Abstract
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. Assuming the existence of an integrality gap verifier with a bounded approximation guarantee for the LP relaxation of the non-robust version of the problem, we derive approximation algorithms for the robust version under different types of uncertainty, including polyhedral and ellipsoidal uncertainty.
| Original language | British English |
|---|---|
| Pages (from-to) | 3622-3654 |
| Number of pages | 33 |
| Journal | Algorithmica (New York) |
| Volume | 84 |
| Issue number | 12 |
| DOIs | |
| State | Published - Dec 2022 |
Keywords
- Approximation algorithms
- Discrete optimization
- Linear programming
- Randomized rounding
- Robust optimization