Stochastic Packing Integer Programs with Few Queries [article]

Takanori Maehara, Yutaro Yamaguchi
2019 arXiv   pre-print
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
more » ... ate our framework by applying it to a variety of stochastic combinatorial optimization problems such as matching, matroid, and stable set problems.
arXiv:1707.04020v3 fatcat:myc72wakm5cnxovi35pp7ajoru