Chapter 17 Dynamic Programming
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Metaheuristics1
METAHEURISTICS1 Kenneth Sörensen University of Antwerp, Belgium Fred Glover University of Colorado and OptTek Systems, Inc., USA 1 Definition A metaheuristic is a high-level problem-independent algorithmic framework that provides a set of guidelines or strategies to develop heuristic optimization algorithms (Sörensen and Glover, To appear). Notable examples of metaheuristics include genetic/evolutionary algorithms, tabu search, simulated annealing, and ant colony optimization, although many more exist. A problem-specific implementation of a heuristic optimization algorithm according to the guidelines expressed in a metaheuristic framework is also referred to as a metaheuristic. The term was coined by Glover (1986) and combines the Greek prefix meta- (metá, beyond in the sense of high-level) with heuristic (from the Greek heuriskein or euriskein, to search). Metaheuristic algorithms, i.e., optimization methods designed according to the strategies laid out in a metaheuristic framework, are — as the name suggests — always heuristic in nature. This fact distinguishes them from exact methods, that do come with a proof that the optimal solution will be found in a finite (although often prohibitively large) amount of time. Metaheuristics are therefore developed specifically to find a solution that is “good enough” in a computing time that is “small enough”. As a result, they are not subject to combinatorial explosion – the phenomenon where the computing time required to find the optimal solution of NP- hard problems increases as an exponential function of the problem size. Metaheuristics have been demonstrated by the scientific community to be a viable, and often superior, alternative to more traditional (exact) methods of mixed- integer optimization such as branch and bound and dynamic programming. -
Lecture 4 Dynamic Programming
1/17 Lecture 4 Dynamic Programming Last update: Jan 19, 2021 References: Algorithms, Jeff Erickson, Chapter 3. Algorithms, Gopal Pandurangan, Chapter 6. Dynamic Programming 2/17 Backtracking is incredible powerful in solving all kinds of hard prob- lems, but it can often be very slow; usually exponential. Example: Fibonacci numbers is defined as recurrence: 0 if n = 0 Fn =8 1 if n = 1 > Fn 1 + Fn 2 otherwise < ¡ ¡ > A direct translation in:to recursive program to compute Fibonacci number is RecFib(n): if n=0 return 0 if n=1 return 1 return RecFib(n-1) + RecFib(n-2) Fibonacci Number 3/17 The recursive program has horrible time complexity. How bad? Let's try to compute. Denote T(n) as the time complexity of computing RecFib(n). Based on the recursion, we have the recurrence: T(n) = T(n 1) + T(n 2) + 1; T(0) = T(1) = 1 ¡ ¡ Solving this recurrence, we get p5 + 1 T(n) = O(n); = 1.618 2 So the RecFib(n) program runs at exponential time complexity. RecFib Recursion Tree 4/17 Intuitively, why RecFib() runs exponentially slow. Problem: redun- dant computation! How about memorize the intermediate computa- tion result to avoid recomputation? Fib: Memoization 5/17 To optimize the performance of RecFib, we can memorize the inter- mediate Fn into some kind of cache, and look it up when we need it again. MemFib(n): if n = 0 n = 1 retujrjn n if F[n] is undefined F[n] MemFib(n-1)+MemFib(n-2) retur n F[n] How much does it improve upon RecFib()? Assuming accessing F[n] takes constant time, then at most n additions will be performed (we never recompute). -
Algorithmic Design and Techniques at Edx: Syllabus
Algorithmic Design and Techniques at edX: Syllabus February 18, 2018 Contents 1 Welcome!2 2 Who This Class Is For2 3 Meet Your Instructors2 4 Prerequisites3 5 Course Overview4 6 Learning Objectives5 7 Estimated Workload5 8 Grading 5 9 Deadlines6 10 Verified Certificate6 11 Forum 7 1 1 Welcome! Thank you for joining Algorithmic Design and Techniques at edX! In this course, you will learn not only the basic algorithmic techniques, but also how to write efficient, clean, and reliable code. 2 Who This Class Is For Programmers with basic experience looking to understand the practical and conceptual underpinnings of algorithms, with the goal of becoming more effective software engi- neers. Computer science students and researchers as well as interdisciplinary students (studying electrical engineering, mathematics, bioinformatics, etc.) aiming to get more profound understanding of algorithms and hands-on experience implementing them and applying for real-world problems. Applicants who want to prepare for an interview in a high-tech company. 3 Meet Your Instructors Daniel Kane is an associate professor at the University of California, San Diego with a joint appointment between the Department of Com- puter Science and Engineering and the Department of Mathematics. He has diverse interests in mathematics and theoretical computer science, though most of his work fits into the broad categories of number theory, complexity theory, or combinatorics. Alexander S. Kulikov is a senior research fellow at Steklov Mathemat- ical Institute of the Russian Academy of Sciences, Saint Petersburg, Russia and a lecturer at the Department of Computer Science and Engineering at University of California, San Diego, USA. -
Dynamic Programming Via Static Incrementalization 1 Introduction
Dynamic Programming via Static Incrementalization Yanhong A. Liu and Scott D. Stoller Abstract Dynamic programming is an imp ortant algorithm design technique. It is used for solving problems whose solutions involve recursively solving subproblems that share subsubproblems. While a straightforward recursive program solves common subsubproblems rep eatedly and of- ten takes exp onential time, a dynamic programming algorithm solves every subsubproblem just once, saves the result, reuses it when the subsubproblem is encountered again, and takes p oly- nomial time. This pap er describ es a systematic metho d for transforming programs written as straightforward recursions into programs that use dynamic programming. The metho d extends the original program to cache all p ossibly computed values, incrementalizes the extended pro- gram with resp ect to an input increment to use and maintain all cached results, prunes out cached results that are not used in the incremental computation, and uses the resulting in- cremental program to form an optimized new program. Incrementalization statically exploits semantics of b oth control structures and data structures and maintains as invariants equalities characterizing cached results. The principle underlying incrementalization is general for achiev- ing drastic program sp eedups. Compared with previous metho ds that p erform memoization or tabulation, the metho d based on incrementalization is more powerful and systematic. It has b een implemented and applied to numerous problems and succeeded on all of them. 1 Intro duction Dynamic programming is an imp ortant technique for designing ecient algorithms [2, 44 , 13 ]. It is used for problems whose solutions involve recursively solving subproblems that overlap. -
Automatic Code Generation Using Dynamic Programming Techniques
! Automatic Code Generation using Dynamic Programming Techniques MASTERARBEIT zur Erlangung des akademischen Grades Diplom-Ingenieur im Masterstudium INFORMATIK Eingereicht von: Igor Böhm, 0155477 Angefertigt am: Institut für System Software Betreuung: o.Univ.-Prof.Dipl.-Ing. Dr. Dr.h.c. Hanspeter Mössenböck Linz, Oktober 2007 Abstract Building compiler back ends from declarative specifications that map tree structured intermediate representations onto target machine code is the topic of this thesis. Although many tools and approaches have been devised to tackle the problem of automated code generation, there is still room for improvement. In this context we present Hburg, an implementation of a code generator generator that emits compiler back ends from concise tree pattern specifications written in our code generator description language. The language features attribute grammar style specifications and allows for great flexibility with respect to the placement of semantic actions. Our main contribution is to show that these language features can be integrated into automatically generated code generators that perform optimal instruction selection based on tree pattern matching combined with dynamic program- ming. In order to substantiate claims about the usefulness of our language we provide two complete examples that demonstrate how to specify code generators for Risc and Cisc architectures. Kurzfassung Diese Diplomarbeit beschreibt Hburg, ein Werkzeug das aus einer Spezi- fikation des abstrakten Syntaxbaums eines Programms und der Spezifika- tion der gewuns¨ chten Zielmaschine automatisch einen Codegenerator fur¨ diese Maschine erzeugt. Abbildungen zwischen abstrakten Syntaxb¨aumen und einer Zielmaschine werden durch Baummuster definiert. Fur¨ diesen Zweck haben wir eine deklarative Beschreibungssprache entwickelt, die es erm¨oglicht den Baummustern Attribute beizugeben, wodurch diese gleich- sam parametrisiert werden k¨onnen. -
1 Introduction 2 Dijkstra's Algorithm
15-451/651: Design & Analysis of Algorithms September 3, 2019 Lecture #3: Dynamic Programming II last changed: August 30, 2019 In this lecture we continue our discussion of dynamic programming, focusing on using it for a variety of path-finding problems in graphs. Topics in this lecture include: • The Bellman-Ford algorithm for single-source (or single-sink) shortest paths. • Matrix-product algorithms for all-pairs shortest paths. • Algorithms for all-pairs shortest paths, including Floyd-Warshall and Johnson. • Dynamic programming for the Travelling Salesperson Problem (TSP). 1 Introduction As a reminder of basic terminology: a graph is a set of nodes or vertices, with edges between some of the nodes. We will use V to denote the set of vertices and E to denote the set of edges. If there is an edge between two vertices, we call them neighbors. The degree of a vertex is the number of neighbors it has. Unless otherwise specified, we will not allow self-loops or multi-edges (multiple edges between the same pair of nodes). As is standard with discussing graphs, we will use n = jV j, and m = jEj, and we will let V = f1; : : : ; ng. The above describes an undirected graph. In a directed graph, each edge now has a direction (and as we said earlier, we will sometimes call the edges in a directed graph arcs). For each node, we can now talk about out-neighbors (and out-degree) and in-neighbors (and in-degree). In a directed graph you may have both an edge from u to v and an edge from v to u. -
Language and Compiler Support for Dynamic Code Generation by Massimiliano A
Language and Compiler Support for Dynamic Code Generation by Massimiliano A. Poletto S.B., Massachusetts Institute of Technology (1995) M.Eng., Massachusetts Institute of Technology (1995) Submitted to the Department of Electrical Engineering and Computer Science in partial fulfillment of the requirements for the degree of Doctor of Philosophy at the MASSACHUSETTS INSTITUTE OF TECHNOLOGY September 1999 © Massachusetts Institute of Technology 1999. All rights reserved. A u th or ............................................................................ Department of Electrical Engineering and Computer Science June 23, 1999 Certified by...............,. ...*V .,., . .* N . .. .*. *.* . -. *.... M. Frans Kaashoek Associate Pro essor of Electrical Engineering and Computer Science Thesis Supervisor A ccepted by ................ ..... ............ ............................. Arthur C. Smith Chairman, Departmental CommitteA on Graduate Students me 2 Language and Compiler Support for Dynamic Code Generation by Massimiliano A. Poletto Submitted to the Department of Electrical Engineering and Computer Science on June 23, 1999, in partial fulfillment of the requirements for the degree of Doctor of Philosophy Abstract Dynamic code generation, also called run-time code generation or dynamic compilation, is the cre- ation of executable code for an application while that application is running. Dynamic compilation can significantly improve the performance of software by giving the compiler access to run-time infor- mation that is not available to a traditional static compiler. A well-designed programming interface to dynamic compilation can also simplify the creation of important classes of computer programs. Until recently, however, no system combined efficient dynamic generation of high-performance code with a powerful and portable language interface. This thesis describes a system that meets these requirements, and discusses several applications of dynamic compilation. -
Bellman-Ford Algorithm
The many cases offinding shortest paths Dynamic programming Bellman-Ford algorithm We’ve already seen how to calculate the shortest path in an Tyler Moore unweighted graph (BFS traversal) We’ll now study how to compute the shortest path in different CSE 3353, SMU, Dallas, TX circumstances for weighted graphs Lecture 18 1 Single-source shortest path on a weighted DAG 2 Single-source shortest path on a weighted graph with nonnegative weights (Dijkstra’s algorithm) 3 Single-source shortest path on a weighted graph including negative weights (Bellman-Ford algorithm) Some slides created by or adapted from Dr. Kevin Wayne. For more information see http://www.cs.princeton.edu/~wayne/kleinberg-tardos. Some code reused from Python Algorithms by Magnus Lie Hetland. 2 / 13 �������������� Shortest path problem. Given a digraph ����������, with arbitrary edge 6. DYNAMIC PROGRAMMING II weights or costs ���, find cheapest path from node � to node �. ‣ sequence alignment ‣ Hirschberg's algorithm ‣ Bellman-Ford 1 -3 3 5 ‣ distance vector protocols 4 12 �������� 0 -5 ‣ negative cycles in a digraph 8 7 7 2 9 9 -1 1 11 ����������� 5 5 -3 13 4 10 6 ������������� ���������������������������������� 22 3 / 13 4 / 13 �������������������������������� ��������������� Dijkstra. Can fail if negative edge weights. Def. A negative cycle is a directed cycle such that the sum of its edge weights is negative. s 2 u 1 3 v -8 w 5 -3 -3 Reweighting. Adding a constant to every edge weight can fail. 4 -4 u 5 5 2 2 ���������������������� c(W) = ce < 0 t s e W 6 6 �∈ 3 3 0 v -3 w 23 24 5 / 13 6 / 13 ���������������������������������� ���������������������������������� Lemma 1. -
Notes on Dynamic Programming Algorithms & Data Structures 1
Notes on Dynamic Programming Algorithms & Data Structures Dr Mary Cryan These notes are to accompany lectures 10 and 11 of ADS. 1 Introduction The technique of Dynamic Programming (DP) could be described “recursion turned upside-down”. However, it is not usually used as an alternative to recursion. Rather, dynamic programming is used (if possible) for cases when a recurrence for an algorithmic problem will not run in polynomial-time if it is implemented recursively. So in fact Dynamic Programming is a more- powerful technique than basic Divide-and-Conquer. Designing, Analysing and Implementing a dynamic programming algorithm is (like Divide- and-Conquer) highly problem specific. However, there are particular features shared by most dynamic programming algorithms, and we describe them below on page 2 (dp1(a), dp1(b), dp2, dp3). It will be helpful to carry along an introductory example-problem to illustrate these fea- tures. The introductory problem will be the problem of computing the nth Fibonacci number, where F(n) is defined as follows: F0 = 0; F1 = 1; Fn = Fn-1 + Fn-2 (for n ≥ 2). Since Fibonacci numbers are defined recursively, the definition suggests a very natural recursive algorithm to compute F(n): Algorithm REC-FIB(n) 1. if n = 0 then 2. return 0 3. else if n = 1 then 4. return 1 5. else 6. return REC-FIB(n - 1) + REC-FIB(n - 2) First note that were we to implement REC-FIB, we would not be able to use the Master Theo- rem to analyse its running-time. The recurrence for the running-time TREC-FIB(n) that we would get would be TREC-FIB(n) = TREC-FIB(n - 1) + TREC-FIB(n - 2) + Θ(1); (1) where the Θ(1) comes from the fact that, at most, we have to do enough work to add two values together (on line 6). -
Parallel Technique for the Metaheuristic Algorithms Using Devoted Local Search and Manipulating the Solutions Space
applied sciences Article Parallel Technique for the Metaheuristic Algorithms Using Devoted Local Search and Manipulating the Solutions Space Dawid Połap 1,* ID , Karolina K˛esik 1, Marcin Wo´zniak 1 ID and Robertas Damaševiˇcius 2 ID 1 Institute of Mathematics, Silesian University of Technology, Kaszubska 23, 44-100 Gliwice, Poland; [email protected] (K.K.); [email protected] (M.W.) 2 Department of Software Engineering, Kaunas University of Technology, Studentu 50, LT-51368, Kaunas, Lithuania; [email protected] * Correspondence: [email protected] Received: 16 December 2017; Accepted: 13 February 2018 ; Published: 16 February 2018 Abstract: The increasing exploration of alternative methods for solving optimization problems causes that parallelization and modification of the existing algorithms are necessary. Obtaining the right solution using the meta-heuristic algorithm may require long operating time or a large number of iterations or individuals in a population. The higher the number, the longer the operation time. In order to minimize not only the time, but also the value of the parameters we suggest three proposition to increase the efficiency of classical methods. The first one is to use the method of searching through the neighborhood in order to minimize the solution space exploration. Moreover, task distribution between threads and CPU cores can affect the speed of the algorithm and therefore make it work more efficiently. The second proposition involves manipulating the solutions space to minimize the number of calculations. In addition, the third proposition is the combination of the previous two. All propositions has been described, tested and analyzed due to the use of various test functions. -
Dynamic Programming
Chapter 19 Dynamic Programming “An interesting question is, ’Where did the name, dynamic programming, come from?’ The 1950s were not good years for mathematical research. We had a very interesting gentleman in Washington named Wilson. He was Secretary of Defense, and he actually had a pathological fear and hatred of the word, research. I’m not using the term lightly; I’m using it precisely. His face would suffuse, he would turn red, and he would get violent if people used the term, research, in his presence. You can imagine how he felt, then, about the term, mathematical. The RAND Corporation was employed by the Air Force, and the Air Force had Wilson as its boss, essentially. Hence, I felt I had to do something to shield Wilson and the Air Force from the fact that I was really doing mathematics inside the RAND Corpo- ration. What title, what name, could I choose? In the first place I was interested in planning, in decision making, in thinking. But planning, is not a good word for var- ious reasons. I decided therefore to use the word, ‘programming.’ I wanted to get across the idea that this was dynamic, this was multistage, this was time-varying—I thought, let’s kill two birds with one stone. Let’s take a word that has an absolutely precise meaning, namely dynamic, in the classical physical sense. It also has a very interesting property as an adjective, and that is it’s impossible to use the word, dy- namic, in a pejorative sense. Try thinking of some combination that will possibly give it a pejorative meaning. -
Machine Unlearning Via Algorithmic Stability
Proceedings of Machine Learning Research vol 134:1–71, 2021 34th Annual Conference on Learning Theory Machine Unlearning via Algorithmic Stability Enayat Ullah [email protected] Johns Hopkins University Tung Mai [email protected] Adobe Research Anup B. Rao [email protected] Adobe Research Ryan Rossi [email protected] Adobe Research Raman Arora [email protected] Johns Hopkins University Editors: Mikhail Belkin and Samory Kpotufe Abstract We study the problem of machine unlearning and identify a notion of algorithmic stability, Total Variation (TV) stability, which we argue, is suitable for the goal of exact unlearning. For convex risk minimization problems, we design TV-stable algorithms based on noisy Stochastic Gradient Descent (SGD). Our key contribution is the design of corresponding efficient unlearning algorithms, which are based on constructing a near-maximal coupling of Markov chains for the noisy SGD procedure. To understand the trade-offs between accuracy and unlearning efficiency, we give upper and lower bounds on excess empirical and populations risk of TV stable algorithms for convex risk minimization. Our techniques generalize to arbitrary non-convex functions, and our algorithms are differentially private as well. 1. Introduction User data is employed in data analysis for various tasks such as drug discovery, as well as in third- party services for tasks such as recommendations. With such practices becoming ubiquitous, there is a growing concern that sensitive personal data can get compromised. This has resulted in a push for broader awareness of data privacy and ownership. These efforts have led to several regulatory bodies enacting laws such as the European Union General Data Protection Regulation (GDPR) and California Consumer Act, which empowers the user with (among other provisions) the right to request to have their personal data be deleted (see Right to be forgotten, Wikipedia(2021)).