Necklace Splitting and Multiobjective Optimization

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1 Necklace Splitting and Multiobjective Optimization 1 CCTVal and UTFSM, Valparaíso, Chile Seminario conjunto AGCO y Matemáticas Discretas Universidad de Chile, 9. January joint with Christian Glaßer and Maximilian Witek at Würzburg, Germany

2 Splitting Golden Necklaces Problem Statement Two thieves (A and B) want to split a stolen golden necklace into parts with as few cuts as possible such that both obtain the same amount of gold.

3 Splitting Golden Necklaces Model Problem Statement Two thieves (A and B) want to split a stolen golden necklace into parts with as few cuts as possible such that both obtain the same amount of gold. necklace: S 1 (unit circle) gold density: integrable f : S 1 R + necklace part: interval (connected subset) in S 1 value of part I S 1 : I f (x)dx

4 Splitting Golden Necklaces Model Problem Statement Two thieves (A and B) want to split a stolen golden necklace into parts with as few cuts as possible such that both obtain the same amount of gold. necklace: S 1 (unit circle) gold density: integrable f : S 1 R + necklace part: interval (connected subset) in S 1 value of part I S 1 : I f (x)dx Observation intermediate value theorem: two cuts suffice even works for arbitrary fractions

5 Splitting More Complex Necklaces Problem Extension Necklace consists of k materials (gold, silver, diamond,... ). 1.: Each thief wants exactly half of each material. 2.: A fraction of α of each material for A and 1 α for B.

6 Splitting More Complex Necklaces Problem Extension Necklace consists of k materials (gold, silver, diamond,... ). 1.: Each thief wants exactly half of each material. 2.: A fraction of α of each material for A and 1 α for B. Theorem (Stromquist, Woodall 1985) Let k 2 and f 1,..., f k : S 1 R + integrable. For each 0 α 1 there are k 1 intervals I 1, I 2,..., I k 1 S 1 such that for all i {1,..., k} f i (x)dx = α f i (x)dx. I 1 I 2 I k 1 S 1 Proof ingredients: Ham-Sandwich- or Borsuk-Ulam-Theorem for α 1 2α, closedness of solution space

7 Combining Necklaces We want to combine r necklaces consisting of k materials: Corollary (Convex Combinations of Necklaces) For each r, k 1 there is a (polynomial) bound t N such that the following holds: For j = 1,..., r and i = 1,..., k let f j,i : S 1 R be integrable and let α [0, 1] r such that α 1 = 1. There is a function c : S 1 {1,..., r} with at most t jumps such that for all i {1,..., k} S 1 f c(x),i (x)dx = r j=1 α j f j,i (x)dx. S 1

8 Multiobjective Optimization - Motivation Typical Problem: Buying a Car Objectives can be: price gas consumption maximal speed capacity age Most real-world-problems have multiple conflicting objectives that cannot be easily converted into a single measure like money

9 Multiobjective Optimization - Motivation Typical Problem: Buying a Car Objectives can be: price gas consumption maximal speed capacity age Most real-world-problems have multiple conflicting objectives that cannot be easily converted into a single measure like money

10 Multiobjective Optimization - Motivation Typical Problem: Buying a Car Objectives can be: price gas consumption maximal speed capacity age Most real-world-problems have multiple conflicting objectives that cannot be easily converted into a single measure like money

11 Multiobjective Optimization - Motivation Typical Problem: Buying a Car Objectives can be: price gas consumption maximal speed capacity age Most real-world-problems have multiple conflicting objectives that cannot be easily converted into a single measure like money

12 Multiobjective Optimization - Motivation Typical Problem: Buying a Car Objectives can be: price gas consumption maximal speed capacity age Most real-world-problems have multiple conflicting objectives that cannot be easily converted into a single measure like money

13 Multiobjective Optimization - Algorithmic View Algorithmic Tasks find all Pareto-optimal solutions (unnecessarily hard if there are many Pareto-optimal solutions) find some solution that satisfies a given constraint find approximation of such a solution

14 Multiobjective Optimization - Algorithmic View Algorithmic Tasks find all Pareto-optimal solutions (unnecessarily hard if there are many Pareto-optimal solutions) find some solution that satisfies a given constraint find approximation of such a solution

15 Multiobjective Optimization - Algorithmic View Algorithmic Tasks find all Pareto-optimal solutions (unnecessarily hard if there are many Pareto-optimal solutions) find some solution that satisfies a given constraint find approximation of such a solution

16 Multiobjective Optimization - Algorithmic View Algorithmic Tasks find all Pareto-optimal solutions (unnecessarily hard if there are many Pareto-optimal solutions) find some solution that satisfies a given constraint find approximation of such a solution

17 Multiobjective Optimization - Definitions Definition (k-objective Maximization Problem) A k-objective maximization problem has the form (S, f 1,..., f k ), where S(x): set of solutions for instance x f i (x, s): value of solution s S(x) in i-th objective

18 Multiobjective Optimization - Definitions Definition (k-objective Maximization Problem) A k-objective maximization problem has the form (S, f 1,..., f k ), where S(x): set of solutions for instance x f i (x, s): value of solution s S(x) in i-th objective Example (Buying a Car) x: car dealer S(x): set of cars sold by dealer x f 1 (x, s): maximal speed of car s sold by dealer x f 2 (x, s): capacity of car s sold by dealer x

19 Multiobjective Optimization - Definitions Definition (k-objective Maximization Problem) A k-objective maximization problem has the form (S, f 1,..., f k ), where S(x): set of solutions for instance x f i (x, s): value of solution s S(x) in i-th objective Example (Maximum k-weighted Matching) x = (V, E, w 1,..., w k ), where (V, E) is a complete undirected graph and w i : E N S(x) = {M E M is matching of (V, E)} f i (x, M) = w i (M) = e M w i(e)

20 Known Approximation-Results about Matching Theorem (Papadimitriou, Yannakakis 2000) For every k there is an FPRAS (fully polynomial-time randomized approximation scheme) for maximum k-weighted matching.

21 Known Approximation-Results about Matching Theorem (Papadimitriou, Yannakakis 2000) For every k there is an FPRAS (fully polynomial-time randomized approximation scheme) for maximum k-weighted matching. This means, for every k there is a randomized algorithm A such that on input (x, ε, c 1,..., c k ), with probability at least 1 2 it finds some M S(x) s. t. f i (x, M) (1 ε)c i for all i or states that there is no M S(x) with f i (x, M) c i for all i and the runtime of A is polynomial in x + 1 ε. Proof: Long chain of reductions, boils down to isolation lemma by Mulmuley, Vazirani, Vazirani.

22 PTAS for Maximum k-weighted Matching Theorem (Chekuri, Vondrák, Zenklusen 2011) For every k there is a (deterministic) PTAS (polynomial-time approximation scheme) for maximum k-weighted matching. We present an easier proof using necklace splitting results, although these results are non-constructive and in a continuous setting. Main feature of necklace splittings: Constant number of cuts or jump points 1 rounding error is small (constant times largest element) 2 rounded splitting can be found by exhaustive search

23 PTAS for Maximum k-weighted Matching (cont. 1) Lemma (Convex Combination of Matchings) Let k, r N. On input of (V, E, w 1,..., w k ), matchings M 1,..., M r and α [0, 1] r, α 1 = 1 we can compute a matching M in polynomial time such that for all i ( ) w i (M) α jw i (M j ) 2rt max w i(e) j e E where t is the jump bound in the necklace combination result.

24 PTAS for Maximum k-weighted Matching (cont. 1) Lemma (Convex Combination of Matchings) Let k, r N. On input of (V, E, w 1,..., w k ), matchings M 1,..., M r and α [0, 1] r, α 1 = 1 we can compute a matching M in polynomial time such that for all i ( ) w i (M) α jw i (M j ) 2rt max w i(e) j e E where t is the jump bound in the necklace combination result. Proof idea: Successively combine two matchings by bringing the edges in order and combining them. Reminder (Convex Combinations of Necklaces): c : S 1 {1,..., r} with at most t jumps s.t. i {1,..., k} r f c(x),i (x)dx = α j f j,i (x)dx. S 1 S 1 j=1

25 PTAS for Maximum k-weighted Matching (cont. 2) PTAS for Maximum k-weighted Matching Input: (V, E, w 1,..., w k ), (c 1,..., c k ), ε 1 eliminate error by guessing heavy edges in solution 2 setup linear program for matching on (V, E) 3 add constraints w i (x) c i 4 find solution x (fractional matching) 5 find matchings M 1,..., M k+1 and α [0, 1] k+1, α 1 = 1 s.t. w i (x) = k+1 j=1 α jw i (M i ) for all i 6 use previous lemma to find matching M with w i (M) w i (x)

26 Max-k-TSP Definition (Maximum k-tsp) Instances: (V, E, w 1,..., w k ), where (V, E) is a complete undirected graph and w i : E N S(x) = {T E T is a Hamiltonian cycle of (V, E)} f i (x, T ) = w i (T ) General idea for approximation: 1 Compute maximum cycle cover 2 Remove one edge from each cycle 3 Connect paths to Hamiltonian cycle For k = 1: Removing lightest edge results in 2 3 -approximation (optimal tour is cycle cover, a cycle has at least three edges) Not so easy for larger k: There is no lightest edge.

27 Known Results for Max-k-TSP Approximability of Max-k-TSP Bläser, Manthey, Putz, 2008: randomized 1 k ε Manthey, 2009: randomized 2 3 ε Manthey, 2011: deterministic 1 2k ε All obtained with refinements of the basic cycle-cutting idea. Necklace splitting shows us how to choose the edges perfectly and thus improve randomized and deterministic result to 2 3 and ε, respectively. 2 3

28 Approximating Max-k-TSP using Necklace Splitting Theorem For every k and every ε > 0, there is a randomized 2 3 -approximation and a deterministic ( 2 3 ε)-approximation for Max-k-TSP.

29 Approximating Max-k-TSP using Necklace Splitting Theorem For every k and every ε > 0, there is a randomized 2 3 -approximation and a deterministic ( 2 3 ε)-approximation for Max-k-TSP. 1 eliminate error by guessing heavy edges in solution 2 compute maximum cycle cover (via matching) 3 from each cycle C i select three edges e i,1, e i,2, e i,3 4 combine the three necklaces {e 1,1,..., e m,1 }, {e 1,2,..., e m,2 } and {e 1,3,..., e m,3 } in ratios 1 3 : 1 3 : remove resulting edges from cycles and join obtained paths to single cycle Similarly: 1 2 / ( 1 2 ε) for Max-k-TSP on directed graphs (smallest cycles have two edges)

30 Conclusion Applications of Necklace Splitting in Multiobjective Optimization PTAS for k-objective matching and cycle cover 2 3 / ( 2 3 ε)-appr. for Max-k-TSP 1 2 / ( 1 2 ε)-appr. for Max-k-ATSP (on directed graphs) -approximation for k-objective weighted Max-SAT 1 2 More to come?

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