Angewandte Mathematik Und Informatik Universit at Zu K Oln Algorithmic Chernoo-hoeeding Inequalities in Integer Programming Algorithmic Chernoo-hoeeding Inequalities in Integer Programming

نویسندگان

  • Anand Srivastav
  • Peter Stangier
چکیده

Proofs of classical Chernoo-Hoeeding bounds has been used to obtain polynomial-time implementations of Spencer's derandomization method of conditional probabilities on usual-nite machine models: given m events whose complements are large deviations corresponding to weighted sums of n mutually independent Bernoulli trials, Raghavan's lattice approximation algorithm constructs for 0 ? 1 weights and integer deviation terms in O(mn)-time a point for which all events hold. For rational weighted sums of Bernoulli trials the lattice approximation algorithm or Spencer's hyperbolic cosine algorithm are deterministic prece-dures, but a polynomial-time implementation was not known. We resolve this problem with an O(mn 2 log mn)-time algorithm, whenever the probability that all events hold is at least > 0. Since such algorithms simulate the proof of the underlying large deviation inequality in a constructive way, we call it the algorithmic version of the inequality. Applications to general packing integer programs and resource constrained scheduling result in tight and polynomial-time approximations algorithms.

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تاریخ انتشار 1993