem is SSP-NP-hard with a blow-up SSP reduction from Satisifiability. This however does not directly imply that the linear optimization version RR- is also -hard. We remedy this problem with a short reduction that simulates the set of blockable elements in Comb. RR- with the cost functions in RR- that results in the following theorem.
Theorem 10 ().
For all LOP problems NP with the property that the SSP problem derived from it is blow-up SSP reducible from 3Sat, the recoverable robust version RR- is -complete.
5.1 Blow-Up SSP Reductions for Various Problems
We want to apply this framework to several problems. In order to convey the intuition how a blow-up SSP reduction works, we only present the reduction from satisfibility to vertex cover and defer the other reductions to the full version.
Recall the definitions of vertex cover and 3-satisfiability as given in Section 3. Now, we can use a modification of the reduction by Garey and Johnson [13] from 3Sat to Vertex Cover as blow-up SSP reduction. We first describe the original reduction and then argue why it is SSP. At last, we show how to modify the reduction to a blow-up SSP reduction with a blow-up factor .
Let be the 3Sat instance of literals and clauses . We construct the corresponding Vertex Cover instance with graph and integer as follows. The reduction maps each literal to a vertex . Then the vertices and of a literal and its negation are connected by the edge . Next, for all clauses there is a 3-clique on the three vertices . All the edges connecting the vertices in the 3-clique to their corresponding literal vertex are added, i.e. the edge set . The threshold of the vertex cover instance is set to .
We now describe the blow-up gadget for every possible 3Sat instance , blow-up literal set , and number . The blow-up gadget for is a duplication of the literal vertices and forming a complete bipartite graph between the vertex sets and as depicted in Figure 1. Then, we have the equivalence classes and . Now, consider the graph as described above and modify it the following way: For each pair , we identify the two vertices in and in the blow-up gadget for and merge them together. This results in the graph
An example of such a graph can be found in Figure 1.
The threshold for the vertex cover is then increased such that vertices (instead of only one) for every blow-up literal pair can be taken into the solution, i.e.
Claim 11.
For the three choices of from Section 4.1 and , and describe a blow-up SSP reduction from 3Sat to Vertex Cover.
Proof.
We show that , , and defined by
describe a blow-up SSP reduction from 3Sat to . We start by showing that the reduction is still SSP.
For this, we first make the observation that for a bipartite graph between the vertex sets and , there are exactly two vertex covers of size : either one takes all together with or all together with into the vertex cover. Otherwise, there is at least one edge with and not covered.
With this observation, we can follow that every vertex cover solution still consists of
-
1.
exactly one of the original vertices and for , and
-
2.
the additional vertices of the blow-up gadget if and only if is in the vertex cover solution, and
-
3.
exactly two of the three vertices for .
Thus, the original injective SSP mapping is still a valid SSP mapping for this reduction.
To show that the blow-up property holds, we have to show that for and for all solutions of , ,
| (3) |
We begin with analyzing the maximum distances of two solutions for the three distance measures if and agree on each blow-up gadget. To reach the maximum distance between two solutions and for the three distance measures, includes all the for all , while includes all the opposite . Additionally, includes a different pair for all in comparison to . Thus, all of and for all have to be added (while deleting and one of ). In conclusion, is an upper bound for the maximal possible -addition and -deletion distance () as well as for the maximal possible Hamming distance (here one has to count for all deletions and additions such that is also sufficient). It follows that .
We conclude with the situation that and do not agree on each blow-up gadget. Then corresponding to the analysis above for -addition and -deletion, we reach at least a distance of and for the Hamming distance we reach at least . It follows that .
Clearly and thus and are polynomial time computable. This completes the correctness proof of the reduction.
6 The Issue of Transitivity: Preserving the Blow-up
Since blow-up SSP reductions require more structure, we unfortunately lose transitivity in comparison to normal SSP reductions. However, we would like to reuse an existing blow-up SSP reduction such that we do not need to start every reduction at 3Sat and additionally construct blow-up gadgets. For this, we introduce blow-up preserving SSP reductions, and show that they are transitive and preserve the structure of the blow-up gadgets. The idea is that we only need to show that there is a blow-up SSP reduction for the first reduction in the reduction chain and then the reduction chain can be prolonged by adding further problems, between which there are blow-up preserving SSP reductions.
The idea of a blow-up preserving reduction between problem and problem is that we partition the universe into three sets, the set of elements which originate in the problem and a set of elements , which are never of a solution of the instance of , and a set of elements , which are part of every solution of the instance of . Therefore, every solution in has a correspondent solution by applying the injective function . Since the distance measures that we consider are invariant on injective functions and union, the distance between the solutions in problem is the same as in problem . Correspondingly, the blow-up SSP reduction from 3Sat to can be extended to .
From a different point of view, a blow-up preserving SSP reduction can be understood as an SSP reduction, which “adds” only two kind of new elements to the universe: Those that are trivially contained in every (optimal) solution, and those that are never contained in an (optimal) solution. It is intuitively easy to understand that compared to the old instance, the newly “added” elements cannot influence the term . Hence -hardness of recoverable problems is maintained.
Definition 12 (Blow-Up Preserving SSP Reduction).
Let and be two SSP problems. Then, there is a blow-up preserving SSP reduction from to if there exists an SSP reduction such that for all instances the following holds: For all elements , either , or for all , i.e. , or for all , i.e. .
With this definition of a blow-up preserving SSP reduction, we are able to derive the following important properties.
Theorem 13 ().
Let be an SSP-NP-complete problem for which a blow-up SSP reduction from 3Sat exists. Then every problem , which is blow-up preserving SSP reducible from , is blow-up SSP reducible from 3Sat.
Lemma 14 ().
Blow-up preserving SSP reductions are transitive.
6.1 Blow-up Gadgets for various Problems
In the full version of the paper, we show that for many classical problems, blow-up or blow-up-preserving reductions exists. An overview of all the reductions is provided in Figure 2. As a corollary, we obtain Theorem 15.
Theorem 15 ().
The recoverable robust version of the following nominal problems is -complete: Sat, 3Sat, Vertex Cover, Dominating Set, Set Cover, Hitting Set, Feedback Vertex/Arc Set, Uncap. Facility Location, p-Center, p-Median, Independent Set, Clique, Subset Sum, Knapsack, Partition, Scheduling, (Un)Directed Hamiltonian Path/Cycle, TSP, -Vertex Directed Disjoint Path, Steiner Tree
7 Conclusion
We have shown that for a large class of NP-complete problems their corresponding recoverable robust problem is -complete for several different distance measures. For this, we have introduced two new types of reductions: blow-up SSP reductions and blow-up preserving SSP reductions. Blow-up SSP reductions are the basis to show -completeness of a recoverable robust problem by a reduction from 3Sat and further problems can be appended to the reduction chain by using the transitive blow-up preserving SSP reductions. In particular, we are able to show that 24 recoverable robust problems are -complete with the ability to apply the framework to further problems.
These results and the framework might be extendible in several different dimensions. First the natural question arises, whether these results can also be applied to most problems that are just in NP but not NP-complete, because we are only able to use this result for NP-complete problems. The results by Jackiewicz, Kasperski and Zieliński [23] indicate that this might be indeed the case. Secondly, we have only shown that these results hold for subset search problems. Partition problems or permutation problems are not directly covered by this result. Thus, it is of interest to classify the complexity of these problems as well. Furthermore, it is of interest to apply the framework to more subset search problems, i.e. to show that more problems are blow-up (preserving) SSP reducible from the examined problems.
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