Robust balanced optimization
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An instance of a balanced optimization problem with vector costs consists of a ground set X, a cost-vector for every element of X, and a system of feasible subsets over X. The goal is to find a feasible subset that minimizes the so-called imbalance of values in every coordinate of the underlying vector costs. Balanced optimization problems with vector costs are equivalent to the robust optimization version of balanced optimization problems under the min-max criterion. We regard these problems as a family of optimization problems; one particular member of this family is the known balanced assignment problem. We investigate the complexity and approximability of robust balanced optimization problems in a fairly general setting. We identify a large family of problems that admit a 2-approximation in polynomial time, and we show that for many problems in this family this approximation factor 2 is best-possible (unless P = NP). We pay special attention to the balanced assignment problem with vector costs and show that this problem is NP-hard even in the highly restricted case of sum costs. We conclude by performing computational experiments for this problem.
KeywordsBalanced optimization Assignment problem Computational complexity Approximation
Mathematics Subject Classification90C27
We thank Marc Goerigk for interesting discussions on the relation between balanced optimization problems with vector costs and robust optimization. We are also indebted to the reviewers whose remarks led to a significant speedup of some of the algorithms in this work. This research has been supported by the Netherlands Organisation for Scientific Research (NWO) under Grant 639.033.403, by BSIK Grant 03018 (BRICKS: Basic Research in Informatics for Creating the Knowledge Society), and by the Interuniversity Attraction Poles Programme initiated by the Belgian Science Policy Office.
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