On the Complexity of Non-Overlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems
Given a combinatorial optimization problem with an arbitrary partition of the set of random objective coefficients, we evaluate the tightest possible bound on the expected optimal value for joint distributions consistent with the given multivariate marginals of the subsets in the partition. For univariate marginals, this bound was first proposed by Meilijson and Nadas (Journal … Read more