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A General Framework for Designing Approximation Schemes for Combinatorial Optimization Problems with Many Objectives Combined Into One

Shashi Mittal(mshashi***at***alum.mit.edu)
Andreas S. schulz(schulz***at***mit.edu)

Abstract: In this paper, we present a general framework for designing approximation schemes for combinatorial optimization problems in which the objective function is a combination of more than one function. Examples of such problems include those in which the objective function is a product or ratio of two linear functions, parallel machine scheduling problems with the makespan objective, robust versions of weighted multi-objective optimization problems, and assortment optimization problems with logit choice models. The main idea behind our approximation schemes is the construction of an approximate Pareto-optimal front of the functions which constitute the given objective. Using this idea, we give the first fully polynomial time approximation schemes for the max-min resource allocation problem with a fixed number of agents and for combinatorial optimization problems in which the objective function is the sum of a fixed number of ratios of linear functions, or the product of a fixed number of linear functions.

Keywords: Combinatorial optimization, approximation schemes, scheduling, assortment optimization

Category 1: Combinatorial Optimization (Approximation Algorithms )

Category 2: Applications -- OR and Management Sciences (Scheduling )

Category 3: Robust Optimization

Citation: Technical Report, Operations Research Center, Massachusetts Institute of Technology

Download: [Postscript][PDF]

Entry Submitted: 09/07/2011
Entry Accepted: 09/07/2011
Entry Last Modified: 09/07/2011

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