An Edge in Time Saves Nine: LP Rounding Approximation Algorithms for Stochastic Network Design

  • Authors:
  • Anupam Gupta;R. Ravi;Amitabh Sinha

  • Affiliations:
  • Carnegie Mellon University;Carnegie Mellon University;University of Michigan

  • Venue:
  • FOCS '04 Proceedings of the 45th Annual IEEE Symposium on Foundations of Computer Science
  • Year:
  • 2004

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Abstract

Real-world networks often need to be designed under uncertainty, with only partial information and predictions of demand available at the outset of the design process. The field of stochastic optimization deals with such problems where the forecasts are specified in terms of probability distributions of future data. In this paper, we broaden the set of models as well as the techniques being considered for approximating stochastic optimization problems. For example, we look at stochastic models where the cost of the elements is correlated to the set of realized demands, and risk-averse models where upper bounds are placed on the amount spent in each of the stages. These generalized models require new techniques, and our solutions are based on a novel combination of the primal-dual method truncated based on optimal LP relaxation values, followed by a tree-rounding stage. We use these to give constant-factor approximation algorithms for the stochastic Steiner tree and single sink network design problems in these generalized models.