In this paper we propose and study a new complexity model for approximation algorithms. The main motivation are practical problems over large data sets that need to be solved many times for different scenarios, e.g., many multicast trees that need to be constructed for different groups of users. In our model we allow a preprocessing phase, when some information of the input graph $G=(V,E)$ is stored in a limited size data structure. Next, the data structure enables processing queries of the form ``solve problem A for an input $S\subseteq V$''. We consider problems like {\sc Steiner Forest}, {\sc Facility Location}, {\sc $k$-Median}, {\sc $k$-Center} and {\sc TSP} in the case when the graph induces a doubling metric. Our main results are data structures of near-linear size that are able to answer queries in time close to linear in $|S|$. This improves over typical worst case reuniting time of approximation algorithms in the classical setting which is $Ω(|E|)$ independently of the query size. In most cases, our approximation guarantees are arbitrarily close to those in the classical setting. Additionally, we present the first fully dynamic algorithm for the Steiner tree problem.