Chapter 6 Dynamic Programming

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Chapter 6 Dynamic Programming Slides by Kevin Wayne. Copyright © 2005 Pearson-Addison Wesley. All rights reserved.

Algorithmic Paradigms Greed. Build up a solution incrementally, myopically optimizing some local criterion. Divide-and-conquer. Break up a problem into two sub-problems, solve each sub-problem independently, and combine solution to sub-problems to form solution to original problem. Dynamic programming. Break up a problem into a series of overlapping sub-problems, and build up solutions to larger and larger sub-problems. overlapping sub-problem = sub-problem whose results can be reused several times

Dynamic Programming History Bellman. Pioneered the systematic study of dynamic programming in the 1950s. Etymology. Dynamic programming = planning over time. Secretary of Defense was hostile to mathematical research. Bellman sought an impressive name to avoid confrontation. "it's impossible to use dynamic in a pejorative sense" "something not even a Congressman could object to" Reference: Bellman, R. E. Eye of the Hurricane, An Autobiography.

Dynamic Programming Applications Areas. Bioinformatics. Control theory. Information theory. Operations research. Computer science: theory, graphics, AI, systems, …. Some famous dynamic programming algorithms. Viterbi for hidden Markov models. Unix diff for comparing two files. Smith-Waterman for sequence alignment. Bellman-Ford for shortest path routing in networks. Cocke-Kasami-Younger for parsing context free grammars.

6.1 Weighted Interval Scheduling 1-24,26-37

Weighted Interval Scheduling Weighted interval scheduling problem. Job j starts at sj, finishes at fj, and has weight or value vj . Two jobs compatible if they don't overlap. Goal: find maximum weight subset of mutually compatible jobs. a b c d e f g h Time 1 2 3 4 5 6 7 8 9 10 11

Unweighted Interval Scheduling Review Recall. Greedy algorithm works if all weights are 1. Consider jobs in ascending order of finish time. Add job to subset if it is compatible with previously chosen jobs. Observation. Greedy algorithm can fail spectacularly if arbitrary weights are allowed. weight = 999 b weight = 1 a Time 1 2 3 4 5 6 7 8 9 10 11

Weighted Interval Scheduling Notation. Label jobs by finishing time: f1  f2  . . .  fn . Def. p(j) = largest index i < j such that job i is compatible with j. Ex: p(8) = 5, p(7) = 3, p(2) = 0. 1 2 3 4 5 6 7 8 Time 1 2 3 4 5 6 7 8 9 10 11

Dynamic Programming: Binary Choice Notation. OPT(j) = value of optimal solution to the problem consisting of job requests 1, 2, ..., j. Case 1: OPT selects job j. can't use incompatible jobs { p(j) + 1, p(j) + 2, ..., j - 1 } must include optimal solution to problem consisting of remaining compatible jobs 1, 2, ..., p(j) Case 2: OPT does not select job j. must include optimal solution to problem consisting of remaining compatible jobs 1, 2, ..., j-1 optimal substructure

Weighted Interval Scheduling: Brute Force Brute force algorithm. Input: n, s1,…,sn , f1,…,fn , v1,…,vn Sort jobs by finish times so that f1  f2  ...  fn. Compute p(1), p(2), …, p(n) Compute-Opt(j) { if (j = 0) return 0 else return max(vj + Compute-Opt(p(j)), Compute-Opt(j-1)) }

Weighted Interval Scheduling: Brute Force Observation. Recursive algorithm fails spectacularly because of redundant sub-problems  exponential algorithms. Ex. Number of recursive calls for family of "layered" instances grows like Fibonacci sequence. 5 4 3 2 1 1 2 3 4 5 p(1) = 0, p(j) = j-2

Weighted Interval Scheduling: Memoization Memoization. Store results of each sub-problem in a cache; lookup as needed. Input: n, s1,…,sn , f1,…,fn , v1,…,vn Sort jobs by finish times so that f1  f2  ...  fn. Compute p(1), p(2), …, p(n) for j = 1 to n M[j] = empty M[j] = 0 M-Compute-Opt(j) { if (M[j] is empty) M[j] = max(wj + M-Compute-Opt(p(j)), M-Compute-Opt(j-1)) return M[j] } global array

Weighted Interval Scheduling: Running Time Claim. Memoized version of algorithm takes O(n log n) time. Sort by finish time: O(n log n). Computing p() : O(n) after sorting by start time. M-Compute-Opt(j): each invocation takes O(1) time and either (i) returns an existing value M[j] (ii) fills in one new entry M[j] and makes two recursive calls Progress measure  = # nonempty entries of M[]. initially  = 0, throughout   n. (ii) increases  by 1  at most 2n recursive calls. Overall running time of M-Compute-Opt(n) is O(n). ▪ Remark. O(n) if jobs are pre-sorted by start and finish times.

Automated Memoization Automated memoization. Many functional programming languages (e.g., Lisp) have built-in support for memoization. Q. Why not in imperative languages (e.g., Java)? (defun F (n) (if (<= n 1) n (+ (F (- n 1)) (F (- n 2))))) static int F(int n) { if (n <= 1) return n; else return F(n-1) + F(n-2); } A. compiler's job is easier in pure functional languages since no side effects Java (exponential) Lisp (efficient) F(40) F(39) F(38) F(37) F(36) F(35) F(34)

Weighted Interval Scheduling: Finding a Solution Q. Dynamic programming algorithms computes optimal value. What if we want the solution itself? A. Do some post-processing. # of recursive calls  n  O(n). Run M-Compute-Opt(n) Run Find-Solution(n) Find-Solution(j) { if (j = 0) output nothing else if (vj + M[p(j)] > M[j-1]) print j Find-Solution(p(j)) else Find-Solution(j-1) }

Weighted Interval Scheduling: Bottom-Up Bottom-up dynamic programming. Unwind recursion. Input: n, s1,…,sn , f1,…,fn , v1,…,vn Sort jobs by finish times so that f1  f2  ...  fn. Compute p(1), p(2), …, p(n) Iterative-Compute-Opt { M[0] = 0 for j = 1 to n M[j] = max(vj + M[p(j)], M[j-1]) }