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The Probabilistic Set-Covering Problem

Patrizia Beraldi, Andrzej Ruszczyski

Dipartimento di Elettronica, Informatica e Sistemistica, Università della Calabria, 87036 Rende (CS), Italy
Department of Management Science and Information Systems, Rutgers University, 94 Rockafeller Road, Piscataway, New Jersey 08854
beraldi{at}unical.it
rusz{at}rutcor.rutgers.edu

In a probabilistic set-covering problem the right-hand side is a random binary vector and the covering constraint has to be satisfied with some prescribed probability. We analyze the structure of the set of probabilistically efficient points of binary random vectors, develop methods for their enumeration, and propose specialized branch-and-bound algorithms for probabilistic set-covering problems.

Subject classifications: Programming: stochastic; Programming: integer.
History: Received December 2000; revision received May 2001; accepted December 2001.

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