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Approximating Two-Stage Stochastic Supplier Problems

Authors Brian Brubach, Nathaniel Grammel, David G. Harris, Aravind Srinivasan, Leonidas Tsepenekas, Anil Vullikanti

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ACM Subject Classification
  • Theory of computation → Design and analysis of algorithms
Keywords
  • Approximation Algorithms
  • Stochastic Optimization
  • Two-Stage Recourse Model
  • Clustering Problems
  • Knapsack Supplier

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Abstract

The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. We also explore a number of variants where additional constraints are imposed on the first-stage decisions, specifically matroid and multi-knapsack constraints. 
Our eventual goal is to provide results for supplier problems in the most general distributional setting, where there is only black-box access to the underlying distribution. To that end, we follow a two-step approach. First, we develop algorithms for a restricted version of each problem, in which all possible scenarios are explicitly provided; second, we employ a novel scenario-discarding variant of the standard Sample Average Approximation (SAA) method, in which we crucially exploit properties of the restricted-case algorithms. We finally note that the scenario-discarding modification to the SAA method is necessary in order to optimize over the radius.

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Brian Brubach, Nathaniel Grammel, David G. Harris, Aravind Srinivasan, Leonidas Tsepenekas, and Anil Vullikanti. Approximating Two-Stage Stochastic Supplier Problems. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2021). Leibniz International Proceedings in Informatics (LIPIcs), Volume 207, pp. 23:1-23:22, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2021) https://doi.org/10.4230/LIPIcs.APPROX/RANDOM.2021.23

Author Details

Brian Brubach
  • Wellesley College, MA, USA
Nathaniel Grammel
  • University of Maryland at College Park, MD, USA
David G. Harris
  • University of Maryland at College Park, MD, USA
Aravind Srinivasan
  • University of Maryland at College Park, MD, USA
Leonidas Tsepenekas
  • University of Maryland at College Park, MD, USA
Anil Vullikanti
  • University of Virginia, Charlottesville, VA, USA

Funding

  • Brubach, Brian: Brian Brubach was supported in part by NSF awards CCF-1422569 and CCF-1749864, and by research awards from Adobe.
  • Grammel, Nathaniel: Nathaniel Grammel was supported in part by NSF awards CCF-1749864 and CCF-1918749, and by research awards from Amazon and Google.
  • Srinivasan, Aravind: Aravind Srinivasan was supported in part by NSF awards CCF-1422569, CCF-1749864 and CCF-1918749, and by research awards from Adobe, Amazon, and Google.
  • Tsepenekas, Leonidas: Leonidas Tsepenekas was supported in part by NSF awards CCF-1749864 and CCF-1918749, and by research awards from Amazon and Google.

Acknowledgements

The authors want to sincerely thank Chaitanya Swamy as well as referees of earlier versions of the paper, for their precious feedback and helpful suggestions.

References

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