Approximation

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Approximation

Attribution Non-Commercial (BY-NC)

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Optimization Algorithms in Production Management

Faculty of Computer Science and Engineering Ho Chi Minh City University of Technology htnguyen@cse.hcmut.edu.vn

OAPM

N. Huynh Tuong

Denition

Knapsack problem

OAPM

N. Huynh Tuong

4-tuple (X , Y , Feas, Objective ) X : an input space, Y : a solution space, Feas : X Y {0, 1} a feasibility function, Objective : X Y R the objective function. Given an input instance x X , a solution y Y is feasible if Feas (x , y ) = 1. The focus of the problem is related to nding those y Y that are feasible and maximize (or minimize) the Objective function Obj (x , y ) among all feasible y : such a y is called optimum; we denote by OPT(x ) the value Obj (x , y ).

OAPM

N. Huynh Tuong

Ecient algorithm

Heuristics One could try to come up with an algorithm that worked on typical instances of the problem. The problem with this approach is that it is hard to dene typical: there may be algorithms that work onmost instances, but yet real-life instances may come from a distribution that is mostly supported on the bad instances for this algorithm. Nevertheless, this approach is used commonly and in certain cases, one can demonstrate certain theoratical guarantees.

OAPM

N. Huynh Tuong

Ecient algorithm

Approximation algorithm Given an input x X , a solution y Y is said to be an (1 + )-approximate solution if y is feasible and |Obj (x , y ) OPT (x )| OPT (x )

An algorithm A is said to be an -approximation algorithm if for each x X , the element A(x ) Y is an -approximate solution. The Combinatorial Optimization problem is said to be -approximable if it has a polynomial-time -approximation algorithm.

OAPM

N. Huynh Tuong

Ecient algorithm

Approximation algorithm Given an input x X , a solution y Y is said to be an (1 + )-approximate solution if y is feasible and |Obj (x , y ) OPT (x )| OPT (x )

An algorithm A is said to be an -approximation algorithm if for each x X , the element A(x ) Y is an -approximate solution. The Combinatorial Optimization problem is said to be -approximable if it has a polynomial-time -approximation algorithm.

OAPM

N. Huynh Tuong

Algorithmic problems Search problem: given as input x X , nd an optimum y . Computational problem: given x X , nd OPT(x ). Decision problem: given x X and k R, is OPT(x ) k ?

OAPM

N. Huynh Tuong

KNAPSACK problem

Input a set X of n items, each item i X has weight wi Z+ and value vi Z+ . A knapsack with capacity c Z+ . Output Find a subcollection of items S X such that Objective Maximize the total value of the subcollection

i S i S

wi c

vi c .

OAPM

N. Huynh Tuong

KNAPSACK problem

Input a set X of n items, each item i X has weight wi Z+ and value vi Z+ . A knapsack with capacity c Z+ . Output Find a subcollection of items S X such that Objective Maximize the total value of the subcollection

i S i S

wi c

vi c .

OAPM

N. Huynh Tuong

KNAPSACK problem

Input a set X of n items, each item i X has weight wi Z+ and value vi Z+ . A knapsack with capacity c Z+ . Output Find a subcollection of items S X such that Objective Maximize the total value of the subcollection

i S i S

wi c

vi c .

OAPM

N. Huynh Tuong

Greedy approach

Algorithm

1

sort items in non-increasing order of vi /wi , i.e. v[j ] /w[j ] v[j +1] /w[j +1]

2 3

i k

w [i ] > c ,

if v[k ] > i <k 1 v[i ] then output S = [k ] else output S = [1], [2], . . . , [k 1].

OAPM

N. Huynh Tuong

Greedy approach

Algorithm

1

sort items in non-increasing order of vi /wi , i.e. v[j ] /w[j ] v[j +1] /w[j +1]

2 3

i k

w [i ] > c ,

if v[k ] > i <k 1 v[i ] then output S = [k ] else output S = [1], [2], . . . , [k 1].

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

Let Z1 (x ) and Z2 (x ) be two objective values according to two choices in step c) with an instance x , Let Z (x ) be objective values given by the proposed algorithm Z (x ) = max{Z1 (x ), Z2 (x )} Since both of two choices in step c) give lower bounds and sum of them give an upperbound, solution corresponding to maximum value chosen OPT (x ) Z1 (x ) + Z2 (x ) 2 max{Z1 (x ), Z2 (x )} = 2Z (x ) OPT (x ) 2Z (x ) |OPT (x ) Z (x )| OPT (x ).

OAPM

N. Huynh Tuong

FPTAS

There is a pseudo-polynomial time algorithm OPT-KNAPSACK that solves KNAPSACK optimally, i.e. in time poly (n, V ) = O (n2 V ) (by using dynamic programming algorithm). (1 + ) approximate algorithm for KNAPSACK

1

It can be shown that the above approach guaranties a relative distance of () according to optimal solution, i.e |Obj (x , y ) OPT (x )| OPT (x ).

OAPM N. Huynh Tuong Introduction to approximation algorithms

FPTAS

There is a pseudo-polynomial time algorithm OPT-KNAPSACK that solves KNAPSACK optimally, i.e. in time poly (n, V ) = O (n2 V ) (by using dynamic programming algorithm). (1 + ) approximate algorithm for KNAPSACK

1

It can be shown that the above approach guaranties a relative distance of () according to optimal solution, i.e |Obj (x , y ) OPT (x )| OPT (x ).

OAPM N. Huynh Tuong Introduction to approximation algorithms

FPTAS

There is a pseudo-polynomial time algorithm OPT-KNAPSACK that solves KNAPSACK optimally, i.e. in time poly (n, V ) = O (n2 V ) (by using dynamic programming algorithm). (1 + ) approximate algorithm for KNAPSACK

1

It can be shown that the above approach guaranties a relative distance of () according to optimal solution, i.e |Obj (x , y ) OPT (x )| OPT (x ).

OAPM N. Huynh Tuong Introduction to approximation algorithms

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

vi K Kvi vi Therefore, for any input x and any solution y : Obj (x , y ) K |x | KObj (x , y ) Obj (x , y ) (1) Obj (x , y ) KObj (x , y ) |x |K nK = LB OPT . From (1) we have also: KObj (x , y ) KObj (x , y ) Obj (x , y ). OPT (x ) Obj (x , y ) = Obj (x , y ) OPT . |OPT (x ) Obj (x , y )| OPT (since in a maximization problem, OPT (x ) Obj (x , y ) for any input x and any feasible solution y .

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

vi K Kvi vi Therefore, for any input x and any solution y : Obj (x , y ) K |x | KObj (x , y ) Obj (x , y ) (1) Obj (x , y ) KObj (x , y ) |x |K nK = LB OPT . From (1) we have also: KObj (x , y ) KObj (x , y ) Obj (x , y ). OPT (x ) Obj (x , y ) = Obj (x , y ) OPT . |OPT (x ) Obj (x , y )| OPT (since in a maximization problem, OPT (x ) Obj (x , y ) for any input x and any feasible solution y .

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

vi K Kvi vi Therefore, for any input x and any solution y : Obj (x , y ) K |x | KObj (x , y ) Obj (x , y ) (1) Obj (x , y ) KObj (x , y ) |x |K nK = LB OPT . From (1) we have also: KObj (x , y ) KObj (x , y ) Obj (x , y ). OPT (x ) Obj (x , y ) = Obj (x , y ) OPT . |OPT (x ) Obj (x , y )| OPT (since in a maximization problem, OPT (x ) Obj (x , y ) for any input x and any feasible solution y .

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

OAPM

N. Huynh Tuong

Proof of FPTAS

Let

y : optimal solution of the modied instance x according to input x

vi K

1 vi

vi K

OAPM

N. Huynh Tuong

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