1. Dealing with NP-Complete Problems
Roman Ginis
Mani Chandy

2. What to do with NP-Complete Problems?
Good sense (and humility) suggest that we probably can’t find algorithms that take polynomial time in the worst case for NP-complete problems.
Because if we did find a polynomial solution to an NP-complete problem then P = NP, and we have found polynomial solutions for all problems in NP.

3. What to do with NP-Completeness?
Worst case solutions may be exponential but solution may take only polynomial time on the average.
Fast average time solutions are good, but in many cases we don’t have fast average time solutions either.

4. What to do?
Find solutions that work well much of the time, even if we can’t prove that average solution time is fast.
Find solutions that are within specified bounds of the optimal. Example: You are looking for any solution to a traveling salesman problem which is provably within 20% of optimal.

5. An Approach: Branch and Bound
An example: the knapsack problem.
Recall what the knapsack problem is:
Given a knapsack with capacity C
Given N objects, where the j-th object has weight W[j] and value V[j].
Put objects into knapsack to maximize value of knapsack contents without exceeding its capacity.

6. 0 - 1 Knapsack Problem
Assume that all parameters (capacity, values, weights) are positive integers.
Mathematical formulation
max (sum over all j of V[j]*x[j])
subject to (sum over all j of W[j]*x[j]) <= C
where x[j] is 0 or 1
x[j] = 1 if and only if the object is placed in the knapsack.

7. Branch and Bound for Knapsack
The Knapsack Problem is NP-Complete.
Suppose we want to find a solution within 20% of optimal, or
We want to run an algorithm for 2 days and then pick the best solution we have found so far, and we’d like the algorithm to tell us that it is within P% of the optimal solution where P is determined by the algorithm.

8. Bounds
If we are maximizing, and we have a solution with value V, and we want to prove that this solution is within 20% of the optimal, then we can do so by proving that V is within 20% of an upper bound to the optimal solution.
Maximizing --- find upper bound
Minimizing --- find lower bound

9. Finding bounds One way: relax the constraints.
Suppose the given problem is Z = max f(x) subject to x in set B.
We relax the constraint by requiring x to be in a set D, where B is contained in D.
The relaxed problem is Z’ = max f(x) subject to x in set D.
What is the relationship between Z and Z’?

10. Relaxing Constraints D B Z is the best solution in set B
Z’ is the best solution in set D B

11. Solutions to Relaxed Problems
The optimal solution to a relaxed problem is at least as good as the optimal solution to the original problem because an optimal solution to the original problem is also a feasible solution to the relaxed problem.
So we get bounds by relaxing constraints:
maximizing: upper bounds
minimizing: lower bounds

12. Finding Bounds
We want tight bounds because the tighter the bounds the smaller the amount we can claim our solution is from the optimal.
Example: We have a feasible solution with value 100 and our upper bound is 110, so we know that the optimal solution is within 10% of the optimal. What can we claim if our bound is 200?

13. Finding bounds
We want to compute bounds quickly because, as we shall see shortly, we will be computing bounds repeatedly.
We have to evaluate the tradeoff between computing very tight bounds and computing bounds rapidly, and there is no obvious way of doing this.

14. Bounds for Knapsack
We find a bound for the knapsack problem by relaxing its constraints.
One way to relax constraints is to relax the requirement that objects are indivisible.
In the given problem you are not allowed to put a fraction of an object into a knapsack.
In relaxed problem fractional objects are ok.

15. Bounds for Knapsack Given problem Relaxed problem
max (sum over j of V[j]*x[j])
subject to (sum over j of W[j]*x[j]) <= C
x[j] = 0 or 1.
Relaxed problem
same as given problem except: 0 <= x[j] <= 1

16. The Cheesecake Problem
The relaxed knapsack problem is called the cheesecake problem. Why?
How would you solve the cheesecake problem fast?

17. The Cheesecake Name
It’s called the cheesecake problem because you can think of the knapsack as your stomach, and the objects as cheesecakes.
A value of a cheesecake is the pleasure you get out of eating it.
The weight of a cheesecake is … well it’s weight.

18. Solutions to the Cheesecake
Order objects in decreasing value-density, i.e., by value divided by weight. Assume this ordering is 1, 2, 3,… the natural order.
The maximum happiness you get out of one bite (one gram) of a cheesecake is from cheesecake 1, then cheesecake 2, ….
Optimum solution: eat cheesecakes in order 1,2, 3, … until you can’t eat any more.

19. Solutions to Cheesecake
Go in increasing order of cheesecakes.
Initial weight of cheesecakes in stomach: 0.
If next cheesecake fits in stomach then eat it all else eat the fraction that fills stomach.
Proof of optimality? Any other solution can be shown to be non-optimal by perturbing it

20. The Solution Tree
We can represent all solutions to the knapsack problem as a
tree. (Remember the trees we constructed to describe
solutions by non-deterministic Turing machines?)
root
X[1] = 0
X[1] = 1
X[2] = 1
X[2]=0
X[2]= 1
X[2] = 0
X[3]=0
X[3]=1
X[3]=0
X[3]=1
X[3]=0
X[3]=1
X[3]=0
X[3]=1
000
001
010
011
100
101
110
111

21. The Solutions Tree
We construct the tree by making a decision about the value of x[j] for some j, setting the value to 0 or to 1.
At each level of the tree we set the value of the same variable x[j].
There are 2n leaves of the tree, so generating the whole tree will definitely take exponential time.

22. A Brute Force Approach Generate the whole solutions tree.
Each leaf corresponds to a solution (which may not be feasible because the total weight exceeds capacity).
If a solution is infeasible, discard it.
Keep track of the best feasible solution seen so far.

23. Central Question
Is there some way to find an optimal solution, or a solution that is guaranteed to be within a specified percentage of optimal, without generating the whole tree?
Is there some way to use bounds to keep the tree “pruned?”

24. The Approach
As we generate the tree, we will compute an upper bound for each node of the tree.
Bound associated with a node is an upper bound on all solutions that can be generated by expanding that node of the tree.
A feasible solution that is at least as good as the best bound is an optimal solution, as we shall see.

25. Tree Generations Suppose V = [7, 5, 3] W = [6, 5, 4] C = 9
Can we use bounds to get better solutions?

26. The Solution Tree Which node of the tree should we expand next?
root
X[1] = 0
X[1] = 1
infeasible
X[2] = 1
X[2]=0
X[2]= 1
X[2] = 0
Bound = - infinity
Bound =3
Bound = 8
X[3]=0
X[3]=1
Bound = 7
Bound = - infinity

27. The Central Idea
Always expand that leaf of the (partially-expanded) tree with the best bound.
Note: An upper bound on the optimal solution is the minimum value of the bounds associated with all the leaves of the partially-expanded tree. More next class.