Bounds on The Performance of a Greedy Algorithm for Probabilities

• Published in: Mathematics of operations research Vol. 26; no. 2; pp. 313 - 323
• Main Authors: Gittins, J. C, Harper, G
• Format: Journal Article
• Language: English
• Published: Linthicum INFORMS 01.05.2001; Institute for Operations Research and the Management Sciences
• Subjects: Algorithms; Drug discovery; Greedy algorithm; Greedy algorithms; Mathematical functions; Mathematical models; Mathematical programming; Mathematical theorems; Objective functions; Pharmaceutical preparations; Preclinical drug evaluation; Probabilities; Studies

A bound on the performance of the greedy algorithm for finding the maximum of a submodular set function subject to a cardinality constraint is shown to apply to the problem of selecting a fixed number of events so that the probability that at least one of the selected events occurs is maximized. The...