Stochastic Packing Integer Programs with Few Queries (1707.04020v3)

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.