(where C, X R and are column vectors)

Size: px
Start display at page:

Download "(where C, X R and are column vectors)"

Transcription

1 CS 05: Algorithms (Grad) What is a Linear Programming Problem? A linear program (LP) is a minimization problem where we are asked to minimize a given linear function subject to one or more linear inequality constraints The linear function is also called the objective function Formulation: Minimize C i X i (where C i R and are constants and X i R and are variables) a x + a 2 x a n x n b a 2 x + a 22 x a 2n x n b 2 a 3 x + a 32 x a 3n x n b 3 a n x + a n2 x a nn x n b n Alternately, we can rewrite the above formulation as: Minimize C T X (where C, X R and are column vectors) AX b (where b R m, A R m n ) Given C, A and b the above LP can be solved in time poly(inputlength) 2 Vertex Cover Vertex Cover: A given subset of vertices of a graph G that covers all the edges in G For every edge (u, v) in the original graph, either vertices u or v or both are in the vertex cover Note: If total number of vertices is n, there are 2 n possible subsets A solution to a general LP gives: a sequence of real numbers x, x 2, x n Suppose for a moment that all x i are in the range { 0, } Note: If all x i are in the range { 0, }, there are 2 n possible assignments for x, x 2, x n So let us assign a binary value to variable x i to vertex i { i Subset x i = 0 i Subset 2 Example: From the first figure (Figure ): (x, x 2, x 3, x 4, x 5, x 6 ) = (0,,,0,0,) is not a cover but (x, x 2, x 3, x 4, x 5, x 6 ) = (0,,0,,0,) is a cover Page of 6

2 CS 05: Algorithms (Grad) Figure : Example graph for vertex cover calculation Vertex Cover Formulation Let us require that C V be a vertex cover to requiring that (i, j) E that either i C or j C to requiring that (i, j) E, x i + x j Reformulation of problem: Vertex Cover problem can be written as Minimize x + x 2 + x x n x i + x j (for each edge (i, j) E) x i {0, } (for each vertex i) Note: Above problem is not an LP since above statement is not a linear constraint The above problem is actually an Integer Linear Problem or IP Solving an IP is NP-Complete Let us now relax our second constraint to 0 x i for each i and allow x i R Here we are violating our original inequality direction, since x i We can easily fix this problem by restating our constraint as: Example x i 0 (for each vertex i) x i (for each vertex i) Minimize X + X 2 + X 3 + X 4 + X 5 Page 2 of 6

3 CS 05: Algorithms (Grad) X + X 2 X + X 3 X 2 + X 3 X 2 + X 4 X 4 + X 5 X 0 X X 2 0 X X 5 0 X 5 This can be rewritten in matrix form as: Y X Z where Y = Page 3 of 6

4 CS 05: Algorithms (Grad) Figure 2: Possible real valued LP solution for constraints on X X 5 in our example X = Z = X X 2 X 3 X 4 X 5 t Proposed Algorithm: LP Rounding Algorithm for Vertex Cover Algorithm : VertexCover(V, E) Construct LP relaxation for given instance (V, E) Invoke polynomial time LP solver to get a vector X R n that minimizes n 2 3 C 4 for i = to n do 5 if x i /2 Then C C {i}; 6 return C x i Page 4 of 6

5 CS 05: Algorithms (Grad) Let us now verify that the above algorithm is correct and analyze its optimality Claim : Returned set C of vertices is a Vertex Cover We know from our constraints that (i, j) E that x i + x j Therefore at least one of x i or x j /2 and so at least one of the vertices i, j from the edge (i, j) must C Hence the claim is proved Let our Cost function be: Cost(X) = X Claim 2: If C is the min cost vertex cover then the cost of (C) 2 cost(c ) In other words the LP rounding algorithm is a 2-approximation Proof: Let Z = x + x 2 + x x n Z is the Cost of the LP s optimal solution ( This is the sum of real numbers and not the size of any set) Since X is optimal for the LP: Z Cost(C ) () The binary solution x obtained from C ie Set variables in x i as 0 or depending on the optimal solution x i x i OptimumLP Optimum IP Let x = (x, x 2, x 3,, x n ) be the IP solution implicitly produced by the algorithm x i 2x i i = x i 2 x i (2) = Cost(C) 2Z (3) From inequalities () and (3) we get = Cost(C) 2 Cost(C ) Thus proved that the LP rounding algorithm is a 2-approximation Page 5 of 6

6 CS 05: Algorithms (Grad) Figure 3: Possible solution considering min cost of vertex cover 9 4! 3! 6! 8 23 Vertex Cover considering cost of a vertex This technique allows us to incorporate the idea of cost of a vertex into our model and find a vertex cover of minimum total cost Inequality (2) would need to be changed from x i 2 to c i x i 2 x i c i x i Here in our example in Figure 3 our cost = = 3 is minimum possible of costs of all minimum vertex covers Page 6 of 6

5 INTEGER LINEAR PROGRAMMING (ILP) E. Amaldi Fondamenti di R.O. Politecnico di Milano 1

5 INTEGER LINEAR PROGRAMMING (ILP) E. Amaldi Fondamenti di R.O. Politecnico di Milano 1 5 INTEGER LINEAR PROGRAMMING (ILP) E. Amaldi Fondamenti di R.O. Politecnico di Milano 1 General Integer Linear Program: (ILP) min c T x Ax b x 0 integer Assumption: A, b integer The integrality condition

More information

Algorithm Design and Analysis

Algorithm Design and Analysis Algorithm Design and Analysis LECTURE 27 Approximation Algorithms Load Balancing Weighted Vertex Cover Reminder: Fill out SRTEs online Don t forget to click submit Sofya Raskhodnikova 12/6/2011 S. Raskhodnikova;

More information

Lecture 3: Linear Programming Relaxations and Rounding

Lecture 3: Linear Programming Relaxations and Rounding Lecture 3: Linear Programming Relaxations and Rounding 1 Approximation Algorithms and Linear Relaxations For the time being, suppose we have a minimization problem. Many times, the problem at hand can

More information

Approximation Algorithms: LP Relaxation, Rounding, and Randomized Rounding Techniques. My T. Thai

Approximation Algorithms: LP Relaxation, Rounding, and Randomized Rounding Techniques. My T. Thai Approximation Algorithms: LP Relaxation, Rounding, and Randomized Rounding Techniques My T. Thai 1 Overview An overview of LP relaxation and rounding method is as follows: 1. Formulate an optimization

More information

Approximation Algorithms

Approximation Algorithms Approximation Algorithms or: How I Learned to Stop Worrying and Deal with NP-Completeness Ong Jit Sheng, Jonathan (A0073924B) March, 2012 Overview Key Results (I) General techniques: Greedy algorithms

More information

Applied Algorithm Design Lecture 5

Applied Algorithm Design Lecture 5 Applied Algorithm Design Lecture 5 Pietro Michiardi Eurecom Pietro Michiardi (Eurecom) Applied Algorithm Design Lecture 5 1 / 86 Approximation Algorithms Pietro Michiardi (Eurecom) Applied Algorithm Design

More information

Stanford University CS261: Optimization Handout 6 Luca Trevisan January 20, In which we introduce the theory of duality in linear programming.

Stanford University CS261: Optimization Handout 6 Luca Trevisan January 20, In which we introduce the theory of duality in linear programming. Stanford University CS261: Optimization Handout 6 Luca Trevisan January 20, 2011 Lecture 6 In which we introduce the theory of duality in linear programming 1 The Dual of Linear Program Suppose that we

More information

! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. !-approximation algorithm.

! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. !-approximation algorithm. Approximation Algorithms Chapter Approximation Algorithms Q Suppose I need to solve an NP-hard problem What should I do? A Theory says you're unlikely to find a poly-time algorithm Must sacrifice one of

More information

Discuss the size of the instance for the minimum spanning tree problem.

Discuss the size of the instance for the minimum spanning tree problem. 3.1 Algorithm complexity The algorithms A, B are given. The former has complexity O(n 2 ), the latter O(2 n ), where n is the size of the instance. Let n A 0 be the size of the largest instance that can

More information

. P. 4.3 Basic feasible solutions and vertices of polyhedra. x 1. x 2

. P. 4.3 Basic feasible solutions and vertices of polyhedra. x 1. x 2 4. Basic feasible solutions and vertices of polyhedra Due to the fundamental theorem of Linear Programming, to solve any LP it suffices to consider the vertices (finitely many) of the polyhedron P of the

More information

Discrete (and Continuous) Optimization Solutions of Exercises 1 WI4 131

Discrete (and Continuous) Optimization Solutions of Exercises 1 WI4 131 Discrete (and Continuous) Optimization Solutions of Exercises 1 WI4 131 Kees Roos Technische Universiteit Delft Faculteit Informatietechnologie en Systemen Afdeling Informatie, Systemen en Algoritmiek

More information

Linear Programming. Widget Factory Example. Linear Programming: Standard Form. Widget Factory Example: Continued.

Linear Programming. Widget Factory Example. Linear Programming: Standard Form. Widget Factory Example: Continued. Linear Programming Widget Factory Example Learning Goals. Introduce Linear Programming Problems. Widget Example, Graphical Solution. Basic Theory:, Vertices, Existence of Solutions. Equivalent formulations.

More information

Week 5 Integral Polyhedra

Week 5 Integral Polyhedra Week 5 Integral Polyhedra We have seen some examples 1 of linear programming formulation that are integral, meaning that every basic feasible solution is an integral vector. This week we develop a theory

More information

Proximal mapping via network optimization

Proximal mapping via network optimization L. Vandenberghe EE236C (Spring 23-4) Proximal mapping via network optimization minimum cut and maximum flow problems parametric minimum cut problem application to proximal mapping Introduction this lecture:

More information

Outline. Linear Programming (LP): Simplex Search. Simplex: An Extreme-Point Search Algorithm. Basic Solutions

Outline. Linear Programming (LP): Simplex Search. Simplex: An Extreme-Point Search Algorithm. Basic Solutions Outline Linear Programming (LP): Simplex Search Benoît Chachuat McMaster University Department of Chemical Engineering ChE 4G03: Optimization in Chemical Engineering 1 Basic Solutions

More information

5.1 Bipartite Matching

5.1 Bipartite Matching CS787: Advanced Algorithms Lecture 5: Applications of Network Flow In the last lecture, we looked at the problem of finding the maximum flow in a graph, and how it can be efficiently solved using the Ford-Fulkerson

More information

Lecture 7: Approximation via Randomized Rounding

Lecture 7: Approximation via Randomized Rounding Lecture 7: Approximation via Randomized Rounding Often LPs return a fractional solution where the solution x, which is supposed to be in {0, } n, is in [0, ] n instead. There is a generic way of obtaining

More information

Good luck, veel succes!

Good luck, veel succes! Final exam Advanced Linear Programming, May 7, 13.00-16.00 Switch off your mobile phone, PDA and any other mobile device and put it far away. No books or other reading materials are allowed. This exam

More information

Chapter 11. 11.1 Load Balancing. Approximation Algorithms. Load Balancing. Load Balancing on 2 Machines. Load Balancing: Greedy Scheduling

Chapter 11. 11.1 Load Balancing. Approximation Algorithms. Load Balancing. Load Balancing on 2 Machines. Load Balancing: Greedy Scheduling Approximation Algorithms Chapter Approximation Algorithms Q. Suppose I need to solve an NP-hard problem. What should I do? A. Theory says you're unlikely to find a poly-time algorithm. Must sacrifice one

More information

Linear Programming Notes V Problem Transformations

Linear Programming Notes V Problem Transformations Linear Programming Notes V Problem Transformations 1 Introduction Any linear programming problem can be rewritten in either of two standard forms. In the first form, the objective is to maximize, the material

More information

Linear Programming. March 14, 2014

Linear Programming. March 14, 2014 Linear Programming March 1, 01 Parts of this introduction to linear programming were adapted from Chapter 9 of Introduction to Algorithms, Second Edition, by Cormen, Leiserson, Rivest and Stein [1]. 1

More information

! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. #-approximation algorithm.

! Solve problem to optimality. ! Solve problem in poly-time. ! Solve arbitrary instances of the problem. #-approximation algorithm. Approximation Algorithms 11 Approximation Algorithms Q Suppose I need to solve an NP-hard problem What should I do? A Theory says you're unlikely to find a poly-time algorithm Must sacrifice one of three

More information

Permutation Betting Markets: Singleton Betting with Extra Information

Permutation Betting Markets: Singleton Betting with Extra Information Permutation Betting Markets: Singleton Betting with Extra Information Mohammad Ghodsi Sharif University of Technology ghodsi@sharif.edu Hamid Mahini Sharif University of Technology mahini@ce.sharif.edu

More information

princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 6: Provable Approximation via Linear Programming Lecturer: Sanjeev Arora

princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 6: Provable Approximation via Linear Programming Lecturer: Sanjeev Arora princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 6: Provable Approximation via Linear Programming Lecturer: Sanjeev Arora Scribe: One of the running themes in this course is the notion of

More information

Using the Simplex Method in Mixed Integer Linear Programming

Using the Simplex Method in Mixed Integer Linear Programming Integer Using the Simplex Method in Mixed Integer UTFSM Nancy, 17 december 2015 Using the Simplex Method in Mixed Integer Outline Mathematical Programming Integer 1 Mathematical Programming Optimisation

More information

Computer Algorithms. NP-Complete Problems. CISC 4080 Yanjun Li

Computer Algorithms. NP-Complete Problems. CISC 4080 Yanjun Li Computer Algorithms NP-Complete Problems NP-completeness The quest for efficient algorithms is about finding clever ways to bypass the process of exhaustive search, using clues from the input in order

More information

Lecture 3. Linear Programming. 3B1B Optimization Michaelmas 2015 A. Zisserman. Extreme solutions. Simplex method. Interior point method

Lecture 3. Linear Programming. 3B1B Optimization Michaelmas 2015 A. Zisserman. Extreme solutions. Simplex method. Interior point method Lecture 3 3B1B Optimization Michaelmas 2015 A. Zisserman Linear Programming Extreme solutions Simplex method Interior point method Integer programming and relaxation The Optimization Tree Linear Programming

More information

Lecture 7: NP-Complete Problems

Lecture 7: NP-Complete Problems IAS/PCMI Summer Session 2000 Clay Mathematics Undergraduate Program Basic Course on Computational Complexity Lecture 7: NP-Complete Problems David Mix Barrington and Alexis Maciel July 25, 2000 1. Circuit

More information

Definition of a Linear Program

Definition of a Linear Program Definition of a Linear Program Definition: A function f(x 1, x,..., x n ) of x 1, x,..., x n is a linear function if and only if for some set of constants c 1, c,..., c n, f(x 1, x,..., x n ) = c 1 x 1

More information

What does the number m in y = mx + b measure? To find out, suppose (x 1, y 1 ) and (x 2, y 2 ) are two points on the graph of y = mx + b.

What does the number m in y = mx + b measure? To find out, suppose (x 1, y 1 ) and (x 2, y 2 ) are two points on the graph of y = mx + b. PRIMARY CONTENT MODULE Algebra - Linear Equations & Inequalities T-37/H-37 What does the number m in y = mx + b measure? To find out, suppose (x 1, y 1 ) and (x 2, y 2 ) are two points on the graph of

More information

11. APPROXIMATION ALGORITHMS

11. APPROXIMATION ALGORITHMS 11. APPROXIMATION ALGORITHMS load balancing center selection pricing method: vertex cover LP rounding: vertex cover generalized load balancing knapsack problem Lecture slides by Kevin Wayne Copyright 2005

More information

Notes on Matrix Multiplication and the Transitive Closure

Notes on Matrix Multiplication and the Transitive Closure ICS 6D Due: Wednesday, February 25, 2015 Instructor: Sandy Irani Notes on Matrix Multiplication and the Transitive Closure An n m matrix over a set S is an array of elements from S with n rows and m columns.

More information

Problem Set 7 Solutions

Problem Set 7 Solutions 8 8 Introduction to Algorithms May 7, 2004 Massachusetts Institute of Technology 6.046J/18.410J Professors Erik Demaine and Shafi Goldwasser Handout 25 Problem Set 7 Solutions This problem set is due in

More information

1 Polyhedra and Linear Programming

1 Polyhedra and Linear Programming CS 598CSC: Combinatorial Optimization Lecture date: January 21, 2009 Instructor: Chandra Chekuri Scribe: Sungjin Im 1 Polyhedra and Linear Programming In this lecture, we will cover some basic material

More information

Permutation Betting Markets: Singleton Betting with Extra Information

Permutation Betting Markets: Singleton Betting with Extra Information Permutation Betting Markets: Singleton Betting with Extra Information Mohammad Ghodsi Sharif University of Technology ghodsi@sharif.edu Hamid Mahini Sharif University of Technology mahini@ce.sharif.edu

More information

Linear Programming for Optimization. Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc.

Linear Programming for Optimization. Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc. 1. Introduction Linear Programming for Optimization Mark A. Schulze, Ph.D. Perceptive Scientific Instruments, Inc. 1.1 Definition Linear programming is the name of a branch of applied mathematics that

More information

SHARP BOUNDS FOR THE SUM OF THE SQUARES OF THE DEGREES OF A GRAPH

SHARP BOUNDS FOR THE SUM OF THE SQUARES OF THE DEGREES OF A GRAPH 31 Kragujevac J. Math. 25 (2003) 31 49. SHARP BOUNDS FOR THE SUM OF THE SQUARES OF THE DEGREES OF A GRAPH Kinkar Ch. Das Department of Mathematics, Indian Institute of Technology, Kharagpur 721302, W.B.,

More information

Quiz 1 Sample Questions IE406 Introduction to Mathematical Programming Dr. Ralphs

Quiz 1 Sample Questions IE406 Introduction to Mathematical Programming Dr. Ralphs Quiz 1 Sample Questions IE406 Introduction to Mathematical Programming Dr. Ralphs These questions are from previous years and should you give you some idea of what to expect on Quiz 1. 1. Consider the

More information

Jianlin Cheng, PhD Computer Science Department University of Missouri, Columbia Fall, 2013

Jianlin Cheng, PhD Computer Science Department University of Missouri, Columbia Fall, 2013 Jianlin Cheng, PhD Computer Science Department University of Missouri, Columbia Fall, 2013 Princeton s class notes on linear programming MIT s class notes on linear programming Xian Jiaotong University

More information

Answers to some of the exercises.

Answers to some of the exercises. Answers to some of the exercises. Chapter 2. Ex.2.1 (a) There are several ways to do this. Here is one possibility. The idea is to apply the k-center algorithm first to D and then for each center in D

More information

SOLVING LINEAR SYSTEM OF INEQUALITIES WITH APPLICATION TO LINEAR PROGRAMS

SOLVING LINEAR SYSTEM OF INEQUALITIES WITH APPLICATION TO LINEAR PROGRAMS SOLVING LINEAR SYSTEM OF INEQUALITIES WITH APPLICATION TO LINEAR PROGRAMS Hossein Arsham, University of Baltimore, (410) 837-5268, harsham@ubalt.edu Veena Adlakha, University of Baltimore, (410) 837-4969,

More information

Scheduling and (Integer) Linear Programming

Scheduling and (Integer) Linear Programming Scheduling and (Integer) Linear Programming Christian Artigues LAAS - CNRS & Université de Toulouse, France artigues@laas.fr Master Class CPAIOR 2012 - Nantes Christian Artigues Scheduling and (Integer)

More information

CSC 373: Algorithm Design and Analysis Lecture 16

CSC 373: Algorithm Design and Analysis Lecture 16 CSC 373: Algorithm Design and Analysis Lecture 16 Allan Borodin February 25, 2013 Some materials are from Stephen Cook s IIT talk and Keven Wayne s slides. 1 / 17 Announcements and Outline Announcements

More information

Measuring Rationality with the Minimum Cost of Revealed Preference Violations. Mark Dean and Daniel Martin. Online Appendices - Not for Publication

Measuring Rationality with the Minimum Cost of Revealed Preference Violations. Mark Dean and Daniel Martin. Online Appendices - Not for Publication Measuring Rationality with the Minimum Cost of Revealed Preference Violations Mark Dean and Daniel Martin Online Appendices - Not for Publication 1 1 Algorithm for Solving the MASP In this online appendix

More information

We know a formula for and some properties of the determinant. Now we see how the determinant can be used.

We know a formula for and some properties of the determinant. Now we see how the determinant can be used. Cramer s rule, inverse matrix, and volume We know a formula for and some properties of the determinant. Now we see how the determinant can be used. Formula for A We know: a b d b =. c d ad bc c a Can we

More information

The multi-integer set cover and the facility terminal cover problem

The multi-integer set cover and the facility terminal cover problem The multi-integer set cover and the facility teral cover problem Dorit S. Hochbaum Asaf Levin December 5, 2007 Abstract The facility teral cover problem is a generalization of the vertex cover problem.

More information

Adaptive Linear Programming Decoding

Adaptive Linear Programming Decoding Adaptive Linear Programming Decoding Mohammad H. Taghavi and Paul H. Siegel ECE Department, University of California, San Diego Email: (mtaghavi, psiegel)@ucsd.edu ISIT 2006, Seattle, USA, July 9 14, 2006

More information

Lecture 11: 0-1 Quadratic Program and Lower Bounds

Lecture 11: 0-1 Quadratic Program and Lower Bounds Lecture : - Quadratic Program and Lower Bounds (3 units) Outline Problem formulations Reformulation: Linearization & continuous relaxation Branch & Bound Method framework Simple bounds, LP bound and semidefinite

More information

3. Linear Programming and Polyhedral Combinatorics

3. Linear Programming and Polyhedral Combinatorics Massachusetts Institute of Technology Handout 6 18.433: Combinatorial Optimization February 20th, 2009 Michel X. Goemans 3. Linear Programming and Polyhedral Combinatorics Summary of what was seen in the

More information

Introduction to Algorithms Review information for Prelim 1 CS 4820, Spring 2010 Distributed Wednesday, February 24

Introduction to Algorithms Review information for Prelim 1 CS 4820, Spring 2010 Distributed Wednesday, February 24 Introduction to Algorithms Review information for Prelim 1 CS 4820, Spring 2010 Distributed Wednesday, February 24 The final exam will cover seven topics. 1. greedy algorithms 2. divide-and-conquer algorithms

More information

THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE. Alexander Barvinok

THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE. Alexander Barvinok THE NUMBER OF GRAPHS AND A RANDOM GRAPH WITH A GIVEN DEGREE SEQUENCE Alexer Barvinok Papers are available at http://www.math.lsa.umich.edu/ barvinok/papers.html This is a joint work with J.A. Hartigan

More information

IEOR 4404 Homework #2 Intro OR: Deterministic Models February 14, 2011 Prof. Jay Sethuraman Page 1 of 5. Homework #2

IEOR 4404 Homework #2 Intro OR: Deterministic Models February 14, 2011 Prof. Jay Sethuraman Page 1 of 5. Homework #2 IEOR 4404 Homework # Intro OR: Deterministic Models February 14, 011 Prof. Jay Sethuraman Page 1 of 5 Homework #.1 (a) What is the optimal solution of this problem? Let us consider that x 1, x and x 3

More information

Outline. NP-completeness. When is a problem easy? When is a problem hard? Today. Euler Circuits

Outline. NP-completeness. When is a problem easy? When is a problem hard? Today. Euler Circuits Outline NP-completeness Examples of Easy vs. Hard problems Euler circuit vs. Hamiltonian circuit Shortest Path vs. Longest Path 2-pairs sum vs. general Subset Sum Reducing one problem to another Clique

More information

Why? A central concept in Computer Science. Algorithms are ubiquitous.

Why? A central concept in Computer Science. Algorithms are ubiquitous. Analysis of Algorithms: A Brief Introduction Why? A central concept in Computer Science. Algorithms are ubiquitous. Using the Internet (sending email, transferring files, use of search engines, online

More information

Can linear programs solve NP-hard problems?

Can linear programs solve NP-hard problems? Can linear programs solve NP-hard problems? p. 1/9 Can linear programs solve NP-hard problems? Ronald de Wolf Linear programs Can linear programs solve NP-hard problems? p. 2/9 Can linear programs solve

More information

Minimum Spanning Trees

Minimum Spanning Trees Minimum Spanning Trees Algorithms and 18.304 Presentation Outline 1 Graph Terminology Minimum Spanning Trees 2 3 Outline Graph Terminology Minimum Spanning Trees 1 Graph Terminology Minimum Spanning Trees

More information

Linear Programming I

Linear Programming I Linear Programming I November 30, 2003 1 Introduction In the VCR/guns/nuclear bombs/napkins/star wars/professors/butter/mice problem, the benevolent dictator, Bigus Piguinus, of south Antarctica penguins

More information

Minimizing costs for transport buyers using integer programming and column generation. Eser Esirgen

Minimizing costs for transport buyers using integer programming and column generation. Eser Esirgen MASTER STHESIS Minimizing costs for transport buyers using integer programming and column generation Eser Esirgen DepartmentofMathematicalSciences CHALMERS UNIVERSITY OF TECHNOLOGY UNIVERSITY OF GOTHENBURG

More information

9th Max-Planck Advanced Course on the Foundations of Computer Science (ADFOCS) Primal-Dual Algorithms for Online Optimization: Lecture 1

9th Max-Planck Advanced Course on the Foundations of Computer Science (ADFOCS) Primal-Dual Algorithms for Online Optimization: Lecture 1 9th Max-Planck Advanced Course on the Foundations of Computer Science (ADFOCS) Primal-Dual Algorithms for Online Optimization: Lecture 1 Seffi Naor Computer Science Dept. Technion Haifa, Israel Introduction

More information

max cx s.t. Ax c where the matrix A, cost vector c and right hand side b are given and x is a vector of variables. For this example we have x

max cx s.t. Ax c where the matrix A, cost vector c and right hand side b are given and x is a vector of variables. For this example we have x Linear Programming Linear programming refers to problems stated as maximization or minimization of a linear function subject to constraints that are linear equalities and inequalities. Although the study

More information

6. Mixed Integer Linear Programming

6. Mixed Integer Linear Programming 6. Mixed Integer Linear Programming Javier Larrosa Albert Oliveras Enric Rodríguez-Carbonell Problem Solving and Constraint Programming (RPAR) Session 6 p.1/40 Mixed Integer Linear Programming A mixed

More information

2.3 Scheduling jobs on identical parallel machines

2.3 Scheduling jobs on identical parallel machines 2.3 Scheduling jobs on identical parallel machines There are jobs to be processed, and there are identical machines (running in parallel) to which each job may be assigned Each job = 1,,, must be processed

More information

NP-complete? NP-hard? Some Foundations of Complexity. Prof. Sven Hartmann Clausthal University of Technology Department of Informatics

NP-complete? NP-hard? Some Foundations of Complexity. Prof. Sven Hartmann Clausthal University of Technology Department of Informatics NP-complete? NP-hard? Some Foundations of Complexity Prof. Sven Hartmann Clausthal University of Technology Department of Informatics Tractability of Problems Some problems are undecidable: no computer

More information

LINEAR PROGRAMMING P V Ram B. Sc., ACA, ACMA Hyderabad

LINEAR PROGRAMMING P V Ram B. Sc., ACA, ACMA Hyderabad LINEAR PROGRAMMING P V Ram B. Sc., ACA, ACMA 98481 85073 Hyderabad Page 1 of 19 Question: Explain LPP. Answer: Linear programming is a mathematical technique for determining the optimal allocation of resources

More information

1. Nondeterministically guess a solution (called a certificate) 2. Check whether the solution solves the problem (called verification)

1. Nondeterministically guess a solution (called a certificate) 2. Check whether the solution solves the problem (called verification) Some N P problems Computer scientists have studied many N P problems, that is, problems that can be solved nondeterministically in polynomial time. Traditionally complexity question are studied as languages:

More information

Linear Programming. April 12, 2005

Linear Programming. April 12, 2005 Linear Programming April 1, 005 Parts of this were adapted from Chapter 9 of i Introduction to Algorithms (Second Edition) /i by Cormen, Leiserson, Rivest and Stein. 1 What is linear programming? The first

More information

By W.E. Diewert. July, Linear programming problems are important for a number of reasons:

By W.E. Diewert. July, Linear programming problems are important for a number of reasons: APPLIED ECONOMICS By W.E. Diewert. July, 3. Chapter : Linear Programming. Introduction The theory of linear programming provides a good introduction to the study of constrained maximization (and minimization)

More information

Single machine parallel batch scheduling with unbounded capacity

Single machine parallel batch scheduling with unbounded capacity Workshop on Combinatorics and Graph Theory 21th, April, 2006 Nankai University Single machine parallel batch scheduling with unbounded capacity Yuan Jinjiang Department of mathematics, Zhengzhou University

More information

3.5 Reduction to Standard Form

3.5 Reduction to Standard Form 3.5 Reduction to Standard Form 77 Exercise 3-4-4. Read the following statements carefully to see whether it is true or false. Justify your answer by constructing a simple illustrative example (for false),

More information

Adaptive Cut Generation Algorithm for Improved Linear Programming Decoding of Binary Linear Codes

Adaptive Cut Generation Algorithm for Improved Linear Programming Decoding of Binary Linear Codes IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 58, NO. 10, OCTOBER 2012 6581 Adaptive Cut Generation Algorithm for Improved Linear Programming Decoding of Binary Linear Codes Xiaojie Zhang, Student Member,

More information

Fairness in Routing and Load Balancing

Fairness in Routing and Load Balancing Fairness in Routing and Load Balancing Jon Kleinberg Yuval Rabani Éva Tardos Abstract We consider the issue of network routing subject to explicit fairness conditions. The optimization of fairness criteria

More information

COMP232 - Mathematics for Computer Science

COMP232 - Mathematics for Computer Science COMP3 - Mathematics for Computer Science Tutorial 10 Ali Moallemi moa ali@encs.concordia.ca Iraj Hedayati h iraj@encs.concordia.ca Concordia University, Winter 016 Ali Moallemi, Iraj Hedayati COMP3 - Mathematics

More information

An Approximation Algorithm for Bounded Degree Deletion

An Approximation Algorithm for Bounded Degree Deletion An Approximation Algorithm for Bounded Degree Deletion Tomáš Ebenlendr Petr Kolman Jiří Sgall Abstract Bounded Degree Deletion is the following generalization of Vertex Cover. Given an undirected graph

More information

Discrete Optimization

Discrete Optimization Discrete Optimization [Chen, Batson, Dang: Applied integer Programming] Chapter 3 and 4.1-4.3 by Johan Högdahl and Victoria Svedberg Seminar 2, 2015-03-31 Todays presentation Chapter 3 Transforms using

More information

Introduction and message of the book

Introduction and message of the book 1 Introduction and message of the book 1.1 Why polynomial optimization? Consider the global optimization problem: P : for some feasible set f := inf x { f(x) : x K } (1.1) K := { x R n : g j (x) 0, j =

More information

4. Matrix inverses. left and right inverse. linear independence. nonsingular matrices. matrices with linearly independent columns

4. Matrix inverses. left and right inverse. linear independence. nonsingular matrices. matrices with linearly independent columns L. Vandenberghe EE133A (Spring 2016) 4. Matrix inverses left and right inverse linear independence nonsingular matrices matrices with linearly independent columns matrices with linearly independent rows

More information

THE PROBLEM WORMS (1) WORMS (2) THE PROBLEM OF WORM PROPAGATION/PREVENTION THE MINIMUM VERTEX COVER PROBLEM

THE PROBLEM WORMS (1) WORMS (2) THE PROBLEM OF WORM PROPAGATION/PREVENTION THE MINIMUM VERTEX COVER PROBLEM 1 THE PROBLEM OF WORM PROPAGATION/PREVENTION I.E. THE MINIMUM VERTEX COVER PROBLEM Prof. Tiziana Calamoneri Network Algorithms A.y. 2014/15 2 THE PROBLEM WORMS (1)! A computer worm is a standalone malware

More information

8.1 Min Degree Spanning Tree

8.1 Min Degree Spanning Tree CS880: Approximations Algorithms Scribe: Siddharth Barman Lecturer: Shuchi Chawla Topic: Min Degree Spanning Tree Date: 02/15/07 In this lecture we give a local search based algorithm for the Min Degree

More information

Lecture 4 Linear Programming Models: Standard Form. August 31, 2009

Lecture 4 Linear Programming Models: Standard Form. August 31, 2009 Linear Programming Models: Standard Form August 31, 2009 Outline: Lecture 4 Standard form LP Transforming the LP problem to standard form Basic solutions of standard LP problem Operations Research Methods

More information

1 Introduction. Linear Programming. Questions. A general optimization problem is of the form: choose x to. max f(x) subject to x S. where.

1 Introduction. Linear Programming. Questions. A general optimization problem is of the form: choose x to. max f(x) subject to x S. where. Introduction Linear Programming Neil Laws TT 00 A general optimization problem is of the form: choose x to maximise f(x) subject to x S where x = (x,..., x n ) T, f : R n R is the objective function, S

More information

(67902) Topics in Theory and Complexity Nov 2, 2006. Lecture 7

(67902) Topics in Theory and Complexity Nov 2, 2006. Lecture 7 (67902) Topics in Theory and Complexity Nov 2, 2006 Lecturer: Irit Dinur Lecture 7 Scribe: Rani Lekach 1 Lecture overview This Lecture consists of two parts In the first part we will refresh the definition

More information

Minimize subject to. x S R

Minimize subject to. x S R Chapter 12 Lagrangian Relaxation This chapter is mostly inspired by Chapter 16 of [1]. In the previous chapters, we have succeeded to find efficient algorithms to solve several important problems such

More information

AM 221: Advanced Optimization Spring Prof. Yaron Singer Lecture 7 February 19th, 2014

AM 221: Advanced Optimization Spring Prof. Yaron Singer Lecture 7 February 19th, 2014 AM 22: Advanced Optimization Spring 204 Prof Yaron Singer Lecture 7 February 9th, 204 Overview In our previous lecture we saw the application of the strong duality theorem to game theory, and then saw

More information

Scheduling Home Health Care with Separating Benders Cuts in Decision Diagrams

Scheduling Home Health Care with Separating Benders Cuts in Decision Diagrams Scheduling Home Health Care with Separating Benders Cuts in Decision Diagrams André Ciré University of Toronto John Hooker Carnegie Mellon University INFORMS 2014 Home Health Care Home health care delivery

More information

International Doctoral School Algorithmic Decision Theory: MCDA and MOO

International Doctoral School Algorithmic Decision Theory: MCDA and MOO International Doctoral School Algorithmic Decision Theory: MCDA and MOO Lecture 2: Multiobjective Linear Programming Department of Engineering Science, The University of Auckland, New Zealand Laboratoire

More information

2. (a) Explain the strassen s matrix multiplication. (b) Write deletion algorithm, of Binary search tree. [8+8]

2. (a) Explain the strassen s matrix multiplication. (b) Write deletion algorithm, of Binary search tree. [8+8] Code No: R05220502 Set No. 1 1. (a) Describe the performance analysis in detail. (b) Show that f 1 (n)+f 2 (n) = 0(max(g 1 (n), g 2 (n)) where f 1 (n) = 0(g 1 (n)) and f 2 (n) = 0(g 2 (n)). [8+8] 2. (a)

More information

1 Solving LPs: The Simplex Algorithm of George Dantzig

1 Solving LPs: The Simplex Algorithm of George Dantzig Solving LPs: The Simplex Algorithm of George Dantzig. Simplex Pivoting: Dictionary Format We illustrate a general solution procedure, called the simplex algorithm, by implementing it on a very simple example.

More information

4.6 Linear Programming duality

4.6 Linear Programming duality 4.6 Linear Programming duality To any minimization (maximization) LP we can associate a closely related maximization (minimization) LP. Different spaces and objective functions but in general same optimal

More information

Linear Programming: Introduction

Linear Programming: Introduction Linear Programming: Introduction Frédéric Giroire F. Giroire LP - Introduction 1/28 Course Schedule Session 1: Introduction to optimization. Modelling and Solving simple problems. Modelling combinatorial

More information

Equilibrium computation: Part 1

Equilibrium computation: Part 1 Equilibrium computation: Part 1 Nicola Gatti 1 Troels Bjerre Sorensen 2 1 Politecnico di Milano, Italy 2 Duke University, USA Nicola Gatti and Troels Bjerre Sørensen ( Politecnico di Milano, Italy, Equilibrium

More information

NP-Completeness. CptS 223 Advanced Data Structures. Larry Holder School of Electrical Engineering and Computer Science Washington State University

NP-Completeness. CptS 223 Advanced Data Structures. Larry Holder School of Electrical Engineering and Computer Science Washington State University NP-Completeness CptS 223 Advanced Data Structures Larry Holder School of Electrical Engineering and Computer Science Washington State University 1 Hard Graph Problems Hard means no known solutions with

More information

CHAPTER 9. Integer Programming

CHAPTER 9. Integer Programming CHAPTER 9 Integer Programming An integer linear program (ILP) is, by definition, a linear program with the additional constraint that all variables take integer values: (9.1) max c T x s t Ax b and x integral

More information

Mathematical finance and linear programming (optimization)

Mathematical finance and linear programming (optimization) Mathematical finance and linear programming (optimization) Geir Dahl September 15, 2009 1 Introduction The purpose of this short note is to explain how linear programming (LP) (=linear optimization) may

More information

CMPS 102 Solutions to Homework 1

CMPS 102 Solutions to Homework 1 CMPS 0 Solutions to Homework Lindsay Brown, lbrown@soe.ucsc.edu September 9, 005 Problem..- p. 3 For inputs of size n insertion sort runs in 8n steps, while merge sort runs in 64n lg n steps. For which

More information

Chapter 4. Trees. 4.1 Basics

Chapter 4. Trees. 4.1 Basics Chapter 4 Trees 4.1 Basics A tree is a connected graph with no cycles. A forest is a collection of trees. A vertex of degree one, particularly in a tree, is called a leaf. Trees arise in a variety of applications.

More information

Online Adwords Allocation

Online Adwords Allocation Online Adwords Allocation Shoshana Neuburger May 6, 2009 1 Overview Many search engines auction the advertising space alongside search results. When Google interviewed Amin Saberi in 2004, their advertisement

More information

Integer programming solution methods - introduction

Integer programming solution methods - introduction Integer programming solution methods - introduction J E Beasley Capital budgeting There are four possible projects, which each run for 3 years and have the following characteristics. Capital requirements

More information

Approximated Probabilistic Answer Set Programming

Approximated Probabilistic Answer Set Programming Approximated Probabilistic Answer Set Programming Department of Computer Science Universidade de São Paulo São Paulo, Brazil 2014 Toy Example 4 6 2 5 1 3 Limit the percentage of time the edge (1, 3) is

More information

Minimizing the Number of Machines in a Unit-Time Scheduling Problem

Minimizing the Number of Machines in a Unit-Time Scheduling Problem Minimizing the Number of Machines in a Unit-Time Scheduling Problem Svetlana A. Kravchenko 1 United Institute of Informatics Problems, Surganova St. 6, 220012 Minsk, Belarus kravch@newman.bas-net.by Frank

More information

INTEGER PROGRAMMING. Integer Programming. Prototype example. BIP model. BIP models

INTEGER PROGRAMMING. Integer Programming. Prototype example. BIP model. BIP models Integer Programming INTEGER PROGRAMMING In many problems the decision variables must have integer values. Example: assign people, machines, and vehicles to activities in integer quantities. If this is

More information