2004-02-19Buch DOI: 10.18452/8312
A factor 1/2 approximation algorithm for a class of two-stage stochastic mixed-integer programs
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 tight example to show the bound given by the algorithm is exactly 1/2 . Computational results on some two-stage stochastic bipartite matching instances indicate that the performance of the approximation algorithm appears to be substantially better than its worst-case performance.
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Is Part Of Series: Stochastic Programming E-Print Series - 5, SPEPS