Download Lecture 11

Dynamic Programming
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Optimization Problems
Dynamic Programming Paradigm
Example: Matrix multiplication
Principle of Optimality
Exercise: Trading post problem
Optimization Problems
• In an optimization problem, there are typically
many feasible solutions for any input instance I
• For each solution S, we have a cost or value
function f(S)
• Typically, we wish to find a feasible solution S
such that f(S) is either minimized or maximized
• Thus, when designing an algorithm to solve an
optimization problem, we must prove the
algorithm produces a best possible solution.
Example Problem
You have six hours to complete as many tasks as
possible, all of which are equally important.
Task A - 2 hours
Task D - 3.5 hours
Task B - 4 hours
Task E - 2 hours
Task C - 1/2 hour
Task F - 1 hour
How many can you get done?
• Is this a minimization or a maximization problem?
• Give one example of a feasible but not optimal
solution along with its associated value.
• Give an optimal solution and its associated value.
Dynamic Programming
• Dynamic programming is a divide-and-conquer
technique at heart
• That is, we solve larger problems by patching
together solutions to smaller problems
• Dynamic programming can achieve efficiency by
storing solutions to subproblems to avoid
redundant computations
– We typically avoid redundant computations by
computing solutions in a bottom-up fashion
Efficiency Example: Fibonacci numbers
• F(n) = F(n-1) + F(n-2)
– F(0) = 0
– F(1) = 1
• Top-down recursive computation is very
inefficient
– Many F(i) values are computed multiple times
• Bottom-up computation is much more efficient
– Compute F(2), then F(3), then F(4), etc. using stored
values for smaller F(i) values to compute next value
– Each F(i) value is computed just once
Recursive Computation
F(n) = F(n-1) + F(n-2) ; F(0) = 0, F(1) = 1
Recursive Solution:
F(6) = 8
F(4)
F(5)
F(4)
F(3)
F(2)
F(1)
F(0)
F(2)
F(1)
F(3)
F(3)
F(1)
F(0)
F(2)
F(1)
F(0)
F(1)
F(2)
F(1)
F(0)
F(2)
F(1)
F(1)
F(0)
Bottom-up computation
We can calculate F(n) in linear time by storing small
values.
F[0] = 0
F[1] = 1
for i = 2 to n
F[i] = F[i-1] + F[i-2]
return F[n]
Moral: We can sometimes trade space for time.
Key implementation steps
• Identify subsolutions that may be useful in
computing whole solution
– Often need to introduce parameters
• Develop a recurrence relation (recursive solution)
– Set up the table of values/costs to be computed
• The dimensionality is typically determined by the number of
parameters
• The number of values should be polynomial
• Determine the order of computation of values
• Backtrack through the table to obtain complete
solution (not just solution value)
Example: Matrix Multiplication
• Input
– List of n matrices to be multiplied together using traditional matrix
multiplication
– The dimensions of the matrices are sufficient
• Task
– Compute the optimal ordering of multiplications to minimize total
number of scalar multiplications performed
• Observations:
– Multiplying an X  Y matrix by a Y  Z matrix takes X  Y  Z
multiplications
– Matrix multiplication is associative but not commutative
Example Input
• Input:
– M1, M2, M3, M4
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•
M1: 13 x 5
M2: 5 x 89
M3: 89 x 3
M4: 3 x 34
• Feasible solutions and their values
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–
–
–
–
((M1 M2) M3) M4:10,582 scalar multiplications
(M1 M2) (M3 M4): 54,201 scalar multiplications
(M1 (M2 M3)) M4: 2856 scalar multiplications
M1 ((M2 M3) M4): 4055 scalar multiplications
M1 (M2 (M3 M4)): 26,418 scalar multiplications
Identify subsolutions
• Often need to introduce parameters
• Define dimensions to be (d0, d1, …, dn)
where matrix Mi has dimensions di-1 x di
• Let M(i,j) be the matrix formed by
multiplying matrices Mi through Mj
• Define C(i,j) to be the minimum cost for
computing M(i,j)
Develop a recurrence relation
• Definitions
– M(i,j): matrices Mi through Mj
– C(i,j): the minimum cost for computing M(i,j)
• Recurrence relation for C(i,j)
– C(i,i) = ???
– C(i,j) = ???
• Want to express C(i,j) in terms of “smaller” C terms
Set up table of values
• Table
– The dimensionality is
typically determined
by the number of
parameters
– The number of values
should be polynomial
C
1
1
0
2
3
4
2
3
4
0
0
0
Order of Computation of Values
• Many orders are
typically ok.
– Just need to obey some
constraints
• What are valid orders
for this table?
C
1
2
3
4
1
0
1
2
3
0
4
5
0
6
2
3
4
0
Representing optimal solution
C
1
2
3
4
P
1
2
3
4
1
0
5785
1530
2856
1
0
1
1
3
0
1335
1845
2
0
2
3
0
9078
3
0
3
0
4
2
3
4
0
P(i,j) records the intermediate multiplication k used to compute
M(i,j). That is, P(i,j) = k if last multiplication was M(i,k) M(k+1,j)
Pseudocode
int MatrixOrder()
forall i, j C[i, j] = 0;
for j = 2 to n
for i = j-1 to 1
C(i,j) = mini<=k<=j-1 (C(i,k)+ C(k+1,j) + di-1dkdj)
P[i, j]=k;
return C[1, n];
Backtracking
Procedure ShowOrder(i, j)
if (i=j) write ( “Ai”) ;
else
k = P [ i, j ] ;
write “ ( ” ;
ShowOrder(i, k) ;
write “  ” ;
ShowOrder (k+1, j) ;
write “)” ;
Principle of Optimality
• In book, this is termed “Optimal substructure”
• An optimal solution contains within it optimal
solutions to subproblems.
• More detailed explanation
– Suppose solution S is optimal for problem P.
– Suppose we decompose P into P1 through Pk and that S
can be decomposed into pieces S1 through Sk
corresponding to the subproblems.
– Then solution Si is an optimal solution for subproblem
Pi
Example 1
• Matrix Multiplication
– In our solution for computing matrix M(1,n),
we have a final step of multiplying matrices
M(1,k) and M(k+1,n).
– Our subproblems then would be to compute
M(1,k) and M(k+1,n)
– Our solution uses optimal solutions for
computing M(1,k) and M(k+1,n) as part of the
overall solution.
Example 2
• Shortest Path Problem
– Suppose a shortest path from s to t visits u
– We can decompose the path into s-u and u-t.
– The s-u path must be a shortest path from s to
u, and the u-t path must be a shortest path from
u to t
• Conclusion: dynamic programming can be
used for computing shortest paths
Example 3
• Longest Path Problem
– Suppose a longest path from s to t visits u
– We can decompose the path into s-u and u-t.
– Is it true that the s-u path must be a longest path
from s to u?
• Conclusion?
Example 4: The Traveling
Salesman Problem
What recurrence relation will return the optimal solution
to the Traveling Salesman Problem?
If T(i) is the optimal tour on the first i points, will this
help us in solving larger instances of the problem?
Can we set T(i+1) to be T(i) with the additional point
inserted in the position that will result in the shortest
path?
No!
T(4)
T(5)
Shortest Tour
Summary of bad examples
• There almost always is a way to have the
optimal substructure if you expand your
subproblems enough
• For longest path and TSP, the number of
subproblems grows to exponential size
• This is not useful as we do not want to
compute an exponential number of solutions
When is dynamic programming
effective?
• Dynamic programming works best on objects that
are linearly ordered and cannot be rearranged
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–
–
–
characters in a string
files in a filing cabinet
points around the boundary of a polygon
the left-to-right order of leaves in a search tree.
• Whenever your objects are ordered in a left-toright way, dynamic programming must be
considered.
Efficient Top-Down Implementation
• We can implement any dynamic
programming solution top-down by storing
computed values in the table
– If all values need to be computed anyway,
bottom up is more efficient
– If some do not need to be computed, top-down
may be faster
Trading Post Problem
• Input
– n trading posts on a river
– R(i,j) is the cost for renting at post i and
returning at post j for i < j
• Note, cannot paddle upstream so i < j
• Task
– Output minimum cost route to get from trading
post 1 to trading post n
Longest Common Subsequence
Problem
• Given 2 strings S and T, a common subsequence is a
subsequence that appears in both S and T.
• The longest common subsequence problem is to find
a longest common subsequence (lcs) of S and T
– subsequence: characters need not be contiguous
– different than substring
• Can you use dynamic programming to solve the
longest common subsequence problem?
Longest Increasing Subsequence
Problem
• Input: a sequence of n numbers x1, x2, …, xn.
• Task: Find the longest increasing subsequence of
numbers
– subsequence: numbers need not be contiguous
• Can you use dynamic programming to solve the
longest common subsequence problem?
Book Stacking Problem
• Input
– n books with heights hi and thicknesses ti
– length of shelf L
• Task
– Assignment of books to shelves minimizing
sum of heights of tallest book on each shelf
• books must be stored in order to conform to catalog
system (i.e. books on first shelf must be 1 through i,
books on second shelf i+1 through k, etc.)