A factor 1/2 approximation algorithm for two-stage stochastic matching problems

被引:18
|
作者
Kong, N [1 ]
Schaefer, AJ [1 ]
机构
[1] Univ Pittsburgh, Dept Ind Engn, Pittsburgh, PA 15261 USA
基金
美国国家科学基金会;
关键词
stochastic programming; approximation algorithms; matching; combinatorial optimization;
D O I
10.1016/j.ejor.2004.10.011
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
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. (c) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:740 / 746
页数:7
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