Approximation Algorithms for Stochastic Combinatorial Optimization Problems

2016 ◽  
Vol 4 (1) ◽  
pp. 1-47 ◽  
Author(s):  
Jian Li ◽  
Yu Liu
Author(s):  
Marc Goerigk ◽  
Adam Kasperski ◽  
Paweł Zieliński

AbstractIn this paper a class of robust two-stage combinatorial optimization problems is discussed. It is assumed that the uncertain second-stage costs are specified in the form of a convex uncertainty set, in particular polyhedral or ellipsoidal ones. It is shown that the robust two-stage versions of basic network optimization and selection problems are NP-hard, even in a very restrictive cases. Some exact and approximation algorithms for the general problem are constructed. Polynomial and approximation algorithms for the robust two-stage versions of basic problems, such as the selection and shortest path problems, are also provided.


Sign in / Sign up

Export Citation Format

Share Document