1 Maximization of Robustness of Interdependent Networks under Budget Constraints
Srinjoy Chattopadhyay, Student Member, IEEE, Huaiyu Dai, Fellow, IEEE, and Do Young Eun, Senior Member, IEEE Abstract—We consider the problem of interlink optimization in multilayer interdependent networks under cost constraints, with the objective of maximizing the robustness of the network against component (node) failures. Diverting from the popular approaches of branching process based analysis of the failure cascades or using a supra-adjacency matrix representation of the multilayer network and employing classical metrics, in this work, we present a surrogate metric based framework for constructing interlinks to maximize the network robustness. In particular, we focus on three representative mechanisms of failure propagation, namely, connected component based cascading failure [1], load distribution in interdependent networks [2], and connectivity in demand-supply networks [3], and propose metrics to track the network robustness for each of these mechanisms. Owing to their mathematical tractability, these metrics allow us to optimize the interlink structure to enhance robustness. Furthermore, we are able to introduce the cost of construction into the interlink design problem, a practical feature largely ignored in relevant literature. We simulate the failure cascades on real world networks to compare the performance of our interlinking strategies with the state of the art heuristics and demonstrate their effectiveness. Index Terms—Multilayer failure propagation, cost constrained optimization, network robustness, interdependent networks. !
1 INTRODUCTION branching processes [10] and percolation theory [11] to mul- Interdependent networks comprise multiple network layers, tilayer interdependent networks, revealing the relationship where the components of different layers are dependent on between the network robustness and the degree distribution each other for their functioning [4, 5]. Over the past few of the constituent nodes. To the best of our knowledge, years, interdependent networks have emerged as a topic this is the only rigorous model that can track the failure of broad and current interest due to their applications in cascades in multilayer networks. This branching process diverse areas, for instance, smart grids for power distribu- (BP) based framework relies on several assumptions. In tion [1], with interdependent network layers of power sta- particular, the system equations tracking the robustness are tions and communication routers; infrastructure design to exact for infinite trees and only node degree information control traffic congestion [6] in multi-modal transportation is considered, i.e. nodes of the same degree are considered systems, where the different modes of traffic constitute the to be statistically equivalent. Although simple graph gener- network layers; and recommendation systems [7], where ators, like the Erdos-Renyi model, lead to locally tree-like various social networks in which the users are active, like networks, i.e. the local neighborhood of a node has a loop Facebook and Twitter, are considered as the interdependent with vanishing probability, many topologies encountered layers. The fundamental phenomenon distinguishing multi- in the real world can be dramatically different. Complex layer networks is the back-and-forth propagation of failures topological features, like clustering, community structure, across the interlinks between the network layers, popularly etc., have been shown to cause non-trivial effects on the net- named cascading failure. This recursive cascade of failures work dynamics. Modification of the classical BP framework can increase the susceptibility of interdependent networks to account for non tree-like structures is an area of active to node failures compared to their isolated constituents. research [12, 13, 14]. However, extending these works to Our objective in this work is to optimize the design of devise multilayer network design strategies is challenging the interlinking structure between isolated network layers, due to the complexity of the mathematical equations track- maximizing the robustness of the resulting interdependent ing the robustness. It is important to note that even after network against failure cascades. the topological simplifications and degree-based character- ization of nodes, the BP approach leads to self-consistent 1.1 Motivation equations of robustness, which typically do not admit closed form solutions and are usually solved numerically. This lack Research interest in interdependent networks is largely at- of amenability to mathematical analysis severely restricts tributed to the seminal paper by Buldyrev et al. [1], where the applicability of the BP approach to practical network the authors study a connected component based mechanism design problems involving large networks and complex of failure propagation in a two-layer interdependent net- topologies. In addition to the connected component based work. Subsequently, the failure cascades corresponding to mechanism of failure propagation, other mechanisms of this mechanism have been studied on more general network failure propagation have also been proposed in literature. structures [8, 9]. These works extend classical results from However, studying these complex mechanisms by the BP approach is a laborious task. Some recent works [2] have • The authors are with North Carolina State University, Raleigh, NC, made considerable progress in this area but the practicality 27695. of such results from the perspective of devising network 2
design strategies is debatable, owing to the computationally us to consider practical design constraints with the cost of expensive iterative computation of the robustness. We argue interlink construction, which has been largely overlooked that while a rigorous modeling of the failure cascades in in multilayer network design. The goal of this work is to multilayer networks is of significant theoretical importance, optimally distribute a total budget for interlink construc- it is unclear whether pursuing this avenue of research will tion, so that the robustness of the resulting interdependent lead to practical network design guidelines. network against different mechanisms of failure propaga- We can conclude from the above discussion that the tion is maximized. For three representative mechanisms, computation of robustness via an exact characterization namely, i) connected component based cascading failure, of the failure cascades is not possible for most practical ii) load distribution in interdependent networks, and iii) applications. To circumvent this problem, researchers have connectivity in demand-supply networks, we define our used various network properties as indirect measures of surrogate metrics and pose the design of interlinks as a robustness, for example, algebraic connectivity [15], number convex optimization problem. Due to the tractable metrics, of spanning trees [16], and total effective resistance [17]. this optimization problem can be readily solved to obtain For the robustness of networks against component failures, the budget allocation maximizing the proxy measures of most works [15, 18, 19] adopt the algebraic connectivity robustness. Through extensive simulation experiments on metric, defined as the second smallest eigenvalue of the real-world networks, we show that the surrogate metric supra-adjacency (SA) matrix representation of the multi- based interlink design outperforms the state of the art layer network, where all links (inter- and intra-layer) in heuristics. the multilayer network are stacked together: diagonal (off- The remainder of this paper is organized as follows. diagonal) blocks indicating interactions inside (across) lay- Section 2 introduces the preliminaries for this study. Section ers. The algebraic connectivity (λ2) of a network is closely 3 contains the main contribution, including the deficiency of related to its partitioning and synchronization properties existing approaches, the surrogate metric based framework [20]. However, in the context of diverse mechanisms of for optimizing interlinks, and an algorithm for learning the failure propagation in multilayer networks, it is not clear optimal allocation of resource distributively. We compare whether λ2 can effectively characterize the robustness. In our interlinking strategies with the existing heuristics in fact, we present simulation results indicating that such Section 4. Finally, we conclude our work in Section 5 and metrics cannot capture the robustness for the mechanisms of indicate future avenues of research. failure propagation considered here. Additionally, the met- rics based on the SA matrix are agnostic to the attack models 2 PRELIMINARIES or the propagation mechanisms. One of the most important In this section, we introduce our system model and discuss ideas which we aim to elucidate through this paper is existing approaches for characterizing the robustness of that the mechanism of failure propagation can significantly multilayer networks. Finally, we describe the three repre- affect the robustness and network design guidelines do not sentative mechanisms of failure propagation considered in generalize across these diverse mechanisms. This warrants this work. the development of new metrics of robustness fine-tuned to particular mechanisms. Furthermore, these metrics should 2.1 System Model be amenable to mathematical analysis to allow us to develop Let us represent a network layer by G=(V,E), where V and network design guidelines. E ⊆ V ×V are the set of nodes and intra-layer (undirected) To summarize, the BP approach captures the true nature edges, respectively. We consider a two-layer interdepen- of the failure cascades but is limited in its applicability due dent network G =(GA,GB, E˜) where GA = (VA,EA) and to the complexity of the self-consistent system equations, GB=(VB,EB) are the constituent layers with |VA| = m and whereas the SA matrix approach leads to tractable metrics |VB| = n. Our control variable E˜ ⊆ VA × VB represents the of robustness but is agnostic to the propagation mecha- weighted interdependence structure between GA and GB. nism. This motivates us to develop novel metrics that can We assume that the cost structure, explained next, and the characterize the robustness of multilayer networks against isolated network topologies (GA,GB) are known and our different mechanisms of failure propagation. objective is to design the inter-layer links (E˜) to maximize 1.2 Our Contribution the robustness of G. Most practical network design problems are constrained The main contribution of our work is to introduce math- by the availability of resource, where heterogeneous costs ematically tractable metrics of robustness, which can be are associated with the construction of different links. De- utilized to optimize the interlink structure of multilayer signers strive for the optimal allocation of resources for networks. As these metrics are not based on a rigorous interlink construction under such cost constraints. Resource modeling of the failure cascades, we refer to them as sur- constraints have received limited attention in network de- rogate metrics of robustness. They were designed by study- sign literature, although simplified cost structures [18], lim- ing the dynamics of the failure cascades for the different iting the total number of interlinks, have been studied. We propagation mechanisms. These metrics are shown to vary consider a general cost structure given by: monotonically with the empirical measure of robustness for wl = r(xl), (1) both theoretical and real-world network structures. This monotonic relationship ensures that the maximization of where l ∈ {1, 2, ··· , mn} indexes the interlinks, and r : + + the robustness can be achieved by the maximization of R → R is the mapping from the allocated resource (xl) these metrics. Furthermore, the surrogate metrics enable to the interlink weight (wl). We assume r to be increasing, 3
M1 concave and differentiable with respect to (w.r.t.) xl with network robustness ψ (G(x), η) for the connected com- the additional constraint that r(0) = 0. It is not difficult to ponent based cascading failure mechanism, represented by see that these assumptions occur frequently in practice and M1. Under simplistic assumptions, such as, locally tree-like are also supported by economic theories, like diminishing topology, infinite-sized networks, arbitrary interlinking and returns and marginal utility. Our interlink optimization the randomized attack [1, 23, 24], the robustness is related framework is applicable for any r satisfying these criteria. to the degree distribution by inter-coupled self-consistent We provide results for two specific choices of r to serve as equations of the form: examples. Note that the interlink weights have been defined ψA(G, η) = η · f1 ψA(G, η), ψB(G, η), dA, dB (2) as unbounded positive real numbers. The physical inter- pretation of the weight can differ for various mechanisms ψB(G, η) = f2 ψA(G, η), ψB(G, η), dA, dB , (3) of failure propagation and for particular cases, bounded weights might be necessary. The cost structure r is defined where ψA and ψB are the fractional size of surviving accordingly for such cases. nodes in the two interdependent layers, dA and dB are Given a total budget b, our goal is to optimally distribute the degree distribution of the two layers, and η denotes it among all possible interlinks, maximizing the robust- the attack strength. f1 and f2 are inter-coupled functions, ness of the constructed interdependent network. The vector whose details can be obtained from the references. The T mn×1 x = [x1 ··· xmn] ∈ R denotes the resource allocation multiplicative factor η appears only in (2) due to the attack strategy, specifying the resource allocated to all mn inter- strategy, which only affects layer A. Although (2)-(3) can links. The cost structure (1) maps the allocated resource x to be solved for simple topologies, an iterative solution is the interlink structure E˜(x). Let G(x) denote the resulting required for most real-world applications. Thus, even under interdependent network, where G(x) , (GA,GB, E˜(x)). the simplified settings, the BP approach involves numerical Robustness can be intuitively understood as the resilience computation of the robustness, requiring global information of the network against node failures, although exact def- about the network topology and the failure spreading dy- initions might vary across applications. Let ψM(G(x), η) namics. When realistic conditions, like weighted interlinks denote the robustness of G(x) against cascading failures, and heterogeneous costs associated with interlink construc- where M specifies the failure propagation mechanism and tion, and more advanced problems, like the optimization η denotes the infection strength, defined as the fractional of the interlink structure, are considered, pursuing the BP size of the nodes comprising the initial infection. The choice approach does not seem promising. of the failure seeds is dependent on the attack model: 2.2.2 Supra-Adjacency Matrix (SA) the randomized attack arbitrarily chooses nodes, whereas the targeted attack preferentially chooses nodes based on The mathematical complexity of the BP approach resulted some topological measure of centrality. Recent works [21] in the development of various metrics, which can ap- have identified the targeted attack based on betweenness proximately characterize the robustness of networks. These as an extremely disruptive strategy. Due to this reason, we metrics of robustness utilize the supra-adjacency matrix [19] representation. The SA matrix for an interdependent consider the betweenness-based targeted attack model for ˜ the results presented here, where an attack strength of η im- network G(x) = (GA,GB, E(x)) is defined as: plies that η fraction of nodes with the highest betweenness (A1)m×m E˜(x) centrality measure comprise the infection seeds. In addition A = T , (4) E˜(x) (A2)n×n to this, we also study the degree-based targeted attack and the randomized attack models. The results corresponding where A1 and A2 are the adjacency matrices of the con- ˜ m×n to these two attack models are presented in the supplemen- stituent layers GA and GB, respectively, and E(x) ∈ R tary material. Adhering to classical models [1], the initial is the interlink structure. In the context of robustness of infection is assumed to occur in layer A and the robustness networks against component failures, the most popular is defined by the surviving fraction of nodes in layer B. metric is the algebraic connectivity, defined as the second Similar to works like [1, 22], we define the robustness of the smallest (smallest non-zero) eigenvalue of the Laplacian L. multilayer network as follows. The Laplacian matrix (L) of A is given by: L = D − A, where D , diag(A1), here 1 is the all-one column vec- Definition 2.1. The robustness of an interdependent network tor, and diag(v) is a diagonal matrix with entries from G(x)=(GA,GB, E˜(x)) against an attack strength η for a failure T v = [v1, v2, ··· , vm+n] . The surrogate measure of robust- propagation mechanism M, is defined as the fraction of nodes ness of the network is expressed as λ2(L(x)). The relevance in layer B which survive the failure cascades triggered by the of λ2 to the network robustness stems from its relationship removal of η fraction of nodes from layer A. We represent this to vertex and edge connectivity, uncovered in the classical robustness by ψM(G(x), η). work [20] and its later extensions. The impact of λ2 on network dynamics is a mature area with decades of research 2.2 Existing Approaches studying it. However in the context of multilayer networks, 2.2.1 Branching Process (BP) we argue that the role of λ2 as a metric of robustness is Extending classical works in branching processes [10] and much less understood. This is because there is a fundamen- percolation theory [11], researchers have been able to track tal difference between robustness problems on single and the cascade of failures among the interdependent layers in multilayer networks: cascading failure. In the former, ro- multilayer networks. These works present equations map- bustness is a single step process, whereas the latter involves ping the degree distribution of the nodes of G(x) to the recursive propagation of failures among the interdependent 4
network layers. Until any relationship between the algebraic load distribution in multilayer networks with weighted in- connectivity of a multilayer network and its robustness is terlinks, we extend the single layer model in [2] to multiple established, the use of λ2 as a universal metric of robustness layers using ideas from [31], which considers a simplified is debatable. model involving uniform distribution of the inter-layer of- floaded load. We present the mathematical details of M2 in 2.3 Failure Propagation in Interdependent Networks the supplementary material. We study three representative mechanisms in this work. Although this is not an exhaustive list, to the best of our 2.3.3 Connectivity in Demand-Supply Networks (M3) knowledge, most failure spreading mechanisms considered in literature can be thought of as variations of these. Interdependent demand-supply networks have recently come to the attention of researchers [3]. These networks 2.3.1 Connected Component based cascades (M1) comprise a supply and a demand layer, where supply nodes This is the most popular model for cascading failure in feed the demand nodes to maintain their functionality. Let interdependent networks. Under this mechanism [1], node the supply rate of node a ∈ VA be denoted by sa. Let the failures can occur in two ways: i) by not belonging to the survival threshold of the demand node b ∈ VB, defined largest connected component in its own layer, or ii) by as the minimum supply required for its functioning, be failure propagated from the other layer(s) through the inter- denoted by tb. A demand node b survives if the following links. At each stage of the cascades, the nodes isolated from conditions hold: i) total supply available at b exceeds the P the largest connected component become non-functional threshold, i.e. a wabsa ≥ tb, where wab is the weight of and these failures propagate to the other layer through the interlink between a and b; and ii) b belongs to the largest the interlinks. We consider a generalized version of this connected component in the demand layer GB. [3] studies model involving weighted interlinks, where link weight (wl) a simplified version of this model, where wab is binary and represents the probability of propagation of failure across sa =tb =1, ∀a, b. We model the supply rate of each node (sa) an interlink. Classical models consider wl = 1, implying to be equal to its intra-layer degree. Note that M3 involves perfect propagation of failure among inter-layer neighbors. unidirectional dependence, since the supply nodes are not It is easy to see that M1 involves both local and long- affected by the failed demand nodes. This is in contrast range propagation of failure. The long-range propagation to the previous cases with back-and-forth propagation of is due to the first condition, where only the constituents of failures. This difference in the interlink functionality leads the largest connected component are assumed to survive. to distinct properties, discussed in Section 4, that are not If a node failure partitions the network into disconnected observed for M1 and M2. components, all but the largest component are assumed to It is easy to see from the above discussion that mech- fail according to M1. The local propagation arises from the anisms of failure propagation can be dramatically differ- second condition, where failure of a node can lead to failure ent from each other. Even for multilayer networks with of its inter-layer neighbors conditioned on the interlink identical intra-later topology, interlink structure and initial weight. infection seeds, distinct mechanisms can lead to significant differences in the fraction of nodes surviving in the steady 2.3.2 Load Distribution in Interdependent Networks (M2) state. We have illustrated this for a toy example in the Interdependent load distribution has recently attracted re- supplementary material. Since the illustration requires a search interest due to its diverse applicability. In power detailed description of the propagation mechanisms, we distribution networks [25], the load of a station is offloaded do not include it in the main document for brevity (see to its neighbors upon failure. In multilayer transportation Appendix A). The main idea we want to highlight is that networks [26], a load distribution model is used to emulate mechanisms of failure propagation strongly affect the ro- multi-modal (e.g. airways and railways) traffic to study bustness of multilayer networks and thus, effective met- congestion, where upon failure of an airport, its traffic rics of robustness should be dependent on the particular is redirected to neighboring airports and railway stations. mechanisms. In other words, a universal metric, capable of Although the system models for these different applications characterizing the robustness of networks against different have slight differences, the underlying principle is similar. mechanisms of failure propagation while easy to work with, Upon failure, the load of a node is fractionally offloaded does not exist. to its neighbors, proportional to the link weight. A node fails when its current load, comprising the initial and the offloaded load, exceeds its capacity. Following the model in [2], we restrict M2 to local propagation, where the 3 MECHANISMBASEDINTERLINKOPTIMIZATION load of a node is offloaded only to its intra- and inter- layer neighbors upon failure. Note that this restriction only We start this section by formally defining the cost con- applies to this mechanism. M1 and M3 involve both local strained robustness maximization problem. Next, we dis- and long-range propagation of failures. Depending on the cuss the deficiency of the existing approaches for charac- particular application, the load of a node in a network can terizing the robustness. Finally, we introduce our surrogate be defined in many ways. It is popularly defined in terms metrics and utilize them to solve the maximization problem of some topological information, such as degree [2, 27, 28] to obtain the optimal allocation of resources for the construc- or betweenness [29, 30]. We proceed with the degree-based tion of interlinks. We also present an algorithm for learning definition in this work. Due to the lack of works studying this resource allocation strategy distributively. 5 3.1 Problem Statement 1.0
The interlink optimization problem can be written as: 0.8 M 0.6 2 ψ maximize ψ (G(x), η) x (5) 0.4 1 T 0.2 subject to 1 x = b, and x 0, 2 3 0.0 mn×1 − − − − 0.0 0.2 0.4 0.6 0.8 1.0 where x ∈ R denotes a resource allocation strategy ψ and b is the total available budget. ψM(G(x), η) represents (a) (b) the robustness of G(x) = (GA,GB, E˜(x)) against an initial Figure 1: Deficiency of traditional approaches: a) Variation failure of strength η for a failure propagation mechanism of ψ over different degree based interlink structures b) M. The mapping between x and E˜(x) is given by the Variation of λ2 with ψ. cost structure r following (1). In (5), the first constraint verifying their performance through simulations. Mono- specifies the budget and the second constraint restricts the tonic and anti-monotonic interlinking have been identified allocated resource to be non-negative. Note that the budget as favorable strategies under certain conditions, by both the- constraint has been specified as an equality. Let us con- oretical [23] and simulation based studies [32]. The mono- sider a particular example to explain the intuition behind tonic (anti-monotonic) strategy interlinks the ith highest de- this. Interlink weights in M represent the probability of 1 gree node in layer A to the ith highest (lowest) degree node propagation of failure across the interconnected layers. Since in layer B, ties broken randomly. The simulation results are inter-layer failure cascades cannot occur without interlinks, presented in Fig. 1a, where the two constituent layers and ψM1 (G(x), η) is maximized at x = 0. It is easy to see the infection seeds are fixed and the network robustness that x = 0 corresponds to a non-functional interdependent ψM(G(x), η) is plotted for various interlinking strategies network. For instance, in smart grid for power distribution, at η = 0.1. Qualitatively similar results were observed for although the absence of interlinks between the power and other values of η. We re-scale ψ for each mechanism, so communication network layers eliminates the possibility of that the values vary between 0 (minimum robustness) and 1 failure cascades, it compromises the fundamental property (maximum robustness) for all cases. We simplify our system of interdependent networks: the interdependence. In such model to focus on the impact of different interlinking struc- cases, if the budget for the interlink construction is con- tures. We assume that G(x) = (GA,GB, E˜(x)) comprises strained by an inequality (1T x ≤ b), the network design layers of same size (|VA| = |VB| = n), generated by the problem can produce trivial solutions. Due to this reason, Erdos-Renyi model. The interlinking structure is complete we specify the budget constraint as an equality to ensure one-to-one, where each node a ∈ VA is interlinked to a the inter-connectivity among the network layers. For spe- unique node b ∈ VB. We consider the simplest cost structure cific mechanisms of failure propagation, like M3, where (linear and binary), where wl =xl and xl is a binary variable ψM(G(x), η) is increasing in the elements of x, the solution indicating the presence or absence of the lth interlink. These to (5) also solves the case where the budget is specified as assumptions reduce the domain of x from the continuous an inequality. space Rmn×1 to the discrete space comprising all permu- tations of n indices. Note that these assumptions on the 3.2 Deficiency of Existing Approaches network structure are not enforced when we evaluate the The two approaches for estimating the robustness are: i) the performance of our interlinking strategies on real world net- branching process (BP) approach, involving the mathemati- works in Section 4. To explore different degree-based inter- cal modeling of the true nature of the failure cascades; and linking strategies, we consider partially ordered monotonic ii) the supra-adjacency (SA) matrix approach, involving the and anti-monotonic interlinking. In Fig. 1a, an x-coordinate SA matrix representation and employing classical metrics, of +0.6 indicates that 60% of the interlinks in the network are like algebraic connectivity, as the heuristic measures of constructed monotonically, where the positive x-coordinate robustness. In the following, we discuss the shortcomings denotes monotonicity, while the remaining 40% interlinks of these approaches in characterizing ψM(G(x), η). are constructed arbitrarily. The x coordinates denote the interlinking strategies while the y coordinates denote the 3.2.1 Branching Process (BP) average robustness over 500 independent instances of the The development of rigorous mathematical models describ- interlink structure. It can be observed that no interlinking ing ψM(G(x), η) as a function of x for a general mecha- strategy is optimal for all cases, and in fact our simula- nism of failure propagation and a general cost structure tion tests reveal that the maxima varies with η as well. is a daunting task. Although (2)-(3) allow us to compute Thus, degree-based interlinking structures cannot be used the robustness through numerical iterations under certain to characterize the robustness of networks against the three conditions, it is unlikely that such equations can be utilized representative mechanisms. to solve cost constrained robustness optimization problems. Additionally, the BP approach is fundamentally limited by 3.2.2 Supra-Adjacency Matrix (SA) its reliance on the locally tree-like topology and only degree- Under this approach, the robustness of the network is based topological information. measured by applying classical metrics to the SA matrix Due to the difficulties in tracking the failure cascades for representation of the multilayer network. An important the distinct mechanisms, an alternative approach might be drawback of this approach is that the measure of robustness to devise various degree-based interlinking strategies and is only affected by the network topology. As a result, this ap- 6
M proach is agnostic to the mechanisms of failure propagation To summarize, we intend to design f0 (x) for each rep- as well as the attack models. resentative mechanism that are: i) monotone with the empir- Let us evaluate the performance of algebraic connectivity ical values of robustness, to serve as a surrogate measure of (λ2) as a metric of robustness. In Fig. 1b, we compare robustness; ii) concave in x, in order to pose the robustness M λ2 to the empirical robustness ψ (G(x), η) for different maximization as a convex optimization problem; and iii) interlinking strategies under the three mechanisms. Note amenable to mathematical analysis, so that we can solve that the y coordinates represent the re-scaled values of λ2, (6) to obtain interlink design strategies. In the following, we where the absolute values of λ2 corresponding to the three propose a family of surrogate metrics that can be utilized to mechanisms are re-scaled to the range [0,1]. This operation study the robustness against various mechanisms of failure was employed to improve the readability of Fig. 1 as the propagation. Later on, we choose specific metrics from this ranges of ψ and λ2 for the different cases vary significantly. family, corresponding to the particular mechanisms studied The interlinking structures and infections seeds are the same in this work. The family of surrogate metrics can be written as that in Fig. 1a. For a metric to characterize the robustness, as: mn M X M M it should be monotone with ψ for all interlinking structures f0 (x) = F (r(xl),Dl ), (7) x. Note that the simplifications of the cost structure lead l=1 to the equivalence between the resource allocation strategy M where r(xl) is the weight (wl) of the lth interlink, D w = x l and the interlink structures, i.e. l l. A monotonic rela- represents the contribution of interlink l towards enhancing ψ M tionship ensures that the maximization of can be achieved network robustness, and F is some function of these λ by maximizing 2. This requirement is not satisfied in Fig. arguments. Note that a particular metric from this family (7) 1b, implying that λ2 is not an effective metric for mea- M is specified by two factors: i) Dl , capturing the importance suring the robustness of networks against the mechanisms of the lth interlink; and ii) the function F M. In this work, we of failure propagation considered in this work. It can be M M show that even straightforward definitions of Dl and F observed from Fig. 1b that for all three mechanisms, the can produce metrics which can track the robustness for the ψ λ joint maximization of and 2 is never achieved. In fact, the representative mechanisms and lead to better interlinking robustness for each mechanism is maximized at a different strategies than existing heuristics. In this work, we choose value of λ2, which again is dependent on η. This highlights M M different models for F and Dl to illustrate that there a key aspect of our work, that the robustness of networks is no universal format for the surrogate metrics. Although against various mechanisms of failure propagation is maxi- different metrics of robustness might lead to different per- mized under different interlinking strategies and a universal formance gains, we intend to elucidate through this work λ metric of robustness, like 2, is not viable. that even simple choices of these metrics can lead to a significant gain in performance. A comparative study on the 3.3 Surrogate Metrics of Robustness performance of different metrics for the same mechanism of Complexity of the BP approach limited its applicability to failure propagation is an important avenue of research and study the robustness of networks against general mecha- beyond the scope of this work. nisms of failure propagation. Employing universal metrics Next, we define the surrogate metrics corresponding to of robustness, like λ2, is also not a promising direction due the three representative mechanisms and solve (6) to obtain to the non-monotone relationship to ψ. Furthermore, Fig. the resource allocation strategy maximizing them. Interest- 1 demonstrated that the maximization of the robustness ingly, the surrogate metric based framework is amenable occurs at different interlinking strategies for different mech- to distributed optimization and we present an algorithm anisms, discouraging the search for other universal metrics. that can learn the resource allocation strategy through local This motivates us to develop new metrics of robustness exchange of information among the nodes. specific to each mechanism. These metrics, represented by M 3.3.1 Connected Component based cascades (M1) f0 (x), were designed by studying the failure cascades for the representative mechanisms. Simulation experiments The basic idea behind the metric for this case is the observa- i reveal that the proposed metrics vary monotonically with tion that anti-monotonic ordering, where the th highest de- A i the empirical measure of robustness for different values of gree node in layer is coupled to the th lowest degree node B attack strength (η) under all three mechanisms. This allows in layer , outperforms the monotonic and the random us to remove the dependence on η from the surrogate ordering for the case of the degree-based targeted attacks metrics. Using these metrics, our interlink design problem [23, 34]. Although this observation was made under the (5) becomes: degree-based attack model, our simulation studies reveal M that similar results hold for the betweenness-based attacks maximize f0 (x) x (6) as well. Intuitively, since the attacker chooses nodes of subject to 1T x = b, and x 0. high betweenness (more important nodes), coupling them to nodes of low betweenness (less important nodes) checks Our objective in this work is to devise surrogate metrics the spread of failures. Using a multiplicative combination M M f0 (x) that are monotone with the empirical value of ro- (F 1 (x, y) , xy), our metric can be written as: M mn bustness ψ (G(x)) for each mechanism M. Additionally, if X f M1 (x) = r(x )DM1 . the surrogate metrics are concave in the resource allocation 0 l l (8) strategy x, then (6) becomes a convex optimization problem l=1 due to the affine constraints, allowing us to utilize the rich Since we want to preferentially construct interlinks between M1 literature [33] studying it. nodes of high and low betweenness, Dl is modeled to 7
constructed by an investment of xl resource is determined 1.0 US Power Grid and 1.0 US Flight Network and Amtrack Network Internet Routers Erdos Renyi Graph by the quality parameter αl ∈ [0, 1], governing the ease 0.8 Erdos Renyi graph 0.8 Scale Free Graph Scale Free graph of construction of the lth interlink, i.e. interlinks with low 0.6 0.6 2 ( x ) 1 0