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Bibliographic Details
Main Author: Le, Phuong
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2409.00075
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author Le, Phuong
author_facet Le, Phuong
contents This survey revisits classical combinatorial optimization algorithms and extends them to two-stage stochastic models, particularly focusing on client-element problems. We reformulate these problems to optimize element selection under uncertainty and present two key sampling algorithms: SSA and Boost-and-Sample, highlighting their performance guarantees. Additionally, we explore correlation-robust optimization, introducing the concept of the correlation gap, which enables approximations using independent distributions with minimal accuracy loss. This survey analyzes and presents foundational combinatorial optimization methods for researchers at the intersection of this field and reinforcement learning.
format Preprint
id arxiv_https___arxiv_org_abs_2409_00075
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A survey on combinatorial optimization
Le, Phuong
Optimization and Control
This survey revisits classical combinatorial optimization algorithms and extends them to two-stage stochastic models, particularly focusing on client-element problems. We reformulate these problems to optimize element selection under uncertainty and present two key sampling algorithms: SSA and Boost-and-Sample, highlighting their performance guarantees. Additionally, we explore correlation-robust optimization, introducing the concept of the correlation gap, which enables approximations using independent distributions with minimal accuracy loss. This survey analyzes and presents foundational combinatorial optimization methods for researchers at the intersection of this field and reinforcement learning.
title A survey on combinatorial optimization
topic Optimization and Control
url https://arxiv.org/abs/2409.00075