The Optimal Network problem (as defined by Scott [16]) consists of selecting a subset of arcs that minimizes the sum of the shortest paths between all nodes subject to a budget constraint. This paper considers the worst-case behavior of heuristics for this prob'em. Let n be the number of nodes in the network and e be a constant between 0 and 1. For a general class of Optimal Network Problems, we show that the question of finding a solution which is always less than n times the optimal solution is NP-complete. This indicates that all polynomial-time heuristics for the problem most probably have poor worst-case performance. An upper bound for worst-case heuristic performance of 2n times the optimal solution is also derived. For a restricted version of the Optimal Network problem we describe a procedure whose maximum percentage of error is bounded by a constant.This research was supported, in part, by the U. S. Department of Transportation under Contract DOT-TSC-1058, Transportation Advanced Research Program (TARP).