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Browsing by Author "Kong, Nan"
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2004-02-19BuchA factor 1/2 approximation algorithm for a class of two-stage stochastic mixed-integer programs Kong, Nan; Schaefer, Andrew J.Abstract We introduce the two-stage stochastic maximum-weight matching problem and demonstrate that this problem is NP-complete. We give a factor 1/2 approximation algorithm and prove its correctness. We also provide a ...
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2004-10-02BuchTwo-stage integer programs with stochastic right-hand sides Kong, Nan; Schaefer, Andrew J.; Hunsaker, BradyWe consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value functions in both stages. We give two algorithms ...