Protection of flows under targeted attacks

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 optimization model which, compared to known models from the literature, features several advantageous properties: (i) We consider a general class of path-based flow problems which can be used to model a large variety of network routing problems (and other packing problems). (ii) We aim at solutions that are robust against targeted attacks by a potent adversary who may attack any flow path of his choice on any edge of the network. (iii) In contrast to previous robust maximum flow models, for which no efficient algorithms are known, optimal robust flows for the most important basic variants of our model can be found in polynomial time. We also consider generalizations where the flow player can spend a budget to protect the network against the interdictor. Here, we show that the problem can be solved efficiently when the interdiction costs are determined by the flow player from scratch. However, the problem becomes hard to approximate when the flow player has to improve an initial protection infrastructure.