# Mittagsseminar (in cooperation with J. Lengler, A. Steger, and D. Steurer)

__Mittagsseminar Talk Information__ | |

**Date and Time**: Thursday, December 22, 2005, 12:15 pm

**Duration**: This information is not available in the database

**Location**: This information is not available in the database

**Speaker**: Florian Walpen

## Boosted Sampling: Approximation Algorithms for Stochastic Optimization

Several combinatorial optimization problems choose elements to minimize
the total cost of constructing a feasible solution that satisfies
requirements of clients. In the Steiner Tree problem, for example, edges
must be chosen to connect terminals (clients). The authors consider a
stochastic version of such a problem where the solution is constructed
in two stages: Before the actual requirements materialize, we can choose
elements in a first stage. The actual requirements are then revealed,
drawn from a pre-specified probability distribution F thereupon, some
more elements may be chosen to obtain a feasible solution for the actual
requirements. However, in this second (recourse) stage, choosing an
element is costlier by a factor of s > 1. The goal is to minimize the
first stage cost plus the expected second stage cost.

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