3 research outputs found
A Relaxed FPTAS for Chance-Constrained Knapsack
The stochastic knapsack problem is a stochastic version of the well known deterministic knapsack problem, in which some of the input values are random variables. There are several variants of the stochastic problem. In this paper we concentrate on the chance-constrained variant, where item values are deterministic and item sizes are stochastic. The goal is to find a maximum value allocation subject to the constraint that the overflow probability is at most a given value. Previous work showed a PTAS for the problem for various distributions (Poisson, Exponential, Bernoulli and Normal). Some strictly respect the constraint and some relax the constraint by a factor of (1+epsilon). All algorithms use Omega(n^{1/epsilon}) time. A very recent work showed a "almost FPTAS" algorithm for Bernoulli distributions with O(poly(n) * quasipoly(1/epsilon)) time.
In this paper we present a FPTAS for normal distributions with a solution that satisfies the chance constraint in a relaxed sense. The normal distribution is particularly important, because by the Berry-Esseen theorem, an algorithm solving the normal distribution also solves, under mild conditions, arbitrary independent distributions. To the best of our knowledge, this is the first (relaxed or non-relaxed) FPTAS for the problem. In fact, our algorithm runs in poly(n/epsilon) time. We achieve the FPTAS by a delicate combination of previous techniques plus a new alternative solution to the non-heavy elements that is based on a non-convex program with a simple structure and an O(n^2 log {n/epsilon}) running time. We believe this part is also interesting on its own right
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곡νκ³Ό,2019. 8. μ΄κ²½μ.In this thesis, we consider a variant of the deterministic combinatorial optimization problem (DCO) where there is uncertainty in the data, the probability maximizing combinatorial optimization problem (PCO). PCO is the problem of maximizing the probability of satisfying the capacity constraint, while guaranteeing the total profit of the selected subset is at least a given value. PCO is closely related to the chance-constrained combinatorial optimization problem (CCO), which is of the form that the objective function and the constraint function of PCO is switched. It search for a subset that maximizes the total profit while guaranteeing the probability of satisfying the capacity constraint is at least a given threshold. Thus, we discuss the relation between the two problems and analyse the complexities of the problems in special cases. In addition, we generate pseudo polynomial time exact algorithms of PCO and CCO that use an exact algorithm of a deterministic constrained combinatorial optimization problem. Further, we propose an approximation scheme of PCO that is fully polynomial time approximation scheme (FPTAS) in some special cases that are NP-hard. An approximation scheme of CCO is also presented which was derived in the process of generating the approximation scheme of PCO.λ³Έ λ
Όλ¬Έμμλ μΌλ°μ μΈ μ‘°ν© μ΅μ ν λ¬Έμ (deterministic combinatorial optimization problem : DCO)μμ λ°μ΄ν°μ λΆνμ€μ±μ΄ μ‘΄μ¬ν λλ₯Ό λ€λ£¨λ λ¬Έμ λ‘, μ΄ μμ΅μ μ£Όμ΄μ§ μμ μ΄μμΌλ‘ 보μ₯νλ©΄μ μ©λ μ μ½μ λ§μ‘±μν¬ νλ₯ μ μ΅λννλ νλ₯ μ΅λν μ‘°ν© μ΅μ ν λ¬Έμ (probability maximizing combinatorial optimization problem : PCO)μ λ€λ£¬λ€. PCOμ λ§€μ° λ°μ ν κ΄κ³κ° μλ λ¬Έμ λ‘, μ΄ μμ΅μ μ΅λννλ©΄μ μ©λ μ μ½μ λ§μ‘±μν¬ νλ₯ μ΄ μΌμ κ° μ΄μμ΄ λλλ‘ λ³΄μ₯νλ νλ₯ μ μ½ μ‘°ν© μ΅μ ν λ¬Έμ (chance-constrained combinatorial optimization problem : CCO)κ° μλ€. μ°λ¦¬λ λ λ¬Έμ μ κ΄κ³μ λνμ¬ λ
Όμνκ³ νΉμ 쑰건 νμμ λ λ¬Έμ μ 볡μ‘λλ₯Ό λΆμνμλ€. λν, μ μ½μμ΄ νλ μΆκ°λ DCOλ₯Ό λ°λ³΅μ μΌλ‘ νμ΄ PCOμ CCOμ μ΅μ ν΄λ₯Ό ꡬνλ μ μ¬ λ€νμκ° μκ³ λ¦¬μ¦μ μ μνμλ€. λ λμκ°, PCOκ° NP-hardμΈ νΉλ³ν μΈμ€ν΄μ€λ€μ λν΄μ μμ λ€νμκ° κ·Όμ¬ν΄λ²(FPTAS)κ° λλ κ·Όμ¬ν΄λ²μ μ μνμλ€. μ΄ κ·Όμ¬ν΄λ²μ μ λνλ κ³Όμ μμ CCOμ κ·Όμ¬ν΄λ² λν κ³ μνμλ€.Chapter 1 Introduction 1
1.1 Problem Description 1
1.2 Literature Review 7
1.3 Research Motivation and Contribution 12
1.4 Organization of the Thesis 13
Chapter 2 Computational Complexity of Probability Maximizing Combinatorial Optimization Problem 15
2.1 Complexity of General Case of PCO and CCO 18
2.2 Complexity of CCO in Special Cases 19
2.3 Complexity of PCO in Special Cases 27
Chapter 3 Exact Algorithms 33
3.1 Exact Algorithm of PCO 34
3.2 Exact Algorithm of CCO 38
Chapter 4 Approximation Scheme for Probability Maximizing Combinatorial Optimization Problem 43
4.1 Bisection Procedure of rho 46
4.2 Approximation Scheme of CCO 51
4.3 Variation of the Bisection Procedure of rho 64
4.4 Comparison to the Approximation Scheme of Nikolova 73
Chapter 5 Conclusion 77
5.1 Concluding Remarks 77
5.2 Future Works 79
Bibliography 81
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