English

Stochastic Packing Integer Programs with Few Queries

Data Structures and Algorithms 2019-03-14 v3

Abstract

We consider a stochastic variant of the packing-type integer linear programming problem, which contains random variables in the objective vector. We are allowed to reveal each entry of the objective vector by conducting a query, and the task is to find a good solution by conducting a small number of queries. We propose a general framework of adaptive and non-adaptive algorithms for this problem, and provide a unified methodology for analyzing the performance of those algorithms. We also demonstrate our framework by applying it to a variety of stochastic combinatorial optimization problems such as matching, matroid, and stable set problems.

Keywords

Cite

@article{arxiv.1707.04020,
  title  = {Stochastic Packing Integer Programs with Few Queries},
  author = {Takanori Maehara and Yutaro Yamaguchi},
  journal= {arXiv preprint arXiv:1707.04020},
  year   = {2019}
}

Comments

The final draft of a paper published in Mathematical Programming (Series A)