Preprocessing under uncertainty

TL;DR

This paper develops efficient preprocessing algorithms for certain combinatorial problems with uncertain input data, enabling faster solution computation once the unknown data is revealed, with applications to problems like MST and matroid basis.

Contribution

It introduces polynomial-size problem transformations that are equivalent across all realizations of uncertain data for specific problems, unlike robust optimization approaches.

Findings

Algorithms for MST, matroid basis, and bipartite matching with uncertain data.

Preprocessing reduces problem size while preserving solution equivalence.

Some problems, like Small Connected Vertex Cover, do not admit such preprocessing.

Abstract

In this work we study preprocessing for tractable problems when part of the input is unknown or uncertain. This comes up naturally if, e.g., the load of some machines or the congestion of some roads is not known far enough in advance, or if we have to regularly solve a problem over instances that are largely similar, e.g., daily airport scheduling with few charter flights. Unlike robust optimization, which also studies settings like this, our goal lies not in computing solutions that are (approximately) good for every instantiation. Rather, we seek to preprocess the known parts of the input, to speed up finding an optimal solution once the missing data is known. We present efficient algorithms that given an instance with partially uncertain input generate an instance of size polynomial in the amount of uncertain data that is equivalent for every instantiation of the unknown part. Concretely, we obtain such algorithms for Minimum Spanning Tree, Minimum Weight Matroid Basis, and Maximum Cardinality Bipartite Maxing, where respectively the weight of edges, weight of elements, and the availability of vertices is unknown for part of the input. Furthermore, we show that there are tractable problems, such as Small Connected Vertex Cover, for which one cannot hope to obtain similar results.