The submodularity of two-stage stochastic maximum-weight independent set problems

In this paper, we extend the maximal independent set problem to two-stage stochastic case: given an independence system associated with one deterministic weight function and a random weight function, the goal is to find two nonoverlapping independent subsets from these two stages with the maximum total weight. In this paper, we study the submodularity of three kinds of two-stage independent set problems with max-weight. When the independent set problem is a matroid constraint, we can show its submodularity. However, neither submodular nor supermodular maximization problem can be obtained for the knapsack independent set problem by designing a counterexample. At last, we show that the robust two-stage stochastic maximum-weight uniform matroid problem can be formulated as a -submodular problem with cardinality constraint and also give a lower bound for .