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Chapter 9. Coping with NP-Completeness
Chapter 9 Coping with NP-completeness You are the junior member of a seasoned project team. Your current task is to write code for solving a simple-looking problem involving graphs and numbers. What are you supposed to do? If you are very lucky, your problem will be among the half-dozen problems concerning graphs with weights (shortest path, minimum spanning tree, maximum flow, etc.), that we have solved in this book. Even if this is the case, recognizing such a problem in its natural habitat—grungy and obscured by reality and context—requires practice and skill. It is more likely that you will need to reduce your problem to one of these lucky ones—or to solve it using dynamic programming or linear programming. But chances are that nothing like this will happen. The world of search problems is a bleak landscape. There are a few spots of light—brilliant algorithmic ideas—each illuminating a small area around it (the problems that reduce to it; two of these areas, linear and dynamic programming, are in fact decently large). But the remaining vast expanse is pitch dark: NP- complete. What are you to do? You can start by proving that your problem is actually NP-complete. Often a proof by generalization (recall the discussion on page 270 and Exercise 8.10) is all that you need; and sometimes a simple reduction from 3SAT or ZOE is not too difficult to find. This sounds like a theoretical exercise, but, if carried out successfully, it does bring some tangible rewards: now your status in the team has been elevated, you are no longer the kid who can't do, and you have become the noble knight with the impossible quest. -
CS 561, Lecture 24 Outline All-Pairs Shortest Paths Example
Outline CS 561, Lecture 24 • All Pairs Shortest Paths Jared Saia • TSP Approximation Algorithm University of New Mexico 1 All-Pairs Shortest Paths Example • For the single-source shortest paths problem, we wanted to find the shortest path from a source vertex s to all the other vertices in the graph • We will now generalize this problem further to that of finding • For any vertex v, we have dist(v, v) = 0 and pred(v, v) = the shortest path from every possible source to every possible NULL destination • If the shortest path from u to v is only one edge long, then • In particular, for every pair of vertices u and v, we need to dist(u, v) = w(u → v) and pred(u, v) = u compute the following information: • If there’s no shortest path from u to v, then dist(u, v) = ∞ – dist(u, v) is the length of the shortest path (if any) from and pred(u, v) = NULL u to v – pred(u, v) is the second-to-last vertex (if any) on the short- est path (if any) from u to v 2 3 APSP Lots of Single Sources • The output of our shortest path algorithm will be a pair of |V | × |V | arrays encoding all |V |2 distances and predecessors. • Many maps contain such a distance matric - to find the • Most obvious solution to APSP is to just run SSSP algorithm distance from (say) Albuquerque to (say) Ruidoso, you look |V | times, once for every possible source vertex in the row labeled “Albuquerque” and the column labeled • Specifically, to fill in the subarray dist(s, ∗), we invoke either “Ruidoso” Dijkstra’s or Bellman-Ford starting at the source vertex s • In this class, we’ll focus -
Even Factors, Jump Systems, and Discrete Convexity
Even Factors, Jump Systems, and Discrete Convexity Yusuke KOBAYASHI¤ Kenjiro TAKAZAWAy May, 2007 Abstract A jump system, which is a set of integer lattice points with an exchange property, is an extended concept of a matroid. Some combinatorial structures such as the degree sequences of the matchings in an undirected graph are known to form a jump system. On the other hand, the maximum even factor problem is a generalization of the maximum matching problem into digraphs. When the given digraph has a certain property called odd- cycle-symmetry, this problem is polynomially solvable. The main result of this paper is that the degree sequences of all even factors in a digraph form a jump system if and only if the digraph is odd-cycle-symmetric. Furthermore, as a gen- eralization, we show that the weighted even factors induce M-convex (M-concave) functions on jump systems. These results suggest that even factors are a natural generalization of matchings and the assumption of odd-cycle-symmetry of digraphs is essential. 1 Introduction In the study of combinatorial optimization, extensions of matroids are introduced as abstract con- cepts including many combinatorial objects. A number of optimization problems on matroidal structures can be solved in polynomial time. One of the extensions of matroids is a jump system of Bouchet and Cunningham [2]. A jump system is a set of integer lattice points with an exchange property (to be described in Section 2.1); see also [18, 22]. It is a generalization of a matroid [4], a delta-matroid [1, 3, 8], and a base polyhedron of an integral polymatroid (or a submodular sys- tem) [14]. -
Approximability Preserving Reduction Giorgio Ausiello, Vangelis Paschos
Approximability preserving reduction Giorgio Ausiello, Vangelis Paschos To cite this version: Giorgio Ausiello, Vangelis Paschos. Approximability preserving reduction. 2005. hal-00958028 HAL Id: hal-00958028 https://hal.archives-ouvertes.fr/hal-00958028 Preprint submitted on 11 Mar 2014 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Laboratoire d'Analyse et Modélisation de Systèmes pour l'Aide à la Décision CNRS UMR 7024 CAHIER DU LAMSADE 227 Septembre 2005 Approximability preserving reductions Giorgio AUSIELLO, Vangelis Th. PASCHOS Approximability preserving reductions∗ Giorgio Ausiello1 Vangelis Th. Paschos2 1 Dipartimento di Informatica e Sistemistica Università degli Studi di Roma “La Sapienza” [email protected] 2 LAMSADE, CNRS UMR 7024 and Université Paris-Dauphine [email protected] September 15, 2005 Abstract We present in this paper a “tour d’horizon” of the most important approximation-pre- serving reductions that have strongly influenced research about structure in approximability classes. 1 Introduction The technique of transforming a problem into another in such a way that the solution of the latter entails, somehow, the solution of the former, is a classical mathematical technique that has found wide application in computer science since the seminal works of Cook [10] and Karp [19] who introduced particular kinds of transformations (called reductions) with the aim of study- ing the computational complexity of combinatorial decision problems. -
Admm for Multiaffine Constrained Optimization Wenbo Gao†, Donald
ADMM FOR MULTIAFFINE CONSTRAINED OPTIMIZATION WENBO GAOy, DONALD GOLDFARBy, AND FRANK E. CURTISz Abstract. We propose an expansion of the scope of the alternating direction method of multipliers (ADMM). Specifically, we show that ADMM, when employed to solve problems with multiaffine constraints that satisfy certain easily verifiable assumptions, converges to the set of constrained stationary points if the penalty parameter in the augmented Lagrangian is sufficiently large. When the Kurdyka-Lojasiewicz (K-L)property holds, this is strengthened to convergence to a single con- strained stationary point. Our analysis applies under assumptions that we have endeavored to make as weak as possible. It applies to problems that involve nonconvex and/or nonsmooth objective terms, in addition to the multiaffine constraints that can involve multiple (three or more) blocks of variables. To illustrate the applicability of our results, we describe examples including nonnega- tive matrix factorization, sparse learning, risk parity portfolio selection, nonconvex formulations of convex problems, and neural network training. In each case, our ADMM approach encounters only subproblems that have closed-form solutions. 1. Introduction The alternating direction method of multipliers (ADMM) is an iterative method that was initially proposed for solving linearly-constrained separable optimization problems having the form: ( inf f(x) + g(y) (P 0) x;y Ax + By − b = 0: The augmented Lagrangian L of the problem (P 0), for some penalty parameter ρ > 0, is defined to be ρ L(x; y; w) = f(x) + g(y) + hw; Ax + By − bi + kAx + By − bk2: 2 In iteration k, with the iterate (xk; yk; wk), ADMM takes the following steps: (1) Minimize L(x; yk; wk) with respect to x to obtain xk+1. -
Approximation Algorithms
Lecture 21 Approximation Algorithms 21.1 Overview Suppose we are given an NP-complete problem to solve. Even though (assuming P = NP) we 6 can’t hope for a polynomial-time algorithm that always gets the best solution, can we develop polynomial-time algorithms that always produce a “pretty good” solution? In this lecture we consider such approximation algorithms, for several important problems. Specific topics in this lecture include: 2-approximation for vertex cover via greedy matchings. • 2-approximation for vertex cover via LP rounding. • Greedy O(log n) approximation for set-cover. • Approximation algorithms for MAX-SAT. • 21.2 Introduction Suppose we are given a problem for which (perhaps because it is NP-complete) we can’t hope for a fast algorithm that always gets the best solution. Can we hope for a fast algorithm that guarantees to get at least a “pretty good” solution? E.g., can we guarantee to find a solution that’s within 10% of optimal? If not that, then how about within a factor of 2 of optimal? Or, anything non-trivial? As seen in the last two lectures, the class of NP-complete problems are all equivalent in the sense that a polynomial-time algorithm to solve any one of them would imply a polynomial-time algorithm to solve all of them (and, moreover, to solve any problem in NP). However, the difficulty of getting a good approximation to these problems varies quite a bit. In this lecture we will examine several important NP-complete problems and look at to what extent we can guarantee to get approximately optimal solutions, and by what algorithms. -
Invitation to Matroid Theory
Invitation to Matroid Theory Gregory Henselman-Petrusek January 21, 2021 Abstract This text is a companion to the short course Invitation to matroid theory taught in the Univer- sity of Oxford Centre for TDA in January 2021. It was first written for algebraic topologists, but should be suitable for all audiences; no background in matroid theory is assumed! 1 How to use this text Matroid theory is a beautiful, powerful, and accessible. Many important subjects can be understood and even researched with just a handful of concepts and definitions from matroid theory. Even so, getting use out of matroids often depends on knowing the right keywords for an internet search, and finding the right keyword depends on two things: (i) a precise knowledge of the core terms/definitions of matroid theory, and (ii) a birds eye view of the network of relationships that interconnect some of the main ideas in the field. These are the focus of this text; it falls far short of a comprehensive overview, but provides a strong start to (i) and enough of (ii) to build an interesting (and fun!) network of ideas including some of the most important concepts in matroid theory. The proofs of most results can be found in standard textbooks (e.g. Oxley, Matroid theory). Exercises are chosen to maximize the fraction intellectual reward time required to solve Therefore, if an exercise takes more than a few minutes to solve, it is fine to look up answers in a textbook! Struggling is not prerequisite to learning, at this level. 2 References The following make no attempt at completeness. -
Parity Systems and the Delta-Matroid Intersection Problem
Parity Systems and the Delta-Matroid Intersection Problem Andr´eBouchet ∗ and Bill Jackson † Submitted: February 16, 1998; Accepted: September 3, 1999. Abstract We consider the problem of determining when two delta-matroids on the same ground-set have a common base. Our approach is to adapt the theory of matchings in 2-polymatroids developed by Lov´asz to a new abstract system, which we call a parity system. Examples of parity systems may be obtained by combining either, two delta- matroids, or two orthogonal 2-polymatroids, on the same ground-sets. We show that many of the results of Lov´aszconcerning ‘double flowers’ and ‘projections’ carry over to parity systems. 1 Introduction: the delta-matroid intersec- tion problem A delta-matroid is a pair (V, ) with a finite set V and a nonempty collection of subsets of V , called theBfeasible sets or bases, satisfying the following axiom:B ∗D´epartement d’informatique, Universit´edu Maine, 72017 Le Mans Cedex, France. [email protected] †Department of Mathematical and Computing Sciences, Goldsmiths’ College, London SE14 6NW, England. [email protected] 1 the electronic journal of combinatorics 7 (2000), #R14 2 1.1 For B1 and B2 in and v1 in B1∆B2, there is v2 in B1∆B2 such that B B1∆ v1, v2 belongs to . { } B Here P ∆Q = (P Q) (Q P ) is the symmetric difference of two subsets P and Q of V . If X\ is a∪ subset\ of V and if we set ∆X = B∆X : B , then we note that (V, ∆X) is a new delta-matroid.B The{ transformation∈ B} (V, ) (V, ∆X) is calledB a twisting. -
Branch and Price for Chance Constrained Bin Packing
Branch and Price for Chance Constrained Bin Packing Zheng Zhang Department of Industrial Engineering and Management, Shanghai Jiao Tong University, Shanghai 200240, China, [email protected] Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, [email protected] Brian Denton Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, [email protected] Xiaolan Xie Department of Industrial Engineering and Management, Shanghai Jiao Tong University, Shanghai 200240, China, [email protected] Center for Biomedical and Healthcare Engineering, Ecole Nationale Superi´euredes Mines, Saint Etienne 42023, France, [email protected] This article considers two versions of the stochastic bin packing problem with chance constraints. In the first version, we formulate the problem as a two-stage stochastic integer program that considers item-to- bin allocation decisions in the context of chance constraints on total item size within the bins. Next, we describe a distributionally robust formulation of the problem that assumes the item sizes are ambiguous. We present a branch-and-price approach based on a column generation reformulation that is tailored to these two model formulations. We further enhance this approach using antisymmetry branching and subproblem reformulations of the stochastic integer programming model based on conditional value at risk (CVaR) and probabilistic covers. For the distributionally robust formulation we derive a closed form expression for the chance constraints; furthermore, we show that under mild assumptions the robust model can be reformulated as a mixed integer program with significantly fewer integer variables compared to the stochastic integer program. We implement a series of numerical experiments based on real data in the context of an application to surgery scheduling in hospitals to demonstrate the performance of the methods for practical applications. -
Distributed Optimization Algorithms for Networked Systems
Distributed Optimization Algorithms for Networked Systems by Nikolaos Chatzipanagiotis Department of Mechanical Engineering & Materials Science Duke University Date: Approved: Michael M. Zavlanos, Supervisor Wilkins Aquino Henri Gavin Alejandro Ribeiro Dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of Mechanical Engineering & Materials Science in the Graduate School of Duke University 2015 Abstract Distributed Optimization Algorithms for Networked Systems by Nikolaos Chatzipanagiotis Department of Mechanical Engineering & Materials Science Duke University Date: Approved: Michael M. Zavlanos, Supervisor Wilkins Aquino Henri Gavin Alejandro Ribeiro An abstract of a dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the Department of Mechanical Engineering & Materials Science in the Graduate School of Duke University 2015 Copyright c 2015 by Nikolaos Chatzipanagiotis All rights reserved except the rights granted by the Creative Commons Attribution-Noncommercial Licence Abstract Distributed optimization methods allow us to decompose certain optimization prob- lems into smaller, more manageable subproblems that are solved iteratively and in parallel. For this reason, they are widely used to solve large-scale problems arising in areas as diverse as wireless communications, optimal control, machine learning, artificial intelligence, computational biology, finance and statistics, to name a few. Moreover, distributed algorithms avoid the cost and fragility associated with cen- tralized coordination, and provide better privacy for the autonomous decision mak- ers. These are desirable properties, especially in applications involving networked robotics, communication or sensor networks, and power distribution systems. In this thesis we propose the Accelerated Distributed Augmented Lagrangians (ADAL) algorithm, a novel decomposition method for convex optimization prob- lems. -
CS675: Convex and Combinatorial Optimization Spring 2018 Introduction to Matroid Theory
CS675: Convex and Combinatorial Optimization Spring 2018 Introduction to Matroid Theory Instructor: Shaddin Dughmi Set system: Pair (X ; I) where X is a finite ground set and I ⊆ 2X are the feasible sets Objective: often “linear”, referred to as modular Analogues of concave and convex: submodular and supermodular (in no particular order!) Today, we will look only at optimizing modular objectives over an extremely prolific family of set systems Related, directly or indirectly, to a large fraction of optimization problems in P Also pops up in submodular/supermodular optimization problems Optimization over Sets Most combinatorial optimization problems can be thought of as choosing the best set from a family of allowable sets Shortest paths Max-weight matching Independent set ... 1/30 Objective: often “linear”, referred to as modular Analogues of concave and convex: submodular and supermodular (in no particular order!) Today, we will look only at optimizing modular objectives over an extremely prolific family of set systems Related, directly or indirectly, to a large fraction of optimization problems in P Also pops up in submodular/supermodular optimization problems Optimization over Sets Most combinatorial optimization problems can be thought of as choosing the best set from a family of allowable sets Shortest paths Max-weight matching Independent set ... Set system: Pair (X ; I) where X is a finite ground set and I ⊆ 2X are the feasible sets 1/30 Analogues of concave and convex: submodular and supermodular (in no particular order!) Today, we will look only at optimizing modular objectives over an extremely prolific family of set systems Related, directly or indirectly, to a large fraction of optimization problems in P Also pops up in submodular/supermodular optimization problems Optimization over Sets Most combinatorial optimization problems can be thought of as choosing the best set from a family of allowable sets Shortest paths Max-weight matching Independent set .. -
Matroid Intersection
EECS 495: Combinatorial Optimization Lecture 8 Matroid Intersection Reading: Schrijver, Chapter 41 • colorful spanning forests: for graph G with edges partitioned into color classes fE1;:::;Ekg, colorful spanning forest is Matroid Intersection a forest with edges of different colors. Define M1;M2 on ground set E with: Problem: { I1 = fF ⊂ E : F is acyclicg { I = fF ⊂ E : 8i; jF \ E j ≤ 1g • Given: matroids M1 = (S; I1) and M2 = 2 i (S; I ) on same ground set S 2 Then • Find: max weight (cardinality) common { these are matroids (graphic, parti- independent set J ⊆ I \I 1 2 tion) { common independent sets = color- Applications ful spanning forests Generalizes: Note: In second two examples, (S; I1 \I2) not a matroid, so more general than matroid • max weight independent set of M (take optimization. M = M1 = M2) Claim: Matroid intersection of three ma- troids NP-hard. • matching in bipartite graphs Proof: Reduction from directed Hamilto- For bipartite graph G = ((V1;V2);E), let nian path: given digraph D = (V; E) and Mi = (E; Ii) where vertices s; t, is there a path from s to t that goes through each vertex exactly once. Ii = fJ : 8v 2 Vi; v incident to ≤ one e 2 Jg • M1 graphic matroid of underlying undi- Then rected graph { these are matroids (partition ma- • M2 partition matroid in which F ⊆ E troids) indep if each v has at most one incoming edge in F , except s which has none { common independent sets = match- ings of G • M3 partition :::, except t which has none 1 Intersection is set of vertex-disjoint directed = r1(E) +r2(E)− min(r1(F ) +r2(E nF ) paths with one starting at s and one ending F ⊆E at t, so Hamiltonian path iff max cardinality which is number of vertices minus min intersection has size n − 1.