Approximations to Stochastic Dynamic Programs via Information Relaxation Duality

In the analysis of complex stochastic dynamic programs, we often seek strong theoretical guarantees on the suboptimality of heuristic policies. One technique for obtaining performance bounds is perfect information analysis: this approach provides bounds on the performance of an optimal policy by considering a decision maker who has access to the outcomes of all future … Read more

Hybrid Constructive Heuristics for the Critical Node Problem

We consider the Critical Node Problem: given an undirected graph and an integer number K, at most K nodes have to be deleted from the graph in order to minimize a connectivity measure in the residual graph. We combine the basic steps used in common greedy algorithms with some flavour of local search, in order … Read more

A Simple Clique Camouflaging Against Greedy Maximum Clique Heuristics

Taking a small graph, on which the randomized New-Best-In maximum clique heuristic fails to find the maximum clique, we construct on its basis a class of graphs exemplifying the inefficiency of SM greedy heuristics considered by Brockington and Culberson. We show that a 7(k+1)-vertex graph from this class is enough to provide a counterexample for … Read more